route testing
This commit is contained in:
owen05
@@ -5,86 +5,145 @@
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*/
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// import * as assert from 'assert';
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import * as assert from 'assert';
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import BigNumber from 'bignumber.js';
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import { DODOContext, getDODOContext } from '../utils-v1/Context';
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import { decimalStr,MAX_UINT256 } from '../utils-v1/Converter';
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import { DODOContext, getDODOContext } from '../utils-v1/Context-route';
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import { decimalStr,MAX_UINT256,fromWei,mweiStr} from '../utils-v1/Converter';
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import { logGas } from '../utils-v1/Log';
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import { DODOHelper } from '../utils-v1/dodoHelper';
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let lp: string;
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let trader: string;
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async function init(ctx: DODOContext): Promise<void> {
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await ctx.setOraclePrice(decimalStr("100"));
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async function initDODO_USDT(ctx: DODOContext): Promise<void> {
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await ctx.setOraclePrice(ctx.DODO_USDT_ORACLE,mweiStr("0.1"));
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lp = ctx.spareAccounts[0];
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trader = ctx.spareAccounts[1];
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await ctx.approveDODO(lp);
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await ctx.approveDODO(trader);
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let DODO = ctx.DODO;
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let USDT = ctx.USDT;
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let DODO_USDT = ctx.DODO_USDT;
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await ctx.approvePair(DODO,USDT,DODO_USDT.options.address,lp);
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await ctx.approvePair(DODO,USDT,DODO_USDT.options.address,trader);
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await ctx.mintTestToken(lp, decimalStr("10"), decimalStr("1000"));
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await ctx.mintTestToken(trader, decimalStr("10"), decimalStr("1000"));
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await ctx.mintToken(DODO,USDT, lp, decimalStr("10000"), mweiStr("1000"));
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await ctx.mintToken(DODO,USDT,trader, decimalStr("100"), mweiStr("0"));
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await ctx.DODO.methods
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.depositBaseTo(lp, decimalStr("10"))
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await DODO_USDT.methods
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.depositBaseTo(lp, decimalStr("10000"))
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.send(ctx.sendParam(lp));
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await ctx.DODO.methods
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.depositQuoteTo(lp, decimalStr("1000"))
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await DODO_USDT.methods
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.depositQuoteTo(lp, mweiStr("1000"))
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.send(ctx.sendParam(lp));
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}
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async function calcRoute(ctx: DODOContext) {
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let fromTokenAmount = decimalStr("1");
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//路径
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let routes = [
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{
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address: ctx.BASE.options.address,
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decimals: 18
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},
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{
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address: ctx.QUOTE.options.address,
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decimals: 18
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}
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]
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async function initUSDT_USDC(ctx: DODOContext): Promise<void> {
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await ctx.setOraclePrice(ctx.USDT_USDC_ORACLE,decimalStr("1"));
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lp = ctx.spareAccounts[0];
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trader = ctx.spareAccounts[1];
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//路径上交易对
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let pairs = [
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{
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pair: ctx.DODO.options.address,
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base: ctx.BASE.options.address
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}
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]
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let USDT = ctx.USDT;
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let USDC = ctx.USDC;
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let USDT_USDC = ctx.USDT_USDC;
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await ctx.approvePair(USDT,USDC,USDT_USDC.options.address,lp);
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await ctx.mintToken(USDT,USDC,lp, mweiStr("1000"), mweiStr("1000"));
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await USDT_USDC.methods
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.depositBaseTo(lp, mweiStr("1000"))
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.send(ctx.sendParam(lp));
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await USDT_USDC.methods
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.depositQuoteTo(lp, mweiStr("1000"))
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.send(ctx.sendParam(lp));
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}
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async function initWETH_USDC(ctx: DODOContext): Promise<void> {
