simplify dpp
This commit is contained in:
@@ -9,8 +9,6 @@ pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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pragma experimental ABIEncoderV2;
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import {IFeeRateModel} from "../../lib/FeeRateModel.sol";
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import {IFeeRateModel} from "../../lib/FeeRateModel.sol";
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import {IPermissionManager} from "../../lib/PermissionManager.sol";
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import {IExternalValue} from "../../lib/ExternalValue.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {DPPTrader} from "./DPPTrader.sol";
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import {DPPTrader} from "./DPPTrader.sol";
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@@ -20,12 +18,10 @@ contract DPP is DPPTrader {
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address maintainer,
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address maintainer,
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address baseTokenAddress,
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address baseTokenAddress,
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address quoteTokenAddress,
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address quoteTokenAddress,
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address lpFeeRateModel,
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uint256 lpFeeRate,
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address mtFeeRateModel,
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address mtFeeRateModel,
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address kSource,
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uint256 k,
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address iSource,
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uint256 i
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address gasPriceSource,
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address tradePermissionManager
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) external {
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) external {
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initOwner(owner);
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initOwner(owner);
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@@ -33,16 +29,16 @@ contract DPP is DPPTrader {
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_BASE_TOKEN_ = IERC20(baseTokenAddress);
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_BASE_TOKEN_ = IERC20(baseTokenAddress);
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_QUOTE_TOKEN_ = IERC20(quoteTokenAddress);
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_QUOTE_TOKEN_ = IERC20(quoteTokenAddress);
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_LP_FEE_RATE_MODEL_ = IFeeRateModel(lpFeeRateModel);
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_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
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_I_ = IExternalValue(iSource);
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_K_ = IExternalValue(kSource);
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_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
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_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
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_MAINTAINER_ = maintainer;
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_MAINTAINER_ = maintainer;
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_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
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require(lpFeeRate <= 1e18, "LP_FEE_RATE_OUT_OF_RANGE");
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require(k <= 1e18, "K_OUT_OF_RANGE");
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require(i > 0 && i <= 1e36, "I_OUT_OF_RANGE");
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_LP_FEE_RATE_ = uint64(lpFeeRate);
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_K_ = uint64(k);
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_I_ = uint128(i);
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_resetTargetAndReserve();
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_resetTargetAndReserve();
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_checkIK();
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}
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}
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// ============ Version Control ============
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// ============ Version Control ============
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@@ -49,42 +49,6 @@ contract DPPAdmin is InitializableOwnable {
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_OPERATOR_ = newOperator;
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_OPERATOR_ = newOperator;
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}
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}
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// function setLpFeeRateModel(address newLpFeeRateModel) external notFreezed onlyOwner {
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// IDPP(_DPP_).setLpFeeRateModel(newLpFeeRateModel);
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// }
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// function setMtFeeRateModel(address newMtFeeRateModel) external notFreezed onlyOwner {
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// IDPP(_DPP_).setMtFeeRateModel(newMtFeeRateModel);
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// }
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// function setTradePermissionManager(address newTradePermissionManager) external notFreezed onlyOwner {
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// IDPP(_DPP_).setTradePermissionManager(newTradePermissionManager);
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// }
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function setMaintainer(address newMaintainer) external notFreezed onlyOwner {
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IDPP(_DPP_).setMaintainer(newMaintainer);
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}
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// function setGasPriceSource(address newGasPriceLimitSource) external notFreezed onlyOwner {
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// IDPP(_DPP_).setGasPriceSource(newGasPriceLimitSource);
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// }
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// function setISource(address newISource) external notFreezed onlyOwner {
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// IDPP(_DPP_).setISource(newISource);
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// }
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// function setKSource(address newKSource) external notFreezed onlyOwner {
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// IDPP(_DPP_).setKSource(newKSource);
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// }
