dvm init commit
This commit is contained in:
@@ -18,6 +18,19 @@ contract DVMFactory is Ownable {
|
||||
address public _VAULT_TEMPLATE_;
|
||||
address public _CONTROLLER_TEMPLATE_;
|
||||
|
||||
// base -> quote -> DVM address list
|
||||
mapping(address => mapping(address => address[])) _REGISTRY_;
|
||||
|
||||
constructor(
|
||||
address cloneFactory,
|
||||
address vaultTemplate,
|
||||
address controllerTemplate
|
||||
) public {
|
||||
_CLONE_FACTORY_ = cloneFactory;
|
||||
_VAULT_TEMPLATE_ = vaultTemplate;
|
||||
_CONTROLLER_TEMPLATE_ = controllerTemplate;
|
||||
}
|
||||
|
||||
function createDODOVenderMachine(
|
||||
address maintainer,
|
||||
address baseToken,
|
||||
@@ -46,6 +59,7 @@ contract DVMFactory is Ownable {
|
||||
);
|
||||
|
||||
newVenderMachine = address(controller);
|
||||
_REGISTRY_[baseToken][quoteToken].push(newVenderMachine);
|
||||
return newVenderMachine;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -12,58 +12,71 @@ import {DVMStorage} from "./DVMStorage.sol";
|
||||
import {SafeMath} from "../../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../../lib/DecimalMath.sol";
|
||||
import {DODOMath} from "../../lib/DODOMath.sol";
|
||||
|
||||
|
||||
contract DVMTrader is DVMStorage {
|
||||
using SafeMath for uint256;
|
||||
using SafeMath for uint256;
|
||||
|
||||
function sellBase (address to) external returns(uint256 receiveQuoteAmount){
|
||||
uint256 baseInput = _VAULT_.getBaseInput();
|
||||
uint256 mtFee;
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(baseInput);
|
||||
_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
|
||||
if (mtFee>0){
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
function sellBase(address to) external returns (uint256 receiveQuoteAmount) {
|
||||
uint256 baseInput = _VAULT_.getBaseInput();
|
||||
uint256 mtFee;
|
||||
(receiveQuoteAmount, mtFee) = querySellBase(baseInput);
|
||||
_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
_updateBase0(); // 这里需要想想,原则上不需要update B0. 但精度问题,或者用户往合约里充值,可能导致需要updateBase0
|
||||
return receiveQuoteAmount;
|
||||
}
|
||||
_VAULT_.sync();
|
||||
_updateBase0(); // 这里需要想想,原则上不需要update B0. 但精度问题,或者用户往合约里充值,可能导致需要updateBase0
|
||||
return receiveQuoteAmount;
|
||||
}
|
||||
|
||||
function sellQuote(address to) external returns(uint256 receiveBaseAmount){
|
||||
uint256 quoteInput = _VAULT_.getQuoteInput();
|
||||
uint256 mtFee;
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(quoteInput);
|
||||
_VAULT_.transferBaseOut(to, receiveBaseAmount);
|
||||
if (mtFee>0){
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
|
||||
function sellQuote(address to) external returns (uint256 receiveBaseAmount) {
|
||||
uint256 quoteInput = _VAULT_.getQuoteInput();
|
||||
uint256 mtFee;
|
||||
(receiveBaseAmount, mtFee) = querySellQuote(quoteInput);
|
||||
_VAULT_.transferBaseOut(to, receiveBaseAmount);
|
||||
if (mtFee > 0) {
|
||||
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
|
||||
}
|
||||
_VAULT_.sync();
|
||||
_updateBase0();
|
||||
return receiveBaseAmount;
|
||||
}
|
||||
_VAULT_.sync();
|
||||
_updateBase0();
|
||||
return receiveBaseAmount;
|
||||
}
|
||||
|
||||
function querySellBase(uint256 payBaseAmount) public view returns(uint256 receiveQuoteAmount, uint256 mtFee){
