refactor DPP & DVM
This commit is contained in:
90
contracts/DODOPrivatePool/impl/DPPStorage.sol
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90
contracts/DODOPrivatePool/impl/DPPStorage.sol
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@@ -0,0 +1,90 @@
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/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {InitializableOwnable} from "../../lib/InitializableOwnable.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 {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 "../../intf/IFeeRateModel.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {RState} from "../../lib/PMMPricing.sol";
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/**
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* @title Storage
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* @author DODO Breeder
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*
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* @notice Local Variables
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*/
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contract DPPStorage is InitializableOwnable, ReentrancyGuard {
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using SafeMath for uint256;
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// ============ Variables for Control ============
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IExternalValue public _GAS_PRICE_LIMIT_;
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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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// ============ Core Address ============
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address public _MAINTAINER_; // collect maintainer fee
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IERC20 public _BASE_TOKEN_;
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IERC20 public _QUOTE_TOKEN_;
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uint256 public _BASE_RESERVE_;
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uint256 public _QUOTE_RESERVE_;
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uint256 public _BASE_TARGET_;
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uint256 public _QUOTE_TARGET_;
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RState public _RState_;
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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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IExternalValue public _K_;
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IExternalValue public _I_;
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// ============ Setting Functions ============
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function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
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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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_MT_FEE_RATE_MODEL_ = IFeeRateModel(newMtFeeRateModel);
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}
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function setTradePermissionManager(address newTradePermissionManager) external onlyOwner {
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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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_MAINTAINER_ = newMaintainer;
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}
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function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
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_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
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}
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function setBuy(bool open) external onlyOwner {
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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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_SELLING_CLOSE_ = !open;
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}
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}
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162
contracts/DODOPrivatePool/impl/DPPTrader.sol
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162
contracts/DODOPrivatePool/impl/DPPTrader.sol
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@@ -0,0 +1,162 @@
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/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DPPVault} from "./DPPVault.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 {RState, PMMState, PMMPricing} from "../../lib/PMMPricing.sol";
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contract DPPTrader is DPPVault {
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using SafeMath for uint256;
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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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// todo 看看怎么能加上flash loan
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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)
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseInput = getBaseInput();
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uint256 mtFee;
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uint256 newBaseTarget;
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RState newRState;
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(receiveQuoteAmount, mtFee, newRState, newBaseTarget) = querySellBase(tx.origin, baseInput);
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_transferQuoteOut(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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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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}
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_syncReserve();
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return receiveQuoteAmount;
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}
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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 mtFee;
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uint256 newQuoteTarget;
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RState newRState;
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(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellBase(
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tx.origin,
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quoteInput
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);
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_transferBaseOut(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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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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}
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_syncReserve();
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return receiveBaseAmount;
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}
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// ============ Query Functions ============
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function querySellBase(address trader, uint256 payBaseAmount)
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public
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view
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returns (
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uint256 receiveQuoteAmount,
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uint256 mtFee,
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RState newRState,
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uint256 newBaseTarget
