第二遍走查 snapshot

This commit is contained in:
mingda
2020-11-29 17:38:13 +08:00
parent c52e7960b6
commit d90e031a30
17 changed files with 285 additions and 314 deletions

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@@ -27,20 +27,17 @@ import {PMMPricing} from "../../lib/PMMPricing.sol";
contract DPPStorage is InitializableOwnable, ReentrancyGuard {
using SafeMath for uint256;
// ============ Variables for Control ============
IExternalValue public _GAS_PRICE_LIMIT_;
// ============ Advanced Controls ============
bool public _BUYING_CLOSE_;
bool public _SELLING_CLOSE_;
IPermissionManager public _TRADE_PERMISSION_;
IExternalValue public _GAS_PRICE_LIMIT_;
// ============ Core Address ============
address public _MAINTAINER_; // collect maintainer fee
address public _MAINTAINER_;
IERC20 public _BASE_TOKEN_;
IERC20 public _QUOTE_TOKEN_;
@@ -58,41 +55,72 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
IExternalValue public _K_;
IExternalValue public _I_;
// ============ Events ============
event SetLpFeeRateModel(address indexed oldAddr, address indexed newAddr);
event SetMtFeeRateModel(address indexed oldAddr, address indexed newAddr);
event SetTradePermissionManager(address indexed oldAddr, address indexed newAddr);
event SetMaintainer(address indexed oldAddr, address indexed newAddr);
event SetGasPriceSource(address indexed oldAddr, address indexed newAddr);
event SetISource(address indexed oldAddr, address indexed newAddr);
event SetKSource(address indexed oldAddr, address indexed newAddr);
event SetBuy(bool allow);
event SetSell(bool allow);
// ============ Setting Functions ============
function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
emit SetLpFeeRateModel(address(_LP_FEE_RATE_MODEL_), newLpFeeRateModel);
_LP_FEE_RATE_MODEL_ = IFeeRateModel(newLpFeeRateModel);
}
function setMtFeeRateModel(address newMtFeeRateModel) external onlyOwner {
emit SetMtFeeRateModel(address(_MT_FEE_RATE_MODEL_), newMtFeeRateModel);
_MT_FEE_RATE_MODEL_ = IFeeRateModel(newMtFeeRateModel);
}
function setTradePermissionManager(address newTradePermissionManager) external onlyOwner {
emit SetTradePermissionManager(address(_TRADE_PERMISSION_), newTradePermissionManager);
_TRADE_PERMISSION_ = IPermissionManager(newTradePermissionManager);
}
function setMaintainer(address newMaintainer) external onlyOwner {
emit SetMaintainer(address(_MAINTAINER_), newMaintainer);
_MAINTAINER_ = newMaintainer;
}
function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
emit SetGasPriceSource(address(_GAS_PRICE_LIMIT_), newGasPriceLimitSource);
_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
}
function setISource(address newISource) external onlyOwner {
emit SetISource(address(_I_), newISource);
_I_ = IExternalValue(newISource);
_checkIK();
}
function setKSource(address newKSource) external onlyOwner {
emit SetKSource(address(_K_), newKSource);
_K_ = IExternalValue(newKSource);
_checkIK();
}
function setBuy(bool open) external onlyOwner {
emit SetBuy(open);
_BUYING_CLOSE_ = !open;
}
function setSell(bool open) external onlyOwner {
emit SetSell(open);
_SELLING_CLOSE_ = !open;
}
@@ -102,14 +130,4 @@ contract DPPStorage is InitializableOwnable, ReentrancyGuard {
require(k > 0 && k <= 1e18, "K_OUT_OF_RANGE");
require(i > 0 && i <= 1e36, "I_OUT_OF_RANGE");
}
// ============ View Functions ============
function getLpFeeRate(address trader) external view returns (uint256 feeRate) {
return _LP_FEE_RATE_MODEL_.getFeeRate(trader);
}
function getMtFeeRate(address trader) external view returns (uint256 feeRate) {
return _MT_FEE_RATE_MODEL_.getFeeRate(trader);
}
}

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@@ -23,13 +23,6 @@ contract DPPVault is DPPStorage {
// ============ Get Input ============
function getInput() public view returns (uint256 baseInput, uint256 quoteInput) {
return (
_BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_),
_QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_)
);
}
function getBaseInput() public view returns (uint256 input) {
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
}
@@ -38,11 +31,6 @@ contract DPPVault is DPPStorage {
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
}
// ============ Vault Related
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
return (_BASE_RESERVE_, _QUOTE_RESERVE_);
}
// ============ Set States ============
function setTarget(uint256 baseTarget, uint256 quoteTarget) public preventReentrant onlyOwner {
@@ -90,7 +78,7 @@ contract DPPVault is DPPStorage {
}
}
// ============ Assets Transfer ============
// ============ Asset Out ============
function _transferBaseOut(address to, uint256 amount) internal {
if (amount > 0) {