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function setBuy(bool open) external notFreezed onlyOwner {
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IDPP(_DPP_).setBuy(open);
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}
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function setSell(bool open) external notFreezed onlyOwner {
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IDPP(_DPP_).setSell(open);
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}
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function retrieve(
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function retrieve(
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address payable to,
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address payable to,
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address token,
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address token,
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@@ -96,7 +60,6 @@ contract DPPAdmin is InitializableOwnable {
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function reset(
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function reset(
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address operator,
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address operator,
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uint256 newLpFeeRate,
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uint256 newLpFeeRate,
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uint256 newMtFeeRate,
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uint256 newI,
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uint256 newI,
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uint256 newK,
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uint256 newK,
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uint256 baseOutAmount,
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uint256 baseOutAmount,
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@@ -114,7 +77,6 @@ contract DPPAdmin is InitializableOwnable {
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IDPP(_DPP_).reset(
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IDPP(_DPP_).reset(
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msg.sender,
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msg.sender,
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newLpFeeRate,
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newLpFeeRate,
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newMtFeeRate,
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newI,
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newI,
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newK,
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newK,
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baseOutAmount,
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baseOutAmount,
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@@ -12,8 +12,6 @@ import {InitializableOwnable} from "../../lib/InitializableOwnable.sol";
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import {SafeMath} from "../../lib/SafeMath.sol";
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import {SafeMath} from "../../lib/SafeMath.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {ReentrancyGuard} from "../../lib/ReentrancyGuard.sol";
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import {ReentrancyGuard} from "../../lib/ReentrancyGuard.sol";
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import {IPermissionManager} from "../../lib/PermissionManager.sol";
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import {IExternalValue} from "../../lib/ExternalValue.sol";
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import {IFeeRateModel} from "../../lib/FeeRateModel.sol";
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import {IFeeRateModel} from "../../lib/FeeRateModel.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {PMMPricing} from "../../lib/PMMPricing.sol";
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import {PMMPricing} from "../../lib/PMMPricing.sol";
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@@ -27,14 +25,6 @@ import {PMMPricing} from "../../lib/PMMPricing.sol";
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contract DPPStorage is InitializableOwnable, ReentrancyGuard {
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contract DPPStorage is InitializableOwnable, ReentrancyGuard {
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using SafeMath for uint256;
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using SafeMath for uint256;
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// ============ Advanced Controls ============
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bool public _BUYING_CLOSE_;
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bool public _SELLING_CLOSE_;
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IPermissionManager public _TRADE_PERMISSION_;
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IExternalValue public _GAS_PRICE_LIMIT_;
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// ============ Core Address ============
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// ============ Core Address ============
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address public _MAINTAINER_;
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address public _MAINTAINER_;
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@@ -42,92 +32,18 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
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IERC20 public _BASE_TOKEN_;
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IERC20 public _BASE_TOKEN_;
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IERC20 public _QUOTE_TOKEN_;
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IERC20 public _QUOTE_TOKEN_;
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uint256 public _BASE_RESERVE_;
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uint128 public _BASE_RESERVE_;
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uint256 public _QUOTE_RESERVE_;
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uint128 public _QUOTE_RESERVE_;
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uint256 public _BASE_TARGET_;
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uint256 public _QUOTE_TARGET_;
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uint120 public _BASE_TARGET_;
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PMMPricing.RState public _RState_;
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uint120 public _QUOTE_TARGET_;
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uint16 public _RState_;
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// ============ Variables for Pricing ============
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// ============ Variables for Pricing ============
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IFeeRateModel public _LP_FEE_RATE_MODEL_;
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IFeeRateModel public _MT_FEE_RATE_MODEL_;
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IFeeRateModel public _MT_FEE_RATE_MODEL_;