|
||||
uint256 B2 = _VAULT_._BASE_RESERVE_();
|
||||
uint256 B1 = B2.add(payBaseAmount);
|
||||
require(_BASE0_>=B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
uint256 Q = DODOMath._GeneralIntegrate(_BASE0_, B1, B2, _I_, _K_);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(Q);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(Q);
|
||||
mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
|
||||
receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
|
||||
return (receiveQuoteAmount, mtFee);
|
||||
}
|
||||
function querySellBase(uint256 payBaseAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 receiveQuoteAmount, uint256 mtFee)
|
||||
{
|
||||
uint256 B2 = _VAULT_._BASE_RESERVE_();
|
||||
uint256 B1 = B2.add(payBaseAmount);
|
||||
require(_BASE0_ >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
|
||||
uint256 Q = DODOMath._GeneralIntegrate(_BASE0_, B1, B2, _I_, _K_);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(Q);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(Q);
|
||||
mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
|
||||
receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
|
||||
return (receiveQuoteAmount, mtFee);
|
||||
}
|
||||
|
||||
function querySellQuote(uint256 payQuoteAmount) public view returns(uint256 receiveBaseAmount, uint256 mtFee){
|
||||
uint256 B1 = _VAULT_._BASE_RESERVE_();
|
||||
uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
|
||||
uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade(_BASE0_,B1,fairAmount,false, _K_);
|
||||
uint256 deltaBase = B1.sub(newBaseReserve);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
|
||||
mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
|
||||
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
|
||||
return (receiveBaseAmount, mtFee);
|
||||
}
|
||||
|
||||
}
|
||||
function querySellQuote(uint256 payQuoteAmount)
|
||||
public
|
||||
view
|
||||
returns (uint256 receiveBaseAmount, uint256 mtFee)
|
||||
{
|
||||
uint256 B1 = _VAULT_._BASE_RESERVE_();
|
||||
uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
|
||||
uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade(
|
||||
_BASE0_,
|
||||
B1,
|
||||
fairAmount,
|
||||
false,
|
||||
_K_
|
||||
);
|
||||
uint256 deltaBase = B1.sub(newBaseReserve);
|
||||
uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
|
||||
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(payQuoteAmount);
|
||||
mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
|
||||
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
|
||||
return (receiveBaseAmount, mtFee);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -77,6 +77,10 @@ contract DVMVault is InitializableOwnable {
|
||||
);
|
||||
}
|
||||
|
||||
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
|
||||
return (_BASE_RESERVE_, _QUOTE_RESERVE_);
|
||||
}
|
||||
|
||||
function getBaseBalance() public view returns (uint256 baseBalance) {
|
||||
return IERC20(_BASE_TOKEN_).balanceOf(address(this));
|
||||
}
|
||||
|
||||
83
contracts/SmartRoute/SmartRoute.sol
Normal file
83
contracts/SmartRoute/SmartRoute.sol
Normal file
@@ -0,0 +1,83 @@
|
||||
/*
|
||||
|
||||
Copyright 2020 DODO ZOO.
