/* Copyright 2020 DODO ZOO. SPDX-License-Identifier: Apache-2.0 */ pragma solidity 0.6.9; pragma experimental ABIEncoderV2; import {DVMStorage} from "./DVMStorage.sol"; import {SafeMath} from "../../lib/SafeMath.sol"; import {DecimalMath} from "../../lib/DecimalMath.sol"; import {DODOMath} from "../../lib/DODOMath.sol"; import {IExternalCall} from "../intf/IExternalCall.sol"; contract DVMTrader is DVMStorage { using SafeMath for uint256; function sellBase(address to) external isSellAllow(to) returns (uint256 receiveQuoteAmount) { uint256 baseInput = _VAULT_.getBaseInput(); uint256 mtFee; (receiveQuoteAmount, mtFee) = querySellBase(to, baseInput); _VAULT_.transferQuoteOut(to, receiveQuoteAmount); if (mtFee > 0) { _VAULT_.transferQuoteOut(_MAINTAINER_, mtFee); } _VAULT_.sync(); return receiveQuoteAmount; } function sellQuote(address to) external isBuyAllow(to) returns (uint256 receiveBaseAmount) { uint256 quoteInput = _VAULT_.getQuoteInput(); uint256 mtFee; (receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput); _VAULT_.transferBaseOut(to, receiveBaseAmount); if (mtFee > 0) { _VAULT_.transferBaseOut(_MAINTAINER_, mtFee); } _VAULT_.sync(); return receiveBaseAmount; } function flashLoan( uint256 baseAmount, uint256 quoteAmount, address assetTo, address call, bytes calldata data ) external { _VAULT_.transferBaseOut(assetTo, baseAmount); _VAULT_.transferQuoteOut(assetTo, quoteAmount); IExternalCall(call).DVMCall(data); (uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve(); (uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance(); uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo); uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo); if (baseBalance < baseReserve) { uint256 validBaseOut = DecimalMath.divCeil( baseReserve - baseBalance, DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate) ); baseBalance = baseReserve.sub(validBaseOut); _VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate)); } if (quoteBalance < quoteReserve) { uint256 validQuoteOut = DecimalMath.divCeil( quoteReserve - quoteBalance, DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate) ); quoteBalance = quoteReserve.sub(validQuoteOut); _VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate)); } require( calculateBase0(baseBalance, quoteBalance) >= calculateBase0(baseReserve, quoteReserve), "FLASH_LOAN_FAILED" ); _VAULT_.sync(); } function querySellBase(address trader, uint256 payBaseAmount) public view returns (uint256 receiveQuoteAmount, uint256 mtFee) { (uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve(); uint256 B0 = calculateBase0(baseReserve, quoteReserve); uint256 B1 = baseReserve.add(payBaseAmount); require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH"); uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_); uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader); uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader); mtFee = DecimalMath.mulCeil(Q, mtFeeRate); receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate)); return (receiveQuoteAmount, mtFee); } function querySellQuote(address trader, uint256 payQuoteAmount) public view returns (uint256 receiveBaseAmount, uint256 mtFee) { (uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve(); uint256 B0 = calculateBase0(baseReserve, quoteReserve); uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_); uint256 newBaseReserve = DODOMath._SolveQuadraticFunctionForTrade( B0, baseReserve, fairAmount, false, _K_ ); uint256 deltaBase = baseReserve.sub(newBaseReserve); uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader); uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader); mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate); receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate)); return (receiveBaseAmount, mtFee); } function getMidPrice() public view returns (uint256 midPrice) { (uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve(); uint256 B0 = calculateBase0(baseReserve, quoteReserve); uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(baseReserve).mul(B0).div(baseReserve); uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_)); return DecimalMath.mulFloor(_I_, offset); } }