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)
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{
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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 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulCeil(receiveQuoteAmount, mtFeeRate);
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receiveQuoteAmount = DecimalMath.mulFloor(
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receiveQuoteAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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return (receiveQuoteAmount, mtFee, newRState, state.B0);
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}
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function querySellQuote(address trader, uint256 payQuoteAmount)
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public
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view
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returns (
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uint256 receiveBaseAmount,
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uint256 mtFee,
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RState newRState,
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uint256 newQuoteTarget
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)
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{
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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 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulCeil(receiveBaseAmount, mtFeeRate);
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receiveBaseAmount = DecimalMath.mulFloor(
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receiveBaseAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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return (receiveBaseAmount, mtFee, newRState, state.Q0);
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}
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// ============ Helper Functions ============
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function getPMMState() public view returns (PMMState memory state) {
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state.i = _I_.get();
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state.K = _K_.get();
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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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PMMPricing.adjustedTarget(state);
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return state;
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}
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}
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110
contracts/DODOPrivatePool/impl/DPPVault.sol
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110
contracts/DODOPrivatePool/impl/DPPVault.sol
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@@ -0,0 +1,110 @@
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/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DPPStorage} from "./DPPStorage.sol";
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import {IERC20} from "../../intf/IERC20.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.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 {SafeERC20} from "../../lib/SafeERC20.sol";
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import {Ownable} from "../../lib/Ownable.sol";
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contract DPPVault is DPPStorage {
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using SafeMath for uint256;
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using SafeERC20 for IERC20;
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// input
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function getInput() public view returns (uint256 baseInput, uint256 quoteInput) {
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return (
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_BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_),
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_QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_)
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);
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}
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function getBaseInput() public view returns (uint256 input) {
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return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
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}
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function getQuoteInput() public view returns (uint256 input) {
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return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
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}
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// ============ Set Status ============
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function _syncReserve() internal {
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_BASE_RESERVE_ = _BASE_TOKEN_.balanceOf(address(this));
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_QUOTE_RESERVE_ = _QUOTE_TOKEN_.balanceOf(address(this));
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}
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function setTarget(uint256 baseTarget, uint256 quoteTarget) public onlyOwner {
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_BASE_TARGET_ = baseTarget;
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_QUOTE_TARGET_ = quoteTarget;
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_checkStatus();
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}
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// todo 这里需要考虑,怎么一个tx同时更新k i 和 fee并reset
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function reset() public onlyOwner {
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_BASE_TARGET_ = _BASE_TOKEN_.balanceOf(address(this));
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_QUOTE_TARGET_ = _QUOTE_TOKEN_.balanceOf(address(this));
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_BASE_RESERVE_ = _BASE_TARGET_;
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_QUOTE_RESERVE_ = _QUOTE_TARGET_;
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}
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function _checkStatus() internal view {
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require(
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!(_BASE_RESERVE_ < _BASE_TARGET_ && _QUOTE_RESERVE_ < _QUOTE_TARGET_),
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"STATUS_WRONG"
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);
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}
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// ============ Assets Transfer ============
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function withdraw(
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address to,
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uint256 baseAmount,
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uint256 quoteAmount,
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bytes calldata data
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) public onlyOwner {
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_transferBaseOut(to, baseAmount);
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_transferQuoteOut(to, quoteAmount);
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_BASE_TARGET_ = _BASE_TARGET_.sub(baseAmount);
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_QUOTE_TARGET_ = _QUOTE_TARGET_.sub(quoteAmount);
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if (data.length > 0) {
