181 lines
5.6 KiB
Solidity
181 lines
5.6 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 {DVMVault} from "./DVMVault.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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import {PMMPricing} from "../../lib/PMMPricing.sol";
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contract DVMTrader is DVMVault {
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using SafeMath for uint256;
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// ============ Events ============
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event DODOSwap(
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address fromToken,
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address toToken,
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uint256 fromAmount,
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uint256 toAmount,
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address trader,
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address receiver
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);
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event DODOFlashLoan(
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address borrower,
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address assetTo,
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uint256 baseAmount,
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uint256 quoteAmount
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);
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// ============ Trade Functions ============
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function sellBase(address to)
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external
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preventReentrant
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returns (uint256 receiveQuoteAmount)
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{
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uint256 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
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uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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uint256 mtFee;
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(receiveQuoteAmount, mtFee) = querySellBase(tx.origin, baseInput);
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_transferQuoteOut(to, receiveQuoteAmount);
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_transferQuoteOut(_MAINTAINER_, mtFee);
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_setReserve(baseBalance, _QUOTE_TOKEN_.balanceOf(address(this)));
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emit DODOSwap(
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address(_BASE_TOKEN_),
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address(_QUOTE_TOKEN_),
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baseInput,
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receiveQuoteAmount,
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msg.sender,
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to
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);
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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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returns (uint256 receiveBaseAmount)
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{
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uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
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uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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uint256 mtFee;
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(receiveBaseAmount, mtFee) = querySellQuote(tx.origin, quoteInput);
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_transferBaseOut(to, receiveBaseAmount);
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_transferBaseOut(_MAINTAINER_, mtFee);
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_setReserve(_BASE_TOKEN_.balanceOf(address(this)), quoteBalance);
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emit DODOSwap(
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address(_QUOTE_TOKEN_),
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address(_BASE_TOKEN_),
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quoteInput,
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receiveBaseAmount,
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msg.sender,
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to
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);
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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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_transferBaseOut(assetTo, baseAmount);
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_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 baseBalance = _BASE_TOKEN_.balanceOf(address(this));
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uint256 quoteBalance = _QUOTE_TOKEN_.balanceOf(address(this));
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// no input -> pure loss
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require(
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baseBalance >= _BASE_RESERVE_ || quoteBalance >= _QUOTE_RESERVE_,
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"FLASH_LOAN_FAILED"
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);
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// sell quote
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if (baseBalance < _BASE_RESERVE_) {
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uint256 quoteInput = quoteBalance.sub(uint256(_QUOTE_RESERVE_));
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(uint256 receiveBaseAmount, uint256 mtFee) = querySellQuote(tx.origin, quoteInput);
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require(uint256(_BASE_RESERVE_).sub(baseBalance) <= receiveBaseAmount, "FLASH_LOAN_FAILED");
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_transferBaseOut(_MAINTAINER_, mtFee);
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emit DODOSwap(
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address(_QUOTE_TOKEN_),
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address(_BASE_TOKEN_),
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quoteInput,
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receiveBaseAmount,
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msg.sender,
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assetTo
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);
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}
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// sell base
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if (quoteBalance < _QUOTE_RESERVE_) {
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uint256 baseInput = baseBalance.sub(uint256(_BASE_RESERVE_));
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(uint256 receiveQuoteAmount, uint256 mtFee) = querySellBase(tx.origin, baseInput);
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require(uint256(_QUOTE_RESERVE_).sub(quoteBalance) <= receiveQuoteAmount, "FLASH_LOAN_FAILED");
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_transferQuoteOut(_MAINTAINER_, mtFee);
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emit DODOSwap(
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address(_BASE_TOKEN_),
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address(_QUOTE_TOKEN_),
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baseInput,
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receiveQuoteAmount,
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msg.sender,
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assetTo
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);
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}
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_sync();
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emit DODOFlashLoan(msg.sender, assetTo, baseAmount, quoteAmount);
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}
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// ============ Query Functions ============
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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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(receiveQuoteAmount, ) = PMMPricing.sellBaseToken(getPMMState(), payBaseAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveQuoteAmount, mtFeeRate);
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receiveQuoteAmount = receiveQuoteAmount
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.sub(DecimalMath.mulFloor(receiveQuoteAmount, lpFeeRate))
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.sub(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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(receiveBaseAmount, ) = PMMPricing.sellQuoteToken(getPMMState(), payQuoteAmount);
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uint256 lpFeeRate = _LP_FEE_RATE_;
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uint256 mtFeeRate = _MT_FEE_RATE_MODEL_.getFeeRate(trader);
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mtFee = DecimalMath.mulFloor(receiveBaseAmount, mtFeeRate);
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receiveBaseAmount = receiveBaseAmount
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.sub(DecimalMath.mulFloor(receiveBaseAmount, lpFeeRate))
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.sub(mtFee);
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}
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}
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