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await ctx.setOraclePrice(ctx.WETH_USDC_ORACLE,mweiStr("450"));
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lp = ctx.spareAccounts[0];
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trader = ctx.spareAccounts[1];
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let WETH = ctx.WETH;
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let USDC = ctx.USDC;
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let WETH_USDC = ctx.WETH_USDC;
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await ctx.approvePair(WETH,USDC,WETH_USDC.options.address,lp);
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await ctx.mintToken(WETH,USDC,lp, decimalStr("1000"), mweiStr("450000"));
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await WETH_USDC.methods
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.depositBaseTo(lp, decimalStr("1000"))
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.send(ctx.sendParam(lp));
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await WETH_USDC.methods
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.depositQuoteTo(lp, mweiStr("450000"))
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.send(ctx.sendParam(lp));
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}
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//mock sdk logic
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async function calcRoute(ctx: DODOContext,fromTokenAmount:string,slippage:number,routes:any[],pairs:any[]) {
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let swapAmount = fromTokenAmount
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let callPairs: string[] = []
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let datas: string = ""
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let starts: number[] = []
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let gAndV: number[] = []
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let swapAmount = fromTokenAmount
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for (let i = 0; i < pairs.length; i++) {
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let curPair = pairs[i]
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callPairs.push(curPair.pair)
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//TODO: hardcode
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let curContact =ctx.DODO;
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let curData = ''
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if (curPair.base === routes[i].address) {
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curData = await curContact.methods.sellBaseToken(swapAmount, 0, []).encodeABI()
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swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
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} else {
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curData = await curContact.methods.buyBaseToken(swapAmount, 0, []).encodABI()
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swapAmount = await curContact.methods.queryBuyBaseToken(swapAmount).call();
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if(i == 0){
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starts.push(0);
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}
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starts.push(datas.length)
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gAndV.push(0)
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let curPair = pairs[i]
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let curContact =pairs[i].pairContract;
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let curData = '';
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let curApproveData = '';
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if (curPair.base === routes[i].address) {
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curApproveData = await pairs[i].baseContract.methods.approve(curPair.pair,swapAmount).encodeABI()
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curApproveData = curApproveData.substring(2,curApproveData.length)
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datas += curApproveData
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starts.push(datas.length/2)
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gAndV.push(0)
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callPairs.push(pairs[i].baseContract.options.address);
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curData = await curContact.methods.sellBaseToken(swapAmount, 0, "0x").encodeABI()
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console.log(i + ":b-for-swapAmount:",swapAmount);
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swapAmount = await curContact.methods.querySellBaseToken(swapAmount).call();
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console.log(i + ":a-for-swapAmount:",swapAmount);
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} else {
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//TODO: approve的逻辑？
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curApproveData = await pairs[i].quoteContract.methods.approve(curPair.pair,swapAmount).encodeABI()
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curApproveData = curApproveData.substring(2,curApproveData.length)
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datas += curApproveData
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starts.push(datas.length/2)
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gAndV.push(0)
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callPairs.push(pairs[i].quoteContract.options.address);
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console.log(i + ":b-for-swapAmount:",swapAmount);
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let baseDecimal = await pairs[i].baseContract.methods.decimals().call();
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let quoteDecimal = await pairs[i].quoteContract.methods.decimals().call();
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let curPairDetail = {
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B: new BigNumber(await curContact.methods._BASE_BALANCE_().call() / 10 ** baseDecimal),
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Q: new BigNumber(await curContact.methods._QUOTE_BALANCE_().call() / 10 ** quoteDecimal),
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B0: new BigNumber(await curContact.methods._TARGET_BASE_TOKEN_AMOUNT_().call() / 10 ** baseDecimal),
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Q0: new BigNumber(await curContact.methods._TARGET_QUOTE_TOKEN_AMOUNT_().call() / 10 ** quoteDecimal),
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RStatus: await curContact.methods._R_STATUS_().call(),