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IDODOCallee(to).DPPWithdrawCall(msg.sender, baseAmount, quoteAmount, data);
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}
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}
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function _transferBaseOut(address to, uint256 amount) internal {
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if (amount > 0) {
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_BASE_TOKEN_.safeTransfer(to, amount);
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}
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}
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function _transferQuoteOut(address to, uint256 amount) internal {
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if (amount > 0) {
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_QUOTE_TOKEN_.safeTransfer(to, amount);
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}
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}
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// todo 高级功能,需要讨论
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function retrieve(
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address payable to,
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address token,
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uint256 amount
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) external onlyOwner {
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require(to != address(_BASE_TOKEN_) && to != address(_QUOTE_TOKEN_), "USE_WITHDRAW");
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if (token == 0x000000000000000000000000000000000000000E) {
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to.transfer(amount);
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} else {
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IERC20(token).safeTransfer(msg.sender, amount);
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}
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}
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}
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@@ -10,7 +10,8 @@ pragma experimental ABIEncoderV2;
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import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
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import {IPermissionManager} from "../../lib/PermissionManager.sol";
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import {IGasPriceSource} from "../../lib/GasPriceSource.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 {DVMTrader} from "./DVMTrader.sol";
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import {DVMFunding} from "./DVMFunding.sol";
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import {DVMVault} from "./DVMVault.sol";
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@@ -19,7 +20,8 @@ contract DVM is DVMTrader, DVMFunding {
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function init(
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address owner,
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address maintainer,
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address vault,
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address baseTokenAddress,
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address quoteTokenAddress,
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address lpFeeRateModel,
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address mtFeeRateModel,
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address tradePermissionManager,
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@@ -28,16 +30,32 @@ contract DVM is DVMTrader, DVMFunding {
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uint256 k
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) external {
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initOwner(owner);
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_VAULT_ = DVMVault(vault);
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_BASE_TOKEN_ = _VAULT_._BASE_TOKEN_();
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_QUOTE_TOKEN_ = _VAULT_._QUOTE_TOKEN_();
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_BASE_TOKEN_ = IERC20(baseTokenAddress);
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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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_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
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_GAS_PRICE_LIMIT_ = IGasPriceSource(gasPriceSource);
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_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
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_MAINTAINER_ = maintainer;
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_I_ = i;
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_K_ = k;
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string memory connect = "_";
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string memory suffix = "DLP";
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string memory uid = string(abi.encodePacked(address(this)));
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name = string(
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abi.encodePacked(
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suffix,
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connect,
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_BASE_TOKEN_.symbol(),
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connect,
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_QUOTE_TOKEN_.symbol(),
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connect,
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uid
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)
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);
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symbol = "DLP";
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decimals = _BASE_TOKEN_.decimals();
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}
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// ============ Version Control ============
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@@ -8,17 +8,17 @@
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DVMStorage} from "./DVMStorage.sol";
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import {DVMVault} from "./DVMVault.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.sol";
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contract DVMFunding is DVMStorage {
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contract DVMFunding is DVMVault {
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function buyShares(address to) external preventReentrant returns (uint256) {
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uint256 baseInput = _VAULT_.getBaseInput();
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uint256 quoteInput = _VAULT_.getQuoteInput();
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uint256 baseInput = getBaseInput();
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uint256 quoteInput = getQuoteInput();
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require(baseInput > 0, "NO_BASE_INPUT");
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uint256 baseReserve = _VAULT_._BASE_RESERVE_();
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uint256 quoteReserve = _VAULT_._QUOTE_RESERVE_();
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uint256 baseReserve = _BASE_RESERVE_; // may save gas? 待确认
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uint256 quoteReserve = _QUOTE_RESERVE_;
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uint256 mintAmount;
