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init funding test

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This commit is contained in:
mingda
2020-10-27 02:53:23 +08:00
parent 081c0ecde4
commit dd60e1727f
9 changed files with 305 additions and 120 deletions
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42
contracts/DODOVendorMachine/impl/DVMFunding.sol
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@@ -23,27 +23,27 @@ contract DVMFunding is DVMStorage {
if (baseReserve == 0 && quoteReserve == 0) {
mintAmount = baseInput;
}
// // case 2. supply when quote reserve is 0
// if (baseReserve > 0 && quoteReserve == 0) {
// uint256 mintRatio = DecimalMath.divFloor(baseInput, baseReserve);
// mintAmount = DecimalMath.mulFloor(_VAULT_.totalSupply(), mintRatio);
// }
// // case 3. normal case
// if (baseReserve > 0 && quoteReserve > 0) {
// uint256 baseInputRatio = DecimalMath.divFloor(baseInput, baseReserve);
// uint256 quoteInputRatio = DecimalMath.divFloor(quoteInput, quoteReserve);
// uint256 mintRatio = baseInputRatio > quoteInputRatio ? quoteInputRatio : baseInputRatio;
// // 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
// uint256 totalShare = _VAULT_.totalSupply();
// if (totalShare > 0) {
// mintAmount = DecimalMath.mulFloor(totalShare, mintRatio);
// } else {
// mintAmount = baseInput;
// }
// }
// _VAULT_.mint(account, mintAmount);
// _VAULT_.sync();
// case 2. supply when quote reserve is 0
if (baseReserve > 0 && quoteReserve == 0) {
uint256 mintRatio = DecimalMath.divFloor(baseInput, baseReserve);
mintAmount = DecimalMath.mulFloor(_VAULT_.totalSupply(), mintRatio);
}
// case 3. normal case
if (baseReserve > 0 && quoteReserve > 0) {
uint256 baseInputRatio = DecimalMath.divFloor(baseInput, baseReserve);
uint256 quoteInputRatio = DecimalMath.divFloor(quoteInput, quoteReserve);
uint256 mintRatio = baseInputRatio > quoteInputRatio ? quoteInputRatio : baseInputRatio;
// 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
uint256 totalShare = _VAULT_.totalSupply();
if (totalShare > 0) {
mintAmount = DecimalMath.mulFloor(totalShare, mintRatio);
} else {
mintAmount = baseInput;
}
}
_VAULT_.mint(account, mintAmount);
_VAULT_.sync();
}
function sellShares(

9
contracts/DODOVendorMachine/impl/DVMStorage.sol
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@@ -46,7 +46,6 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
IFeeRateModel public _MT_FEE_RATE_MODEL_;
uint256 public _K_;
uint256 public _I_;
uint256 public _BASE0_;
DVMVault public _VAULT_;
DVMVault public _PROTECTION_VAULT_;
@@ -59,13 +58,9 @@ contract DVMStorage is InitializableOwnable, ReentrancyGuard {
}
// ============ Helper Functions ============
function _updateBase0() internal {
function getBase0() public view returns (uint256) {
uint256 fairAmount = DecimalMath.divFloor(_VAULT_._QUOTE_RESERVE_(), _I_);
_BASE0_ = DODOMath._SolveQuadraticFunctionForTarget(
_VAULT_._BASE_RESERVE_(),
_K_,
fairAmount
);
return DODOMath._SolveQuadraticFunctionForTarget(_VAULT_._BASE_RESERVE_(), _K_, fairAmount);
}
// ============ Version Control ============

18
contracts/DODOVendorMachine/impl/DVMTrader.sol
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@@ -25,7 +25,6 @@ contract DVMTrader is DVMStorage {
_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;
}
@@ -38,7 +37,6 @@ contract DVMTrader is DVMStorage {
_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
}
_VAULT_.sync();
_updateBase0();
return receiveBaseAmount;
}
@@ -47,10 +45,11 @@ contract DVMTrader is DVMStorage {
view
returns (uint256 receiveQuoteAmount, uint256 mtFee)
{
uint256 B0 = getBase0();
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_);
require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
uint256 Q = DODOMath._GeneralIntegrate(B0, 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);
@@ -63,10 +62,11 @@ contract DVMTrader is DVMStorage {
view
returns (uint256 receiveBaseAmount, uint256 mtFee)
{
uint256 B0 = getBase0();
uint256 B1 = _VAULT_._BASE_RESERVE_();
uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade(
_BASE0_,
B0,
B1,
fairAmount,
false,
@@ -79,4 +79,12 @@ contract DVMTrader is DVMStorage {
receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
return (receiveBaseAmount, mtFee);
}
function getMidPrice() public view returns (uint256 midPrice) {
uint256 B0 = getBase0();
uint256 B1 = _VAULT_._BASE_RESERVE_();
uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(B1).mul(B0).div(B1);
uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_));
return DecimalMath.mulFloor(_I_, offset);
}
}

