196 lines
5.9 KiB
Solidity
196 lines
5.9 KiB
Solidity
// SPDX-License-Identifier: BUSL-1.1
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pragma solidity 0.8.16;
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pragma experimental ABIEncoderV2;
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import {DecimalMath} from "./DecimalMath.sol";
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import {Math} from "@openzeppelin/contracts/utils/math/Math.sol";
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/**
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* @title DODOMath
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* @author DODO Breeder
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*
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* @notice Functions for complex calculating. Including ONE Integration and TWO Quadratic solutions
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*/
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library DODOMath {
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using Math for uint256;
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/*
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Integrate dodo curve from V1 to V2
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require V0>=V1>=V2>0
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res = (1-k)i(V1-V2)+ikV0*V0(1/V2-1/V1)
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let V1-V2=delta
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res = i*delta*(1-k+k(V0^2/V1/V2))
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i is the price of V-res trading pair
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support k=1 & k=0 case
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[round down]
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*/
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function _GeneralIntegrate(
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uint256 V0,
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uint256 V1,
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uint256 V2,
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uint256 i,
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uint256 k
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) internal pure returns (uint256) {
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require(V0 > 0, "TARGET_IS_ZERO");
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uint256 fairAmount = i * (V1 - V2); // i*delta
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if (k == 0) {
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return fairAmount / DecimalMath.ONE;
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}
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uint256 V0V0V1V2 = DecimalMath.divFloor(V0 * V0 / V1, V2);
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uint256 penalty = DecimalMath.mulFloor(k, V0V0V1V2); // k(V0^2/V1/V2)
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return (DecimalMath.ONE - k + penalty) * fairAmount / DecimalMath.ONE2;
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}
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/*
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Follow the integration function above
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i*deltaB = (Q2-Q1)*(1-k+kQ0^2/Q1/Q2)
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Assume Q2=Q0, Given Q1 and deltaB, solve Q0
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i is the price of delta-V trading pair
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give out target of V
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support k=1 & k=0 case
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[round down]
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*/
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function _SolveQuadraticFunctionForTarget(
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uint256 V1,
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uint256 delta,
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uint256 i,
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uint256 k
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) internal pure returns (uint256) {
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if (k == 0) {
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return V1 + DecimalMath.mulFloor(i, delta);
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}
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// V0 = V1*(1+(sqrt-1)/2k)
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// sqrt = √(1+4kidelta/V1)
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// premium = 1+(sqrt-1)/2k
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// uint256 sqrt = (4 * k).mul(i).mul(delta).div(V1).add(DecimalMath.ONE2).sqrt();
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if (V1 == 0) {
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return 0;
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}
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uint256 sqrt;
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uint256 ki = 4 * k * i;
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if (ki == 0) {
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sqrt = DecimalMath.ONE;
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} else if ((ki * delta) / ki == delta) {
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sqrt =((ki * delta) / V1 + DecimalMath.ONE2).sqrt();
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} else {
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sqrt = (ki / V1 * delta + DecimalMath.ONE2).sqrt();
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}
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uint256 premium =
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DecimalMath.divFloor(sqrt - DecimalMath.ONE, k * 2) + DecimalMath.ONE;
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// V0 is greater than or equal to V1 according to the solution
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return DecimalMath.mulFloor(V1, premium);
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}
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/*
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Follow the integration expression above, we have:
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i*deltaB = (Q2-Q1)*(1-k+kQ0^2/Q1/Q2)
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Given Q1 and deltaB, solve Q2
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This is a quadratic function and the standard version is
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aQ2^2 + bQ2 + c = 0, where
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a=1-k
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-b=(1-k)Q1-kQ0^2/Q1+i*deltaB
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c=-kQ0^2
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and Q2=(-b+sqrt(b^2+4(1-k)kQ0^2))/2(1-k)
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note: another root is negative, abondan
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if deltaBSig=true, then Q2>Q1, user sell Q and receive B
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if deltaBSig=false, then Q2<Q1, user sell B and receive Q
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return |Q1-Q2|
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as we only support sell amount as delta, the deltaB is always negative
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the input ideltaB is actually -ideltaB in the equation
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i is the price of delta-V trading pair
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support k=1 & k=0 case
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[round down]
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*/
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function _SolveQuadraticFunctionForTrade(
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uint256 V0,
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uint256 V1,
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uint256 delta,
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uint256 i,
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uint256 k
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) internal pure returns (uint256) {
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require(V0 > 0, "TARGET_IS_ZERO");
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if (delta == 0) {
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return 0;
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}
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if (k == 0) {
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// why v1
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return DecimalMath.mulFloor(i, delta) > V1 ? V1 : DecimalMath.mulFloor(i, delta);
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}
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if (k == DecimalMath.ONE) {
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// if k==1
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// Q2=Q1/(1+ideltaBQ1/Q0/Q0)
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// temp = ideltaBQ1/Q0/Q0
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// Q2 = Q1/(1+temp)
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// Q1-Q2 = Q1*(1-1/(1+temp)) = Q1*(temp/(1+temp))
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// uint256 temp = i.mul(delta).mul(V1).div(V0.mul(V0));
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uint256 temp;
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uint256 idelta = i * (delta);
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if (idelta == 0) {
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temp = 0;
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} else if ((idelta * V1) / idelta == V1) {
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temp = (idelta * V1) / (V0 * V0);
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} else {
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temp = delta * (V1) / (V0) * (i) / (V0);
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}
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return V1 * (temp) / (temp + (DecimalMath.ONE));
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}
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// calculate -b value and sig
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// b = kQ0^2/Q1-i*deltaB-(1-k)Q1
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// part1 = (1-k)Q1 >=0
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// part2 = kQ0^2/Q1-i*deltaB >=0
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// bAbs = abs(part1-part2)
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// if part1>part2 => b is negative => bSig is false
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// if part2>part1 => b is positive => bSig is true
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uint256 part2 = k * (V0) / (V1) * (V0) + (i * (delta)); // kQ0^2/Q1-i*deltaB
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uint256 bAbs = (DecimalMath.ONE - k) * (V1); // (1-k)Q1
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bool bSig;
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if (bAbs >= part2) {
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bAbs = bAbs - part2;
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bSig = false;
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} else {
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bAbs = part2 - bAbs;
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bSig = true;
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}
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bAbs = bAbs / (DecimalMath.ONE);
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// calculate sqrt
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uint256 squareRoot = DecimalMath.mulFloor((DecimalMath.ONE - k) * (4), DecimalMath.mulFloor(k, V0) * (V0)); // 4(1-k)kQ0^2
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squareRoot = Math.sqrt((bAbs * bAbs) + squareRoot); // sqrt(b*b+4(1-k)kQ0*Q0)
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// final res
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uint256 denominator = (DecimalMath.ONE - k) * 2; // 2(1-k)
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uint256 numerator;
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if (bSig) {
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numerator = squareRoot - bAbs;
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if (numerator == 0) {
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revert("DODOMath: should not be 0");
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}
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} else {
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numerator = bAbs + squareRoot;
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}
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uint256 V2 = DecimalMath.divCeil(numerator, denominator);
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if (V2 > V1) {
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return 0;
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} else {
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return V1 - V2;
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}
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}
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}
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