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// case 1. initial supply
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if (baseReserve == 0 && quoteReserve == 0) {
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@@ -27,7 +27,7 @@ contract DVMFunding is DVMStorage {
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// case 2. supply when quote reserve is 0
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if (baseReserve > 0 && quoteReserve == 0) {
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uint256 mintRatio = DecimalMath.divFloor(baseInput, baseReserve);
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mintAmount = DecimalMath.mulFloor(_VAULT_.totalSupply(), mintRatio);
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mintAmount = DecimalMath.mulFloor(totalSupply, mintRatio);
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}
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// case 3. normal case
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if (baseReserve > 0 && quoteReserve > 0) {
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@@ -36,15 +36,15 @@ contract DVMFunding is DVMStorage {
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uint256 mintRatio = baseInputRatio > quoteInputRatio ? quoteInputRatio : baseInputRatio;
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// 在提币的时候向下取整。因此永远不会出现,balance为0但totalsupply不为0的情况
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// 但有可能出现,reserve>0但totalSupply=0的场景
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uint256 totalShare = _VAULT_.totalSupply();
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uint256 totalShare = totalSupply;
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if (totalShare > 0) {
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mintAmount = DecimalMath.mulFloor(totalShare, mintRatio);
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} else {
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mintAmount = baseInput;
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}
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}
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_VAULT_.mint(to, mintAmount);
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_VAULT_.sync();
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_mint(to, mintAmount);
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_sync();
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}
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||||
|
||||
function sellShares(
|
||||
@@ -52,26 +52,34 @@ contract DVMFunding is DVMStorage {
|
||||
uint256 shareAmount,
|
||||
bytes calldata data
|
||||
) external preventReentrant returns (uint256) {
|
||||
require(_VAULT_.balanceOf(msg.sender) >= shareAmount, "SHARES_NOT_ENOUGH");
|
||||
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
|
||||
uint256 totalShares = _VAULT_.totalSupply();
|
||||
_VAULT_.burn(msg.sender, shareAmount);
|
||||
require(_SHARES_[msg.sender] >= shareAmount, "SHARES_NOT_ENOUGH");
|
||||
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
uint256 totalShares = totalSupply;
|
||||
_burn(msg.sender, shareAmount);
|
||||
uint256 baseAmount = baseBalance.mul(shareAmount).div(totalShares);
|
||||
uint256 quoteAmount = quoteBalance.mul(shareAmount).div(totalShares);
|
||||
_VAULT_.transferBaseOut(to, baseAmount);
|
||||
_VAULT_.transferQuoteOut(to, quoteAmount);
|
||||
_VAULT_.sync();
|
||||
if (data.length > 0) IDODOCallee(msg.sender).DVMSellShareCall(to, shareAmount, baseAmount, quoteAmount, data);
|
||||
_transferBaseOut(to, baseAmount);
|
||||
_transferQuoteOut(to, quoteAmount);
|
||||
_sync();
|
||||
if (data.length > 0)
|
||||
IDODOCallee(msg.sender).DVMSellShareCall(
|
||||
to,
|
||||
shareAmount,
|
||||
baseAmount,
|
||||
quoteAmount,
|
||||
data
|
||||
);
|
||||
}
|
||||
|
||||
function retrieve(address to) external preventReentrant {
|
||||
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
if (baseBalance.sub(baseReserve) > 0) {
|
||||
_VAULT_.transferBaseOut(to, baseBalance.sub(baseReserve));
|
||||
}
|
||||
if (quoteBalance.sub(quoteReserve) > 0) {
|
||||
_VAULT_.transferQuoteOut(to, quoteBalance.sub(quoteReserve));
|
||||
}
|
||||
}
|
||||
// 高级功能,需要讨论加不加
|
||||
// function retrieve(address to) external preventReentrant {
|
||||
// (uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
// if (baseBalance.sub(baseReserve) > 0) {
|
||||
// transferBaseOut(to, baseBalance.sub(baseReserve));
|
||||
// }
|
||||
// if (quoteBalance.sub(quoteReserve) > 0) {
|
||||
// transferQuoteOut(to, quoteBalance.sub(quoteReserve));
|
||||
// }
|
||||
// }
|
||||
}
|
||||
|
||||
@@ -14,16 +14,16 @@ import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DODOMath} from "../../lib/DODOMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {IPermissionManager} from "../../lib/PermissionManager.sol";
|
||||
import {IGasPriceSource} from "../../lib/GasPriceSource.sol";
|
||||
import {IExternalValue} from "../../lib/ExternalValue.sol";
|
||||
import {IFeeRateModel} from "../../intf/IFeeRateModel.sol";
|
||||
import {IDVMVault} from "../intf/IDVMVault.sol";
|
||||
import {IERC20} from "../../intf/IERC20.sol";
|
||||
|
||||
contract DVMStorage is InitializableOwnable, ReentrancyGuard {
|
||||
using SafeMath for uint256;
|
||||
|
||||
// ============ Variables for Control ============
|
||||
|
||||
IGasPriceSource public _GAS_PRICE_LIMIT_;
|
||||
IExternalValue public _GAS_PRICE_LIMIT_;
|
||||
|
||||
// ============ Advanced Controls ============
|
||||
|
||||
@@ -36,8 +36,21 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
|
||||
|
||||
address public _MAINTAINER_; // collect maintainer fee
|
||||
|
||||
address public _BASE_TOKEN_;
|
||||
address public _QUOTE_TOKEN_;
|
||||
IERC20 public _BASE_TOKEN_;
|
||||
IERC20 public _QUOTE_TOKEN_;
|
||||
|
||||
uint256 public _BASE_RESERVE_;
|
||||
uint256 public _QUOTE_RESERVE_;
|
||||
|
||||
// ============ Shares ============
|
||||
|
||||
string public symbol;
|
||||
uint256 public decimals;
|
||||
string public name;
|
||||
|
||||
uint256 public totalSupply;
|
||||
mapping(address => uint256) internal _SHARES_;
|
||||
mapping(address => mapping(address => uint256)) internal _ALLOWED_;
|
||||
|
||||
// ============ Variables for Pricing ============
|
||||
|
||||
@@ -46,41 +59,6 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
|
||||
uint256 public _K_;
|
||||
uint256 public _I_;
|
||||
|
||||
IDVMVault public _VAULT_;
|
||||
|
||||
// ============ Modifiers ============
|
||||
|
||||
modifier isBuyAllow(address trader) {
|
||||
require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
|
||||
_;
|
||||
}
|
||||
|
||||
modifier isSellAllow(address trader) {
|
||||
require(
|
||||
!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
|
||||
"TRADER_SELL_NOT_ALLOWED"
|
||||
);
|
||||
_;
|
||||
}
|
||||
|
||||
modifier limitGasPrice() {
|
||||
require(tx.gasprice <= _GAS_PRICE_LIMIT_.getGasPrice(), "GAS_PRICE_EXCEED");
|
||||
_;
|
||||
}
|
||||
|
||||
// ============ Helper Functions ============
|
||||
|
||||
function calculateBase0(uint256 baseAmount, uint256 quoteAmount) public view returns (uint256) {
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
|
||||
function getBase0() public view returns (uint256) {
|
||||
(uint256 baseAmount, uint256 quoteAmount) = _VAULT_.getVaultReserve();
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
|
||||
// ============ Setting Functions ============
|
||||
|
||||
function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
|
||||
@@ -100,7 +78,7 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
|
||||
}
|
||||
|
||||
function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
|
||||
_GAS_PRICE_LIMIT_ = IGasPriceSource(newGasPriceLimitSource);