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OraclePrice: new BigNumber(await curContact.methods.getOraclePrice().call() / 10 ** (18-baseDecimal + quoteDecimal)),
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k: new BigNumber(parseInt(ctx.k) / 1e18),
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mtFeeRate: new BigNumber(parseInt(ctx.mtFeeRate) / 1e18),
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lpFeeRate: new BigNumber(parseInt(ctx.lpFeeRate) / 1e18)
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}
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let dodoHelper = new DODOHelper(curPairDetail)
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let tmpamount = dodoHelper.queryBuyQuote(new BigNumber(fromWei(swapAmount,'mwei'))).toString();
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swapAmount = decimalStr(tmpamount);
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curData = await curContact.methods.buyBaseToken(swapAmount, 0, "0x").encodeABI()
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console.log(i + ":a-for-swapAmount:",swapAmount);
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}
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curData = curData.substring(2,curData.length)
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datas += curData
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starts.push(datas.length/2)
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gAndV.push(0)
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callPairs.push(curPair.pair)
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}
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let toAmount = new BigNumber(swapAmount).multipliedBy(0.99).toFixed(0, BigNumber.ROUND_DOWN)
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datas = "0x" + datas;
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let toAmount = new BigNumber(swapAmount).multipliedBy(1-slippage).toFixed(0, BigNumber.ROUND_DOWN)
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return ctx.SmartSwap.methods.dodoSwap(
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ctx.BASE.options.address,
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ctx.QUOTE.options.address,
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routes[0].address,
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routes[routes.length-1].address,
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fromTokenAmount,
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toAmount,
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callPairs,
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@@ -100,7 +159,9 @@ describe("Trader", () => {
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before(async () => {
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ctx = await getDODOContext();
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await init(ctx);
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await initDODO_USDT(ctx);
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await initUSDT_USDC(ctx);
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await initWETH_USDC(ctx);
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});
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beforeEach(async () => {
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@@ -111,61 +172,138 @@ describe("Trader", () => {
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await ctx.EVM.reset(snapshotId);
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});
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describe("hit currently pair", () => {
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it("base to quote", async () => {
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var beforeBalance = await ctx.BASE.methods.balanceOf(trader).call()
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// await ctx.BASE.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
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console.log("beforeBalance",beforeBalance)
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await logGas(await calcRoute(ctx), ctx.sendParam(trader), "buy token")
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var afterBalance = await ctx.BASE.methods.balanceOf(trader).call()
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console.log("afterBalance",afterBalance)
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// // trader balances
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// assert.equal(
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// await ctx.BASE.methods.balanceOf(trader).call(),
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// decimalStr("11")
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// );
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// assert.equal(
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// await ctx.QUOTE.methods.balanceOf(trader).call(),
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// "898581839502056240973"
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// );
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describe("route calc test", () => {
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it("DODO to USDT directly swap", async () => {
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var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var b_USDT = await ctx.USDT.methods.balanceOf(trader).call()
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console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; USDT:" + fromWei(b_USDT,'mwei'));
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//approve DODO entry
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await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
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//set route path
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var routes = [{
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address: ctx.DODO.options.address,
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decimals: 18
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},
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{
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address: ctx.USDT.options.address,
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decimals: 6
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}];
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var pairs = [{
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pair: ctx.DODO_USDT.options.address,
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base: ctx.DODO.options.address,
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/*only for test*/
