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DODO Math support k=1

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This commit is contained in:
mingda
2020-11-21 01:08:55 +08:00
parent 53b75dfab4
commit 75190a52f6
2 changed files with 13 additions and 15 deletions
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24
contracts/lib/DODOMath.sol
View File

@@ -55,25 +55,31 @@ library DODOMath {
if deltaBSig=true, then Q2>Q1, user sell Q and receive B
if deltaBSig=false, then Q2<Q1, user sell B and receive Q
return |Q1-Q2|
if k==1
Q2 = -c/b
if k==0
*/
function _SolveQuadraticFunctionForTrade(
uint256 Q0,
uint256 Q1,
uint256 ideltaB,
bool deltaBSig,
// bool deltaBSig, deltaBSig is always false
uint256 k
) internal pure returns (uint256) {
require(Q0 > 0, "TARGET_IS_ZERO");
if (k == DecimalMath.ONE) {
// Q2=Q1/(1-ideltaBQ1/Q0/Q0)
uint256 temp = ideltaB.mul(Q1).mul(DecimalMath.ONE).div(Q0.mul(Q0));
return Q1.sub(DecimalMath.divFloor(DecimalMath.ONE, DecimalMath.ONE.add(temp)));
}
// calculate -b value and sig
// -b = (1-k)Q1-kQ0^2/Q1+i*deltaB
uint256 kQ02Q1 = DecimalMath.mul(k, Q0).mul(Q0).div(Q1); // kQ0^2/Q1
uint256 b = DecimalMath.mul(DecimalMath.ONE.sub(k), Q1); // (1-k)Q1
bool minusbSig = true;
if (deltaBSig) {
b = b.add(ideltaB); // (1-k)Q1+i*deltaB
} else {
kQ02Q1 = kQ02Q1.add(ideltaB); // i*deltaB+kQ0^2/Q1
}
kQ02Q1 = kQ02Q1.add(ideltaB); // i*deltaB+kQ0^2/Q1
if (b >= kQ02Q1) {
b = b.sub(kQ02Q1);
minusbSig = true;
@@ -98,11 +104,7 @@ library DODOMath {
numerator = squareRoot.sub(b);
}
if (deltaBSig) {
return DecimalMath.divFloor(numerator, denominator).sub(Q1);
} else {
return Q1.sub(DecimalMath.divCeil(numerator, denominator));
}
return Q1.sub(DecimalMath.divCeil(numerator, denominator));
}
/*

4
contracts/lib/PMMPricing.sol
View File

@@ -127,7 +127,6 @@ library PMMPricing {
state.Q0,
state.Q0,
DecimalMath.mulFloor(state.i, payBaseAmount),
false,
state.K
);
}
@@ -142,7 +141,6 @@ library PMMPricing {
state.B0,
state.B0,
DecimalMath.divFloor(payQuoteAmount, state.i),
false,
state.K
);
}
@@ -174,7 +172,6 @@ library PMMPricing {
state.Q0,
state.Q,
DecimalMath.mul(state.i, payBaseAmount),
false,
state.K
);
}
@@ -206,7 +203,6 @@ library PMMPricing {
state.B0,
state.B,
DecimalMath.divFloor(payQuoteAmount, state.i),
false,
state.K
);
}