Merge branch 'feature/V2' of https://github.com/DODOEX/contractV2 into feature/V2

This commit is contained in:
牛涛涛
2020-12-21 23:27:36 +08:00
10 changed files with 141 additions and 77 deletions

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@@ -69,12 +69,22 @@ contract CPFunding is CPStorage {
// if quote = m*base i = 1
// if quote > m*base reverse
{
uint256 avgPrice = DecimalMath.divCeil(poolQuote, _UNUSED_BASE_);
uint256 baseDepth = DecimalMath.mulFloor(avgPrice, poolBase);
address _poolBaseToken;
address _poolQuoteToken;
uint256 _poolI;
if (poolQuote.mul(_UNUSED_BASE_) == poolQuote.mul(poolBase)) {
uint256 avgPrice = _UNUSED_BASE_ == 0
? _I_
: DecimalMath.divCeil(poolQuote, _UNUSED_BASE_);
uint256 baseDepth = DecimalMath.mulFloor(avgPrice, poolBase);
if (poolQuote == 0) {
// ask side only DVM
_poolBaseToken = address(_BASE_TOKEN_);
_poolQuoteToken = address(_QUOTE_TOKEN_);
_poolI = _I_;
} else if (poolQuote.mul(_UNUSED_BASE_) == poolQuote.mul(poolBase)) {
// standard bonding curve
_poolBaseToken = address(_BASE_TOKEN_);
_poolQuoteToken = address(_QUOTE_TOKEN_);
_poolI = 1;

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@@ -38,10 +38,9 @@ contract DPPAdmin is InitializableOwnable {
//For Rebase Token
function sync() external notFreezed onlyOwner {
IDPP(_DPP_).sync();
IDPP(_DPP_).ratioSync();
}
function setFreezeTimestamp(uint256 timestamp) external notFreezed onlyOwner {
_FREEZE_TIMESTAMP_ = timestamp;
}
@@ -111,17 +110,18 @@ contract DPPAdmin is InitializableOwnable {
operator == _OPERATOR_),
"RESET FORBIDDEN"
);
return IDPP(_DPP_).reset(
msg.sender,
newLpFeeRate,
newMtFeeRate,
newI,
newK,
baseOutAmount,
quoteOutAmount,
minBaseReserve,
minQuoteReserve
);
return
IDPP(_DPP_).reset(
msg.sender,
newLpFeeRate,
newMtFeeRate,
newI,
newK,
baseOutAmount,
quoteOutAmount,
minBaseReserve,
minQuoteReserve
);
}
// ============ Admin Version Control ============

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@@ -23,10 +23,7 @@ contract DPPVault is DPPStorage {
// ============ Events ============
event Reset(
uint256 newLpFeeRate,
uint256 newMtFeeRate
);
event Reset(uint256 newLpFeeRate, uint256 newMtFeeRate);
// ============ View Functions ============
@@ -35,14 +32,22 @@ contract DPPVault is DPPStorage {
quoteReserve = _QUOTE_RESERVE_;
}
function getUserFeeRate(address user) external view returns (uint256 lpFeeRate, uint256 mtFeeRate) {
function getUserFeeRate(address user)
external
view
returns (uint256 lpFeeRate, uint256 mtFeeRate)
{
lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(user);
mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(user);
}
function getUserTradePermission(address user) external view returns (bool isBuyAllow, bool isSellAllow) {
function getUserTradePermission(address user)
external
view
returns (bool isBuyAllow, bool isSellAllow)
{
isBuyAllow = (!_BUYING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(user));
isSellAllow = (!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(user));
isSellAllow = (!_SELLING_CLOSE_ && _TRADE_PERMISSION_.isAllowed(user));
}
// ============ Get Input ============
@@ -57,7 +62,7 @@ contract DPPVault is DPPStorage {
// ============ Set States ============
function sync() external preventReentrant onlyOwner {
function ratioSync() external preventReentrant onlyOwner {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
if (baseBalance != _BASE_RESERVE_) {
@@ -95,7 +100,10 @@ contract DPPVault is DPPStorage {
uint256 minBaseReserve,
uint256 minQuoteReserve
) public preventReentrant onlyOwner returns (bool) {
require(_BASE_RESERVE_ >= minBaseReserve && _QUOTE_RESERVE_ >= minQuoteReserve, "Reserve amount is not enough");
require(
_BASE_RESERVE_ >= minBaseReserve && _QUOTE_RESERVE_ >= minQuoteReserve,
"RESERVE_AMOUNT_IS_NOT_ENOUGH"
);
_LP_FEE_RATE_MODEL_.setFeeRate(newLpFeeRate);
_MT_FEE_RATE_MODEL_.setFeeRate(newMtFeeRate);
_I_.set(newI);