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pairContract: ctx.DODO_USDT,
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baseContract: ctx.DODO,
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quoteContract: ctx.USDT
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/**************/
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}];
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var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
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// console.log(tx.events['Swapped']);
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var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var a_USDT = await ctx.USDT.methods.balanceOf(trader).call()
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console.log("After DODO:" + fromWei(a_DODO,'ether') + "; USDT:" + fromWei(a_USDT,'mwei'));
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});
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it("DODO to USDC two hops swap", async () => {
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var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var b_USDC = await ctx.USDC.methods.balanceOf(trader).call()
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console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; USDC:" + fromWei(b_USDC,'mwei'));
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//approve DODO entry
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await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
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//set route path
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var routes = [{
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address: ctx.DODO.options.address,
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decimals: 18
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},{
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address: ctx.USDT.options.address,
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decimals: 6
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},{
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address: ctx.USDC.options.address,
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decimals: 6
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}];
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var pairs = [{
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pair: ctx.DODO_USDT.options.address,
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base: ctx.DODO.options.address,
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/*only for test*/
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pairContract: ctx.DODO_USDT,
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baseContract: ctx.DODO,
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quoteContract: ctx.USDT
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/**************/
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},{
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pair: ctx.USDT_USDC.options.address,
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base: ctx.USDT.options.address,
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/*only for test*/
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pairContract: ctx.USDT_USDC,
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baseContract: ctx.USDT,
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quoteContract: ctx.USDC
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/**************/
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}];
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var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
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// console.log(tx.events['Swapped']);
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var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var a_USDC = await ctx.USDC.methods.balanceOf(trader).call()
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console.log("After DODO:" + fromWei(a_DODO,'ether') + "; USDC:" + fromWei(a_USDC,'mwei'));
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});
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it("DODO to WETH three hops swap", async () => {
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var b_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var b_WETH = await ctx.WETH.methods.balanceOf(trader).call()
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console.log("Before DODO:" + fromWei(b_DODO,'ether') + "; WETH:" + fromWei(b_WETH,'ether'));
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//approve DODO entry
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await ctx.DODO.methods.approve(ctx.SmartApprove.options.address,MAX_UINT256).send(ctx.sendParam(trader))
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//set route path
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var routes = [{
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address: ctx.DODO.options.address,
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decimals: 18
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},{
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address: ctx.USDT.options.address,
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decimals: 6
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},{
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address: ctx.USDC.options.address,
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decimals: 6
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},{
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address: ctx.WETH.options.address,
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decimals: 18
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}];
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var pairs = [{
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pair: ctx.DODO_USDT.options.address,
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base: ctx.DODO.options.address,
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/*only for test*/
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pairContract: ctx.DODO_USDT,
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baseContract: ctx.DODO,
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quoteContract: ctx.USDT
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/**************/
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},{
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pair: ctx.USDT_USDC.options.address,
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base: ctx.USDT.options.address,
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/*only for test*/