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IExternalValue public _K_;
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IExternalValue public _I_;
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uint64 public _LP_FEE_RATE_;
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uint64 public _K_;
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// ============ Events ============
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uint128 public _I_;
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event SetLpFeeRateModel(address oldAddr, address newAddr);
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event SetMtFeeRateModel(address oldAddr, address newAddr);
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event SetTradePermissionManager(address oldAddr, address newAddr);
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event SetMaintainer(address oldAddr, address newAddr);
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event SetGasPriceSource(address oldAddr, address newAddr);
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event SetISource(address oldAddr, address newAddr);
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event SetKSource(address oldAddr, address newAddr);
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event SetBuy(bool allow);
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event SetSell(bool allow);
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// ============ Setting Functions ============
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function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
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emit SetLpFeeRateModel(address(_LP_FEE_RATE_MODEL_), newLpFeeRateModel);
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_LP_FEE_RATE_MODEL_ = IFeeRateModel(newLpFeeRateModel);
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}
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function setMtFeeRateModel(address newMtFeeRateModel) external onlyOwner {
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emit SetMtFeeRateModel(address(_MT_FEE_RATE_MODEL_), newMtFeeRateModel);
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_MT_FEE_RATE_MODEL_ = IFeeRateModel(newMtFeeRateModel);
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}
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function setTradePermissionManager(address newTradePermissionManager) external onlyOwner {
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emit SetTradePermissionManager(address(_TRADE_PERMISSION_), newTradePermissionManager);
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_TRADE_PERMISSION_ = IPermissionManager(newTradePermissionManager);
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}
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function setMaintainer(address newMaintainer) external onlyOwner {
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emit SetMaintainer(address(_MAINTAINER_), newMaintainer);
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_MAINTAINER_ = newMaintainer;
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}
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function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
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emit SetGasPriceSource(address(_GAS_PRICE_LIMIT_), newGasPriceLimitSource);
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_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
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}
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function setISource(address newISource) external onlyOwner {
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emit SetISource(address(_I_), newISource);
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_I_ = IExternalValue(newISource);
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_checkIK();
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}
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function setKSource(address newKSource) external onlyOwner {
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emit SetKSource(address(_K_), newKSource);
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_K_ = IExternalValue(newKSource);
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_checkIK();
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}
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function setBuy(bool open) external onlyOwner {
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emit SetBuy(open);
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_BUYING_CLOSE_ = !open;
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}
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function setSell(bool open) external onlyOwner {
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emit SetSell(open);
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_SELLING_CLOSE_ = !open;
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}
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function _checkIK() internal view {
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uint256 k = _K_.get();
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uint256 i = _I_.get();
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require(k <= 1e18, "K_OUT_OF_RANGE");
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require(i > 0 && i <= 1e36, "I_OUT_OF_RANGE");
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}
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}
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}
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@@ -36,36 +36,15 @@ contract DPPTrader is DPPVault {
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event RChange(PMMPricing.RState newRState);
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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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// ============ Trade Functions ============
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function sellBase(address to)
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function sellBase(address to)
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external
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external
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preventReentrant
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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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returns (uint256 receiveQuoteAmount)
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{
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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 mtFee;
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uint256 newBaseTarget;
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uint256 newBaseTarget;
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PMMPricing.RState newRState;
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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(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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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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// update TARGET