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@@ -45,7 +45,7 @@ interface IDPP {
function setSell(bool open) external;
function sync() external;
function ratioSync() external;
//==============================

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@@ -43,7 +43,7 @@ library DODOMath {
require(V0 > 0, "TARGET_IS_ZERO");
uint256 fairAmount = i.mul(V1.sub(V2)); // i*delta
if (k == 0) {
return fairAmount;
return fairAmount.div(DecimalMath.ONE);
}
uint256 V0V0V1V2 = DecimalMath.divFloor(V0.mul(V0).div(V1), V2);
uint256 penalty = DecimalMath.mulFloor(k, V0V0V1V2); // k(V0^2/V1/V2)

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@@ -108,5 +108,26 @@ describe("Funding", () => {
assert.equal(await ctx.QUOTE.methods.balanceOf(ctx.CP.options.address).call(), decimalStr("49900"))
})
it("bid zero", async () => {
await ctx.EVM.increaseTime(86400 * 2)
await logGas(ctx.CP.methods.settle(), ctx.sendParam(ctx.Deployer), "settle")
var poolAddress = await ctx.CP.methods._POOL_().call()
var pool = getContractWithAddress(DVM_NAME, poolAddress)
assert.equal(await pool.methods.getMidPrice().call(), decimalStr("10"))
assert.equal(await ctx.CP.methods._AVG_SETTLED_PRICE_().call(), decimalStr("10"))
assert.equal(await ctx.CP.methods._UNUSED_QUOTE_().call(), "0")
assert.equal(await ctx.CP.methods._UNUSED_BASE_().call(), "0")
assert.equal(await ctx.BASE.methods.balanceOf(poolAddress).call(), decimalStr("10000"))
assert.equal(await ctx.BASE.methods.balanceOf(ctx.CP.options.address).call(), "0")
assert.equal(await ctx.QUOTE.methods.balanceOf(poolAddress).call(), "0")
assert.equal(await ctx.QUOTE.methods.balanceOf(ctx.CP.options.address).call(), "0")
})
})
})