2
contracts/SmartRoute/SmartRoute.sol
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@@ -46,7 +46,7 @@ contract SmartRoute is Ownable {
address(DVMController(DVM)._VAULT_()),
quoteAmount
);
receiveAmount = DVMController(DVM).sellBase(to);
receiveAmount = DVMController(DVM).sellQuote(to);
require(receiveAmount >= minReceive, "RECEIVE_NOT_ENOUGU");
return receiveAmount;
}

2
contracts/helper/NaiveFeeRateModel.sol
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@@ -15,7 +15,7 @@ contract NaiveFeeRateModel is Ownable, IFeeRateModel {
uint256 public _FEE_RATE_;
constructor(uint256 feeRate) public {
feeRate = _FEE_RATE_;
_FEE_RATE_ = feeRate;
}
function setFeeRate(uint256 newFeeRate) external {

144
test/DVM/funding.test.ts Normal file
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@@ -0,0 +1,144 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
// import * as assert from 'assert';
import { decimalStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { assert } from 'chai';
import BigNumber from 'bignumber.js';
let lp: string;
let trader: string;
async function init(ctx: DVMContext): Promise<void> {
lp = ctx.SpareAccounts[0];
trader = ctx.SpareAccounts[1];
await ctx.approveRoute(lp);
await ctx.approveRoute(trader);
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
}
describe("Funding", () => {
let snapshotId: string;
let ctx: DVMContext;
before(async () => {
ctx = await getDVMContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("buy shares", () => {
it("buy shares from init states", async () => {
await logGas(ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
, ctx.sendParam(lp), "buy shares");
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call(),
decimalStr("10")
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call(),
decimalStr("0")
);
assert.equal(
await ctx.Vault.methods._BASE_RESERVE_().call(),
decimalStr("10")
)
assert.equal(
await ctx.Vault.methods._QUOTE_RESERVE_().call(),
decimalStr("0")
)
// shares number
assert.equal(await ctx.Vault.methods.balanceOf(lp).call(), decimalStr("10"))
});
it("buy shares from init states with quote != 0", async () => {
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("100"))
.send(ctx.sendParam(lp));
assert.equal(await ctx.Vault.methods.balanceOf(lp).call(), decimalStr("10"))
assert.equal(await ctx.DVM.methods.getMidPrice().call(), "102078438912577213500")
})
it("buy shares with balanced input", async () => {
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
.send(ctx.sendParam(lp));
await ctx.Route.methods.sellQuoteOnDVM(ctx.DVM.options.address, trader, decimalStr("200"), decimalStr("1")).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.Route.methods.depositToDVM(ctx.DVM.options.address, trader, vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0), vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0)).send(ctx.sendParam(trader))
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call(),
"8856412162577279149"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call(),
"219999999999999999800"
);
assert.equal(await ctx.Vault.methods.balanceOf(trader).call(), "999999999999999990")
})
it("buy shares with unbalanced input (less quote)", async () => {
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
.send(ctx.sendParam(lp));
await ctx.Route.methods.sellQuoteOnDVM(ctx.DVM.options.address, trader, decimalStr("200"), decimalStr("1")).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.Route.methods.depositToDVM(
ctx.DVM.options.address,
trader,
vaultBaseBalance.multipliedBy(increaseRatio).toFixed(0),
vaultQuoteBalance.multipliedBy(increaseRatio).div(2).toFixed(0)
).send(ctx.sendParam(trader))
assert.equal(await ctx.Vault.methods.balanceOf(trader).call(), "499999999999999990")
})
it("buy shares with unbalanced input (less base)", async () => {
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
.send(ctx.sendParam(lp));
await ctx.Route.methods.sellQuoteOnDVM(ctx.DVM.options.address, trader, decimalStr("200"), decimalStr("1")).send(ctx.sendParam(trader))
var vaultBaseBalance = new BigNumber(await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call())
var vaultQuoteBalance = new BigNumber(await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call())
var increaseRatio = new BigNumber("0.1")
await ctx.Route.methods.depositToDVM(
ctx.DVM.options.address,
trader,
vaultBaseBalance.multipliedBy(increaseRatio).div(2).toFixed(0),
vaultQuoteBalance.multipliedBy(increaseRatio).toFixed(0)
).send(ctx.sendParam(trader))
assert.equal(await ctx.Vault.methods.balanceOf(trader).call(), "499999999999999990")
})
});
});