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if (_RState_ != newRState) {
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if (_RState_ != uint16(newRState)) {
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_RState_ = newRState;
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_RState_ = uint16(newRState);
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_BASE_TARGET_ = newBaseTarget;
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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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emit RChange(newRState);
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}
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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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function sellQuote(address to)
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external
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external
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preventReentrant
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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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returns (uint256 receiveBaseAmount)
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{
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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 mtFee;
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uint256 newQuoteTarget;
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uint256 newQuoteTarget;
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PMMPricing.RState newRState;
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PMMPricing.RState newRState;
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(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellQuote(
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(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellQuote(
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tx.origin,
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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(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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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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// update TARGET
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if (_RState_ != newRState) {
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if (_RState_ != uint16(newRState)) {
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_RState_ = newRState;
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_RState_ = uint16(newRState);
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_QUOTE_TARGET_ = newQuoteTarget;
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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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emit RChange(newRState);
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}
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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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uint256 quoteAmount,
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address assetTo,
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address assetTo,
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bytes calldata data
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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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_transferBaseOut(assetTo, baseAmount);
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_transferQuoteOut(assetTo, quoteAmount);
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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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// sell quote case
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// quote input + base output
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// quote input + base output
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if (baseBalance < _BASE_RESERVE_) {
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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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(
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uint256 receiveBaseAmount,
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uint256 receiveBaseAmount,
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uint256 mtFee,
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uint256 mtFee,
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PMMPricing.RState newRState,
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PMMPricing.RState newRState,
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uint256 newQuoteTarget
|
uint256 newQuoteTarget
|
||||||
) = querySellQuote(tx.origin, quoteInput); // revert if quoteBalance<quoteReserve
|
) = querySellQuote(tx.origin, quoteInput); // revert if quoteBalance<quoteReserve
|
||||||
require(_BASE_RESERVE_.sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
|
require(uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
|
||||||
|
|
||||||
_transferBaseOut(_MAINTAINER_, mtFee);
|
_transferBaseOut(_MAINTAINER_, mtFee);
|
||||||
if (_RState_ != newRState) {
|
if (_RState_ != uint16(newRState)) {
|
||||||
_RState_ = newRState;
|
_RState_ = uint16(newRState);
|
||||||
_QUOTE_TARGET_ = newQuoteTarget;
|
require(newQuoteTarget <= uint120(-1),"OVERFLOW");
|
||||||
|
_QUOTE_TARGET_ = uint120(newQuoteTarget);
|
||||||
emit RChange(newRState);
|
emit RChange(newRState);
|
||||||
}
|
}
|
||||||
emit DODOSwap(
|
emit DODOSwap(
|
||||||
@@ -179,19 +159,20 @@ contract DPPTrader is DPPVault {
|
|||||||
// sell base case
|
// sell base case
|
||||||
// base input + quote output
|
// base input + quote output
|
||||||
if (quoteBalance < _QUOTE_RESERVE_) {
|
if (quoteBalance < _QUOTE_RESERVE_) {
|
||||||
uint256 baseInput = baseBalance.sub(_BASE_RESERVE_);
|
uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
|
||||||
(
|
(
|
||||||
uint256 receiveQuoteAmount,
|
uint256 receiveQuoteAmount,
|
||||||
uint256 mtFee,
|
uint256 mtFee,
|
||||||
PMMPricing.RState newRState,
|
PMMPricing.RState newRState,
|
||||||
uint256 newBaseTarget
|
uint256 newBaseTarget
|
||||||
) = querySellBase(tx.origin, baseInput); // revert if baseBalance<baseReserve
|
) = querySellBase(tx.origin, baseInput); // revert if baseBalance<baseReserve
|
||||||
require(_QUOTE_RESERVE_.sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
|
require(uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
|
||||||
|
|
||||||
_transferQuoteOut(_MAINTAINER_, mtFee);
|
_transferQuoteOut(_MAINTAINER_, mtFee);
|
||||||
if (_RState_ != newRState) {
|
if (_RState_ != uint16(newRState)) {
|
||||||
_RState_ = newRState;
|
_RState_ = uint16(newRState);
|
||||||
_BASE_TARGET_ = newBaseTarget;
|
require(newBaseTarget <= uint120(-1),"OVERFLOW");
|
||||||
|
_BASE_TARGET_ = uint120(newBaseTarget);
|
||||||
emit RChange(newRState);
|
emit RChange(newRState);
|
||||||
}
|
}
|
||||||
emit DODOSwap(
|
emit DODOSwap(
|
||||||
@@ -223,7 +204,7 @@ contract DPPTrader is DPPVault {
|
|||||||
PMMPricing.PMMState memory state = getPMMState();