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@@ -30,15 +30,10 @@ contract DVM is DVMTrader, DVMFunding {
uint256 k
) external {
initOwner(owner);
require(baseTokenAddress != quoteTokenAddress, "BASE_QUOTE_CAN_NOT_BE_SAME");
_BASE_TOKEN_ = IERC20(baseTokenAddress);
_QUOTE_TOKEN_ = IERC20(quoteTokenAddress);
_LP_FEE_RATE_MODEL_ = IFeeRateModel(lpFeeRateModel);
_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
_MAINTAINER_ = maintainer;
require(_BASE_TOKEN_ != _QUOTE_TOKEN_, "BASE_QUOTE_CAN_NOT_BE_SAME");
require(i > 0 && i <= 10**36);
_I_ = i;
@@ -46,32 +41,35 @@ contract DVM is DVMTrader, DVMFunding {
require(k > 0 && k <= 10**18);
_K_ = k;
_LP_FEE_RATE_MODEL_ = IFeeRateModel(lpFeeRateModel);
_MT_FEE_RATE_MODEL_ = IFeeRateModel(mtFeeRateModel);
_TRADE_PERMISSION_ = IPermissionManager(tradePermissionManager);
_GAS_PRICE_LIMIT_ = IExternalValue(gasPriceSource);
_MAINTAINER_ = maintainer;
string memory connect = "_";
string memory suffix = "DLP";
uint32 uid = uint32(address(this));
bytes memory id = new bytes(4);
id[0] = bytes1(uint8(48 + (uid % 10)));
id[1] = bytes1(uint8(48 + ((uid / 10) % 10)));
id[2] = bytes1(uint8(48 + ((uid / 100) % 10)));
id[3] = bytes1(uint8(48 + ((uid / 1000) % 10)));
name = string(
abi.encodePacked(
suffix,
connect,
_BASE_TOKEN_.symbol(),
connect,
_QUOTE_TOKEN_.symbol(),
connect,
string(id)
)
);
name = string(abi.encodePacked(suffix, connect, addressToShortString(address(this))));
symbol = "DLP";
decimals = _BASE_TOKEN_.decimals();
}
function addressToShortString(address _addr) public pure returns (string memory) {
bytes32 value = bytes32(uint256(_addr));
bytes memory alphabet = "0123456789abcdef";
bytes memory str = new bytes(8);
for (uint256 i = 0; i < 4; i++) {
str[i * 2] = alphabet[uint8(value[i + 12] >> 4)];
str[1 + i * 2] = alphabet[uint8(value[i + 12] & 0x0f)];
}
return string(str);
}
// ============ Version Control ============
function version() external pure returns (uint256) {
return 100; // 1.0.0
function version() external pure returns (string memory) {
return "DVM 1.0.0";
}
}

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@@ -13,27 +13,39 @@ import {DecimalMath} from "../../lib/DecimalMath.sol";
import {IDODOCallee} from "../../intf/IDODOCallee.sol";
contract DVMFunding is DVMVault {
// shares [round down]
// ============ Events ============
event BuyShares(address indexed user, uint256 increaseShares, uint256 totalShares);
event SellShares(address indexed user, uint256 decreaseShares, uint256 totalShares);
// ============ Buy & Sell Shares ============
// buy shares [round down]
function buyShares(address to)
external
preventReentrant
returns (
uint256 shares,
uint256 baseAmount,
uint256 quoteAmount
uint256 baseInput,
uint256 quoteInput
)
{
uint256 baseInput = getBaseInput();
uint256 quoteInput = getQuoteInput();
require(baseInput > 0, "NO_BASE_INPUT");
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
uint256 baseReserve = _BASE_RESERVE_;
uint256 quoteReserve = _QUOTE_RESERVE_;
baseInput = baseBalance.sub(baseReserve);
quoteInput = quoteBalance.sub(quoteReserve);
require(baseInput > 0, "NO_BASE_INPUT");
// case 1. initial supply
// 包含了 baseReserve == 0 && quoteReserve == 0 的情况
// 在提币的时候向下取整。因此永远不会出现balance为0但totalsupply不为0的情况
// 但有可能出现reserve>0但totalSupply=0的场景
if (totalSupply == 0) {
shares = getBaseBalance(); // 以免出现balance很大但shares很小的情况
shares = baseBalance; // 以免出现balance很大但shares很小的情况
} else if (baseReserve > 0 && quoteReserve == 0) {
// case 2. supply when quote reserve is 0
shares = baseInput.mul(totalSupply).div(baseReserve);
@@ -46,10 +58,10 @@ contract DVMFunding is DVMVault {
}
_mint(to, shares);
_sync();
return (shares, baseInput, quoteInput);
emit BuyShares(to, shares, _SHARES_[to]);
}
// withdraw amount [round down]
// sell shares [round down]
function sellShares(
uint256 shareAmount,
address to,
@@ -57,12 +69,20 @@ contract DVMFunding is DVMVault {
uint256 quoteMinAmount,
bytes calldata data
) external preventReentrant returns (uint256 baseAmount, uint256 quoteAmount) {
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
uint256 totalShares = totalSupply;
require(shareAmount <= _SHARES_[msg.sender], "DLP_NOT_ENOUGH");
baseAmount = baseBalance.mul(shareAmount).div(totalShares);
quoteAmount = quoteBalance.mul(shareAmount).div(totalShares);
require(baseAmount >= baseMinAmount && quoteAmount >= quoteMinAmount,'WITHDRAW_DLP_NOT_ENOUGH');
require(
baseAmount >= baseMinAmount && quoteAmount >= quoteMinAmount,
"WITHDRAW_NOT_ENOUGH"
);
_burn(msg.sender, shareAmount);
_transferBaseOut(to, baseAmount);
_transferQuoteOut(to, quoteAmount);