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pairContract: ctx.USDT_USDC,
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baseContract: ctx.USDT,
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quoteContract: ctx.USDC
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/**************/
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},{
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pair: ctx.WETH_USDC.options.address,
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base: ctx.WETH.options.address,
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/*only for test*/
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pairContract: ctx.WETH_USDC,
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baseContract: ctx.WETH,
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quoteContract: ctx.USDC
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/**************/
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}];
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var tx = await logGas(await calcRoute(ctx,decimalStr('10'),0.1,routes,pairs), ctx.sendParam(trader), "route swap")
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// console.log(tx.events['Swapped']);
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var a_DODO = await ctx.DODO.methods.balanceOf(trader).call()
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var a_WETH = await ctx.WETH.methods.balanceOf(trader).call()
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console.log("After DODO:" + fromWei(a_DODO,'ether') + "; WETH:" + fromWei(a_WETH,'ether'));
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});
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});
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// describe("Revert cases", () => {
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// it("price limit", async () => {
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// await assert.rejects(
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// ctx.DODO.methods
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// .buyBaseToken(decimalStr("1"), decimalStr("100"), "0x")
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// .send(ctx.sendParam(trader)),
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// /BUY_BASE_COST_TOO_MUCH/
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// );
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// await assert.rejects(
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// ctx.DODO.methods
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// .sellBaseToken(decimalStr("1"), decimalStr("100"), "0x")
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// .send(ctx.sendParam(trader)),
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// /SELL_BASE_RECEIVE_NOT_ENOUGH/
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// );
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// });
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// it("base balance limit", async () => {
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// await assert.rejects(
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// ctx.DODO.methods
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// .buyBaseToken(decimalStr("11"), decimalStr("10000"), "0x")
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// .send(ctx.sendParam(trader)),
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// /DODO_BASE_BALANCE_NOT_ENOUGH/
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// );
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// await ctx.DODO.methods
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// .buyBaseToken(decimalStr("1"), decimalStr("200"), "0x")
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// .send(ctx.sendParam(trader));
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// await assert.rejects(
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// ctx.DODO.methods
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// .buyBaseToken(decimalStr("11"), decimalStr("10000"), "0x")
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// .send(ctx.sendParam(trader)),
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// /DODO_BASE_BALANCE_NOT_ENOUGH/
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// );
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// });
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// });
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});
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@@ -49,47 +49,48 @@ export let DefaultDODOContextInitConfig = {
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export class DODOContext {
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EVM: EVM;
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Web3: Web3;
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DODO: Contract;
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DODOZoo: Contract;
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BASE: Contract;
|
||||
BaseCapital: Contract;
|
||||
QUOTE: Contract;
|
||||
QuoteCapital: Contract;
|
||||
ORACLE: Contract;
|
||||
SmartSwap: Contract;
|
||||
SmartApprove: Contract;
|
||||
Deployer: string;
|
||||
Supervisor: string;
|
||||
Maintainer: string;
|
||||
spareAccounts: string[];
|
||||
lpFeeRate: string;
|
||||
mtFeeRate: string;
|
||||
k: string;
|
||||
|
||||
//token
|
||||
DODO:Contract;
|
||||
USDT:Contract;
|
||||
USDC:Contract;
|
||||
WETH:Contract;
|
||||
//pair
|
||||
DODO_USDT: Contract;
|
||||
USDT_USDC: Contract;
|
||||
WETH_USDC: Contract;
|
||||
DODO_USDT_ORACLE: Contract;
|
||||
USDT_USDC_ORACLE: Contract;
|
||||
WETH_USDC_ORACLE: Contract;
|
||||
//SmartRoute
|
||||
SmartSwap: Contract;
|
||||
SmartApprove: Contract;
|
||||
|
||||
constructor() {}
|
||||
|
||||
async init(config: DODOContextInitConfig) {
|
||||
this.k = config.k;
|
||||
this.mtFeeRate = config.mtFeeRate;
|
||||
this.lpFeeRate = config.lpFeeRate;
|
||||
|
||||
this.EVM = new EVM();
|
||||
this.Web3 = getDefaultWeb3();
|
||||
var cloneFactory = await contracts.newContract(
|
||||
contracts.CLONE_FACTORY_CONTRACT_NAME
|
||||
);
|
||||
|
||||
this.BASE = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["TestBase", 18]
|
||||
);
|
||||
this.QUOTE = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["TestQuote", 18]
|
||||
);
|
||||
this.ORACLE = await contracts.newContract(
|
||||
contracts.NAIVE_ORACLE_CONTRACT_NAME
|
||||
);
|
||||
|
||||
const allAccounts = await this.Web3.eth.getAccounts();
|
||||
this.Deployer = allAccounts[0];
|
||||
this.Supervisor = allAccounts[1];
|
||||
this.Maintainer = allAccounts[2];
|
||||
this.spareAccounts = allAccounts.slice(3, 10);
|
||||
|
||||
var DODOTemplate = await contracts.newContract(
|
||||
contracts.DODO_CONTRACT_NAME
|
||||
);
|
