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dodomath fix && proxy test

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This commit is contained in:
owen05
2021-01-04 22:23:08 +08:00
parent 35aa22b8e8
commit 1bc41f9a61
7 changed files with 57 additions and 64 deletions
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24
contracts/lib/DODOMath.sol
View File

@@ -74,8 +74,16 @@ library DODOMath {
// V0 = V1*(1+(sqrt-1)/2k)
// sqrt = √(1+4kidelta/V1)
// premium = 1+(sqrt-1)/2k
// uint256 sqrt = DecimalMath.multiMulWithDiv((4 * k).mul(i),delta,V1).add(DecimalMath.ONE2).sqrt();
uint256 sqrt = (4 * k).mul(i).mul(delta).div(V1).add(DecimalMath.ONE2).sqrt();
// uint256 sqrt = (4 * k).mul(i).mul(delta).div(V1).add(DecimalMath.ONE2).sqrt();
uint256 sqrt;
uint256 ki = (4 * k).mul(i);
if(ki == 0 ) {
sqrt = DecimalMath.ONE;
}else if(ki * delta / ki == delta) {
sqrt = (ki * delta).div(V1).add(DecimalMath.ONE2).sqrt();
}else {
sqrt = (4 * k).mul(i).div(V1).mul(delta).add(DecimalMath.ONE2).sqrt();
}
uint256 premium = DecimalMath.divFloor(sqrt.sub(DecimalMath.ONE), k * 2).add(
DecimalMath.ONE
);
@@ -129,8 +137,16 @@ library DODOMath {
// Q2=Q1/(1+ideltaBQ1/Q0/Q0)
// temp = ideltaBQ1/Q0/Q0
// Q1-Q2 = Q1*(temp/(1+temp))
// uint256 temp = DecimalMath.multiMulWithDiv(i.mul(delta),V1,V0).div(V0);
uint256 temp = i.mul(delta).mul(V1).div(V0.mul(V0));
// uint256 temp = i.mul(delta).mul(V1).div(V0.mul(V0));
uint256 temp;
uint256 idelta = i.mul(delta);
if(idelta == 0) {
temp = 0;
}else if(idelta * V1 / idelta == V1) {
temp = (idelta * V1).div(V0.mul(V0));
}else {
temp = delta.mul(V1).div(V0).mul(i).div(V0);
}
return V1.mul(temp).div(temp.add(DecimalMath.ONE));
}

6
contracts/lib/DecimalMath.sol
View File

@@ -45,10 +45,4 @@ library DecimalMath {
function reciprocalCeil(uint256 target) internal pure returns (uint256) {
return uint256(10**36).divCeil(target);
}
function multiMulWithDiv(uint256 x, uint256 y, uint256 z) internal pure returns (uint256) {
uint256 a = x.div(z); uint256 b = x.mod(z); // x = a * z + b
uint256 c = y.div(z); uint256 d = y.mod(z); // y = c * z + d
return a.mul(b).mul(z).add(a.mul(d)).add(b.mul(c)).add(b.mul(d).div(z));
}
}

5
contracts/lib/SafeMath.sol
View File

@@ -32,11 +32,6 @@ library SafeMath {
return a / b;
}
function mod(uint256 a, uint256 b) internal pure returns (uint256) {
require(b > 0, "MOD_ERROR");
return a % b;
}
function divCeil(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 quotient = div(a, b);
uint256 remainder = a - quotient * b;