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@@ -21,20 +21,17 @@ import {IERC20} from "../../intf/IERC20.sol";
contract DVMStorage is InitializableOwnable, ReentrancyGuard {
using SafeMath for uint256;
// ============ Variables for Control ============
IExternalValue public _GAS_PRICE_LIMIT_;
// ============ Advanced Controls ============
bool public _BUYING_CLOSE_;
bool public _SELLING_CLOSE_;
IPermissionManager public _TRADE_PERMISSION_;
IExternalValue public _GAS_PRICE_LIMIT_;
// ============ Core Address ============
address public _MAINTAINER_; // collect maintainer fee
address public _MAINTAINER_;
IERC20 public _BASE_TOKEN_;
IERC20 public _QUOTE_TOKEN_;
@@ -42,7 +39,7 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
uint256 public _BASE_RESERVE_;
uint256 public _QUOTE_RESERVE_;
// ============ Shares ============
// ============ Shares (ERC20) ============
string public symbol;
uint256 public decimals;
@@ -59,43 +56,56 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
uint256 public _K_;
uint256 public _I_;
// ============ Events ============
event SetLpFeeRateModel(address indexed oldAddr, address indexed newAddr);
event SetMtFeeRateModel(address indexed oldAddr, address indexed newAddr);
event SetTradePermissionManager(address indexed oldAddr, address indexed newAddr);
event SetMaintainer(address indexed oldAddr, address indexed newAddr);
event SetGasPriceSource(address indexed oldAddr, address indexed newAddr);
event SetBuy(bool allow);
event SetSell(bool allow);
// ============ Setting Functions ============
function setLpFeeRateModel(address newLpFeeRateModel) external onlyOwner {
emit SetLpFeeRateModel(address(_LP_FEE_RATE_MODEL_), newLpFeeRateModel);
_LP_FEE_RATE_MODEL_ = IFeeRateModel(newLpFeeRateModel);
}
function setMtFeeRateModel(address newMtFeeRateModel) external onlyOwner {
emit SetMtFeeRateModel(address(_MT_FEE_RATE_MODEL_), newMtFeeRateModel);
_MT_FEE_RATE_MODEL_ = IFeeRateModel(newMtFeeRateModel);
}
function setTradePermissionManager(address newTradePermissionManager) external onlyOwner {
emit SetTradePermissionManager(address(_TRADE_PERMISSION_), newTradePermissionManager);
_TRADE_PERMISSION_ = IPermissionManager(newTradePermissionManager);
}
function setMaintainer(address newMaintainer) external onlyOwner {
emit SetMaintainer(address(_MAINTAINER_), newMaintainer);
_MAINTAINER_ = newMaintainer;
}
function setGasPriceSource(address newGasPriceLimitSource) external onlyOwner {
emit SetGasPriceSource(address(_GAS_PRICE_LIMIT_), newGasPriceLimitSource);
_GAS_PRICE_LIMIT_ = IExternalValue(newGasPriceLimitSource);
}
function setBuy(bool open) external onlyOwner {
emit SetBuy(open);
_BUYING_CLOSE_ = !open;
}
function setSell(bool open) external onlyOwner {
emit SetSell(open);
_SELLING_CLOSE_ = !open;
}
// ============ View Functions ============
function getLpFeeRate(address trader) external view returns (uint256 feeRate) {
return _LP_FEE_RATE_MODEL_.getFeeRate(trader);
}
function getMtFeeRate(address trader) external view returns (uint256 feeRate) {
return _MT_FEE_RATE_MODEL_.getFeeRate(trader);
}
}