||||
@@ -101,13 +102,66 @@ export class DODOContext {
|
||||
this.Supervisor,
|
||||
]
|
||||
);
|
||||
|
||||
//发币
|
||||
this.DODO = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["DODO", 18]
|
||||
);
|
||||
this.USDT = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["USDT", 6]
|
||||
);
|
||||
this.USDC = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["USDC", 6]
|
||||
);
|
||||
this.WETH = await contracts.newContract(
|
||||
contracts.TEST_ERC20_CONTRACT_NAME,
|
||||
["WETH", 18]
|
||||
);
|
||||
//创建交易对
|
||||
//DODO-USDT
|
||||
this.DODO_USDT_ORACLE = await contracts.newContract(
|
||||
contracts.NAIVE_ORACLE_CONTRACT_NAME
|
||||
);
|
||||
await this.DODOZoo.methods
|
||||
.breedDODO(
|
||||
this.Maintainer,
|
||||
this.BASE.options.address,
|
||||
this.QUOTE.options.address,
|
||||
this.ORACLE.options.address,
|
||||
this.DODO.options.address,
|
||||
this.USDT.options.address,
|
||||
this.DODO_USDT_ORACLE.options.address,
|
||||
config.lpFeeRate,
|
||||
config.mtFeeRate,
|
||||
config.k,
|
||||
config.gasPriceLimit
|
||||
)
|
||||
.send(this.sendParam(this.Deployer));
|
||||
//USDT-USDC
|
||||
this.USDT_USDC_ORACLE = await contracts.newContract(
|
||||
contracts.NAIVE_ORACLE_CONTRACT_NAME
|
||||
);
|
||||
await this.DODOZoo.methods
|
||||
.breedDODO(
|
||||
this.Maintainer,
|
||||
this.USDT.options.address,
|
||||
this.USDC.options.address,
|
||||
this.USDT_USDC_ORACLE.options.address,
|
||||
config.lpFeeRate,
|
||||
config.mtFeeRate,
|
||||
config.k,
|
||||
config.gasPriceLimit
|
||||
)
|
||||
.send(this.sendParam(this.Deployer));
|
||||
//WETH-USDC
|
||||
this.WETH_USDC_ORACLE = await contracts.newContract(
|
||||
contracts.NAIVE_ORACLE_CONTRACT_NAME
|
||||
);
|
||||
await this.DODOZoo.methods
|
||||
.breedDODO(
|
||||
this.Maintainer,
|
||||
this.WETH.options.address,
|
||||
this.USDC.options.address,
|
||||
this.WETH_USDC_ORACLE.options.address,
|
||||
config.lpFeeRate,
|
||||
config.mtFeeRate,
|
||||
config.k,
|
||||
@@ -115,30 +169,50 @@ export class DODOContext {
|
||||
)
|
||||
.send(this.sendParam(this.Deployer));
|
||||
|
||||
this.DODO = contracts.getContractWithAddress(
|
||||
this.DODO_USDT = contracts.getContractWithAddress(
|
||||
contracts.DODO_CONTRACT_NAME,
|
||||
await this.DODOZoo.methods
|
||||
.getDODO(this.BASE.options.address, this.QUOTE.options.address)
|
||||
.getDODO(this.DODO.options.address, this.USDT.options.address)
|
||||
.call()
|
||||
);
|
||||
await this.DODO.methods
|
||||
|
||||
this.USDT_USDC = contracts.getContractWithAddress(
|
||||
contracts.DODO_CONTRACT_NAME,
|
||||
await this.DODOZoo.methods
|
||||
.getDODO(this.USDT.options.address, this.USDC.options.address)
|
||||
.call()
|
||||
);
|
||||
this.WETH_USDC = contracts.getContractWithAddress(
|
||||
contracts.DODO_CONTRACT_NAME,
|
||||
await this.DODOZoo.methods
|
||||
.getDODO(this.WETH.options.address, this.USDC.options.address)
|
||||
.call()
|
||||
);
|
||||
|
||||
await this.DODO_USDT.methods
|
||||
.enableBaseDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.DODO.methods
|
||||
await this.DODO_USDT.methods
|
||||
.enableQuoteDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.DODO.methods.enableTrading().send(this.sendParam(this.Deployer));
|
||||
await this.DODO_USDT.methods.enableTrading().send(this.sendParam(this.Deployer));
|
||||
|
||||
this.BaseCapital = contracts.getContractWithAddress(
|
||||
contracts.DODO_LP_TOKEN_CONTRACT_NAME,
|
||||
await this.DODO.methods._BASE_CAPITAL_TOKEN_().call()
|
||||
);
|
||||
this.QuoteCapital = contracts.getContractWithAddress(
|
||||
contracts.DODO_LP_TOKEN_CONTRACT_NAME,
|
||||
await this.DODO.methods._QUOTE_CAPITAL_TOKEN_().call()
|
||||
);
|
||||
await this.USDT_USDC.methods
|
||||
.enableBaseDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.USDT_USDC.methods
|
||||
.enableQuoteDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.USDT_USDC.methods.enableTrading().send(this.sendParam(this.Deployer));
|
||||
|
||||
await this.WETH_USDC.methods
|
||||
.enableBaseDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.WETH_USDC.methods
|
||||
.enableQuoteDeposit()
|
||||
.send(this.sendParam(this.Deployer));
|
||||
await this.WETH_USDC.methods.enableTrading().send(this.sendParam(this.Deployer));
|
||||
|
||||
/*v1.5*/
|
||||
this.SmartApprove = await contracts.newContract(
|
||||
contracts.SMART_APPROVE
|
||||
);
|
||||
@@ -149,7 +223,6 @@ export class DODOContext {
|
||||
);
|
||||
|
||||
await this.SmartApprove.methods.setSmartSwap(this.SmartSwap.options.address).send(this.sendParam(this.Deployer));
|
||||
/*****/
|
||||
|
||||
console.log(log.blueText("[Init dodo context]"));
|
||||
}
|
||||
@@ -163,25 +236,25 @@ export class DODOContext {
|
||||
};
|
||||
}
|
||||
|
||||
async setOraclePrice(price: string) {
|
||||
await this.ORACLE.methods
|
||||
async setOraclePrice(oracle:Contract,price: string) {
|
||||
await oracle.methods
|
||||
.setPrice(price)
|
||||
.send(this.sendParam(this.Deployer));
|
||||
}
|
||||
|
||||
async mintTestToken(to: string, base: string, quote: string) {
|
||||
await this.BASE.methods.mint(to, base).send(this.sendParam(this.Deployer));
|
||||
await this.QUOTE.methods
|
||||
.mint(to, quote)
|
||||
async mintToken(tokenBase:Contract,tokenQuote:Contract,to: string, base: string, quote: string) {
|
||||
await tokenBase.methods.mint(to, base).send(this.sendParam(this.Deployer));
|
||||
await tokenQuote.methods
|
||||
.mint(to, quote)
|
||||
.send(this.sendParam(this.Deployer));
|
||||
}
|
||||
|
||||
async approveDODO(account: string) {
|
||||
await this.BASE.methods
|
||||
.approve(this.DODO.options.address, MAX_UINT256)
|
||||
async approvePair(tokenBase:Contract,tokenQuote:Contract, approveTarget:string,account: string) {
|
||||
await tokenBase.methods
|
||||
.approve(approveTarget, MAX_UINT256)
|
||||
.send(this.sendParam(account));
|
||||
await this.QUOTE.methods
|
||||
.approve(this.DODO.options.address, MAX_UINT256)
|
||||
await tokenQuote.methods
|
||||
.approve(approveTarget, MAX_UINT256)
|
||||
.send(this.sendParam(account));
|
||||
}
|
||||
}
|
||||
@@ -1,4 +1,5 @@
|
||||
import BigNumber from "bignumber.js";
|
||||
import { getDefaultWeb3 } from './EVM';
|
||||
|
||||
export const MAX_UINT256 = "0xffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff"
|
||||
|
||||
@@ -12,4 +13,9 @@ export function mweiStr(value: string): string {
|
||||
|
||||
export function gweiStr(gwei: string): string {
|
||||
return new BigNumber(gwei).multipliedBy(10 ** 9).toFixed(0, BigNumber.ROUND_DOWN)
|
||||
}
|
||||
|
||||
export function fromWei(value:string,unit:any): string {
|
||||
var web3 = getDefaultWeb3();
|
||||
return web3.utils.fromWei(value,unit);
|
||||
}
|
||||
366
test/utils-v1/dodoHelper.ts
Normal file
366
test/utils-v1/dodoHelper.ts