|
PMMPricing.PMMState memory state = getPMMState();
|
||||||
(receiveQuoteAmount, newRState) = PMMPricing.sellBaseToken(state, payBaseAmount);
|
(receiveQuoteAmount, newRState) = PMMPricing.sellBaseToken(state, payBaseAmount);
|
||||||
|
|
||||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 lpFeeRate = _LP_FEE_RATE_;
|
||||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||||
mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
|
mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
|
||||||
receiveQuoteAmount = receiveQuoteAmount
|
receiveQuoteAmount = receiveQuoteAmount
|
||||||
@@ -245,7 +226,7 @@ contract DPPTrader is DPPVault {
|
|||||||
PMMPricing.PMMState memory state = getPMMState();
|
PMMPricing.PMMState memory state = getPMMState();
|
||||||
(receiveBaseAmount, newRState) = PMMPricing.sellQuoteToken(state, payQuoteAmount);
|
(receiveBaseAmount, newRState) = PMMPricing.sellQuoteToken(state, payQuoteAmount);
|
||||||
|
|
||||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 lpFeeRate = _LP_FEE_RATE_;
|
||||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||||
mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
|
mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
|
||||||
receiveBaseAmount = receiveBaseAmount
|
receiveBaseAmount = receiveBaseAmount
|
||||||
@@ -257,13 +238,13 @@ contract DPPTrader is DPPVault {
|
|||||||
// ============ Helper Functions ============
|
// ============ Helper Functions ============
|
||||||
|
|
||||||
function getPMMState() public view returns (PMMPricing.PMMState memory state) {
|
function getPMMState() public view returns (PMMPricing.PMMState memory state) {
|
||||||
state.i = _I_.get();
|
state.i = _I_;
|
||||||
state.K = _K_.get();
|
state.K = _K_;
|
||||||
state.B = _BASE_RESERVE_;
|
state.B = _BASE_RESERVE_;
|
||||||
state.Q = _QUOTE_RESERVE_;
|
state.Q = _QUOTE_RESERVE_;
|
||||||
state.B0 = _BASE_TARGET_;
|
state.B0 = _BASE_TARGET_;
|
||||||
state.Q0 = _QUOTE_TARGET_;
|
state.Q0 = _QUOTE_TARGET_;
|
||||||
state.R = _RState_;
|
state.R = PMMPricing.RState(_RState_);
|
||||||
PMMPricing.adjustedTarget(state);
|
PMMPricing.adjustedTarget(state);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -277,7 +258,7 @@ contract DPPTrader is DPPVault {
|
|||||||
uint256 Q,
|
uint256 Q,
|
||||||
uint256 B0,
|
uint256 B0,
|
||||||
uint256 Q0,
|
uint256 Q0,
|
||||||
uint8 R
|
uint256 R
|
||||||
)
|
)
|
||||||
{
|
{
|
||||||
PMMPricing.PMMState memory state = getPMMState();
|
PMMPricing.PMMState memory state = getPMMState();
|
||||||
@@ -287,21 +268,10 @@ contract DPPTrader is DPPVault {
|
|||||||
Q = state.Q;
|
Q = state.Q;
|
||||||
B0 = state.B0;
|
B0 = state.B0;
|
||||||
Q0 = state.Q0;
|
Q0 = state.Q0;
|
||||||
R = uint8(state.R);
|
R = uint256(state.R);
|
||||||
}
|
}
|
||||||
|
|
||||||
function getMidPrice() public view returns (uint256 midPrice) {
|
function getMidPrice() public view returns (uint256 midPrice) {
|
||||||
return PMMPricing.getMidPrice(getPMMState());
|
return PMMPricing.getMidPrice(getPMMState());
|
||||||
}
|
}
|
||||||
|
|
||||||
function _sync() internal {
|
|
||||||
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
|
|
||||||
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
|
|
||||||
if (baseBalance != _BASE_RESERVE_) {
|
|
||||||
_BASE_RESERVE_ = baseBalance;
|
|
||||||
}
|
|
||||||
if (quoteBalance != _QUOTE_RESERVE_) {
|
|
||||||
_QUOTE_RESERVE_ = quoteBalance;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -23,7 +23,7 @@ contract DPPVault is DPPStorage {
|
|||||||
|
|
||||||
// ============ Events ============
|
// ============ Events ============
|
||||||
|
|
||||||
event Reset(uint256 newLpFeeRate, uint256 newMtFeeRate);
|
event LpFeeRateChange(uint256 newLpFeeRate);
|
||||||
|
|
||||||
// ============ View Functions ============
|
// ============ View Functions ============
|
||||||
|
|
||||||
@@ -37,19 +37,10 @@ contract DPPVault is DPPStorage {
|
|||||||
view
|
view
|
||||||
returns (uint256 lpFeeRate, uint256 mtFeeRate)
|
returns (uint256 lpFeeRate, uint256 mtFeeRate)
|
||||||
{
|
{
|
||||||
lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(user);
|
lpFeeRate = _LP_FEE_RATE_;
|
||||||
mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(user);
|
mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(user);
|
||||||
}
|
}
|
||||||
|
|
||||||
function getUserTradePermission(address user)
|
|
||||||
external
|
|
||||||
view
|
|
||||||
returns (bool isBuyAllow, bool isSellAllow)
|
|
||||||
{
|
|
||||||
isBuyAllow = (!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(user));
|
|
||||||
isSellAllow = (!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(user));
|
|
||||||
}
|
|
||||||
|
|
||||||
// ============ Get Input ============
|
// ============ Get Input ============
|
||||||
|
|
||||||
function getBaseInput() public view returns (uint256 input) {
|
function getBaseInput() public view returns (uint256 input) {
|
||||||
@@ -60,39 +51,80 @@ contract DPPVault is DPPStorage {
|
|||||||
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
||||||
}
|
}
|
||||||
|
|
||||||
// ============ Set States ============
|
// ============ Set Status ============
|
||||||
|
|
||||||
|
function _setReserve(uint256 baseReserve, uint256 quoteReserve) internal {
|
||||||
|
require(baseReserve <= uint120(-1) && quoteReserve <= uint120(-1), "OVERFLOW");
|
||||||
|
_BASE_RESERVE_ = uint128(baseReserve);
|
||||||
|
_QUOTE_RESERVE_ = uint128(quoteReserve);
|
||||||
|
}
|
||||||
|
|
||||||
|
function _sync() internal {
|
||||||
|
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
|
||||||
|
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
|
||||||
|
|
||||||
|
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
|
||||||
|
|
||||||
|
if (baseBalance != _BASE_RESERVE_) {
|
||||||
|
_BASE_RESERVE_ = uint128(baseBalance);
|
||||||
|
}
|
||||||
|
if (quoteBalance != _QUOTE_RESERVE_) {
|
||||||
|
_QUOTE_RESERVE_ = uint128(quoteBalance);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
function _resetTargetAndReserve() internal {
|
||||||
|
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
|
||||||
|
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
|
||||||
|
|
||||||
|
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
|
||||||
|
|
||||||
|
_BASE_RESERVE_ = uint128(baseBalance);
|
||||||
|
_QUOTE_RESERVE_ = uint128(quoteBalance);
|
||||||
|
_BASE_TARGET_ = uint120(baseBalance);
|
||||||
|
_QUOTE_TARGET_ = uint120(quoteBalance);
|
||||||
|
_setRState();
|
||||||
|
}
|
||||||
|
|
||||||
|
function _setRState() internal {
|
||||||
|
if (_BASE_RESERVE_ == _BASE_TARGET_ && _QUOTE_RESERVE_ == _QUOTE_TARGET_) {
|
||||||
|
_RState_ = uint16(PMMPricing.RState.ONE);
|
||||||
|
} else if (_BASE_RESERVE_ > _BASE_TARGET_ && _QUOTE_RESERVE_ < _QUOTE_TARGET_) {
|
||||||
|
_RState_ = uint16(PMMPricing.RState.BELOW_ONE);
|
||||||
|
} else if (_BASE_RESERVE_ < _BASE_TARGET_ && _QUOTE_RESERVE_ > _QUOTE_TARGET_) {
|
||||||
|
_RState_ = uint16(PMMPricing.RState.ABOVE_ONE);
|
||||||
|
} else {
|
||||||
|
require(false, "R_STATE_WRONG");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
function ratioSync() external preventReentrant onlyOwner {
|
function ratioSync() external preventReentrant onlyOwner {
|
||||||