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@@ -18,6 +18,16 @@ import {PMMPricing} from "../../lib/PMMPricing.sol";
contract DVMTrader is DVMVault {
using SafeMath for uint256;
// ============ Events ============
event DVMSwap(
address indexed fromToken,
address indexed toToken,
uint256 fromAmount,
uint256 toAmount,
address trader
);
// ============ Modifiers ============
modifier isBuyAllow(address trader) {
@@ -53,7 +63,13 @@ contract DVMTrader is DVMVault {
_transferQuoteOut(to, receiveQuoteAmount);
_transferQuoteOut(_MAINTAINER_, mtFee);
_sync();
return receiveQuoteAmount;
emit DVMSwap(
address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
tx.origin
);
}
function sellQuote(address to)
@@ -69,7 +85,13 @@ contract DVMTrader is DVMVault {
_transferBaseOut(to, receiveBaseAmount);
_transferBaseOut(_MAINTAINER_, mtFee);
_sync();
return receiveBaseAmount;
emit DVMSwap(
address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
tx.origin
);
}
function flashLoan(
@@ -84,7 +106,8 @@ contract DVMTrader is DVMVault {
if (data.length > 0)
IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
// no input -> pure loss
require(
@@ -92,28 +115,40 @@ contract DVMTrader is DVMVault {
"FLASH_LOAN_FAILED"
);
// sell quote
if (baseBalance < _BASE_RESERVE_) {
(uint256 receiveBaseAmount, uint256 mtFee) = querySellQuote(
tx.origin,
quoteBalance.sub(_QUOTE_RESERVE_)
);
uint256 quoteInput = quoteBalance.sub(_QUOTE_RESERVE_);
(uint256 receiveBaseAmount, uint256 mtFee) = querySellQuote(tx.origin, quoteInput);
require(_BASE_RESERVE_.sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
_transferBaseOut(_MAINTAINER_, mtFee);
emit DVMSwap(
address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
tx.origin
);
}
// sell base
if (quoteBalance < _QUOTE_RESERVE_) {
(uint256 receiveQuoteAmount, uint256 mtFee) = querySellBase(
tx.origin,
baseBalance.sub(_BASE_RESERVE_)
);
uint256 baseInput = baseBalance.sub(_BASE_RESERVE_);
(uint256 receiveQuoteAmount, uint256 mtFee) = querySellBase(tx.origin, baseInput);
require(_QUOTE_RESERVE_.sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
_transferQuoteOut(_MAINTAINER_, mtFee);
emit DVMSwap(
address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
tx.origin
);
}
_sync();
}
// ============ View Functions ============
// ============ Query Functions ============
function querySellBase(address trader, uint256 payBaseAmount)
public
@@ -128,8 +163,6 @@ contract DVMTrader is DVMVault {
receiveQuoteAmount = receiveQuoteAmount
.sub(DecimalMath.mulFloor(receiveQuoteAmount, lpFeeRate))
.sub(mtFee);
return (receiveQuoteAmount, mtFee);
}
function querySellQuote(address trader, uint256 payQuoteAmount)
@@ -145,7 +178,6 @@ contract DVMTrader is DVMVault {
receiveBaseAmount = receiveBaseAmount
.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
.sub(mtFee);
return (receiveBaseAmount, mtFee);
}
// ============ Helper Functions ============
@@ -155,11 +187,10 @@ contract DVMTrader is DVMVault {
state.K = _K_;
state.B = _BASE_RESERVE_;
state.Q = _QUOTE_RESERVE_;
state.B0 = 0; // recalculate in adjustedTarget
state.B0 = 0; // will be calculated in adjustedTarget
state.Q0 = 0;
state.R = PMMPricing.RState.ABOVE_ONE;
PMMPricing.adjustedTarget(state);
return state;
}
function getMidPrice() public view returns (uint256 midPrice) {

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@@ -28,23 +28,7 @@ contract DVMVault is DVMStorage {
event Burn(address indexed user, uint256 value);
// Vault related
function getVaultBalance() public view returns (uint256 baseBalance, uint256 quoteBalance) {
return (_BASE_TOKEN_.balanceOf(address(this)), _QUOTE_TOKEN_.balanceOf(address(this)));
}
function getVaultReserve() public view returns (uint256 baseReserve, uint256 quoteReserve) {
return (_BASE_RESERVE_, _QUOTE_RESERVE_);
}
function getBaseBalance() public view returns (uint256 baseBalance) {
return _BASE_TOKEN_.balanceOf(address(this));
}
function getQuoteBalance() public view returns (uint256 quoteBalance) {
return _QUOTE_TOKEN_.balanceOf(address(this));
}
// ============ Asset In ============
function getBaseInput() public view returns (uint256 input) {
return _BASE_TOKEN_.balanceOf(address(this)).sub(_BASE_RESERVE_);
@@ -54,8 +38,11 @@ contract DVMVault is DVMStorage {
return _QUOTE_TOKEN_.balanceOf(address(this)).sub(_QUOTE_RESERVE_);
}
// ============ Set States ============
function _sync() internal {
(uint256 baseBalance, uint256 quoteBalance) = getVaultBalance();
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
if (baseBalance != _BASE_RESERVE_) {
_BASE_RESERVE_ = baseBalance;
}
@@ -64,6 +51,8 @@ contract DVMVault is DVMStorage {
}
}
// ============ Asset Out ============
function _transferBaseOut(address to, uint256 amount) internal {
if (amount > 0) {
_BASE_TOKEN_.safeTransfer(to, amount);
@@ -76,7 +65,8 @@ contract DVMVault is DVMStorage {
}
}
// Shares related
// ============ Shares (ERC20) ============
/**
* @dev transfer token for a specified address
* @param to The address to transfer to.
@@ -100,10 +90,6 @@ contract DVMVault is DVMStorage {
return _SHARES_[owner];
}
function shareRatioOf(address owner) external view returns (uint256 shareRatio) {
return DecimalMath.divFloor(_SHARES_[owner], totalSupply);
}
/**
* @dev Transfer tokens from one address to another
* @param from address The address which you want to send tokens from

