198 lines
7.3 KiB
Solidity
198 lines
7.3 KiB
Solidity
/*
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Copyright 2020 DODO ZOO.
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SPDX-License-Identifier: Apache-2.0
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*/
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pragma solidity 0.6.9;
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pragma experimental ABIEncoderV2;
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import {DVMStorage} from "./DVMStorage.sol";
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import {SafeMath} from "../../lib/SafeMath.sol";
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import {DecimalMath} from "../../lib/DecimalMath.sol";
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import {DODOMath} from "../../lib/DODOMath.sol";
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import {IDODOCallee} from "../../intf/IDODOCallee.sol";
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contract DVMTrader is DVMStorage {
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using SafeMath for uint256;
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function sellBase(address to)
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external
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preventReentrant
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limitGasPrice
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isSellAllow(to)
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseInput = _VAULT_.getBaseInput();
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uint256 mtFee;
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(receiveQuoteAmount, mtFee) = querySellBase(to, baseInput);
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_VAULT_.transferQuoteOut(to, receiveQuoteAmount);
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if (mtFee > 0) {
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_VAULT_.transferQuoteOut(_MAINTAINER_, mtFee);
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}
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_VAULT_.sync();
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return receiveQuoteAmount;
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}
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function sellQuote(address to)
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external
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preventReentrant
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limitGasPrice
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isBuyAllow(to)
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returns (uint256 receiveBaseAmount)
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{
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uint256 quoteInput = _VAULT_.getQuoteInput();
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uint256 mtFee;
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(receiveBaseAmount, mtFee) = querySellQuote(to, quoteInput);
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_VAULT_.transferBaseOut(to, receiveBaseAmount);
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if (mtFee > 0) {
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_VAULT_.transferBaseOut(_MAINTAINER_, mtFee);
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}
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_VAULT_.sync();
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return receiveBaseAmount;
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}
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function flashLoan(
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uint256 baseAmount,
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uint256 quoteAmount,
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address assetTo,
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bytes calldata data
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) external preventReentrant {
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_VAULT_.transferBaseOut(assetTo, baseAmount);
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_VAULT_.transferQuoteOut(assetTo, quoteAmount);
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if (data.length > 0)
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IDODOCallee(assetTo).DVMFlashLoanCall(msg.sender, baseAmount, quoteAmount, data);
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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(uint256 baseBalance, uint256 quoteBalance) = _VAULT_.getVaultBalance();
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(assetTo);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(assetTo);
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if (baseBalance < baseReserve) {
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uint256 validBaseOut = DecimalMath.divCeil(
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baseReserve - baseBalance,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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baseBalance = baseReserve.sub(validBaseOut);
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_VAULT_.transferBaseOut(_MAINTAINER_, DecimalMath.mulCeil(validBaseOut, mtFeeRate));
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}
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if (quoteBalance < quoteReserve) {
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uint256 validQuoteOut = DecimalMath.divCeil(
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quoteReserve - quoteBalance,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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quoteBalance = quoteReserve.sub(validQuoteOut);
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_VAULT_.transferQuoteOut(_MAINTAINER_, DecimalMath.mulCeil(validQuoteOut, mtFeeRate));
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}
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require(
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calculateBase0(baseBalance, quoteBalance) >= calculateBase0(baseReserve, quoteReserve),
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"FLASH_LOAN_FAILED"
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);
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_VAULT_.sync();
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}
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function querySellBase(address trader, uint256 payBaseAmount)
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public
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view
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returns (uint256 receiveQuoteAmount, uint256 mtFee)
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{
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 B1 = baseReserve.add(payBaseAmount);
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require(B0 >= B1, "DODO_BASE_BALANCE_NOT_ENOUGH");
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uint256 Q = DODOMath._GeneralIntegrate(B0, B1, baseReserve, _I_, _K_);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulCeil(Q, mtFeeRate);
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receiveQuoteAmount = Q.sub(mtFee).sub(DecimalMath.mulCeil(Q, lpFeeRate));
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return (receiveQuoteAmount, mtFee);
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}
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function querySellQuote(address trader, uint256 payQuoteAmount)
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public
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view
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returns (uint256 receiveBaseAmount, uint256 mtFee)
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{
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 fairAmount = DecimalMath.divFloor(payQuoteAmount, _I_);
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uint256 deltaBase = DODOMath._SolveQuadraticFunctionForTrade(
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B0,
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baseReserve,
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fairAmount,
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false,
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_K_
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);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulCeil(deltaBase, mtFeeRate);
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receiveBaseAmount = deltaBase.sub(mtFee).sub(DecimalMath.mulCeil(deltaBase, lpFeeRate));
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return (receiveBaseAmount, mtFee);
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}
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// 这是一个仅供查询的合约,所有交易都是基于先给input,再输出output的
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// 所以想要买10ETH,这个函数可以给你一个大概的成本,你用这个成本输入,最后能否得到10ETH是要看情况的
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function queryBuyBase(address trader, uint256 receiveBaseAmount)
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public
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view
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returns (uint256 payQuoteAmount)
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{
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 validReceiveBaseAmount = DecimalMath.divCeil(
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receiveBaseAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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require(baseReserve > validReceiveBaseAmount, "DODO_BASE_BALANCE_NOT_ENOUGH");
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 B2 = baseReserve.sub(validReceiveBaseAmount);
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payQuoteAmount = DODOMath._GeneralIntegrate(B0, baseReserve, B2, _I_, _K_);
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return payQuoteAmount;
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}
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function queryBuyQuote(address trader, uint256 receiveQuoteAmount)
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public
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view
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returns (uint256 payBaseAmount)
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{
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 lpFeeRate = _LP_FEE_RATE_MODEL_.getFeeRate(trader);
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uint256 validReceiveQuoteAmount = DecimalMath.divCeil(
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receiveQuoteAmount,
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DecimalMath.ONE.sub(mtFeeRate).sub(lpFeeRate)
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);
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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require(quoteReserve > validReceiveQuoteAmount, "DODO_QUOTE_BALANCE_NOT_ENOUGH");
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 fairAmount = DecimalMath.divFloor(validReceiveQuoteAmount, _I_);
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payBaseAmount = DODOMath._SolveQuadraticFunctionForTrade(
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B0,
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baseReserve,
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fairAmount,
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true,
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_K_
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);
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return payBaseAmount;
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}
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function getMidPrice() public view returns (uint256 midPrice) {
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(uint256 baseReserve, uint256 quoteReserve) = _VAULT_.getVaultReserve();
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uint256 B0 = calculateBase0(baseReserve, quoteReserve);
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uint256 offsetRatio = DecimalMath.ONE.mul(B0).div(baseReserve).mul(B0).div(baseReserve);
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uint256 offset = DecimalMath.ONE.sub(_K_).add(DecimalMath.mulFloor(offsetRatio, _K_));
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return DecimalMath.mulFloor(_I_, offset);
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}
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}
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