Files
2021-04-12 09:21:44 +08:00

238 lines
7.7 KiB
Solidity

/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {DSPVault} from "./DSPVault.sol";
import {SafeMath} from "../../lib/SafeMath.sol";
import {DecimalMath} from "../../lib/DecimalMath.sol";
import {PMMPricing} from "../../lib/PMMPricing.sol";
import {IDODOCallee} from "../../intf/IDODOCallee.sol";
contract DSPTrader is DSPVault {
using SafeMath for uint256;
// ============ Events ============
event DODOSwap(
address fromToken,
address toToken,
uint256 fromAmount,
uint256 toAmount,
address trader,
address receiver
);
event DODOFlashLoan(address borrower, address assetTo, uint256 baseAmount, uint256 quoteAmount);
event RChange(PMMPricing.RState newRState);
// ============ Trade Functions ============
function sellBase(address to) external preventReentrant returns (uint256 receiveQuoteAmount) {
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
uint256 mtFee;
uint256 newBaseTarget;
PMMPricing.RState newRState;
(receiveQuoteAmount, mtFee, newRState, newBaseTarget) = querySellBase(tx.origin, baseInput);
_transferQuoteOut(to, receiveQuoteAmount);
_transferQuoteOut(_MAINTAINER_, mtFee);
// update TARGET
if (_RState_ != uint32(newRState)) {
require(newBaseTarget <= uint112(-1), "OVERFLOW");
_BASE_TARGET_ = uint112(newBaseTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
_setReserve(baseBalance, _QUOTE_TOKEN_.balanceOf(address(this)));
emit DODOSwap(
address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
msg.sender,
to
);
}
function sellQuote(address to) external preventReentrant returns (uint256 receiveBaseAmount) {
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
uint256 mtFee;
uint256 newQuoteTarget;
PMMPricing.RState newRState;
(receiveBaseAmount, mtFee, newRState, newQuoteTarget) = querySellQuote(
tx.origin,
quoteInput
);
_transferBaseOut(to, receiveBaseAmount);
_transferBaseOut(_MAINTAINER_, mtFee);
// update TARGET
if (_RState_ != uint32(newRState)) {
require(newQuoteTarget <= uint112(-1), "OVERFLOW");
_QUOTE_TARGET_ = uint112(newQuoteTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
_setReserve(_BASE_TOKEN_.balanceOf(address(this)), quoteBalance);
emit DODOSwap(
address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
msg.sender,
to
);
}
function flashLoan(
uint256 baseAmount,
uint256 quoteAmount,
address assetTo,
bytes calldata data
) external preventReentrant {
_transferBaseOut(assetTo, baseAmount);
_transferQuoteOut(assetTo, quoteAmount);
if (data.length > 0)
IDODOCallee(assetTo).DSPFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
// no input -> pure loss
require(
baseBalance >= _BASE_RESERVE_ || quoteBalance >= _QUOTE_RESERVE_,
"FLASH_LOAN_FAILED"
);
// sell quote case
// quote input + base output
if (baseBalance < _BASE_RESERVE_) {
uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
(
uint256 receiveBaseAmount,
uint256 mtFee,
PMMPricing.RState newRState,
uint256 newQuoteTarget
) = querySellQuote(tx.origin, quoteInput); // revert if quoteBalance<quoteReserve
require(
uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount,
"FLASH_LOAN_FAILED"
);
_transferBaseOut(_MAINTAINER_, mtFee);
if (_RState_ != uint32(newRState)) {
require(newQuoteTarget <= uint112(-1), "OVERFLOW");
_QUOTE_TARGET_ = uint112(newQuoteTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
emit DODOSwap(
address(_QUOTE_TOKEN_),
address(_BASE_TOKEN_),
quoteInput,
receiveBaseAmount,
msg.sender,
assetTo
);
}
// sell base case
// base input + quote output
if (quoteBalance < _QUOTE_RESERVE_) {
uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
(
uint256 receiveQuoteAmount,
uint256 mtFee,
PMMPricing.RState newRState,
uint256 newBaseTarget
) = querySellBase(tx.origin, baseInput); // revert if baseBalance<baseReserve
require(
uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount,
"FLASH_LOAN_FAILED"
);
_transferQuoteOut(_MAINTAINER_, mtFee);
if (_RState_ != uint32(newRState)) {
require(newBaseTarget <= uint112(-1), "OVERFLOW");
_BASE_TARGET_ = uint112(newBaseTarget);
_RState_ = uint32(newRState);
emit RChange(newRState);
}
emit DODOSwap(
address(_BASE_TOKEN_),
address(_QUOTE_TOKEN_),
baseInput,
receiveQuoteAmount,
msg.sender,
assetTo
);
}
_sync();
emit DODOFlashLoan(msg.sender, assetTo, baseAmount, quoteAmount);
}
// ============ Query Functions ============
function querySellBase(address trader, uint256 payBaseAmount)
public
view
returns (
uint256 receiveQuoteAmount,
uint256 mtFee,
PMMPricing.RState newRState,
uint256 newBaseTarget
)
{
PMMPricing.PMMState memory state = getPMMState();
(receiveQuoteAmount, newRState) = PMMPricing.sellBaseToken(state, payBaseAmount);
uint256 lpFeeRate = _LP_FEE_RATE_;
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
receiveQuoteAmount = receiveQuoteAmount
.sub(DecimalMath.mulFloor(receiveQuoteAmount, lpFeeRate))
.sub(mtFee);
newBaseTarget = state.B0;
}
function querySellQuote(address trader, uint256 payQuoteAmount)
public
view
returns (
uint256 receiveBaseAmount,
uint256 mtFee,
PMMPricing.RState newRState,
uint256 newQuoteTarget
)
{
PMMPricing.PMMState memory state = getPMMState();
(receiveBaseAmount, newRState) = PMMPricing.sellQuoteToken(state, payQuoteAmount);
uint256 lpFeeRate = _LP_FEE_RATE_;
uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
receiveBaseAmount = receiveBaseAmount
.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
.sub(mtFee);
newQuoteTarget = state.Q0;
}
}