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@@ -13,7 +13,7 @@ import {UniversalERC20} from "./lib/UniversalERC20.sol";
import {SafeMath} from "../lib/SafeMath.sol";
import {IDODOSellHelper} from "./intf/IDODOSellHelper.sol";
import {IDODOApprove} from "../intf/IDODOApprove.sol";
import {IDODO} from "../intf/IDODO.sol";
import {IDODOV1} from "./intf/IDODOV1.sol";
import {IWETH} from "../intf/IWETH.sol";
contract DODOV1Proxy01 is Ownable {
@@ -77,19 +77,19 @@ contract DODOV1Proxy01 is Ownable {
for (uint256 i = 0; i < dodoPairs.length; i++) {
address curDodoPair = dodoPairs[i];
if (directions[i] == 0) {
address curDodoBase = IDODO(curDodoPair)._BASE_TOKEN_();
address curDodoBase = IDODOV1(curDodoPair)._BASE_TOKEN_();
uint256 curAmountIn = IERC20(curDodoBase).balanceOf(address(this));
IERC20(curDodoBase).universalApproveMax(curDodoPair, curAmountIn);
IDODO(curDodoPair).sellBaseToken(curAmountIn, 0, "");
IDODOV1(curDodoPair).sellBaseToken(curAmountIn, 0, "");
} else {
address curDodoQuote = IDODO(curDodoPair)._QUOTE_TOKEN_();
address curDodoQuote = IDODOV1(curDodoPair)._QUOTE_TOKEN_();
uint256 curAmountIn = IERC20(curDodoQuote).balanceOf(address(this));
IERC20(curDodoQuote).universalApproveMax(curDodoPair, curAmountIn);
uint256 canBuyBaseAmount = IDODOSellHelper(dodoSellHelper).querySellQuoteToken(
curDodoPair,
curAmountIn
);
IDODO(curDodoPair).buyBaseToken(canBuyBaseAmount, curAmountIn, "");
IDODOV1(curDodoPair).buyBaseToken(canBuyBaseAmount, curAmountIn, "");
}
}

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@@ -8,8 +8,7 @@
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
interface IDODO {
interface IDODOV1 {
function init(
address owner,
address supervisor,
@@ -78,4 +77,4 @@ interface IDODO {
function getExpectedTarget() external view returns (uint256 baseTarget, uint256 quoteTarget);
function getOraclePrice() external view returns (uint256);
}
}

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@@ -14,9 +14,9 @@
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {IDODO} from "../intf/IDODO.sol";
import {SafeMath} from "../lib/SafeMath.sol";
import {DecimalMath} from "../lib/DecimalMath.sol";
import {IDODOV1} from "../intf/IDODOV1.sol";
import {SafeMath} from "../../lib/SafeMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
// import {DODOMath} from "../lib/DODOMath.sol";
@@ -143,17 +143,17 @@ contract DODOSellHelper {
}
function querySellBaseToken(address dodo, uint256 amount) public view returns (uint256) {
return IDODO(dodo).querySellBaseToken(amount);
return IDODOV1(dodo).querySellBaseToken(amount);
}
function querySellQuoteToken(address dodo, uint256 amount) public view returns (uint256) {
DODOState memory state;
(state.baseTarget, state.quoteTarget) = IDODO(dodo).getExpectedTarget();
state.rStatus = RStatus(IDODO(dodo)._R_STATUS_());
state.oraclePrice = IDODO(dodo).getOraclePrice();
state.Q = IDODO(dodo)._QUOTE_BALANCE_();
state.B = IDODO(dodo)._BASE_BALANCE_();
state.K = IDODO(dodo)._K_();
(state.baseTarget, state.quoteTarget) = IDODOV1(dodo).getExpectedTarget();
state.rStatus = RStatus(IDODOV1(dodo)._R_STATUS_());
state.oraclePrice = IDODOV1(dodo).getOraclePrice();
state.Q = IDODOV1(dodo)._QUOTE_BALANCE_();
state.B = IDODOV1(dodo)._BASE_BALANCE_();
state.K = IDODOV1(dodo)._K_();
uint256 boughtAmount;
// Determine the status (RStatus) and calculate the amount
@@ -177,7 +177,9 @@ contract DODOSellHelper {
return
DecimalMath.divFloor(
boughtAmount,
DecimalMath.ONE.add(IDODO(dodo)._MT_FEE_RATE_()).add(IDODO(dodo)._LP_FEE_RATE_())
DecimalMath.ONE.add(IDODOV1(dodo)._MT_FEE_RATE_()).add(
IDODOV1(dodo)._LP_FEE_RATE_()
)
);
}