Normal file
@@ -0,0 +1,366 @@
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
|
||||
export const RStatusOne = 0;
|
||||
export const RStatusAboveOne = 1;
|
||||
export const RStatusBelowOne = 2;
|
||||
|
||||
export class DODOHelper {
|
||||
// unstable
|
||||
public B!: BigNumber; // DODO._BASE_BALANCE_() / 10^baseDecimals
|
||||
public Q!: BigNumber; // DODO._QUOTE_BALANCE_() / 10^quoteDecimals
|
||||
public B0!: BigNumber; // DODO._TARGET_BASE_TOKEN_AMOUNT_() / 10^baseDecimals
|
||||
public Q0!: BigNumber; // DODO._TARGET_QUOTE_TOKEN_AMOUNT_() / 10^quoteDecimals
|
||||
public RStatus!: number; // DODO._R_STATUS_()
|
||||
public OraclePrice!: BigNumber; // DODO.getOraclePrice() / 10^(18-baseDecimals+quoteDecimals)
|
||||
|
||||
// stable
|
||||
public k!: BigNumber; // DODO._K_()/10^18
|
||||
public mtFeeRate!: BigNumber; // DODO._MT_FEE_RATE_()/10^18
|
||||
public lpFeeRate!: BigNumber; // DODO._LP_FEE_RATE_()/10^18
|
||||
|
||||
constructor(pairDetail:any) {
|
||||
this.B = pairDetail.B
|
||||
this.Q = pairDetail.Q
|
||||
this.B0 = pairDetail.B0
|
||||
this.Q0 = pairDetail.Q0
|
||||
this.RStatus = pairDetail.RStatus
|
||||
this.OraclePrice = pairDetail.OraclePrice
|
||||
this.k = pairDetail.k
|
||||
this.mtFeeRate = pairDetail.mtFeeRate
|
||||
this.lpFeeRate = pairDetail.lpFeeRate
|
||||
}
|
||||
|
||||
// return mid price
|
||||
public getMidPrice(): BigNumber {
|
||||
if (this.RStatus === RStatusOne) {
|
||||
return this.OraclePrice;
|
||||
}
|
||||
if (this.RStatus === RStatusAboveOne) {
|
||||
let R = this.B0.div(this.B);
|
||||
R = R.multipliedBy(R)
|
||||
.multipliedBy(this.k)
|
||||
.minus(this.k)
|
||||
.plus(new BigNumber(1));
|
||||
return this.OraclePrice.multipliedBy(R);
|
||||
}
|
||||
if (this.RStatus === RStatusBelowOne) {
|
||||
let R = this.Q0.div(this.Q);
|
||||
R = R.multipliedBy(R)
|
||||
.multipliedBy(this.k)
|
||||
.minus(this.k)
|
||||
.plus(new BigNumber(1));
|
||||
return this.OraclePrice.div(R);
|
||||
}
|
||||
return this.OraclePrice;
|
||||
}
|
||||
|
||||
// return the targetBase and targetQuote assuming system balanced
|
||||
public getExpectedTarget(): { base: BigNumber; quote: BigNumber } {
|
||||
let baseTarget: BigNumber;
|
||||
let quoteTarget: BigNumber;
|
||||
baseTarget = this.B0;
|
||||
quoteTarget = this.Q0;
|
||||
if (this.RStatus === RStatusOne) {
|
||||
baseTarget = this.B0;
|
||||
quoteTarget = this.Q0;
|
||||
}
|
||||
if (this.RStatus === RStatusAboveOne) {
|
||||
quoteTarget = this.Q0;
|
||||
baseTarget = solveQuadraticFunctionForTarget(this.B, this.k, this.Q.minus(this.Q0).div(this.OraclePrice));
|
||||
}
|
||||
if (this.RStatus === RStatusBelowOne) {
|
||||
baseTarget = this.B0;
|
||||
quoteTarget = solveQuadraticFunctionForTarget(
|
||||
this.Q,
|
||||
this.k,
|
||||
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
|
||||
);
|
||||
}
|
||||
return {
|
||||
base: baseTarget,
|
||||
quote: quoteTarget
|
||||
};
|
||||
}
|
||||
|
||||
// return paid quote amount (fee deducted)
|
||||
public queryBuyBase(amount: BigNumber) {
|
||||
let mtFee = amount.multipliedBy(this.mtFeeRate);
|
||||
let lpFee = amount.multipliedBy(this.lpFeeRate);
|
||||
amount = amount.plus(mtFee).plus(lpFee);
|
||||
let target = this.getExpectedTarget();
|
||||
let quote = new BigNumber(0);
|
||||
if (this.RStatus === RStatusOne) {
|
||||
quote = this.ROneBuyBase(amount, target.base);
|
||||
} else if (this.RStatus === RStatusAboveOne) {
|
||||
quote = this.RAboveBuyBase(amount, target.base);
|
||||
} else {
|
||||
let backOneBase = this.B.minus(target.base);
|
||||
let backOneQuote = target.quote.minus(this.Q);
|
||||
if (amount.isLessThanOrEqualTo(backOneBase)) {
|
||||
quote = this.RBelowBuyBase(amount, target.quote);
|
||||
} else {
|
||||
quote = backOneQuote.plus(this.ROneBuyBase(amount.minus(backOneBase), target.base));
|
||||
}
|
||||
}
|
||||
|
||||
return quote
|
||||
}
|
||||
|
||||
// return received quote amount (fee deducted)
|
||||
public querySellBase(amount: BigNumber) {
|
||||
let result: BigNumber;
|
||||
let target = this.getExpectedTarget();
|
||||
if (this.RStatus === RStatusOne) {
|
||||
result = this.ROneSellBase(amount, target.quote);
|
||||
} else if (this.RStatus === RStatusBelowOne) {
|
||||
result = this.RBelowSellBase(amount, target.quote);
|
||||
} else {
|
||||
let backOneBase = target.base.minus(this.B);
|
||||
let backOneQuote = this.Q.minus(target.quote);
|
||||
if (amount.isLessThanOrEqualTo(backOneBase)) {
|
||||
result = this.RAboveSellBase(amount, target.base);
|
||||
} else {
|
||||
result = backOneQuote.plus(this.ROneSellBase(amount.minus(backOneBase), target.quote));
|
||||
}
|
||||
}
|
||||
let mtFee = result.multipliedBy(this.mtFeeRate);
|
||||
let lpFee = result.multipliedBy(this.lpFeeRate);
|
||||
|
||||
const quote = result.minus(mtFee).minus(lpFee);
|
||||
|
||||
return quote
|
||||
}
|
||||
|
||||
// return paid base amount (fee deducted)
|
||||
public queryBuyQuote(amount: BigNumber): BigNumber {
|
||||
let mtFee = amount.multipliedBy(this.mtFeeRate);
|
||||
let lpFee = amount.multipliedBy(this.lpFeeRate);
|
||||
amount = amount.plus(mtFee).plus(lpFee);
|
||||
let target = this.getExpectedTarget();
|
||||
if (this.RStatus === RStatusOne) {
|
||||
return this.ROneBuyQuote(amount, target.quote);
|
||||
} else if (this.RStatus === RStatusBelowOne) {
|
||||
return this.RBelowBuyQuote(amount, target.quote);
|
||||
} else {
|
||||
let backOneBase = target.base.minus(this.B);
|
||||
let backOneQuote = this.Q.minus(target.quote);
|
||||
if (amount.isLessThanOrEqualTo(backOneQuote)) {
|
||||
return this.RAboveBuyQuote(amount, target.base);
|
||||
} else {
|
||||
return backOneBase.plus(this.ROneBuyQuote(amount.minus(backOneQuote), target.quote));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// return received base amount (fee deducted)
|
||||
public querySellQuote(amount: BigNumber): BigNumber {
|
||||
let result: BigNumber;
|
||||
let target = this.getExpectedTarget();
|
||||
if (this.RStatus === RStatusOne) {
|
||||
result = this.ROneSellQuote(amount, target.base);
|
||||
} else if (this.RStatus === RStatusAboveOne) {
|
||||
result = this.RAboveSellQuote(amount, target.base);
|
||||
} else {
|
||||
let backOneBase = this.B.minus(target.base);
|
||||
let backOneQuote = target.quote.minus(this.Q);
|
||||
if (amount.isLessThanOrEqualTo(backOneQuote)) {
|
||||
result = this.RBelowSellQuote(amount, target.quote);
|
||||
} else {
|
||||
result = backOneBase.plus(this.ROneSellQuote(amount.minus(backOneQuote), target.base));
|
||||
}
|
||||
}
|
||||
let mtFee = result.multipliedBy(this.mtFeeRate);
|
||||
let lpFee = result.multipliedBy(this.lpFeeRate);
|
||||
return result.minus(mtFee).minus(lpFee);
|
||||
}
|
||||
|
||||
public getWithdrawBasePenalty(amount: BigNumber): BigNumber {