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@@ -32,7 +32,7 @@ async function init(ctx: DPPContext): Promise<void> {
await ctx.DPP.methods.reset(lp, lpFeeRate, mtFeeRate, iValue, kValue, "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer))
}
describe("DPP Trader", () => {
describe("DPP Reset", () => {
let snapshotId: string;
let ctx: DPPContext;
@@ -68,8 +68,10 @@ describe("DPP Trader", () => {
assert.equal(state.Q0, decimalStr("2000"))
assert.equal(state.i, iValue)
assert.equal(state.K, kValue)
assert.equal(await ctx.DPP.methods.getLpFeeRate(lp).call(), lpFeeRate)
assert.equal(await ctx.DPP.methods.getMtFeeRate(lp).call(), mtFeeRate)
var feeRate = await ctx.DPP.methods.getUserFeeRate(lp).call()
assert.equal(feeRate[0], lpFeeRate)
assert.equal(feeRate[1], mtFeeRate)
});
it("reset with asset output", async () => {
@@ -86,8 +88,10 @@ describe("DPP Trader", () => {
assert.equal(state.Q0, decimalStr("900"))
assert.equal(state.i, iValue)
assert.equal(state.K, kValue)
assert.equal(await ctx.DPP.methods.getLpFeeRate(lp).call(), lpFeeRate)
assert.equal(await ctx.DPP.methods.getMtFeeRate(lp).call(), mtFeeRate)
var feeRate = await ctx.DPP.methods.getUserFeeRate(lp).call()
assert.equal(feeRate[0], lpFeeRate)
assert.equal(feeRate[1], mtFeeRate)
})
it("reset without asset input/output", async () => {
@@ -104,8 +108,10 @@ describe("DPP Trader", () => {
assert.equal(state.Q0, decimalStr("1000"))
assert.equal(state.i, iValue)
assert.equal(state.K, kValue)
assert.equal(await ctx.DPP.methods.getLpFeeRate(lp).call(), lpFeeRate)
assert.equal(await ctx.DPP.methods.getMtFeeRate(lp).call(), mtFeeRate)
var feeRate = await ctx.DPP.methods.getUserFeeRate(lp).call()
assert.equal(feeRate[0], lpFeeRate)
assert.equal(feeRate[1], mtFeeRate)
})
});
@@ -138,18 +144,30 @@ describe("DPP Trader", () => {
it("i or k can not out of range", async () => {
await truffleAssert.reverts(
ctx.DPP.methods.reset(lp, "0", "0", "0", decimalStr("1"), "0", "0" ,"0", "0").send(ctx.sendParam(ctx.Deployer)), "I_OUT_OF_RANGE"
ctx.DPP.methods.reset(lp, "0", "0", "0", decimalStr("1"), "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer)), "I_OUT_OF_RANGE"
)
await truffleAssert.reverts(
ctx.DPP.methods.reset(lp, "0", "0", "10000000000000000000000000000000000000", decimalStr("1"), "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer)), "I_OUT_OF_RANGE"
)
await truffleAssert.reverts(
ctx.DPP.methods.reset(lp, "0", "0", decimalStr("1"), "1", "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer)), "K_OUT_OF_RANGE"
)
await truffleAssert.reverts(
ctx.DPP.methods.reset(lp, "0", "0", decimalStr("1"), decimalStr("2"), "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer)), "K_OUT_OF_RANGE"
)
})
it("revert if someone trade before reset", async () => {
var baseReserve = await ctx.DPP.methods._BASE_RESERVE_().call()
var quoteReserve = await ctx.DPP.methods._QUOTE_RESERVE_().call()
await ctx.BASE.methods.mint(ctx.DPP.options.address, decimalStr("1")).send(ctx.sendParam(ctx.Deployer))
await ctx.DPP.methods.sellBase(ctx.Deployer).send(ctx.sendParam(ctx.Deployer))
await truffleAssert.reverts(ctx.DPP.methods.reset(lp, "0", "0", decimalStr("1"), decimalStr("2"), "0", "0", baseReserve, quoteReserve).send(ctx.sendParam(ctx.Deployer)), "RESERVE_AMOUNT_IS_NOT_ENOUGH")
await ctx.QUOTE.methods.mint(ctx.DPP.options.address, decimalStr("200")).send(ctx.sendParam(ctx.Deployer))
await ctx.DPP.methods.sellQuote(ctx.Deployer).send(ctx.sendParam(ctx.Deployer))
await truffleAssert.reverts(ctx.DPP.methods.reset(lp, "0", "0", decimalStr("1"), decimalStr("2"), "0", "0", baseReserve, quoteReserve).send(ctx.sendParam(ctx.Deployer)), "RESERVE_AMOUNT_IS_NOT_ENOUGH")
})
})
});