47
test/Proxy/proxy.classical.test.ts
View File

@@ -84,7 +84,8 @@ async function initWETH_USDC(ctx: DODOContext): Promise<void> {
//mock sdk logic
async function calcRoute(ctx: ProxyContext, fromTokenAmount: string, slippage: number, routes: any[], pairs: any[]) {
let swapAmount = fromTokenAmount
let directions: number[] = []
let tmpDirections: number[] = []
let strDirections: string = ''
let dodoPairs: string[] = []
@@ -93,23 +94,23 @@ async function calcRoute(ctx: ProxyContext, fromTokenAmount: string, slippage: n
dodoPairs.push(curPair.pair)
let curContact = pairs[i].pairContract
if (routes[i].address == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') {
directions[i] = 0;
tmpDirections[i] = 0;
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
} else if (curPair.base === routes[i].address) {
directions[i] = 0;
tmpDirections[i] = 0;
swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
} else {
directions[i] = 1;
tmpDirections[i] = 1;
swapAmount = await ctx.DODOSellHelper.methods.querySellQuoteToken(curPair.pair, swapAmount).call();
// console.log(i + "-swapAmount:", swapAmount);
}
}
for (let i = tmpDirections.length - 1; i >= 0; i--) {
strDirections += tmpDirections[i].toString()
}
let toAmount = new BigNumber(swapAmount).multipliedBy(1 - slippage).toFixed(0, BigNumber.ROUND_DOWN)
// console.log("minAmount:", toAmount);
let deadline = Math.floor(new Date().getTime() / 1000 + 60 * 10);
return ctx.DODOProxyV2.methods.dodoSwapV1(
@@ -118,7 +119,7 @@ async function calcRoute(ctx: ProxyContext, fromTokenAmount: string, slippage: n
fromTokenAmount,
toAmount,
dodoPairs,
directions,
tmpDirections,
deadline
)
}
@@ -173,7 +174,7 @@ describe("AddLiquidity", () => {
console.log("dodo_lp:" + dodo_lp + " usdt_lp:" + usdt_lp);
await ctxV1.DODO.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
await ctxV1.USDT.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
trader,
ctxV1.DODO_USDT.options.address,
decimalStr("100"),
@@ -203,7 +204,7 @@ describe("AddLiquidity", () => {
console.log("Before WETH:" + fromWei(b_WETH, 'ether') + "; USDC:" + fromWei(b_USDC, 'mwei') + "; ETH:" + fromWei(b_ETH, 'ether'));
console.log("weth_lp:" + weth_lp + " usdc_lp:" + usdc_lp);
await ctxV1.USDC.methods.approve(ctxV2.DODOApprove.options.address, MAX_UINT256).send(ctxV2.sendParam(trader));
var tx = await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
await logGas(await ctxV2.DODOProxyV2.methods.addLiquidityToV1(
trader,
ctxV1.WETH_USDC.options.address,
decimalStr("1"),
@@ -246,8 +247,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.DODO_USDT
}];
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap first")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "directly swap second")
// console.log(tx.events['OrderHistory']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
@@ -288,8 +289,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.USDT_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap first")
await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "two hops swap second")
// console.log(tx.events['Swapped']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
@@ -337,8 +338,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap first")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('10'), 0.1, routes, pairs), ctxV2.sendParam(trader), "three hops swap second")
console.log(tx.events['TestAmount']);
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
@@ -375,8 +376,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap")
await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap first")
await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and directly swap second")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_USDC = await ctxV1.USDC.methods.balanceOf(trader).call()
@@ -422,8 +423,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.USDT_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap")
await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap first")
await logGas(await calcRoute(ctxV2, decimalStr('1'), 0.1, routes, pairs), ctxV2.sendParam(trader, '1'), "wrap eth and two hops swap second")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_USDT = await ctxV1.USDT.methods.balanceOf(trader).call()
@@ -479,8 +480,8 @@ describe("AddLiquidity", () => {
pairContract: ctxV1.WETH_USDC
}];
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap first")
var tx = await logGas(await calcRoute(ctxV2, decimalStr('100'), 0.1, routes, pairs), ctxV2.sendParam(trader), "unwrap eth and three hops swap second")
var a_ETH = await ctxV1.Web3.eth.getBalance(trader)
var a_WETH = await ctxV1.WETH.methods.balanceOf(trader).call()
var a_DODO = await ctxV1.DODO.methods.balanceOf(trader).call()

4
test/Proxy/proxy.cp.test.ts
View File

@@ -39,7 +39,7 @@ async function initCreateCP(ctx: ProxyContext, token0: string, token1: string, t
timeLine,
valueList,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
).send(ctx.sendParam(project));
).send(ctx.sendParam(project, "0.2"));
if (token0 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token0 = ctx.WETH.options.address;
if (token1 == '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE') token1 = ctx.WETH.options.address;
var addr = await ctx.CPFactory.methods._REGISTRY_(token0, token1, 0).call();
@@ -121,7 +121,7 @@ describe("DODOProxyV2.0", () => {
timeLine,
valueList,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
), ctx.sendParam(project), "createCP");
), ctx.sendParam(project, "0.2"), "createCP");
var addrs = await ctx.CPFactory.methods.getCrowdPooling(baseToken, quoteToken).call();
assert.equal(
await ctx.DODO.methods.balanceOf(addrs[1]).call(),