|
||||
SPDX-License-Identifier: Apache-2.0
|
||||
|
||||
*/
|
||||
|
||||
pragma solidity 0.6.9;
|
||||
|
||||
import {Ownable} from "../lib/Ownable.sol";
|
||||
import {DVMController} from "../DODOVenderMachine/impl/DVMController.sol";
|
||||
import {DVMVault} from "../DODOVenderMachine/impl/DVMVault.sol";
|
||||
import {IERC20} from "../intf/IERC20.sol";
|
||||
import {SafeERC20} from "../lib/SafeERC20.sol";
|
||||
import {SafeMath} from "../lib/SafeMath.sol";
|
||||
import {DecimalMath} from "../lib/DecimalMath.sol";
|
||||
|
||||
contract SmartRoute is Ownable {
|
||||
using SafeMath for uint256;
|
||||
using SafeERC20 for IERC20;
|
||||
|
||||
function sellBaseOnDVM(
|
||||
address DVM,
|
||||
address to,
|
||||
uint256 baseAmount,
|
||||
uint256 minReceive
|
||||
) public returns (uint256 receiveAmount) {
|
||||
IERC20(DVMController(DVM)._BASE_TOKEN_()).safeTransferFrom(
|
||||
msg.sender,
|
||||
address(DVMController(DVM)._VAULT_()),
|
||||
baseAmount
|
||||
);
|
||||
receiveAmount = DVMController(DVM).sellBase(to);
|
||||
require(receiveAmount >= minReceive, "RECEIVE_NOT_ENOUGH");
|
||||
return receiveAmount;
|
||||
}
|
||||
|
||||
function sellQuoteOnDVM(
|
||||
address DVM,
|
||||
address to,
|
||||
uint256 quoteAmount,
|
||||
uint256 minReceive
|
||||
) public returns (uint256 receiveAmount) {
|
||||
IERC20(DVMController(DVM)._QUOTE_TOKEN_()).safeTransferFrom(
|
||||
msg.sender,
|
||||
address(DVMController(DVM)._VAULT_()),
|
||||
quoteAmount
|
||||
);
|
||||
receiveAmount = DVMController(DVM).sellBase(to);
|
||||
require(receiveAmount >= minReceive, "RECEIVE_NOT_ENOUGU");
|
||||
return receiveAmount;
|
||||
}
|
||||
|
||||
function depositToDVM(
|
||||
address DVM,
|
||||
uint256 baseAmount,
|
||||
uint256 quoteAmount
|
||||
) public returns (uint256 shares) {
|
||||
uint256 adjustedBaseAmount;
|
||||
uint256 adjustedQuoteAmount;
|
||||
(uint256 baseReserve, uint256 quoteReserve) = DVMController(DVM)
|
||||
._VAULT_()
|
||||
.getVaultReserve();
|
||||
|
||||
if (quoteReserve == 0 && baseReserve == 0) {
|
||||
adjustedBaseAmount = baseAmount;
|
||||
adjustedQuoteAmount = quoteAmount;
|
||||
}
|
||||
|
||||
if (quoteReserve == 0 && baseReserve > 0) {
|
||||
adjustedBaseAmount = baseAmount;
|
||||
adjustedQuoteAmount = 0;
|
||||
}
|
||||
|
||||
if (quoteReserve > 0 && baseReserve > 0) {
|
||||
uint256 baseIncreaseRatio = DecimalMath.divFloor(baseAmount, baseReserve);
|
||||
uint256 quoteIncreaseRatio = DecimalMath.divFloor(quoteAmount, quoteReserve);
|
||||
uint256 increaseRatio = baseIncreaseRatio>quoteIncreaseRatio?quoteIncreaseRatio:baseIncreaseRatio
|
||||
adjustedBaseAmount = baseAmount;
|
||||
adjustedQuoteAmount = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -7,7 +7,7 @@
|
||||
|
||||
import * as assert from 'assert';
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr } from './utils/Converter';
|
||||
|
||||
let lp1: string;
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr, gweiStr } from './utils/Converter';
|
||||
import BigNumber from "bignumber.js";
|
||||
import * as assert from "assert"
|
||||
|
||||
@@ -13,7 +13,7 @@ import {
|
||||
DefaultDODOContextInitConfig,
|
||||
DODOContext,
|
||||
getDODOContext,
|
||||
} from './utils/Context';
|
||||
} from './utils/DVMContext';
|
||||
import * as contracts from './utils/Contracts';
|
||||
import { decimalStr, MAX_UINT256 } from './utils/Converter';
|
||||
import { logGas } from './utils/Log';
|