121
test/DVM/trader.test.ts Normal file
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@@ -0,0 +1,121 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
// import * as assert from 'assert';
import { decimalStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { assert } from 'chai';
let lp: string;
let trader: string;
async function init(ctx: DVMContext): Promise<void> {
lp = ctx.SpareAccounts[0];
trader = ctx.SpareAccounts[1];
await ctx.approveRoute(lp);
await ctx.approveRoute(trader);
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
.send(ctx.sendParam(lp));
console.log(await ctx.Vault.methods.getVaultBalance().call())
console.log("deposit")
}
describe("Trader", () => {
let snapshotId: string;
let ctx: DVMContext;
before(async () => {
ctx = await getDVMContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("trade", () => {
it("buy & sell", async () => {
console.log("BASE0 before buy", await ctx.DVM.methods._BASE0_().call())
// buy
await logGas(ctx.Route.methods.sellQuoteOnDVM(ctx.DVM.options.address, trader, decimalStr("200"), decimalStr("1")), ctx.sendParam(trader), "buy base token")
console.log("BASE0 after buy", await ctx.DVM.methods._BASE0_().call())
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"11946763594380080787"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
decimalStr("800")
);
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call(),
"8051283784161162863"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call(),
decimalStr("200")
);
// maintainer balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
"1952621458756350"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
decimalStr("0")
);
// sell
await logGas(ctx.Route.methods.sellBaseOnDVM(ctx.DVM.options.address, trader, decimalStr("1"), decimalStr("100")), ctx.sendParam(trader), "sell base token")
console.log("BASE0 after sell", await ctx.DVM.methods._BASE0_().call())
// trader balances
assert.equal(
await ctx.BASE.methods.balanceOf(trader).call(),
"10946763594380080787"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"903421810640399874603"
);
// vault balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Vault.options.address).call(),
"9051283784161162863"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Vault.options.address).call(),
"96474456349930717298"
);
// maintainer balances
assert.equal(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
"1952621458756350"
);
assert.equal(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
"103733009669408099"
);
});
});
});

85
test/DVM/trader.ts
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@@ -1,85 +0,0 @@
/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
// import * as assert from 'assert';
import { decimalStr } from '../utils/Converter';
import { logGas } from '../utils/Log';
import { DVMContext, getDVMContext } from '../utils/DVMContext';
import { DVM_VAULT_NAME, getContractWithAddress } from '../utils/Contracts';
import { Contract } from 'web3-eth-contract';
let lp: string;
let trader: string;
let vault: Contract
async function init(ctx: DVMContext): Promise<void> {
lp = ctx.SpareAccounts[0];
trader = ctx.SpareAccounts[1];
await ctx.approveRoute(lp);
await ctx.approveRoute(trader);
console.log("approve")
await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
console.log("mint")
var vaultAddress = await ctx.DVM.methods._VAULT_().call();
vault = getContractWithAddress(DVM_VAULT_NAME, vaultAddress)
await ctx.Route.methods
.depositToDVM(ctx.DVM.options.address, lp, decimalStr("10"), decimalStr("0"))
.send(ctx.sendParam(lp));
console.log(await vault.methods.getVaultBalance().call())
console.log("deposit")
}
describe("Trader", () => {
let snapshotId: string;
let ctx: DVMContext;
before(async () => {
ctx = await getDVMContext();
await init(ctx);
});
beforeEach(async () => {
snapshotId = await ctx.EVM.snapshot();
});
afterEach(async () => {
await ctx.EVM.reset(snapshotId);
});
describe("trade", () => {
it("buy when R equals ONE", async () => {
await logGas(ctx.Route.methods.sellBaseOnDVM(ctx.DVM.options.address, trader, decimalStr("1"), decimalStr("90")), ctx.sendParam(trader), "buy base token when balanced")
// trader balances
console.log(
await ctx.BASE.methods.balanceOf(trader).call(),
decimalStr("11")
);
console.log(
await ctx.QUOTE.methods.balanceOf(trader).call(),
"898581839502056240973"
);
// maintainer balances
console.log(
await ctx.BASE.methods.balanceOf(ctx.Maintainer).call(),
decimalStr("0.001")
);
console.log(
await ctx.QUOTE.methods.balanceOf(ctx.Maintainer).call(),
decimalStr("0")
);
});
});
});

2
test/utils/DVMContext.ts
View File

@@ -105,6 +105,8 @@ export class DVMContext {
var vendorMachines = await this.DVMFactory.methods.getVendorMachine(this.BASE.options.address, this.QUOTE.options.address).call()
this.DVM = contracts.getContractWithAddress(contracts.DVM_CONTROLLER_NAME, vendorMachines[0])
this.Vault = contracts.getContractWithAddress(contracts.DVM_VAULT_NAME, await this.DVM.methods._VAULT_().call())
console.log(log.blueText("[Init DVM context]"));
}