View File

@@ -26,7 +26,7 @@ async function init(ctx: DPPContext): Promise<void> {
await ctx.transferBaseToDPP(lp, decimalStr("10"))
await ctx.transferQuoteToDPP(lp, decimalStr("1000"))
await ctx.DPP.methods.reset(lp, decimalStr("0.002"), decimalStr("0.001"), decimalStr("100"), decimalStr("0.1"), "0", "0").send(ctx.sendParam(ctx.Deployer))
await ctx.DPP.methods.reset(lp, decimalStr("0.002"), decimalStr("0.001"), decimalStr("100"), decimalStr("0.1"), "0", "0", "0", "0").send(ctx.sendParam(ctx.Deployer))
console.log("deposit")
}
@@ -73,11 +73,11 @@ describe("DPP Trader", () => {
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
var balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "10986174542266106306")
assert.equal(balances.traderBase, "10986174542266106307")
assert.equal(balances.traderQuote, decimalStr("900"))
assert.equal(balances.DPPBase, "9012836315765723075")
assert.equal(balances.DPPQuote, decimalStr("1100"))
assert.equal(balances.maintainerBase, "989141968170619")
assert.equal(balances.maintainerBase, "989141968170618")
assert.equal(balances.maintainerQuote, "0")
// buy at R>1
@@ -85,11 +85,11 @@ describe("DPP Trader", () => {
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "11946772292527553371")
assert.equal(balances.traderBase, "11946772292527553373")
assert.equal(balances.traderQuote, decimalStr("800"))
assert.equal(balances.DPPBase, "8051275077289369844")
assert.equal(balances.DPPQuote, decimalStr("1200"))
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerBase, "1952630183076783")
assert.equal(balances.maintainerQuote, "0")
// sell at R>1 and R not change state
@@ -97,42 +97,42 @@ describe("DPP Trader", () => {
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "10946772292527553371")
assert.equal(balances.traderQuote, "903421814651005338948")
assert.equal(balances.traderBase, "10946772292527553373")
assert.equal(balances.traderQuote, "903421814651005338950")
assert.equal(balances.DPPBase, "9051275077289369844")
assert.equal(balances.DPPQuote, "1096474452335302579468")
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerQuote, "103733013692081584")
assert.equal(balances.DPPQuote, "1096474452335302579467")
assert.equal(balances.maintainerBase, "1952630183076783")
assert.equal(balances.maintainerQuote, "103733013692081583")
// sell at R>1 and R change state
await ctx.transferBaseToDPP(trader, decimalStr("2"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "8946772292527553371")
assert.equal(balances.traderQuote, "1102638273848343281091")
assert.equal(balances.traderBase, "8946772292527553373")
assert.equal(balances.traderQuote, "1102638273848343281094")
assert.equal(balances.DPPBase, "11051275077289369844")
assert.equal(balances.DPPQuote, "897058177231046545106")
assert.equal(balances.maintainerBase, "1952630183076785")
assert.equal(balances.maintainerQuote, "303548920610173803")
assert.equal(balances.DPPQuote, "897058177231046545105")
assert.equal(balances.maintainerBase, "1952630183076783")
assert.equal(balances.maintainerQuote, "303548920610173801")
var PMMStat = await ctx.DPP.methods.getPMMState().call()
assert.equal(PMMStat.R, "2")
assert.equal(PMMStat.B0, "10005950249348099200")
});
it.only("first sell and then buy", async () => {
it("first sell and then buy", async () => {
// sell at R=1
await ctx.transferBaseToDPP(trader, decimalStr("1"))
await ctx.DPP.methods.sellBase(trader).send(ctx.sendParam(trader))
var balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, decimalStr("9"))
assert.equal(balances.traderQuote, "1098617454226610630662")
assert.equal(balances.traderQuote, "1098617454226610630663")
assert.equal(balances.DPPBase, decimalStr("11"))
assert.equal(balances.DPPQuote, "901283631576572307521")
assert.equal(balances.maintainerBase, "0")
assert.equal(balances.maintainerQuote, "98914196817061817")
assert.equal(balances.maintainerQuote, "98914196817061816")
// buy at R>1
await ctx.transferBaseToDPP(trader, decimalStr("1"))
@@ -140,35 +140,35 @@ describe("DPP Trader", () => {
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, decimalStr("8"))
assert.equal(balances.traderQuote, "1194677229252755337107")
assert.equal(balances.traderQuote, "1194677229252755337109")
assert.equal(balances.DPPBase, decimalStr("12"))
assert.equal(balances.DPPQuote, "805127507728936984519")
assert.equal(balances.maintainerBase, "0")
assert.equal(balances.maintainerQuote, "195263018307678374")
assert.equal(balances.maintainerQuote, "195263018307678372")
// sell at R>1 and R not change state
await ctx.transferQuoteToDPP(trader, decimalStr("100"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "9034218146510053389")
assert.equal(balances.traderQuote, "1094677229252755337107")
assert.equal(balances.DPPBase, "10964744523353025795")
assert.equal(balances.traderBase, "9034218146510053391")
assert.equal(balances.traderQuote, "1094677229252755337109")
assert.equal(balances.DPPBase, "10964744523353025794")
assert.equal(balances.DPPQuote, "905127507728936984519")
assert.equal(balances.maintainerBase, "1037330136920816")
assert.equal(balances.maintainerQuote, "195263018307678374")
assert.equal(balances.maintainerBase, "1037330136920815")
assert.equal(balances.maintainerQuote, "195263018307678372")
// sell at R>1 and R change state
await ctx.transferQuoteToDPP(trader, decimalStr("200"))
await ctx.DPP.methods.sellQuote(trader).send(ctx.sendParam(trader))
balances = await ctx.getBalances(trader)
assert.equal(balances.traderBase, "11026382738483432810")
assert.equal(balances.traderQuote, "894677229252755337107")
assert.equal(balances.traderBase, "11026382738483432812")
assert.equal(balances.traderQuote, "894677229252755337109")
assert.equal(balances.DPPBase, "8970581772310465451")
assert.equal(balances.DPPQuote, "1105127507728936984519")
assert.equal(balances.maintainerBase, "3035489206101739")
assert.equal(balances.maintainerQuote, "195263018307678374")
assert.equal(balances.maintainerBase, "3035489206101737")
assert.equal(balances.maintainerQuote, "195263018307678372")
var PMMStat = await ctx.DPP.methods.getPMMState().call()
@@ -182,30 +182,30 @@ describe("DPP Trader", () => {
await ctx.transferQuoteToDPP(trader, decimalStr("200"))
// buy failed
await truffleAssert.reverts(ctx.DPP.methods.flashLoan("1946763594380080788", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
await truffleAssert.reverts(ctx.DPP.methods.flashLoan("1946763594380080790", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
// buy succeed
await ctx.DPP.methods.flashLoan("1946763594380080787", "0", trader, "0x").send(ctx.sendParam(trader))
await ctx.DPP.methods.flashLoan("1946763594380080789", "0", trader, "0x").send(ctx.sendParam(trader))
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"11946763594380080787"
"11946763594380080789"
);
// sell
await ctx.transferBaseToDPP(trader, decimalStr("1"))
// sell failed
await truffleAssert.reverts(ctx.DPP.methods.flashLoan("0", "103421810640399874604", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
await truffleAssert.reverts(ctx.DPP.methods.flashLoan("0", "103421810640399874606", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
// sell succeed
await ctx.DPP.methods.flashLoan("0", "103421810640399874603", trader, "0x").send(ctx.sendParam(trader))
await ctx.DPP.methods.flashLoan("0", "103421810640399874605", trader, "0x").send(ctx.sendParam(trader))
// trader balances
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"903421810640399874603"
"903421810640399874605"
);
})
@@ -213,11 +213,9 @@ describe("DPP Trader", () => {
var gasPriceLimitContract = getContractWithAddress(EXTERNAL_VALUE_NAME, await ctx.DPP.methods._GAS_PRICE_LIMIT_().call())
await gasPriceLimitContract.methods.set(gweiStr("10")).send(ctx.sendParam(ctx.Deployer))
await truffleAssert.reverts(
ctx.DPP.methods.sellQuote(trader).send({ from: trader, gas: 300000, gasPrice: gweiStr("200") }), "GAS_PRICE_EXCEED"
)
})
});
});

