simplify dpp
This commit is contained in:
owen05
@@ -36,36 +36,15 @@ contract DPPTrader is DPPVault {
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event RChange(PMMPricing.RState newRState);
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// ============ Modifiers ============
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modifier isBuyAllow(address trader) {
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require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
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_;
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}
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modifier isSellAllow(address trader) {
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require(
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!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
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"TRADER_SELL_NOT_ALLOWED"
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);
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_;
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}
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modifier limitGasPrice() {
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require(tx.gasprice <= _GAS_PRICE_LIMIT_.get(), "GAS_PRICE_EXCEED");
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_;
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}
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// ============ Trade Functions ============
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function sellBase(address to)
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external
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preventReentrant
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limitGasPrice
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isSellAllow(to) // set DVM address in trade permission
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseInput = getBaseInput();
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uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
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uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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uint256 mtFee;
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uint256 newBaseTarget;
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PMMPricing.RState newRState;
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@@ -73,12 +52,13 @@ contract DPPTrader is DPPVault {
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_transferQuoteOut(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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_sync();
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_setReserve(baseBalance, _QUOTE_TOKEN_.balanceOf(address(this)));
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// update TARGET
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_BASE_TARGET_ = newBaseTarget;
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if (_RState_ != uint16(newRState)) {
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_RState_ = uint16(newRState);
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require(newBaseTarget <= uint120(-1),"OVERFLOW");
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_BASE_TARGET_ = uint120(newBaseTarget);
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emit RChange(newRState);
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}
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@@ -94,14 +74,12 @@ contract DPPTrader is DPPVault {
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function sellQuote(address to)
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external
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preventReentrant
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limitGasPrice
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isBuyAllow(to)
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returns (uint256 receiveBaseAmount)
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{
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uint256 quoteInput = getQuoteInput();
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uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
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uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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uint256 mtFee;
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uint256 newQuoteTarget;
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PMMPricing.RState newRState;
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(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellQuote(
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tx.origin,
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@@ -110,12 +88,13 @@ contract DPPTrader is DPPVault {
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_transferBaseOut(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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_sync();
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_setReserve(_BASE_TOKEN_.balanceOf(address(this)), quoteBalance);
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// update TARGET
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_QUOTE_TARGET_ = newQuoteTarget;
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if (_RState_ != uint16(newRState)) {
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_RState_ = uint16(newRState);
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require(newQuoteTarget <= uint120(-1),"OVERFLOW");
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_QUOTE_TARGET_ = uint120(newQuoteTarget);
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emit RChange(newRState);
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}
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@@ -133,7 +112,7 @@ contract DPPTrader is DPPVault {
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uint256 quoteAmount,
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address assetTo,
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bytes calldata data
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) external preventReentrant isSellAllow(assetTo) isBuyAllow(assetTo) {
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) external preventReentrant {
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_transferBaseOut(assetTo, baseAmount);
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_transferQuoteOut(assetTo, quoteAmount);
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@@ -152,19 +131,20 @@ contract DPPTrader is DPPVault {
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// sell quote case
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// quote input + base output
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if (baseBalance < _BASE_RESERVE_) {
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uint256 quoteInput = quoteBalance.sub(_QUOTE_RESERVE_);
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uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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(
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uint256 receiveBaseAmount,
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uint256 mtFee,
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PMMPricing.RState newRState,
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uint256 newQuoteTarget
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) = querySellQuote(tx.origin, quoteInput); // revert if quoteBalance<quoteReserve
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require(_BASE_RESERVE_.sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
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require(uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
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_transferBaseOut(_MAINTAINER_, mtFee);
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_QUOTE_TARGET_ = newQuoteTarget;
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if (_RState_ != uint16(newRState)) {
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_RState_ = uint16(newRState);
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require(newQuoteTarget <= uint120(-1),"OVERFLOW");
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_QUOTE_TARGET_ = uint120(newQuoteTarget);
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emit RChange(newRState);
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}
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emit DODOSwap(
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@@ -179,19 +159,20 @@ contract DPPTrader is DPPVault {
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// sell base case
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// base input + quote output
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if (quoteBalance < _QUOTE_RESERVE_) {
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uint256 baseInput = baseBalance.sub(_BASE_RESERVE_);
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uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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(
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uint256 receiveQuoteAmount,
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uint256 mtFee,
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PMMPricing.RState newRState,
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uint256 newBaseTarget
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) = querySellBase(tx.origin, baseInput); // revert if baseBalance<baseReserve
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require(_QUOTE_RESERVE_.sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
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require(uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
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_transferQuoteOut(_MAINTAINER_, mtFee);
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if (_RState_ != newRState) {
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_RState_ = newRState;
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_BASE_TARGET_ = newBaseTarget;
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if (_RState_ != uint16(newRState)) {
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_RState_ = uint16(newRState);
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require(newBaseTarget <= uint120(-1),"OVERFLOW");
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_BASE_TARGET_ = uint120(newBaseTarget);
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emit RChange(newRState);
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}
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emit DODOSwap(
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@@ -223,7 +204,7 @@ contract DPPTrader is DPPVault {
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PMMPricing.PMMState memory state = getPMMState();
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(receiveQuoteAmount, newRState) = PMMPricing.sellBaseToken(state, payBaseAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
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receiveQuoteAmount = receiveQuoteAmount
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@@ -245,7 +226,7 @@ contract DPPTrader is DPPVault {
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PMMPricing.PMMState memory state = getPMMState();
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(receiveBaseAmount, newRState) = PMMPricing.sellQuoteToken(state, payQuoteAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
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receiveBaseAmount = receiveBaseAmount
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@@ -257,13 +238,13 @@ contract DPPTrader is DPPVault {
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// ============ Helper Functions ============
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function getPMMState() public view returns (PMMPricing.PMMState memory state) {
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state.i = _I_.get();
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state.K = _K_.get();
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state.i = _I_;
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state.K = _K_;
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state.B = _BASE_RESERVE_;
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state.Q = _QUOTE_RESERVE_;
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state.B0 = _BASE_TARGET_;
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state.Q0 = _QUOTE_TARGET_;
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state.R = _RState_;
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state.R = PMMPricing.RState(_RState_);
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PMMPricing.adjustedTarget(state);
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}
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@@ -277,7 +258,7 @@ contract DPPTrader is DPPVault {
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uint256 Q,
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uint256 B0,
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uint256 Q0,
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uint8 R
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uint256 R
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)
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{
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PMMPricing.PMMState memory state = getPMMState();
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@@ -287,21 +268,10 @@ contract DPPTrader is DPPVault {
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Q = state.Q;
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B0 = state.B0;
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Q0 = state.Q0;
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R = uint8(state.R);
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R = uint256(state.R);
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}
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function getMidPrice() public view returns (uint256 midPrice) {
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return PMMPricing.getMidPrice(getPMMState());
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}
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function _sync() internal {
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uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
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uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
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if (baseBalance != _BASE_RESERVE_) {
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_BASE_RESERVE_ = baseBalance;
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}
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if (quoteBalance != _QUOTE_RESERVE_) {
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_QUOTE_RESERVE_ = quoteBalance;
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}
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}
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}
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