|
||||
_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
|
||||
}
|
||||
|
||||
function setBuy(bool open) external onlyOwner {
|
||||
|
||||
@@ -8,15 +8,38 @@
|
||||
pragma solidity 0.6.9;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import {DVMStorage} from "./DVMStorage.sol";
|
||||
import {DVMVault} from "./DVMVault.sol";
|
||||
import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {DODOMath} from "../../lib/DODOMath.sol";
|
||||
import {IDODOCallee} from "../../intf/IDODOCallee.sol";
|
||||
import {RState, PMMState, PMMPricing} from "../../lib/PMMPricing.sol";
|
||||
|
||||
contract DVMTrader is DVMStorage {
|
||||
contract DVMTrader is DVMVault {
|
||||
using SafeMath for uint256;
|
||||
|
||||
// ============ Modifiers ============
|
||||
|
||||
modifier isBuyAllow(address trader) {
|
||||
require(!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader), "TRADER_BUY_NOT_ALLOWED");
|
||||
_;
|
||||
}
|
||||
|
||||
modifier isSellAllow(address trader) {
|
||||
require(
|
||||
!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(trader),
|
||||
"TRADER_SELL_NOT_ALLOWED"
|
||||
);
|
||||
_;
|
||||
}
|
||||
|
||||
modifier limitGasPrice() {
|
||||
require(tx.gasprice <= _GAS_PRICE_LIMIT_.get(), "GAS_PRICE_EXCEED");
|
||||
_;
|
||||
}
|
||||
|
||||
// ============ Execute ============
|
||||
|
||||
function sellBase(address to)
|
||||
external
|
||||
preventReentrant
|
||||
@@ -24,14 +47,12 @@ contract DVMTrader is DVMStorage {
|
||||
isSellAllow(to)
|
||||
returns (uint256 receiveQuoteAmount)
|
||||
{
|
||||
uint256 baseInput = _VAULT_.getBaseInput();
|
||||
uint256 baseInput = getBaseInput();
|
||||
uint256 mtFee;
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
|
||||
_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
|
||||
_transferQuoteOut(to, receiveQuoteAmount);
|
||||
_transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
_sync();
|
||||
return receiveQuoteAmount;
|
||||
}
|
||||
|
||||
@@ -42,31 +63,31 @@ contract DVMTrader is DVMStorage {
|
||||
isBuyAllow(to)
|
||||
returns (uint256 receiveBaseAmount)
|
||||
{
|
||||
uint256 quoteInput = _VAULT_.getQuoteInput();
|
||||
uint256 quoteInput = getQuoteInput();
|
||||
uint256 mtFee;
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
|
||||
_VAULT_.transferBaseOut(to, receiveBaseAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(tx.origin, quoteInput);
|
||||
_transferBaseOut(to, receiveBaseAmount);
|
||||
_transferBaseOut(_MAINTAINER_, mtFee);
|
||||
_sync();
|
||||
return receiveBaseAmount;
|
||||
}
|
||||
|
||||
// 这是一个试验性质的函数
|
||||
// 没有走标准库,需要仔细考虑下
|
||||
function flashLoan(
|
||||
uint256 baseAmount,
|
||||
uint256 quoteAmount,
|
||||
address assetTo,
|
||||
bytes calldata data
|
||||
) external preventReentrant {
|
||||
_VAULT_.transferBaseOut(assetTo, baseAmount);
|
||||
_VAULT_.transferQuoteOut(assetTo, quoteAmount);
|
||||
_transferBaseOut(assetTo, baseAmount);
|
||||
_transferQuoteOut(assetTo, quoteAmount);
|
||||
|
||||
if (data.length > 0)
|
||||
IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
|
||||
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo);
|
||||
@@ -76,7 +97,7 @@ contract DVMTrader is DVMStorage {
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
baseBalance = baseReserve.sub(validBaseOut);
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
|
||||
_transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
|
||||
}
|
||||
if (quoteBalance < quoteReserve) {
|
||||
uint256 validQuoteOut = DecimalMath.divCeil(
|
||||
@@ -84,7 +105,7 @@ contract DVMTrader is DVMStorage {
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
quoteBalance = quoteReserve.sub(validQuoteOut);
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
|
||||
_transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
|
||||
}
|
||||
|
||||
require(
|
||||
@@ -92,7 +113,7 @@ contract DVMTrader is DVMStorage {
|
||||
"FLASH_LOAN_FAILED"
|
||||
);
|
||||
|
||||
_VAULT_.sync();
|
||||
_sync();
|
||||
}
|
||||
|
||||
function querySellBase(address trader, uint256 payBaseAmount)
|
||||
@@ -100,17 +121,15 @@ contract DVMTrader is DVMStorage {
|
||||
view
|
||||
returns (uint256 receiveQuoteAmount, uint256 mtFee)
|
||||
{
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
|
||||
uint256 B1 = baseReserve.add(payBaseAmount);
|
||||
require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_);
|
||||
(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
|
||||
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
|
||||
receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
|
||||
mtFee = DecimalMath.mulCeil(receiveQuoteAmount, mtFeeRate);
|
||||
receiveQuoteAmount = DecimalMath.mulFloor(
|
||||
receiveQuoteAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
|
||||
return (receiveQuoteAmount, mtFee);
|
||||
}
|
||||
@@ -120,78 +139,96 @@ contract DVMTrader is DVMStorage {
|
||||
view
|
||||
returns (uint256 receiveBaseAmount, uint256 mtFee)
|
||||
{
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
|
||||
|
||||
uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
|
||||
uint256 deltaBase = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
B0,
|
||||
baseReserve,
|
||||
fairAmount,
|
||||
false,
|
||||
_K_
|
||||
);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
|
||||
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
|
||||
return (receiveBaseAmount, mtFee);
|
||||
}
|
||||
|
||||
// 这是一个仅供查询的合约,所有交易都是基于先给input,再输出output的
|
||||
// 所以想要买10ETH,这个函数可以给你一个大概的成本,你用这个成本输入,最后能否得到10ETH是要看情况的
|
||||
function queryBuyBase(address trader, uint256 receiveBaseAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 payQuoteAmount)
|
||||
{
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 validReceiveBaseAmount = DecimalMath.divCeil(
|
||||
mtFee = DecimalMath.mulCeil(receiveBaseAmount, mtFeeRate);
|
||||
receiveBaseAmount = DecimalMath.mulFloor(
|
||||
receiveBaseAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
require(baseReserve > validReceiveBaseAmount, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
uint256 B2 = baseReserve.sub(validReceiveBaseAmount);
|
||||
payQuoteAmount = DODOMath._GeneralIntegrate(B0, baseReserve, B2, _I_, _K_);
|
||||
return payQuoteAmount;
|
||||
return (receiveBaseAmount, mtFee);
|
||||
}
|
||||
|
||||
function queryBuyQuote(address trader, uint256 receiveQuoteAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 payBaseAmount)
|
||||
{
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
uint256 validReceiveQuoteAmount = DecimalMath.divCeil(
|
||||
receiveQuoteAmount,
|
||||
DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
);
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
require(quoteReserve > validReceiveQuoteAmount, "DODO_QUOTE_BALANCE_NOT_ENOUGH");
|
||||
// // 这是一个仅供查询的合约,所有交易都是基于先给input,再输出output的
|
||||
// // 所以想要买10ETH,这个函数可以给你一个大概的成本,你用这个成本输入,最后能否得到10ETH是要看情况的
|
||||
// function queryBuyBase(address trader, uint256 receiveBaseAmount)
|
||||
// public
|
||||
// view
|
||||
// returns (uint256 payQuoteAmount)
|
||||
// {
|
||||
// uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 validReceiveBaseAmount = DecimalMath.divCeil(
|
||||
// receiveBaseAmount,
|
||||
// DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
// );
|
||||
// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
// require(baseReserve > validReceiveBaseAmount, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
uint256 fairAmount = DecimalMath.divFloor(validReceiveQuoteAmount, _I_);
|
||||
payBaseAmount = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
B0,
|
||||
baseReserve,
|
||||
fairAmount,
|
||||
true,
|
||||
_K_
|
||||
);
|
||||
return payBaseAmount;
|
||||
}
|
||||
// uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
// uint256 B2 = baseReserve.sub(validReceiveBaseAmount);