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
|
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
|
||||||
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
|
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
|
||||||
|
|
||||||
|
require(baseBalance <= uint120(-1) && quoteBalance <= uint120(-1), "OVERFLOW");
|
||||||
|
|
||||||
if (baseBalance != _BASE_RESERVE_) {
|
if (baseBalance != _BASE_RESERVE_) {
|
||||||
_BASE_TARGET_ = _BASE_TARGET_.mul(baseBalance).div(_BASE_RESERVE_);
|
_BASE_TARGET_ = uint120(uint256(_BASE_TARGET_).mul(baseBalance).div(uint256(_BASE_RESERVE_)));
|
||||||
_BASE_RESERVE_ = baseBalance;
|
_BASE_RESERVE_ = uint128(baseBalance);
|
||||||
}
|
}
|
||||||
if (quoteBalance != _QUOTE_RESERVE_) {
|
if (quoteBalance != _QUOTE_RESERVE_) {
|
||||||
_QUOTE_TARGET_ = _QUOTE_TARGET_.mul(quoteBalance).div(_QUOTE_RESERVE_);
|
_QUOTE_TARGET_ = uint120(uint256(_QUOTE_TARGET_).mul(quoteBalance).div(uint256(_QUOTE_RESERVE_)));
|
||||||
_QUOTE_RESERVE_ = quoteBalance;
|
_QUOTE_RESERVE_ = uint128(quoteBalance);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
function setTarget(uint256 baseTarget, uint256 quoteTarget) public preventReentrant onlyOwner {
|
function setTarget(uint256 baseTarget, uint256 quoteTarget) public preventReentrant onlyOwner {
|
||||||
_BASE_TARGET_ = baseTarget;
|
require(baseTarget <= uint120(-1) && quoteTarget <= uint120(-1), "OVERFLOW");
|
||||||
_QUOTE_TARGET_ = quoteTarget;
|
_BASE_TARGET_ = uint120(baseTarget);
|
||||||
_setRState();
|
_QUOTE_TARGET_ = uint120(quoteTarget);
|
||||||
}
|
|
||||||
|
|
||||||
function _resetTargetAndReserve() internal {
|
|
||||||
_BASE_TARGET_ = _BASE_TOKEN_.balanceOf(address(this));
|
|
||||||
_QUOTE_TARGET_ = _QUOTE_TOKEN_.balanceOf(address(this));
|
|
||||||
_BASE_RESERVE_ = _BASE_TARGET_;
|
|
||||||
_QUOTE_RESERVE_ = _QUOTE_TARGET_;
|
|
||||||
_setRState();
|
_setRState();
|
||||||
}
|
}
|
||||||
|
|
||||||
function reset(
|
function reset(
|
||||||
address assetTo,
|
address assetTo,
|
||||||
uint256 newLpFeeRate,
|
uint256 newLpFeeRate,
|
||||||
uint256 newMtFeeRate,
|
|
||||||
uint256 newI,
|
uint256 newI,
|
||||||
uint256 newK,
|
uint256 newK,
|
||||||
uint256 baseOutAmount,
|
uint256 baseOutAmount,
|
||||||
@@ -104,30 +136,19 @@ contract DPPVault is DPPStorage {
|
|||||||
_BASE_RESERVE_ >= minBaseReserve && _QUOTE_RESERVE_ >= minQuoteReserve,
|
_BASE_RESERVE_ >= minBaseReserve && _QUOTE_RESERVE_ >= minQuoteReserve,
|
||||||
"RESERVE_AMOUNT_IS_NOT_ENOUGH"
|
"RESERVE_AMOUNT_IS_NOT_ENOUGH"
|
||||||
);
|
);
|
||||||
_LP_FEE_RATE_MODEL_.setFeeRate(newLpFeeRate);
|
require(newLpFeeRate <= 1e18, "LP_FEE_RATE_OUT_OF_RANGE");
|
||||||
_MT_FEE_RATE_MODEL_.setFeeRate(newMtFeeRate);
|
require(newK <= 1e18, "K_OUT_OF_RANGE");
|
||||||
_I_.set(newI);
|
require(newI > 0 && newI <= 1e36, "I_OUT_OF_RANGE");
|
||||||
_K_.set(newK);
|
_LP_FEE_RATE_ = uint64(newLpFeeRate);
|
||||||
|
_K_ = uint64(newK);
|
||||||
|
_I_ = uint128(newI);
|
||||||
_transferBaseOut(assetTo, baseOutAmount);
|
_transferBaseOut(assetTo, baseOutAmount);
|
||||||
_transferQuoteOut(assetTo, quoteOutAmount);
|
_transferQuoteOut(assetTo, quoteOutAmount);
|
||||||
_resetTargetAndReserve();
|
_resetTargetAndReserve();
|
||||||
_checkIK();
|
emit LpFeeRateChange(newLpFeeRate);
|
||||||
emit Reset(newLpFeeRate, newMtFeeRate);
|
|
||||||
return true;
|
return true;
|
||||||
}
|
}
|
||||||
|
|
||||||
function _setRState() internal {
|
|
||||||
if (_BASE_RESERVE_ == _BASE_TARGET_ && _QUOTE_RESERVE_ == _QUOTE_TARGET_) {
|
|
||||||
_RState_ = PMMPricing.RState.ONE;
|
|
||||||
} else if (_BASE_RESERVE_ > _BASE_TARGET_ && _QUOTE_RESERVE_ < _QUOTE_TARGET_) {
|
|
||||||
_RState_ = PMMPricing.RState.BELOW_ONE;
|
|
||||||
} else if (_BASE_RESERVE_ < _BASE_TARGET_ && _QUOTE_RESERVE_ > _QUOTE_TARGET_) {
|
|
||||||
_RState_ = PMMPricing.RState.ABOVE_ONE;
|
|
||||||
} else {
|
|
||||||
require(false, "R_STATE_WRONG");
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
// ============ Asset Out ============
|
// ============ Asset Out ============
|
||||||
|
|
||||||
function _transferBaseOut(address to, uint256 amount) internal {
|
function _transferBaseOut(address to, uint256 amount) internal {
|
||||||
|
|||||||
@@ -14,37 +14,15 @@ interface IDPP {
|
|||||||
address maintainer,
|
address maintainer,
|
||||||
address baseTokenAddress,
|
address baseTokenAddress,
|
||||||
address quoteTokenAddress,
|
address quoteTokenAddress,
|
||||||
address lpFeeRateModel,
|
uint256 lpFeeRate,
|
||||||
address mtFeeRateModel,
|
address mtFeeRateModel,
|
||||||
address kSource,
|
uint256 k,
|
||||||
address iSource,
|
uint256 i
|
||||||
address gasPriceSource,
|
|
||||||
address tradePermissionManager
|
|
||||||
) external;
|
) external;
|
||||||
|
|
||||||
function _LP_FEE_RATE_MODEL_() external returns (address);
|
|
||||||
|
|
||||||
function _MT_FEE_RATE_MODEL_() external returns (address);
|
function _MT_FEE_RATE_MODEL_() external returns (address);
|
||||||
|
|
||||||
//=========== admin ==========
|
//=========== admin ==========
|
||||||
function setLpFeeRateModel(address newLpFeeRateModel) external;
|
|
||||||
|
|
||||||
function setMtFeeRateModel(address newMtFeeRateModel) external;
|
|
||||||
|
|
||||||
function setTradePermissionManager(address newTradePermissionManager) external;
|
|
||||||
|
|
||||||
function setMaintainer(address newMaintainer) external;
|
|
||||||
|
|
||||||
function setGasPriceSource(address newGasPriceLimitSource) external;
|
|
||||||
|
|
||||||
function setISource(address newISource) external;
|
|
||||||
|
|
||||||
function setKSource(address newKSource) external;
|
|
||||||
|
|
||||||
function setBuy(bool open) external;
|
|
||||||
|
|
||||||
function setSell(bool open) external;
|
|
||||||
|
|
||||||
function ratioSync() external;
|
function ratioSync() external;
|
||||||
|
|
||||||
//==============================
|
//==============================
|
||||||
@@ -58,7 +36,6 @@ interface IDPP {
|
|||||||
function reset(
|
function reset(
|
||||||
address assetTo,
|
address assetTo,
|
||||||
uint256 newLpFeeRate,
|
uint256 newLpFeeRate,
|
||||||
uint256 newMtFeeRate,
|
|
||||||
uint256 newI,
|
uint256 newI,
|
||||||
uint256 newK,
|
uint256 newK,
|
||||||
uint256 baseOutAmount,
|
uint256 baseOutAmount,
|
||||||
|
|||||||
@@ -150,10 +150,11 @@ contract DVMTrader is DVMVault {
|
|||||||
{
|
{
|
||||||
(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
|
(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
|
||||||
|
|
||||||
|
uint256 lpFeeRate = _LP_FEE_RATE_;
|
||||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||||
mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
|
mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
|
||||||
receiveQuoteAmount = receiveQuoteAmount
|
receiveQuoteAmount = receiveQuoteAmount
|
||||||
.sub(DecimalMath.mulFloor(receiveQuoteAmount, _LP_FEE_RATE_))
|
.sub(DecimalMath.mulFloor(receiveQuoteAmount, lpFeeRate))
|
||||||
.sub(mtFee);
|
.sub(mtFee);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -164,10 +165,11 @@ contract DVMTrader is DVMVault {
|
|||||||
{
|
{
|
||||||
(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
|
(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
|
||||||
|
|
||||||
|
uint256 lpFeeRate = _LP_FEE_RATE_;
|