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@@ -7,7 +7,7 @@
pragma solidity 0.6.9;
import {SafeMath} from "../lib/SafeMath.sol";
import {SafeMath} from "../../lib/SafeMath.sol";
contract TestERC20 {
using SafeMath for uint256;
@@ -22,7 +22,11 @@ contract TestERC20 {
event Transfer(address indexed from, address indexed to, uint256 amount);
event Approval(address indexed owner, address indexed spender, uint256 amount);
constructor(string memory _name, uint8 _decimals,string memory _symbol) public {
constructor(
string memory _name,
uint8 _decimals,
string memory _symbol
) public {
name = _name;
decimals = _decimals;
symbol = _symbol;

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@@ -1,77 +0,0 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
contract WETH9 {
string public name = "Wrapped Ether";
string public symbol = "WETH";
uint8 public decimals = 18;
event Approval(address indexed src, address indexed guy, uint256 wad);
event Transfer(address indexed src, address indexed dst, uint256 wad);
event Deposit(address indexed dst, uint256 wad);
event Withdrawal(address indexed src, uint256 wad);
mapping(address => uint256) public balanceOf;
mapping(address => mapping(address => uint256)) public allowance;
fallback() external payable {
deposit();
}
receive() external payable {
deposit();
}
function deposit() public payable {
balanceOf[msg.sender] += msg.value;
emit Deposit(msg.sender, msg.value);
}
function withdraw(uint256 wad) public {
require(balanceOf[msg.sender] >= wad);
balanceOf[msg.sender] -= wad;
msg.sender.transfer(wad);
emit Withdrawal(msg.sender, wad);
}
function totalSupply() public view returns (uint256) {
return address(this).balance;
}
function approve(address guy, uint256 wad) public returns (bool) {
allowance[msg.sender][guy] = wad;
emit Approval(msg.sender, guy, wad);
return true;
}
function transfer(address dst, uint256 wad) public returns (bool) {
return transferFrom(msg.sender, dst, wad);
}
function transferFrom(
address src,
address dst,
uint256 wad
) public returns (bool) {
require(balanceOf[src] >= wad);
if (src != msg.sender && allowance[src][msg.sender] != uint256(-1)) {
require(allowance[src][msg.sender] >= wad);
allowance[src][msg.sender] -= wad;
}
balanceOf[src] -= wad;
balanceOf[dst] += wad;
Transfer(src, dst, wad);
return true;
}
}

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@@ -1,15 +0,0 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
interface IBasicVault {
function controller() external view returns(address);
function getReserve(address token) external view returns(address);
function transferOut(address token, address to, uint256 amount) external;
}

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@@ -10,7 +10,6 @@ pragma experimental ABIEncoderV2;
interface ICloneFactory {
function clone(address prototype) external returns (address proxy);
function clone2(address prototype,bytes32 salt) external returns (address proxy);
}
// introduction of proxy mode design: https://docs.openzeppelin.com/upgrades/2.8/
@@ -31,20 +30,4 @@ contract CloneFactory is ICloneFactory {
}
return proxy;
}
function clone2(address prototype, bytes32 salt) external override returns (address proxy) {
bytes20 targetBytes = bytes20(prototype);
assembly {
let clone := mload(0x40)
mstore(clone, 0x3d602d80600a3d3981f3363d3d373d3d3d363d73000000000000000000000000)
mstore(add(clone, 0x14), targetBytes)
mstore(
add(clone, 0x28),
0x5af43d82803e903d91602b57fd5bf30000000000000000000000000000000000
)
proxy := create2(0, clone, 0x37, salt)
}
return proxy;
}
}