|
||||
// payQuoteAmount = DODOMath._GeneralIntegrate(B0, baseReserve, B2, _I_, _K_);
|
||||
// return payQuoteAmount;
|
||||
// }
|
||||
|
||||
// function queryBuyQuote(address trader, uint256 receiveQuoteAmount)
|
||||
// public
|
||||
// view
|
||||
// returns (uint256 payBaseAmount)
|
||||
// {
|
||||
// uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
|
||||
// uint256 validReceiveQuoteAmount = DecimalMath.divCeil(
|
||||
// receiveQuoteAmount,
|
||||
// DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
|
||||
// );
|
||||
// (uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
// require(quoteReserve > validReceiveQuoteAmount, "DODO_QUOTE_BALANCE_NOT_ENOUGH");
|
||||
|
||||
// uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
// uint256 fairAmount = DecimalMath.divFloor(validReceiveQuoteAmount, _I_);
|
||||
// payBaseAmount = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
// B0,
|
||||
// baseReserve,
|
||||
// fairAmount,
|
||||
// true,
|
||||
// _K_
|
||||
// );
|
||||
// return payBaseAmount;
|
||||
// }
|
||||
|
||||
function getMidPrice() public view returns (uint256 midPrice) {
|
||||
(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = getVaultReserve();
|
||||
uint256 B0 = calculateBase0(baseReserve, quoteReserve);
|
||||
|
||||
uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(baseReserve).mul(B0).div(baseReserve);
|
||||
uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_));
|
||||
return DecimalMath.mulFloor(_I_, offset);
|
||||
}
|
||||
|
||||
// ============ Helper Functions ============
|
||||
|
||||
function getPMMState() public view returns (PMMState memory state) {
|
||||
state.i = _I_;
|
||||
state.K = _K_;
|
||||
state.B = _BASE_RESERVE_;
|
||||
state.Q = _QUOTE_RESERVE_;
|
||||
state.B0 = calculateBase0(state.B, state.Q);
|
||||
state.Q0 = 0;
|
||||
state.R = RState.ABOVE_ONE;
|
||||
return state;
|
||||
}
|
||||
|
||||
function calculateBase0(uint256 baseAmount, uint256 quoteAmount) public view returns (uint256) {
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
|
||||
function getBase0() public view returns (uint256) {
|
||||
(uint256 baseAmount, uint256 quoteAmount) = getVaultReserve();
|
||||
uint256 fairAmount = DecimalMath.divFloor(quoteAmount, _I_);
|
||||
return DODOMath._SolveQuadraticFunctionForTarget(baseAmount, _K_, fairAmount);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -12,27 +12,12 @@ import {IERC20} from "../../intf/IERC20.sol";
|
||||
import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {SafeERC20} from "../../lib/SafeERC20.sol";
|
||||
import {Ownable} from "../../lib/Ownable.sol";
|
||||
import {InitializableOwnable} from "../../lib/InitializableOwnable.sol";
|
||||
import {DVMStorage} from "./DVMStorage.sol";
|
||||
|
||||
contract DVMVault is InitializableOwnable {
|
||||
contract DVMVault is DVMStorage {
|
||||
using SafeMath for uint256;
|
||||
using SafeERC20 for IERC20;
|
||||
|
||||
address public _BASE_TOKEN_;
|
||||
address public _QUOTE_TOKEN_;
|
||||
|
||||
uint256 public _BASE_RESERVE_;
|
||||
uint256 public _QUOTE_RESERVE_;
|
||||
|
||||
string public symbol;
|
||||
uint256 public decimals;
|
||||
string public name;
|
||||
|
||||
uint256 public totalSupply;
|
||||
mapping(address => uint256) internal _SHARES_;
|
||||
mapping(address => mapping(address => uint256)) internal _ALLOWED_;
|
||||
|
||||
// ============ Events ============
|
||||
|
||||
event Transfer(address indexed from, address indexed to, uint256 amount);
|
||||
@@ -43,40 +28,10 @@ contract DVMVault is InitializableOwnable {
|
||||
|
||||
event Burn(address indexed user, uint256 value);
|
||||
|
||||
// init functions
|
||||
function init(
|
||||
address owner,
|
||||
address _baseToken,
|
||||
address _quoteToken
|
||||
) public notInitialized {
|
||||
initOwner(owner);
|
||||
string memory connect = "_";
|
||||
string memory suffix = "DLP";
|
||||
string memory uid = string(abi.encodePacked(address(this)));
|
||||
name = string(
|
||||
abi.encodePacked(
|
||||
suffix,
|
||||
connect,
|
||||
IERC20(_baseToken).symbol(),
|
||||
connect,
|
||||
IERC20(_quoteToken).symbol(),
|
||||
connect,
|
||||
uid
|
||||
)
|
||||
);
|
||||
symbol = "DLP";
|
||||
decimals = IERC20(_baseToken).decimals();
|
||||
_BASE_TOKEN_ = _baseToken;
|
||||
_QUOTE_TOKEN_ = _quoteToken;
|
||||
}
|
||||
|
||||
// Vault related
|
||||
|
||||
function getVaultBalance() public view returns (uint256 baseBalance, uint256 quoteBalance) {
|
||||
return (
|
||||
IERC20(_BASE_TOKEN_).balanceOf(address(this)),
|
||||
IERC20(_QUOTE_TOKEN_).balanceOf(address(this))
|
||||
);
|
||||
return (_BASE_TOKEN_.balanceOf(address(this)), _QUOTE_TOKEN_.balanceOf(address(this)));
|
||||
}
|
||||
|
||||
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
|
||||
@@ -84,22 +39,22 @@ contract DVMVault is InitializableOwnable {
|
||||
}
|
||||
|
||||
function getBaseBalance() public view returns (uint256 baseBalance) {
|
||||
return IERC20(_BASE_TOKEN_).balanceOf(address(this));
|
||||
return _BASE_TOKEN_.balanceOf(address(this));
|
||||
}
|
||||
|
||||
function getQuoteBalance() public view returns (uint256 quoteBalance) {
|
||||
return IERC20(_QUOTE_TOKEN_).balanceOf(address(this));
|
||||
return _QUOTE_TOKEN_.balanceOf(address(this));
|
||||
}
|
||||
|
||||
function getBaseInput() public view returns (uint256 input) {
|
||||
return IERC20(_BASE_TOKEN_).balanceOf(address(this)).sub(_BASE_RESERVE_);
|
||||
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
|
||||
}
|
||||
|
||||
function getQuoteInput() public view returns (uint256 input) {
|
||||
return IERC20(_QUOTE_TOKEN_).balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
||||
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
|
||||
}
|
||||
|
||||
function sync() public onlyOwner {
|
||||
function _sync() internal {
|
||||
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
|
||||
if (baseBalance != _BASE_RESERVE_) {
|
||||
_BASE_RESERVE_ = baseBalance;
|
||||
@@ -109,15 +64,15 @@ contract DVMVault is InitializableOwnable {
|
||||
}
|
||||
}
|
||||
|
||||
function transferBaseOut(address to, uint256 amount) public onlyOwner {
|
||||
function _transferBaseOut(address to, uint256 amount) internal {
|
||||
if (amount > 0) {
|
||||
IERC20(_BASE_TOKEN_).safeTransfer(to, amount);
|
||||
_BASE_TOKEN_.safeTransfer(to, amount);
|
||||
}
|
||||
}
|
||||
|
||||
function transferQuoteOut(address to, uint256 amount) public onlyOwner {
|
||||
function _transferQuoteOut(address to, uint256 amount) internal {
|
||||
if (amount > 0) {
|
||||
IERC20(_QUOTE_TOKEN_).safeTransfer(to, amount);
|
||||
_QUOTE_TOKEN_.safeTransfer(to, amount);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -191,14 +146,14 @@ contract DVMVault is InitializableOwnable {
|
||||
return _ALLOWED_[owner][spender];
|
||||
}
|
||||
|
||||
function mint(address user, uint256 value) external onlyOwner {
|
||||
function _mint(address user, uint256 value) internal {
|
||||
_SHARES_[user] = _SHARES_[user].add(value);
|
||||
totalSupply = totalSupply.add(value);
|
||||
emit Mint(user, value);
|
||||
emit Transfer(address(0), user, value);
|
||||
}
|
||||
|
||||
function burn(address user, uint256 value) external onlyOwner {
|
||||
function _burn(address user, uint256 value) internal {
|
||||
_SHARES_[user] = _SHARES_[user].sub(value);
|
||||
totalSupply = totalSupply.sub(value);
|
||||
emit Burn(user, value);
|
||||
|
||||
@@ -12,7 +12,8 @@ interface IDVM {
|
||||
function init(
|
||||
address owner,
|
||||
address maintainer,
|
||||
address vault,
|
||||
address baseTokenAddress,
|
||||
address quoteTokenAddress,
|
||||
address lpFeeRateModel,
|
||||
address mtFeeRateModel,
|
||||
address tradePermissionManager,
|
||||
|
||||
@@ -1,71 +0,0 @@
|
||||
/*
|
||||
|
||||
Copyright 2020 DODO ZOO.