||||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||||
mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
|
mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
|
||||||
receiveBaseAmount = receiveBaseAmount
|
receiveBaseAmount = receiveBaseAmount
|
||||||
.sub(DecimalMath.mulFloor(receiveBaseAmount, _LP_FEE_RATE_))
|
.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
|
||||||
.sub(mtFee);
|
.sub(mtFee);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -194,7 +196,7 @@ contract DVMTrader is DVMVault {
|
|||||||
uint256 Q,
|
uint256 Q,
|
||||||
uint256 B0,
|
uint256 B0,
|
||||||
uint256 Q0,
|
uint256 Q0,
|
||||||
uint8 R
|
uint256 R
|
||||||
)
|
)
|
||||||
{
|
{
|
||||||
PMMPricing.PMMState memory state = getPMMState();
|
PMMPricing.PMMState memory state = getPMMState();
|
||||||
@@ -204,7 +206,7 @@ contract DVMTrader is DVMVault {
|
|||||||
Q = state.Q;
|
Q = state.Q;
|
||||||
B0 = state.B0;
|
B0 = state.B0;
|
||||||
Q0 = state.Q0;
|
Q0 = state.Q0;
|
||||||
R = uint8(state.R);
|
R = uint256(state.R);
|
||||||
}
|
}
|
||||||
|
|
||||||
function getMidPrice() public view returns (uint256 midPrice) {
|
function getMidPrice() public view returns (uint256 midPrice) {
|
||||||
|
|||||||
@@ -11,21 +11,17 @@ pragma experimental ABIEncoderV2;
|
|||||||
import {InitializableOwnable} from "../lib/InitializableOwnable.sol";
|
import {InitializableOwnable} from "../lib/InitializableOwnable.sol";
|
||||||
import {ICloneFactory} from "../lib/CloneFactory.sol";
|
import {ICloneFactory} from "../lib/CloneFactory.sol";
|
||||||
import {IFeeRateModel} from "../lib/FeeRateModel.sol";
|
import {IFeeRateModel} from "../lib/FeeRateModel.sol";
|
||||||
import {IExternalValue} from "../lib/ExternalValue.sol";
|
|
||||||
import {IDPP} from "../DODOPrivatePool/intf/IDPP.sol";
|
import {IDPP} from "../DODOPrivatePool/intf/IDPP.sol";
|
||||||
import {IDPPAdmin} from "../DODOPrivatePool/intf/IDPPAdmin.sol";
|
import {IDPPAdmin} from "../DODOPrivatePool/intf/IDPPAdmin.sol";
|
||||||
import {IPermissionManager} from "../lib/PermissionManager.sol";
|
|
||||||
|
|
||||||
contract DPPFactory is InitializableOwnable {
|
contract DPPFactory is InitializableOwnable {
|
||||||
// ============ Templates ============
|
// ============ Templates ============
|
||||||
|
|
||||||
address public immutable _CLONE_FACTORY_;
|
address public immutable _CLONE_FACTORY_;
|
||||||
address public immutable _DPP_TEMPLATE_;
|
address public immutable _DPP_TEMPLATE_;
|
||||||
address public immutable _FEE_RATE_MODEL_TEMPLATE_;
|
address public immutable _DEFAULT_MAINTAINER_;
|
||||||
address public immutable _PERMISSION_MANAGER_TEMPLATE_;
|
address public immutable _DEFAULT_MT_FEE_RATE_MODEL_;
|
||||||
address public immutable _DEFAULT_GAS_PRICE_SOURCE_;
|
address public immutable _DODO_APPROVE_;
|
||||||
address public immutable _VALUE_SOURCE_;
|
|
||||||
address public immutable _DODO_SMART_APPROVE_;
|
|
||||||
address public _DPP_ADMIN_TEMPLATE_;
|
address public _DPP_ADMIN_TEMPLATE_;
|
||||||
|
|
||||||
// ============ Registry ============
|
// ============ Registry ============
|
||||||
@@ -53,20 +49,16 @@ contract DPPFactory is InitializableOwnable {
|
|||||||
address cloneFactory,
|
address cloneFactory,
|
||||||
address dppTemplate,
|
address dppTemplate,
|
||||||
address dppAdminTemplate,
|
address dppAdminTemplate,
|
||||||
address defautFeeRateModelTemplate,
|
address defaultMaintainer,
|
||||||
address defaultPermissionManagerTemplate,
|
address defaultMtFeeRateModel,
|
||||||
address defaultExternalValueTemplate,
|
address dodoApprove
|
||||||
address defaultGasPriceSource,
|
|
||||||
address dodoSmartApprove
|
|
||||||
) public {
|
) public {
|
||||||
_CLONE_FACTORY_ = cloneFactory;
|
_CLONE_FACTORY_ = cloneFactory;
|
||||||
_DPP_TEMPLATE_ = dppTemplate;
|
_DPP_TEMPLATE_ = dppTemplate;
|
||||||
_DPP_ADMIN_TEMPLATE_ = dppAdminTemplate;
|
_DPP_ADMIN_TEMPLATE_ = dppAdminTemplate;
|
||||||
_DODO_SMART_APPROVE_ = dodoSmartApprove;
|
_DEFAULT_MAINTAINER_ = defaultMaintainer;
|
||||||
_FEE_RATE_MODEL_TEMPLATE_ = defautFeeRateModelTemplate;
|
_DEFAULT_MT_FEE_RATE_MODEL_ = defaultMtFeeRateModel;
|
||||||
_PERMISSION_MANAGER_TEMPLATE_ = defaultPermissionManagerTemplate;
|
_DODO_APPROVE_ = dodoApprove;
|
||||||
_VALUE_SOURCE_ = defaultExternalValueTemplate;
|
|
||||||
_DEFAULT_GAS_PRICE_SOURCE_ = defaultGasPriceSource;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
function createDODOPrivatePool() external returns (address newPrivatePool) {
|
function createDODOPrivatePool() external returns (address newPrivatePool) {
|
||||||
@@ -79,7 +71,6 @@ contract DPPFactory is InitializableOwnable {
|
|||||||
address baseToken,
|
address baseToken,
|
||||||
address quoteToken,
|
address quoteToken,
|
||||||
uint256 lpFeeRate,
|
uint256 lpFeeRate,
|
||||||
uint256 mtFeeRate,
|
|
||||||
uint256 k,
|
uint256 k,
|
||||||
uint256 i
|
uint256 i
|
||||||
) external {
|
) external {
|
||||||
@@ -89,19 +80,17 @@ contract DPPFactory is InitializableOwnable {
|
|||||||
creator,
|
creator,
|
||||||
_dppAddress,
|
_dppAddress,
|
||||||
creator,
|
creator,
|
||||||
_DODO_SMART_APPROVE_
|
_DODO_APPROVE_
|
||||||
);
|
);
|
||||||
IDPP(_dppAddress).init(
|
IDPP(_dppAddress).init(
|
||||||
adminModel,
|
adminModel,
|
||||||
creator,
|
_DEFAULT_MAINTAINER_,
|
||||||
baseToken,
|
baseToken,
|
||||||
quoteToken,
|
quoteToken,
|
||||||
_createFeeRateModel(_dppAddress, lpFeeRate),
|
lpFeeRate,
|
||||||
_createFeeRateModel(_dppAddress, mtFeeRate),
|
_DEFAULT_MT_FEE_RATE_MODEL_,
|
||||||
_createExternalValueModel(_dppAddress, k),
|
k,
|
||||||
_createExternalValueModel(_dppAddress, i),
|
i
|
||||||
_DEFAULT_GAS_PRICE_SOURCE_,
|
|
||||||
_createPermissionManager(adminModel)
|
|
||||||
);
|
);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -110,35 +99,14 @@ contract DPPFactory is InitializableOwnable {
|
|||||||
emit NewDPP(baseToken, quoteToken, creator, dppAddress);
|
emit NewDPP(baseToken, quoteToken, creator, dppAddress);
|
||||||
}
|
}
|
||||||
|
|
||||||
function _createFeeRateModel(address owner, uint256 feeRate)
|
|
||||||
internal
|
|
||||||
returns (address feeRateModel)
|
|
||||||
{
|
|
||||||
feeRateModel = ICloneFactory(_CLONE_FACTORY_).clone(_FEE_RATE_MODEL_TEMPLATE_);
|
|
||||||
IFeeRateModel(feeRateModel).init(owner, feeRate);
|
|
||||||
}
|
|
||||||
|
|
||||||
function _createPermissionManager(address owner) internal returns (address permissionManager) {
|
|
||||||
permissionManager = ICloneFactory(_CLONE_FACTORY_).clone(_PERMISSION_MANAGER_TEMPLATE_);
|
|
||||||
IPermissionManager(permissionManager).initOwner(owner);
|
|
||||||
}
|
|
||||||
|
|
||||||
function _createExternalValueModel(address owner, uint256 value)
|
|
||||||
internal
|
|
||||||
returns (address valueModel)
|
|
||||||
{
|
|
||||||
valueModel = ICloneFactory(_CLONE_FACTORY_).clone(_VALUE_SOURCE_);
|
|
||||||
IExternalValue(valueModel).init(owner, value);
|
|
||||||
}
|
|
||||||
|
|
||||||
function _createDPPAdminModel(
|
function _createDPPAdminModel(
|
||||||
address owner,
|
address owner,
|
||||||
address dpp,
|
address dpp,
|
||||||
address operator,
|
address operator,
|
||||||
address dodoSmartApprove
|
address dodoApprove
|
||||||
) internal returns (address adminModel) {
|
) internal returns (address adminModel) {