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@@ -34,6 +34,8 @@ library PMMPricing {
RState R;
}
// ============ buy & sell ============
function sellBaseToken(PMMState memory state, uint256 payBaseAmount)
internal
pure
@@ -75,8 +77,6 @@ library PMMPricing {
receiveQuoteAmount = _RBelowSellBaseToken(state, payBaseAmount);
newR = RState.BELOW_ONE;
}
return (receiveQuoteAmount, newR);
}
function sellQuoteToken(PMMState memory state, uint256 payQuoteAmount)
@@ -109,8 +109,6 @@ library PMMPricing {
newR = RState.ABOVE_ONE;
}
}
return (receiveBaseAmount, newR);
}
// ============ R = 1 cases ============
@@ -118,7 +116,9 @@ library PMMPricing {
function _ROneSellBaseToken(PMMState memory state, uint256 payBaseAmount)
internal
pure
returns (uint256 receiveQuoteToken)
returns (
uint256 // receiveQuoteToken
)
{
// in theory Q2 <= targetQuoteTokenAmount
// however when amount is close to 0, precision problems may cause Q2 > targetQuoteTokenAmount
@@ -135,7 +135,9 @@ library PMMPricing {
function _ROneSellQuoteToken(PMMState memory state, uint256 payQuoteAmount)
internal
pure
returns (uint256 receiveBaseToken)
returns (
uint256 // receiveBaseToken
)
{
return
DODOMath._SolveQuadraticFunctionForTrade(
@@ -152,7 +154,9 @@ library PMMPricing {
function _RBelowSellQuoteToken(PMMState memory state, uint256 payQuoteAmount)
internal
pure
returns (uint256 receiveBaseToken)
returns (
uint256 // receiveBaseToken
)
{
return
DODOMath._GeneralIntegrate(
@@ -167,7 +171,9 @@ library PMMPricing {
function _RBelowSellBaseToken(PMMState memory state, uint256 payBaseAmount)
internal
pure
returns (uint256 receiveQuoteToken)
returns (
uint256 // receiveQuoteToken
)
{
return
DODOMath._SolveQuadraticFunctionForTrade(
@@ -184,7 +190,9 @@ library PMMPricing {
function _RAboveSellBaseToken(PMMState memory state, uint256 payBaseAmount)
internal
pure
returns (uint256 receiveQuoteToken)
returns (
uint256 // receiveQuoteToken
)
{
return
DODOMath._GeneralIntegrate(
@@ -199,7 +207,9 @@ library PMMPricing {
function _RAboveSellQuoteToken(PMMState memory state, uint256 payQuoteAmount)
internal
pure
returns (uint256 receiveBaseToken)
returns (
uint256 // receiveBaseToken
)
{
return
DODOMath._SolveQuadraticFunctionForTrade(
@@ -231,7 +241,7 @@ library PMMPricing {
}
}
function getMidPrice(PMMState memory state) internal pure returns (uint256 midPrice) {
function getMidPrice(PMMState memory state) internal pure returns (uint256) {
if (state.R == RState.BELOW_ONE) {
uint256 R = DecimalMath.divFloor(state.Q0.mul(state.Q0).div(state.Q), state.Q);
R = DecimalMath.ONE.sub(state.K).add(DecimalMath.mulFloor(state.K, R));

View File

@@ -12,6 +12,7 @@ import { logGas } from '../utils/Log';
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { assert } from 'chai';
import BigNumber from 'bignumber.js';
const truffleAssert = require('truffle-assertions');
let lp: string;
let trader: string;
@@ -95,7 +96,7 @@ describe("Funding", () => {
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
"8856412162577279149"
"8856412162577279148"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
@@ -154,11 +155,11 @@ describe("Funding", () => {
var vaultShares = new BigNumber(await ctx.DVM.methods.balanceOf(lp).call())
var bob = ctx.SpareAccounts[5]
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), 0, 0, bob, "0x").send(ctx.sendParam(lp))
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x").send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("5"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("50"))
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), 0, 0, bob, "0x").send(ctx.sendParam(lp))
await ctx.DVM.methods.sellShares(vaultShares.div(2).toFixed(0), bob, 0, 0, "0x").send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
})
@@ -170,9 +171,30 @@ describe("Funding", () => {
var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
var bob = ctx.SpareAccounts[5]
await ctx.DVM.methods.sellShares(vaultShares, 0, 0, bob, "0x").send(ctx.sendParam(lp))
await ctx.DVM.methods.sellShares(vaultShares, bob, 0, 0, "0x").send(ctx.sendParam(lp))
assert.equal(await ctx.BASE.methods.balanceOf(bob).call(), decimalStr("10"))
assert.equal(await ctx.QUOTE.methods.balanceOf(bob).call(), decimalStr("100"))
})
it("revert cases", async () => {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.transferQuoteToDVM(lp, decimalStr("100"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
var vaultShares = await ctx.DVM.methods.balanceOf(lp).call()
var bob = ctx.SpareAccounts[5]
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(new BigNumber(vaultShares).multipliedBy(2), bob, 0, 0, "0x").send(ctx.sendParam(lp)),
"DLP_NOT_ENOUGH"
)
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(vaultShares, bob, decimalStr("100"), 0, "0x").send(ctx.sendParam(lp)),
"WITHDRAW_NOT_ENOUGH"
)
await truffleAssert.reverts(
ctx.DVM.methods.sellShares(vaultShares, bob, 0, decimalStr("10000"), "0x").send(ctx.sendParam(lp)),
"WITHDRAW_NOT_ENOUGH"
)
})
})
});