|
||||
SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity 0.6.9;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
interface IDVMVault {
|
||||
function init(
|
||||
address owner,
|
||||
address _baseToken,
|
||||
address _quoteToken
|
||||
) external;
|
||||
|
||||
function _BASE_TOKEN_() external returns (address);
|
||||
|
||||
function _QUOTE_TOKEN_() external returns (address);
|
||||
|
||||
function _BASE_RESERVE_() external returns (address);
|
||||
|
||||
function _QUOTE_RESERVE_() external returns (address);
|
||||
|
||||
function symbol() external returns (string memory);
|
||||
|
||||
function decimals() external returns (uint256);
|
||||
|
||||
function name() external returns (string memory);
|
||||
|
||||
function totalSupply() external returns (uint256);
|
||||
|
||||
function getVaultBalance() external view returns (uint256 baseBalance, uint256 quoteBalance);
|
||||
|
||||
function getVaultReserve() external view returns (uint256 baseReserve, uint256 quoteReserve);
|
||||
|
||||
function getBaseBalance() external view returns (uint256 baseBalance);
|
||||
|
||||
function getQuoteBalance() external view returns (uint256 quoteBalance);
|
||||
|
||||
function getBaseInput() external view returns (uint256 input);
|
||||
|
||||
function getQuoteInput() external view returns (uint256 input);
|
||||
|
||||
function sync() external;
|
||||
|
||||
function transferBaseOut(address to, uint256 amount) external;
|
||||
|
||||
function transferQuoteOut(address to, uint256 amount) external;
|
||||
|
||||
function transfer(address to, uint256 amount) external returns (bool);
|
||||
|
||||
function balanceOf(address owner) external view returns (uint256 balance);
|
||||
|
||||
function shareRatioOf(address owner) external view returns (uint256 shareRatio);
|
||||
|
||||
function transferFrom(
|
||||
address from,
|
||||
address to,
|
||||
uint256 amount
|
||||
) external returns (bool);
|
||||
|
||||
function approve(address spender, uint256 amount) external returns (bool);
|
||||
|
||||
function allowance(address owner, address spender) external view returns (uint256);
|
||||
|
||||
function mint(address user, uint256 value) external;
|
||||
|
||||
function burn(address user, uint256 value) external;
|
||||
}
|
||||
@@ -12,12 +12,10 @@ import {Ownable} from "../lib/Ownable.sol";
|
||||
import {ICloneFactory} from "../lib/CloneFactory.sol";
|
||||
import {IConstFeeRateModel} from "../lib/ConstFeeRateModel.sol";
|
||||
import {IDVM} from "../DODOVendorMachine/intf/IDVM.sol";
|
||||
import {IDVMVault} from "../DODOVendorMachine/intf/IDVMVault.sol";
|
||||
import {IPermissionManager} from "../lib/PermissionManager.sol";
|
||||
|
||||
contract DVMFactory is Ownable {
|
||||
address public _CLONE_FACTORY_;
|
||||
address public _VAULT_TEMPLATE_;
|
||||
address public _DVM_TEMPLATE_;
|
||||
address public _FEE_RATE_MODEL_TEMPLATE_;
|
||||
address public _PERMISSION_MANAGER_TEMPLATE_;
|
||||
@@ -29,14 +27,12 @@ contract DVMFactory is Ownable {
|
||||
|
||||
constructor(
|
||||
address cloneFactory,
|
||||
address vaultTemplate,
|
||||
address dvmTemplate,
|
||||
address feeRateModelTemplate,
|
||||
address permissionManagerTemplate,
|
||||
address defaultGasPriceSource
|
||||
) public {
|
||||
_CLONE_FACTORY_ = cloneFactory;
|
||||
_VAULT_TEMPLATE_ = vaultTemplate;
|
||||
_DVM_TEMPLATE_ = dvmTemplate;
|
||||
_FEE_RATE_MODEL_TEMPLATE_ = feeRateModelTemplate;
|
||||
_PERMISSION_MANAGER_TEMPLATE_ = permissionManagerTemplate;
|
||||
@@ -53,13 +49,11 @@ contract DVMFactory is Ownable {
|
||||
) external returns (address newVendorMachine) {
|
||||
newVendorMachine = ICloneFactory(_CLONE_FACTORY_).clone(_DVM_TEMPLATE_);
|
||||
|
||||
address vault = ICloneFactory(_CLONE_FACTORY_).clone(_VAULT_TEMPLATE_);
|
||||
|
||||
IDVMVault(vault).init(newVendorMachine, baseToken, quoteToken); // vault owner is controller
|
||||
IDVM(newVendorMachine).init(
|
||||
msg.sender,
|
||||
msg.sender,
|
||||
vault,
|
||||
baseToken,
|
||||
quoteToken,
|
||||
createConstFeeRateModel(msg.sender, lpFeeRate),
|
||||
createConstFeeRateModel(msg.sender, mtFeeRate),
|
||||
createPermissionManager(msg.sender),
|
||||
|
||||
@@ -25,11 +25,7 @@ contract SmartRoute is Ownable {
|
||||
uint256 baseAmount,
|
||||
uint256 minReceive
|
||||
) public returns (uint256 receiveAmount) {