||||
|
||||
@@ -13,7 +13,7 @@ import {
|
||||
DefaultDODOContextInitConfig,
|
||||
DODOContext,
|
||||
getDODOContext,
|
||||
} from './utils/Context';
|
||||
} from './utils/DVMContext';
|
||||
import * as contracts from './utils/Contracts';
|
||||
import { decimalStr, MAX_UINT256 } from './utils/Converter';
|
||||
import { logGas } from './utils/Log';
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import * as assert from "assert"
|
||||
import { newContract, TEST_ERC20_CONTRACT_NAME, getContractWithAddress, DODO_CONTRACT_NAME } from './utils/Contracts';
|
||||
|
||||
|
||||
@@ -7,7 +7,7 @@
|
||||
|
||||
import * as assert from 'assert';
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr } from './utils/Converter';
|
||||
import { logGas } from './utils/Log';
|
||||
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr, gweiStr } from './utils/Converter';
|
||||
import * as assert from "assert"
|
||||
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr, MAX_UINT256 } from './utils/Converter';
|
||||
// import * as assert from "assert"
|
||||
import { newContract, DODO_TOKEN_CONTRACT_NAME, DODO_MINE_NAME, TEST_ERC20_CONTRACT_NAME, getContractWithAddress, DODO_MINE_READER_NAME } from './utils/Contracts';
|
||||
|
||||
@@ -8,7 +8,7 @@
|
||||
import * as assert from 'assert';
|
||||
import { Contract } from 'web3-eth-contract';
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { DODO_REBALANCER_NAME, newContract } from './utils/Contracts';
|
||||
import { decimalStr } from './utils/Converter';
|
||||
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr, gweiStr } from './utils/Converter';
|
||||
import * as assert from "assert"
|
||||
|
||||
|
||||
@@ -5,7 +5,7 @@
|
||||
|
||||
*/
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr, MAX_UINT256 } from './utils/Converter';
|
||||
// import * as assert from "assert"
|
||||
import { newContract, DODO_TOKEN_CONTRACT_NAME, LOCKED_TOKEN_VAULT_CONTRACT_NAME } from './utils/Contracts';
|
||||
|
||||
@@ -7,7 +7,7 @@
|
||||
|
||||
import * as assert from 'assert';
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import { decimalStr } from './utils/Converter';
|
||||
import { logGas } from './utils/Log';
|
||||
|
||||
|
||||
@@ -8,7 +8,7 @@
|
||||
import * as assert from 'assert';
|
||||
import { Contract } from 'web3-eth-contract';
|
||||
|
||||
import { DODOContext, getDODOContext } from './utils/Context';
|
||||
import { DODOContext, getDODOContext } from './utils/DVMContext';
|
||||
import {
|
||||
newContract,
|
||||
UNISWAP_ARBITRAGEUR_CONTRACT_NAME,
|
||||
|
||||
@@ -19,10 +19,11 @@ BigNumber.config({
|
||||
DECIMAL_PLACES: 80,
|
||||
});
|
||||
|
||||
export interface DODOContextInitConfig {
|
||||
export interface DVMContextInitConfig {
|
||||
lpFeeRate: string;
|
||||
mtFeeRate: string;
|
||||
k: string;
|
||||
i: string;
|
||||
gasPriceLimit: string;
|
||||
}
|
||||
|
||||
@@ -43,6 +44,7 @@ export let DefaultDODOContextInitConfig = {
|
||||
lpFeeRate: decimalStr("0.002"),
|
||||
mtFeeRate: decimalStr("0.001"),
|
||||
k: decimalStr("0.1"),
|
||||
i: decimalStr("100"),
|
||||
gasPriceLimit: gweiStr("100"),
|
||||
};
|
||||
|
||||
@@ -61,7 +63,7 @@ export class DODOContext {
|
||||
Maintainer: string;
|
||||
spareAccounts: string[];
|
||||
|
||||
constructor() {}
|
||||
constructor() { }
|
||||
|
||||
async init(config: DODOContextInitConfig) {
|
||||
this.EVM = new EVM();
|
||||
Reference in New Issue
Block a user