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dodo-contractV2/contracts/DODOVendingMachine/impl/DVMTrader.sol

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/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
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import {DVMVault} from "./DVMVault.sol";
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import {SafeMath} from "../../lib/SafeMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {DODOMath} from "../../lib/DODOMath.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.sol";
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import {PMMPricing} from "../../lib/PMMPricing.sol";
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contract DVMTrader is DVMVault {
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using SafeMath for uint256;
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// ============ Events ============
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event DODOSwap(
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address fromToken,
address toToken,
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uint256 fromAmount,
uint256 toAmount,
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address trader
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);
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event DODOFlashLoan(
address borrower,
address assetTo,
uint256 baseAmount,
uint256 quoteAmount
);
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// ============ Execute ============
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function sellBase(address to)
external
preventReentrant
returns (uint256 receiveQuoteAmount)
{
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uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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uint256 mtFee;
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(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
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_transferQuoteOut(to, receiveQuoteAmount);
_transferQuoteOut(_MAINTAINER_, mtFee);
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_setReserve(baseBalance, _QUOTE_TOKEN_.balanceOf(address(this)));
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emit DODOSwap(
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address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
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msg.sender
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);
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}
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function sellQuote(address to)
external
preventReentrant
returns (uint256 receiveBaseAmount)
{
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uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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uint256 mtFee;
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(receiveBaseAmount, mtFee) = querySellQuote(tx.origin, quoteInput);
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_transferBaseOut(to, receiveBaseAmount);
_transferBaseOut(_MAINTAINER_, mtFee);
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_setReserve(_BASE_TOKEN_.balanceOf(address(this)), quoteBalance);
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emit DODOSwap(
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address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
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msg.sender
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);
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}
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function flashLoan(
uint256 baseAmount,
uint256 quoteAmount,
address assetTo,
bytes calldata data
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) external preventReentrant {
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_transferBaseOut(assetTo, baseAmount);
_transferQuoteOut(assetTo, quoteAmount);
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if (data.length > 0)
IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
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uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
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// no input -> pure loss
require(
baseBalance >= _BASE_RESERVE_ || quoteBalance >= _QUOTE_RESERVE_,
"FLASH_LOAN_FAILED"
);
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// sell quote
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if (baseBalance < _BASE_RESERVE_) {
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uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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(uint256 receiveBaseAmount, uint256 mtFee) = querySellQuote(tx.origin, quoteInput);
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require(uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
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_transferBaseOut(_MAINTAINER_, mtFee);
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emit DODOSwap(
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address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
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msg.sender
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);
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}
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// sell base
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if (quoteBalance < _QUOTE_RESERVE_) {
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uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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(uint256 receiveQuoteAmount, uint256 mtFee) = querySellBase(tx.origin, baseInput);
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require(uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
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_transferQuoteOut(_MAINTAINER_, mtFee);
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emit DODOSwap(
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address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
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msg.sender
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);
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}
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_sync();
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emit DODOFlashLoan(msg.sender, assetTo, baseAmount, quoteAmount);
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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
view
returns (uint256 receiveQuoteAmount, uint256 mtFee)
{
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(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
receiveQuoteAmount = receiveQuoteAmount
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.sub(DecimalMath.mulFloor(receiveQuoteAmount, lpFeeRate))
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.sub(mtFee);
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}
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function querySellQuote(address trader, uint256 payQuoteAmount)
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public
view
returns (uint256 receiveBaseAmount, uint256 mtFee)
{
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(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
receiveBaseAmount = receiveBaseAmount
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.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
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.sub(mtFee);
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}
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// ============ Helper Functions ============
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function getPMMState() public view returns (PMMPricing.PMMState memory state) {
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state.i = _I_;
state.K = _K_;
state.B = _BASE_RESERVE_;
state.Q = _QUOTE_RESERVE_;
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state.B0 = 0; // will be calculated in adjustedTarget
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state.Q0 = 0;
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state.R = PMMPricing.RState.ABOVE_ONE;
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PMMPricing.adjustedTarget(state);
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}
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function getPMMStateForCall()
external
view
returns (
uint256 i,
uint256 K,
uint256 B,
uint256 Q,
uint256 B0,
uint256 Q0,
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uint256 R
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)
{
PMMPricing.PMMState memory state = getPMMState();
i = state.i;
K = state.K;
B = state.B;
Q = state.Q;
B0 = state.B0;
Q0 = state.Q0;
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R = uint256(state.R);
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}
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function getMidPrice() public view returns (uint256 midPrice) {
return PMMPricing.getMidPrice(getPMMState());
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}
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}