|
||||||
adminModel = ICloneFactory(_CLONE_FACTORY_).clone(_DPP_ADMIN_TEMPLATE_);
|
adminModel = ICloneFactory(_CLONE_FACTORY_).clone(_DPP_ADMIN_TEMPLATE_);
|
||||||
IDPPAdmin(adminModel).init(owner, dpp, operator, dodoSmartApprove);
|
IDPPAdmin(adminModel).init(owner, dpp, operator, dodoApprove);
|
||||||
}
|
}
|
||||||
|
|
||||||
// ============ Admin Operation Functions ============
|
// ============ Admin Operation Functions ============
|
||||||
|
|||||||
@@ -213,7 +213,6 @@ contract DODOV2Proxy01 is IDODOV2Proxy01, ReentrancyGuard, InitializableOwnable
|
|||||||
uint256 baseInAmount,
|
uint256 baseInAmount,
|
||||||
uint256 quoteInAmount,
|
uint256 quoteInAmount,
|
||||||
uint256 lpFeeRate,
|
uint256 lpFeeRate,
|
||||||
uint256 mtFeeRate,
|
|
||||||
uint256 i,
|
uint256 i,
|
||||||
uint256 k,
|
uint256 k,
|
||||||
uint256 deadLine
|
uint256 deadLine
|
||||||
@@ -247,7 +246,6 @@ contract DODOV2Proxy01 is IDODOV2Proxy01, ReentrancyGuard, InitializableOwnable
|
|||||||
_baseToken,
|
_baseToken,
|
||||||
_quoteToken,
|
_quoteToken,
|
||||||
lpFeeRate,
|
lpFeeRate,
|
||||||
mtFeeRate,
|
|
||||||
k,
|
k,
|
||||||
i
|
i
|
||||||
);
|
);
|
||||||
@@ -255,7 +253,7 @@ contract DODOV2Proxy01 is IDODOV2Proxy01, ReentrancyGuard, InitializableOwnable
|
|||||||
|
|
||||||
function resetDODOPrivatePool(
|
function resetDODOPrivatePool(
|
||||||
address dppAddress,
|
address dppAddress,
|
||||||
uint256[] memory paramList, //0 - newLpFeeRate, 1 - newMtFeeRate, 2 - newI, 3 - newK
|
uint256[] memory paramList, //0 - newLpFeeRate, 1 - newI, 2 - newK
|
||||||
uint256[] memory amountList, //0 - baseInAmount, 1 - quoteInAmount, 2 - baseOutAmount, 3- quoteOutAmount
|
uint256[] memory amountList, //0 - baseInAmount, 1 - quoteInAmount, 2 - baseOutAmount, 3- quoteOutAmount
|
||||||
uint8 flag, // 0 - ERC20, 1 - baseInETH, 2 - quoteInETH, 3 - baseOutETH, 4 - quoteOutETH
|
uint8 flag, // 0 - ERC20, 1 - baseInETH, 2 - quoteInETH, 3 - baseOutETH, 4 - quoteOutETH
|
||||||
uint256 minBaseReserve,
|
uint256 minBaseReserve,
|
||||||
@@ -282,7 +280,6 @@ contract DODOV2Proxy01 is IDODOV2Proxy01, ReentrancyGuard, InitializableOwnable
|
|||||||
paramList[0],
|
paramList[0],
|
||||||
paramList[1],
|
paramList[1],
|
||||||
paramList[2],
|
paramList[2],
|
||||||
paramList[3],
|
|
||||||
amountList[2],
|
amountList[2],
|
||||||
amountList[3],
|
amountList[3],
|
||||||
minBaseReserve,
|
minBaseReserve,
|
||||||
|
|||||||
@@ -21,7 +21,7 @@ contract DODOV2RouteHelper {
|
|||||||
uint256 Q;
|
uint256 Q;
|
||||||
uint256 B0;
|
uint256 B0;
|
||||||
uint256 Q0;
|
uint256 Q0;
|
||||||
uint8 R;
|
uint256 R;
|
||||||
uint256 lpFeeRate;
|
uint256 lpFeeRate;
|
||||||
uint256 mtFeeRate;
|
uint256 mtFeeRate;
|
||||||
address baseToken;
|
address baseToken;
|
||||||
@@ -60,19 +60,17 @@ contract DODOV2RouteHelper {
|
|||||||
curRes.quoteToken = token0;
|
curRes.quoteToken = token0;
|
||||||
}
|
}
|
||||||
|
|
||||||
if(!IDODOV2(cur)._BUYING_CLOSE_() && !IDODOV2(cur)._SELLING_CLOSE_()){
|
(
|
||||||
(
|
curRes.i,
|
||||||
curRes.i,
|
curRes.K,
|
||||||
curRes.K,
|
curRes.B,
|
||||||
curRes.B,
|
curRes.Q,
|
||||||
curRes.Q,
|
curRes.B0,
|
||||||
curRes.B0,
|
curRes.Q0,
|
||||||
curRes.Q0,
|
curRes.R
|
||||||
curRes.R
|
) = IDODOV2(cur).getPMMStateForCall();
|
||||||
) = IDODOV2(cur).getPMMStateForCall();
|
|
||||||
|
|
||||||
(curRes.lpFeeRate, curRes.mtFeeRate) = IDODOV2(cur).getUserFeeRate(userAddr);
|
(curRes.lpFeeRate, curRes.mtFeeRate) = IDODOV2(cur).getUserFeeRate(userAddr);
|
||||||
}
|
|
||||||
curRes.curPair = cur;
|
curRes.curPair = cur;
|
||||||
res[i] = curRes;
|
res[i] = curRes;
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -22,12 +22,6 @@ interface IDODOV2 {
|
|||||||
|
|
||||||
function _QUOTE_TOKEN_() external view returns (address);
|
function _QUOTE_TOKEN_() external view returns (address);
|
||||||
|
|
||||||
function _BUYING_CLOSE_() external view returns (bool);
|
|
||||||
|
|
||||||
function _SELLING_CLOSE_() external view returns (bool);
|
|
||||||
|
|
||||||
function _OWNER_() external returns (address);
|
|
||||||
|
|
||||||
function getPMMStateForCall() external view returns (
|
function getPMMStateForCall() external view returns (
|
||||||
uint256 i,
|
uint256 i,
|
||||||
uint256 K,
|
uint256 K,
|
||||||
@@ -35,7 +29,7 @@ interface IDODOV2 {
|
|||||||
uint256 Q,
|
uint256 Q,
|
||||||
uint256 B0,
|
uint256 B0,
|
||||||
uint256 Q0,
|
uint256 Q0,
|
||||||
uint8 R
|
uint256 R
|
||||||
);
|
);
|
||||||
|
|
||||||
function getUserFeeRate(address user) external view returns (uint256 lpFeeRate, uint256 mtFeeRate);
|
function getUserFeeRate(address user) external view returns (uint256 lpFeeRate, uint256 mtFeeRate);
|
||||||
@@ -64,7 +58,6 @@ interface IDODOV2 {
|
|||||||
address baseToken,
|
address baseToken,
|
||||||
address quoteToken,
|
address quoteToken,
|
||||||
uint256 lpFeeRate,
|
uint256 lpFeeRate,
|
||||||
uint256 mtFeeRate,
|
|
||||||
uint256 k,
|
uint256 k,
|
||||||
uint256 i
|
uint256 i
|
||||||
) external;
|
) external;
|
||||||
@@ -72,7 +65,6 @@ interface IDODOV2 {
|
|||||||
function reset(
|
function reset(
|
||||||
address operator,
|
address operator,
|
||||||
uint256 newLpFeeRate,
|
uint256 newLpFeeRate,
|
||||||
uint256 newMtFeeRate,
|
|
||||||
uint256 newI,
|
uint256 newI,
|
||||||
uint256 newK,
|
uint256 newK,
|
||||||
uint256 baseOutAmount,
|
uint256 baseOutAmount,
|
||||||
@@ -82,6 +74,8 @@ interface IDODOV2 {
|
|||||||
) external returns (bool);
|
) external returns (bool);
|
||||||
|
|
||||||
function getPrivatePoolBidirection(address token0, address token1) external view returns (address[] memory baseToken0Pool, address[] memory baseToken1Pool);
|
function getPrivatePoolBidirection(address token0, address token1) external view returns (address[] memory baseToken0Pool, address[] memory baseToken1Pool);
|
||||||
|
|
||||||
|
function _OWNER_() external returns (address);
|
||||||
|
|
||||||
//========== CrowdPooling ===========
|
//========== CrowdPooling ===========
|
||||||
|
|
||||||
|
|||||||
@@ -77,7 +77,6 @@ interface IDODOV2Proxy01 is IDODOV1Proxy01 {
|
|||||||
uint256 baseInAmount,
|
uint256 baseInAmount,
|
||||||
uint256 quoteInAmount,
|
uint256 quoteInAmount,
|
||||||
uint256 lpFeeRate,
|
uint256 lpFeeRate,
|
||||||
uint256 mtFeeRate,
|
|
||||||
uint256 i,
|
uint256 i,
|
||||||
uint256 k,
|
uint256 k,
|
||||||
uint256 deadLine
|
uint256 deadLine
|
||||||
@@ -85,7 +84,7 @@ interface IDODOV2Proxy01 is IDODOV1Proxy01 {
|
|||||||
|
|
||||||
function resetDODOPrivatePool(
|
function resetDODOPrivatePool(
|
||||||
address dppAddress,
|
address dppAddress,
|
||||||
uint256[] memory paramList, //0 - newLpFeeRate, 1 - newMtFeeRate, 2 - newI, 3 - newK
|
uint256[] memory paramList, //0 - newLpFeeRate, 1 - newI, 2 - newK
|
||||||
uint256[] memory amountList, //0 - baseInAmount, 1 - quoteInAmount, 2 - baseOutAmount, 3 - quoteOutAmount
|
uint256[] memory amountList, //0 - baseInAmount, 1 - quoteInAmount, 2 - baseOutAmount, 3 - quoteOutAmount
|
||||||
uint8 flag, // 0 - ERC20, 1 - baseInETH, 2 - quoteInETH, 3 - baseOutETH, 4 - quoteOutETH
|
uint8 flag, // 0 - ERC20, 1 - baseInETH, 2 - quoteInETH, 3 - baseOutETH, 4 - quoteOutETH
|
||||||
uint256 minBaseReserve,
|
uint256 minBaseReserve,
|
||||||
|
|||||||
Reference in New Issue
Block a user