31
test/Proxy/proxy.mix.test.ts
View File

@@ -47,7 +47,6 @@ async function initCreateDPP(ctx: ProxyContext, token0: string, token1: string,
token0Amount,
token1Amount,
config.lpFeeRate,
config.mtFeeRate,
i,
config.k,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
@@ -67,7 +66,6 @@ async function initCreateDVM(ctx: ProxyContext, token0: string, token1: string,
token0Amount,
token1Amount,
config.lpFeeRate,
config.mtFeeRate,
i,
config.k,
Math.floor(new Date().getTime() / 1000 + 60 * 10)
@@ -90,8 +88,8 @@ describe("DODOProxyV2.0", () => {
);
ctx = await getProxyContext(ETH.options.address);
await init(ctx);
dpp_DODO_USDT = await initCreateDPP(ctx, ctx.DODO.options.address, ctx.USDT.options.address, decimalStr("100000"), mweiStr("30000"), "0", mweiStr("0.3"));
dvm_WETH_USDT = await initCreateDVM(ctx, '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE', ctx.USDT.options.address, decimalStr("5"), mweiStr("30000"), "5", mweiStr("600"));
dpp_DODO_USDT = await initCreateDPP(ctx, ctx.DODO.options.address, ctx.USDT.options.address, decimalStr("100000"), mweiStr("20000"), "0", mweiStr("0.2"));
dvm_WETH_USDT = await initCreateDVM(ctx, '0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE', ctx.USDT.options.address, decimalStr("5"), mweiStr("3000"), "5", mweiStr("600"));
console.log("dpp_DODO_USDT:", dpp_DODO_USDT);
console.log("dvm_WETH_USDT:", dvm_WETH_USDT);
});
@@ -114,11 +112,8 @@ describe("DODOProxyV2.0", () => {
dpp_DODO_USDT,
dvm_WETH_USDT
]
var directions = [
0,
1
]
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
var directions = 2
await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToToken(
trader,
ctx.DODO.options.address,
ctx.WETH.options.address,
@@ -133,7 +128,7 @@ describe("DODOProxyV2.0", () => {
console.log("b_DOOD:" + b_DOOD + " a_DODO:" + a_DOOD);
console.log("b_WETH:" + b_WETH + " a_WETH:" + a_WETH);
assert.equal(a_DOOD, decimalStr("500"));
assert.equal(a_WETH, "40729644076866177");
assert.equal(a_WETH, "129932374904193666");
});
it("swap - two jump - inETH", async () => {
@@ -144,11 +139,8 @@ describe("DODOProxyV2.0", () => {
dvm_WETH_USDT,
dpp_DODO_USDT
]
var directions = [
0,
1
]
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2ETHToToken(
var directions = 2
await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2ETHToToken(
trader,
ctx.DODO.options.address,
1,
@@ -162,7 +154,7 @@ describe("DODOProxyV2.0", () => {
console.log("b_DOOD:" + b_DOOD + " a_DODO:" + a_DOOD);
console.log("b_WETH:" + b_WETH + " a_WETH:" + a_WETH);
console.log("b_ETH:" + b_ETH + " a_ETH:" + a_ETH);
assert.equal(a_DOOD, "10214032255413753721651");
assert.equal(a_DOOD, "3589987832148472935171");
});
@@ -175,10 +167,7 @@ describe("DODOProxyV2.0", () => {
dpp_DODO_USDT,
dvm_WETH_USDT
]
var directions = [
0,
1
]
var directions = 2
var tx = await logGas(await ctx.DODOProxyV2.methods.dodoSwapV2TokenToETH(
trader,
ctx.DODO.options.address,
@@ -197,7 +186,7 @@ describe("DODOProxyV2.0", () => {
assert.equal(a_DOOD, decimalStr("90000"));
assert.equal(
tx.events['OrderHistory'].returnValues['returnAmount'],
"711081782556285356"
"2131271397594357833"
)
});
});

4
truffle-test.sh
View File

@@ -29,6 +29,4 @@ fi
if [ "$1"x = "route"x ]
then
truffle test ./test/Route/route.test.ts
fi
fi