View File

@@ -25,7 +25,6 @@ async function init(ctx: DVMContext): Promise<void> {
await ctx.transferQuoteToDVM(lp, decimalStr("1000"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp));
console.log("deposit")
}
describe("AMMLikeCase", () => {
@@ -54,7 +53,7 @@ describe("AMMLikeCase", () => {
describe("trade", () => {
it("basic state", async () => {
console.log(await ctx.DVM.methods.getMidPrice().call())
console.log("DVM mid price", await ctx.DVM.methods.getMidPrice().call())
})
it("buy", async () => {

View File

@@ -9,6 +9,7 @@
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { assert } from 'chai';
import { decimalStr } from '../utils/Converter';
const truffleAssert = require('truffle-assertions');
async function init(ctx: DVMContext): Promise<void> { }
@@ -59,5 +60,14 @@ describe("Admin Set", () => {
await truffleAssert.reverts(ctx.DVM.methods.sellBase(ctx.Deployer).send(ctx.sendParam(ctx.Deployer)), "TRADER_SELL_NOT_ALLOWED")
})
it("sync", async () => {
await ctx.BASE.methods.mint(ctx.DVM.options.address, decimalStr("123")).send(ctx.sendParam(ctx.Deployer))
await ctx.QUOTE.methods.mint(ctx.DVM.options.address, decimalStr("456")).send(ctx.sendParam(ctx.Deployer))
await ctx.DVM.methods.sync().send(ctx.sendParam(ctx.Deployer))
assert.equal(await ctx.DVM.methods._BASE_RESERVE_().call(), decimalStr("123"))
assert.equal(await ctx.DVM.methods._QUOTE_RESERVE_().call(), decimalStr("456"))
})
});
});