|
||||
if (this.RStatus === RStatusAboveOne) {
|
||||
let baseTarget = solveQuadraticFunctionForTarget(this.B, this.k, this.Q.minus(this.Q0).div(this.OraclePrice));
|
||||
let baseTargetWithdraw = solveQuadraticFunctionForTarget(
|
||||
this.B.minus(amount),
|
||||
this.k,
|
||||
this.Q.minus(this.Q0).div(this.OraclePrice)
|
||||
);
|
||||
let penalty = baseTarget.minus(baseTargetWithdraw).minus(amount);
|
||||
return penalty;
|
||||
} else {
|
||||
return new BigNumber(0);
|
||||
}
|
||||
}
|
||||
|
||||
public getWithdrawQuotePenalty(amount: BigNumber): BigNumber {
|
||||
if (this.RStatus === RStatusBelowOne) {
|
||||
let quoteTarget = solveQuadraticFunctionForTarget(
|
||||
this.Q,
|
||||
this.k,
|
||||
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
|
||||
);
|
||||
let quoteTargetWithdraw = solveQuadraticFunctionForTarget(
|
||||
this.Q.minus(amount),
|
||||
this.k,
|
||||
this.B.minus(this.B0).multipliedBy(this.OraclePrice)
|
||||
);
|
||||
let penalty = quoteTarget.minus(quoteTargetWithdraw).minus(amount);
|
||||
return penalty;
|
||||
} else {
|
||||
return new BigNumber(0);
|
||||
}
|
||||
}
|
||||
|
||||
// =========== helper ROne ===========
|
||||
|
||||
public ROneBuyBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
if (amount.isGreaterThanOrEqualTo(targetBase)) {
|
||||
throw new Error('ROne Buy Base Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(targetBase, targetBase, targetBase.minus(amount), this.OraclePrice, this.k);
|
||||
}
|
||||
|
||||
public ROneBuyQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
if (amount.isGreaterThanOrEqualTo(targetQuote)) {
|
||||
throw new Error('ROne Buy Quote Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(
|
||||
targetQuote,
|
||||
targetQuote,
|
||||
targetQuote.minus(amount),
|
||||
new BigNumber(1).div(this.OraclePrice),
|
||||
this.k
|
||||
);
|
||||
}
|
||||
|
||||
public ROneSellBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
let newQ = solveQuadraticFunctionForTrade(targetQuote, targetQuote, this.OraclePrice, amount.negated(), this.k);
|
||||
return targetQuote.minus(newQ);
|
||||
}
|
||||
|
||||
public ROneSellQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
let newB = solveQuadraticFunctionForTrade(
|
||||
targetBase,
|
||||
targetBase,
|
||||
new BigNumber(1).div(this.OraclePrice),
|
||||
amount.negated(),
|
||||
this.k
|
||||
);
|
||||
return targetBase.minus(newB);
|
||||
}
|
||||
|
||||
// =========== helper RAbove ===========
|
||||
|
||||
public RAboveBuyBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
if (amount.isGreaterThanOrEqualTo(this.B)) {
|
||||
throw new Error('RAbove Buy Base Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(targetBase, this.B, this.B.minus(amount), this.OraclePrice, this.k);
|
||||
}
|
||||
|
||||
public RAboveSellBase(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
if (amount.plus(this.B).isGreaterThan(targetBase)) {
|
||||
throw new Error('RAbove Sell Base Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(targetBase, this.B.plus(amount), this.B, this.OraclePrice, this.k);
|
||||
}
|
||||
|
||||
public RAboveBuyQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
let newB = solveQuadraticFunctionForTrade(
|
||||
targetBase,
|
||||
this.B,
|
||||
new BigNumber(1).div(this.OraclePrice),
|
||||
amount,
|
||||
this.k
|
||||
);
|
||||
return newB.minus(this.B);
|
||||
}
|
||||
|
||||
public RAboveSellQuote(amount: BigNumber, targetBase: BigNumber): BigNumber {
|
||||
let newB = solveQuadraticFunctionForTrade(
|
||||
targetBase,
|
||||
this.B,
|
||||
new BigNumber(1).div(this.OraclePrice),
|
||||
amount.negated(),
|
||||
this.k
|
||||
);
|
||||
return this.B.minus(newB);
|
||||
}
|
||||
|
||||
// =========== helper RBelow ===========
|
||||
|
||||
public RBelowBuyQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
if (amount.isGreaterThanOrEqualTo(this.Q)) {
|
||||
throw new Error('RBelow Buy Quote Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(targetQuote, this.Q, this.Q.minus(amount), new BigNumber(1).div(this.OraclePrice), this.k);
|
||||
}
|
||||
|
||||
public RBelowSellQuote(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
if (amount.plus(this.Q).isGreaterThan(targetQuote)) {
|
||||
throw new Error('RBelow Sell Quote Amount Exceed Limitation');
|
||||
}
|
||||
return integrate(targetQuote, this.Q.plus(amount), this.Q, new BigNumber(1).div(this.OraclePrice), this.k);
|
||||
}
|
||||
|
||||
public RBelowBuyBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
let newQ = solveQuadraticFunctionForTrade(targetQuote, this.Q, this.OraclePrice, amount, this.k);
|
||||
return newQ.minus(this.Q);
|
||||
}
|
||||
|
||||
public RBelowSellBase(amount: BigNumber, targetQuote: BigNumber): BigNumber {
|
||||
let newQ = solveQuadraticFunctionForTrade(targetQuote, this.Q, this.OraclePrice, amount.negated(), this.k);
|
||||
return this.Q.minus(newQ);
|
||||
}
|
||||
}
|
||||
|
||||
export const integrate = (V0: BigNumber, V1: BigNumber, V2: BigNumber, i: BigNumber, k: BigNumber): BigNumber => {
|
||||
let fairAmount = i.multipliedBy(V1.minus(V2));
|
||||
let penalty = V0.multipliedBy(V0)
|
||||
.div(V1)
|
||||
.div(V2)
|
||||
.multipliedBy(k);
|
||||
return fairAmount.multipliedBy(new BigNumber(1).minus(k).plus(penalty));
|
||||
};
|
||||
|
||||
export const solveQuadraticFunctionForTrade = (
|
||||
V0: BigNumber,
|
||||
V1: BigNumber,
|
||||
i: BigNumber,
|
||||
delta: BigNumber,
|
||||
k: BigNumber
|
||||
): BigNumber => {
|
||||
// -b = (1-k)V1-kV0^2/V1+i*delta
|
||||
let minusB = new BigNumber(1).minus(k).multipliedBy(V1);
|
||||
minusB = minusB.minus(
|
||||
k
|
||||
.multipliedBy(V0)
|
||||
.multipliedBy(V0)
|
||||
.div(V1)
|
||||
);
|
||||
minusB = minusB.plus(i.multipliedBy(delta));
|
||||
|
||||
// sqrt(b*b+4(1-k)kQ0*Q0)
|
||||
let squareRoot = new BigNumber(4)
|
||||
.multipliedBy(new BigNumber(1).minus(k))
|
||||
.multipliedBy(k)
|
||||
.multipliedBy(V0)
|
||||
.multipliedBy(V0);
|
||||
squareRoot = minusB
|
||||
.multipliedBy(minusB)
|
||||
.plus(squareRoot)
|
||||
.sqrt();
|
||||
|
||||
// 2(1-k)
|
||||
let denominator = new BigNumber(2).multipliedBy(new BigNumber(1).minus(k));
|
||||
|
||||
return minusB.plus(squareRoot).div(denominator);
|
||||
};
|
||||
|
||||
export const solveQuadraticFunctionForTarget = (V1: BigNumber, k: BigNumber, fairAmount: BigNumber): BigNumber => {
|
||||
// V0 = V1+V1*(sqrt-1)/2k
|
||||
let sqrt = new BigNumber(4)
|
||||
.multipliedBy(k)
|
||||
.multipliedBy(fairAmount)
|
||||
.div(V1);
|
||||
sqrt = new BigNumber(1).plus(sqrt).sqrt();
|
||||
let premium = sqrt.minus(new BigNumber(1)).div(k.multipliedBy(new BigNumber(2)));
|
||||
return V1.multipliedBy(new BigNumber(1).plus(premium));
|
||||
};
|
||||
Reference in New Issue
Block a user