|
||||
IERC20(DVM(DVMAddress)._BASE_TOKEN_()).safeTransferFrom(
|
||||
msg.sender,
|
||||
address(DVM(DVMAddress)._VAULT_()),
|
||||
baseAmount
|
||||
);
|
||||
IERC20(DVM(DVMAddress)._BASE_TOKEN_()).safeTransferFrom(msg.sender, DVMAddress, baseAmount);
|
||||
receiveAmount = DVM(DVMAddress).sellBase(to);
|
||||
require(receiveAmount >= minReceive, "RECEIVE_NOT_ENOUGH");
|
||||
return receiveAmount;
|
||||
@@ -43,7 +39,7 @@ contract SmartRoute is Ownable {
|
||||
) public returns (uint256 receiveAmount) {
|
||||
IERC20(DVM(DVMAddress)._QUOTE_TOKEN_()).safeTransferFrom(
|
||||
msg.sender,
|
||||
address(DVM(DVMAddress)._VAULT_()),
|
||||
DVMAddress,
|
||||
quoteAmount
|
||||
);
|
||||
receiveAmount = DVM(DVMAddress).sellQuote(to);
|
||||
@@ -57,10 +53,10 @@ contract SmartRoute is Ownable {
|
||||
uint256 baseAmount,
|
||||
uint256 quoteAmount
|
||||
) public returns (uint256 shares) {
|
||||
address vault = address(DVM(DVMAddress)._VAULT_());
|
||||
address vault = DVMAddress;
|
||||
uint256 adjustedBaseAmount;
|
||||
uint256 adjustedQuoteAmount;
|
||||
(uint256 baseReserve, uint256 quoteReserve) = DVM(DVMAddress)._VAULT_().getVaultReserve();
|
||||
(uint256 baseReserve, uint256 quoteReserve) = DVM(DVMAddress).getVaultReserve();
|
||||
|
||||
if (quoteReserve == 0 && baseReserve == 0) {
|
||||
adjustedBaseAmount = baseAmount;
|
||||
|
||||
@@ -23,4 +23,11 @@ interface IDODOCallee {
|
||||
uint256 quoteAmount,
|
||||
bytes calldata data
|
||||
) external;
|
||||
|
||||
function DPPWithdrawCall(
|
||||
address sender,
|
||||
uint256 baseAmount,
|
||||
uint256 quoteAmount,
|
||||
bytes calldata data
|
||||
) external;
|
||||
}
|
||||
|
||||
@@ -34,6 +34,7 @@ library DODOMath {
|
||||
uint256 i,
|
||||
uint256 k
|
||||
) internal pure returns (uint256) {
|
||||
require(V0 > 0, "TARGET_IS_ZERO");
|
||||
uint256 fairAmount = DecimalMath.mul(i, V1.sub(V2)); // i*delta
|
||||
uint256 V0V0V1V2 = DecimalMath.divCeil(V0.mul(V0).div(V1), V2);
|
||||
uint256 penalty = DecimalMath.mul(k, V0V0V1V2); // k(V0^2/V1/V2)
|
||||
@@ -62,6 +63,7 @@ library DODOMath {
|
||||
bool deltaBSig,
|
||||
uint256 k
|
||||
) internal pure returns (uint256) {
|
||||
require(Q0 > 0, "TARGET_IS_ZERO");
|
||||
// calculate -b value and sig
|
||||
// -b = (1-k)Q1-kQ0^2/Q1+i*deltaB
|
||||
uint256 kQ02Q1 = DecimalMath.mul(k, Q0).mul(Q0).div(Q1); // kQ0^2/Q1
|
||||
|
||||
29
contracts/lib/ExternalValue.sol
Normal file
29
contracts/lib/ExternalValue.sol
Normal file
@@ -0,0 +1,29 @@
|
||||
/*
|
||||
|
||||
Copyright 2020 DODO ZOO.
|
||||
SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity 0.6.9;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import {Ownable} from "./Ownable.sol";
|
||||
|
||||
interface IExternalValue {
|
||||
function set(uint256) external;
|
||||
|
||||
function get() external view returns (uint256);
|
||||
}
|
||||
|
||||
contract ExternalValue is IExternalValue, Ownable {
|
||||
uint256 public _VALUE_;
|
||||
|
||||
function set(uint256 value) external override {
|
||||
_VALUE_ = value;
|
||||
}
|
||||
|
||||
function get() external override view returns (uint256) {
|
||||
return _VALUE_;
|
||||
}
|
||||
}
|
||||
@@ -1,29 +0,0 @@
|
||||
/*
|
||||
|
||||
Copyright 2020 DODO ZOO.
|
||||
SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity 0.6.9;
|
||||
pragma experimental ABIEncoderV2;
|
||||
|
||||
import {Ownable} from "./Ownable.sol";
|
||||
|
||||
interface IGasPriceSource {
|
||||
function setGasPrice(uint256) external;
|
||||
|
||||
function getGasPrice() external view returns (uint256);
|
||||
}
|
||||
|
||||
contract GasPriceSource is IGasPriceSource, Ownable {
|
||||
uint256 public _GAS_PRICE_;
|
||||
|
||||
function setGasPrice(uint256 gasPrice) external override {
|
||||
_GAS_PRICE_ = gasPrice;
|
||||
}
|
||||
|
||||
function getGasPrice() external override view returns (uint256) {
|
||||
return _GAS_PRICE_;
|
||||
}
|
||||
}
|
||||
@@ -213,6 +213,7 @@ library PMMPricing {
|
||||
|
||||
// ============ Helper functions ============
|
||||
|
||||
// todo 我不确定这个函数是不是能改state的状态
|
||||
function adjustedTarget(PMMState memory state) public pure {
|
||||
if (state.R == RState.BELOW_ONE) {
|
||||
uint256 fairAmount = DecimalMath.mulFloor(state.B.sub(state.B0), state.i);
|
||||
|
||||
Reference in New Issue
Block a user