View File

@@ -26,8 +26,6 @@ async function init(ctx: DVMContext): Promise<void> {
await ctx.transferBaseToDVM(lp, decimalStr("10"))
await ctx.DVM.methods.buyShares(lp).send(ctx.sendParam(lp))
console.log("deposit")
}
describe("Trader", () => {
@@ -48,39 +46,35 @@ describe("Trader", () => {
});
describe("trade", () => {
it.only("basic check", async () => {
console.log(await ctx.DVM.methods.symbol().call())
console.log(await ctx.DVM.methods.decimals().call())
console.log(await ctx.DVM.methods.name().call())
// console.log(await ctx.DVM.methods.getVaultReserve().call())
// console.log(await ctx.DVM.methods.getPMMState().call())
// console.log(await ctx.DVM.methods.getMidPrice().call())
// console.log(await ctx.DVM.methods.querySellQuote(ctx.Deployer, decimalStr("200")).call())
// console.log(ctx.BASE.options.address)
// console.log(await ctx.DVM.methods._BASE_TOKEN_().call())
// console.log(ctx.QUOTE.options.address)
// console.log(await ctx.DVM.methods._QUOTE_TOKEN_().call())
})
// it.only("mannually buy", async () => {
// await ctx.QUOTE.methods.transfer(ctx.DVM.options.address, decimalStr("100")).send(ctx.sendParam(lp))
// console.log(await ctx.DVM.methods.getQuoteInput().call())
// console.log(await ctx.DVM.methods.querySellQuote(lp, decimalStr("100")).call())
// await ctx.DVM.methods.sellQuote(lp).send(ctx.sendParam(lp))
// it.only("basic check", async () => {
// console.log(await ctx.DVM.methods.symbol().call())
// console.log(await ctx.DVM.methods.decimals().call())
// console.log(await ctx.DVM.methods.name().call())
// console.log(await ctx.DVM.methods.getVaultReserve().call())
// console.log(await ctx.DVM.methods.getPMMState().call())
// console.log(await ctx.DVM.methods.getMidPrice().call())
// console.log(await ctx.DVM.methods.querySellQuote(ctx.Deployer, decimalStr("200")).call())
// console.log(ctx.BASE.options.address)
// console.log(await ctx.DVM.methods._BASE_TOKEN_().call())
// console.log(ctx.QUOTE.options.address)
// console.log(await ctx.DVM.methods._QUOTE_TOKEN_().call())
// })
it("buy & sell", async () => {
it("DVM ERC20 Shares info", async () => {
console.log("DVM symbol", await ctx.DVM.methods.symbol().call())
console.log("DVM decimals", await ctx.DVM.methods.decimals().call())
console.log("DVM name", await ctx.DVM.methods.name().call())
})
console.log("BASE0 before buy", await ctx.DVM.methods.getBase0().call())
it("buy & sell", async () => {
// buy
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
await logGas(ctx.DVM.methods.sellQuote(trader), ctx.sendParam(trader), "buy base token")
console.log("BASE0 after buy", await ctx.DVM.methods.getBase0().call())
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"11946763594380080787"
"11946763594380080789"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
@@ -89,7 +83,7 @@ describe("Trader", () => {
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
"8051283784161162863"
"8051283784161162862"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
@@ -98,7 +92,7 @@ describe("Trader", () => {
// maintainer balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
"1952621458756350"
"1952621458756349"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
@@ -108,65 +102,63 @@ describe("Trader", () => {
// sell
await ctx.transferBaseToDVM(trader, decimalStr("1"))
await logGas(ctx.DVM.methods.sellBase(trader), ctx.sendParam(trader), "sell base token")
console.log("BASE0 after sell", await ctx.DVM.methods.getBase0().call())
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"10946763594380080787"
"10946763594380080789"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"903421810640399874603"
"903421810640399874605"
);
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
"9051283784161162863"
"9051283784161162862"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
"96474456349930717298"
"96474456349930717297"
);
// maintainer balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
"1952621458756350"
"1952621458756349"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
"103733009669408099"
"103733009669408098"
);
// buy when quoet is not 0
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
await logGas(ctx.DVM.methods.sellQuote(trader), ctx.sendParam(trader), "buy base token")
console.log("BASE0 after second buy", await ctx.DVM.methods.getBase0().call())
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"12837528824326616010"
"12837528824326616014"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"703421810640399874603"
"703421810640399874605"
);
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.DVM.options.address).call(),
"7158622099620899921"
"7158622099620899919"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.DVM.options.address).call(),
"296474456349930717298"
"296474456349930717297"
);
// maintainer balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
"3849076052484069"
"3849076052484067"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
"103733009669408099"
"103733009669408098"
);
});
@@ -175,30 +167,30 @@ describe("Trader", () => {
await ctx.transferQuoteToDVM(trader, decimalStr("200"))
// buy failed
await truffleAssert.reverts(ctx.DVM.methods.flashLoan("1946763594380080788", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
await truffleAssert.reverts(ctx.DVM.methods.flashLoan("1946763594380080790", "0", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
// buy succeed
await ctx.DVM.methods.flashLoan("1946763594380080787", "0", trader, "0x").send(ctx.sendParam(trader))
await ctx.DVM.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.transferBaseToDVM(trader, decimalStr("1"))
// sell failed
await truffleAssert.reverts(ctx.DVM.methods.flashLoan("0", "103421810640399874604", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
await truffleAssert.reverts(ctx.DVM.methods.flashLoan("0", "103421810640399874606", trader, "0x").send(ctx.sendParam(trader)), "FLASH_LOAN_FAILED")
// sell succeed
await ctx.DVM.methods.flashLoan("0", "103421810640399874603", trader, "0x").send(ctx.sendParam(trader))
await ctx.DVM.methods.flashLoan("0", "103421810640399874605", trader, "0x").send(ctx.sendParam(trader))
// trader balances
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"903421810640399874603"
"903421810640399874605"
);
})