Files
dodo-contractV2/contracts/helper/UniswapArbitrageur.sol
2020-07-30 13:58:43 +08:00

172 lines
6.0 KiB
Solidity

/*
Copyright 2020 DODO ZOO.
SPDX-License-Identifier: Apache-2.0
*/
pragma solidity 0.6.9;
pragma experimental ABIEncoderV2;
import {Ownable} from "../lib/Ownable.sol";
import {IDODO} from "../intf/IDODO.sol";
import {IERC20} from "../intf/IERC20.sol";
import {SafeERC20} from "../lib/SafeERC20.sol";
import {SafeMath} from "../lib/SafeMath.sol";
interface IUniswapV2Pair {
function token0() external view returns (address);
function token1() external view returns (address);
function getReserves()
external
view
returns (
uint112 reserve0,
uint112 reserve1,
uint32 blockTimestampLast
);
function swap(
uint256 amount0Out,
uint256 amount1Out,
address to,
bytes calldata data
) external;
}
contract UniswapArbitrageur {
using SafeMath for uint256;
using SafeERC20 for IERC20;
address public _UNISWAP_;
address public _DODO_;
address public _BASE_;
address public _QUOTE_;
bool public _REVERSE_; // true if dodo.baseToken=uniswap.token0
uint256 public lastArbitrageProfit;
constructor(address _uniswap, address _dodo) public {
_UNISWAP_ = _uniswap;
_DODO_ = _dodo;
_BASE_ = IDODO(_DODO_)._BASE_TOKEN_();
_QUOTE_ = IDODO(_DODO_)._QUOTE_TOKEN_();
address token0 = IUniswapV2Pair(_UNISWAP_).token0();
address token1 = IUniswapV2Pair(_UNISWAP_).token1();
if (token0 == _BASE_ && token1 == _QUOTE_) {
_REVERSE_ = false;
} else if (token0 == _QUOTE_ && token1 == _BASE_) {
_REVERSE_ = true;
} else {
require(true, "DODO_UNISWAP_NOT_MATCH");
}
IERC20(_BASE_).approve(_DODO_, uint256(-1));
IERC20(_QUOTE_).approve(_DODO_, uint256(-1));
}
function executeBuyArbitrage(uint256 baseAmount) external returns (uint256 quoteProfit) {
IDODO(_DODO_).buyBaseToken(baseAmount, uint256(-1), "0xd");
return lastArbitrageProfit;
}
function executeSellArbitrage(uint256 baseAmount) external returns (uint256 baseProfit) {
IDODO(_DODO_).sellBaseToken(baseAmount, 0, "0xd");
return lastArbitrageProfit;
}
function dodoCall(
bool isDODOBuy,
uint256 baseAmount,
uint256 quoteAmount,
bytes calldata
) external {
require(msg.sender == _DODO_, "WRONG_DODO");
if (_REVERSE_) {
_inverseArbitrage(isDODOBuy, baseAmount, quoteAmount);
} else {
_arbitrage(isDODOBuy, baseAmount, quoteAmount);
}
}
function _inverseArbitrage(
bool isDODOBuy,
uint256 baseAmount,
uint256 quoteAmount
) internal {
(uint112 _reserve0, uint112 _reserve1, ) = IUniswapV2Pair(_UNISWAP_).getReserves();
uint256 token0Balance = uint256(_reserve0);
uint256 token1Balance = uint256(_reserve1);
uint256 token0Amount;
uint256 token1Amount;
if (isDODOBuy) {
IERC20(_BASE_).transfer(_UNISWAP_, baseAmount);
// transfer token1 into uniswap
uint256 newToken0Balance = token0Balance.mul(token1Balance).div(
token1Balance.add(baseAmount)
);
token0Amount = token0Balance.sub(newToken0Balance).mul(9969).div(10000); // mul 0.9969
require(token0Amount > quoteAmount, "NOT_PROFITABLE");
lastArbitrageProfit = token0Amount.sub(quoteAmount);
IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
IERC20(_QUOTE_).transfer(tx.origin, lastArbitrageProfit);
} else {
IERC20(_QUOTE_).transfer(_UNISWAP_, quoteAmount);
// transfer token0 into uniswap
uint256 newToken1Balance = token0Balance.mul(token1Balance).div(
token0Balance.add(quoteAmount)
);
token1Amount = token1Balance.sub(newToken1Balance).mul(9969).div(10000); // mul 0.9969
require(token1Amount > baseAmount, "NOT_PROFITABLE");
lastArbitrageProfit = token1Amount.sub(baseAmount);
IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
IERC20(_BASE_).transfer(tx.origin, lastArbitrageProfit);
}
}
function _arbitrage(
bool isDODOBuy,
uint256 baseAmount,
uint256 quoteAmount
) internal {
(uint112 _reserve0, uint112 _reserve1, ) = IUniswapV2Pair(_UNISWAP_).getReserves();
uint256 token0Balance = uint256(_reserve0);
uint256 token1Balance = uint256(_reserve1);
uint256 token0Amount;
uint256 token1Amount;
if (isDODOBuy) {
IERC20(_BASE_).transfer(_UNISWAP_, baseAmount);
// transfer token0 into uniswap
uint256 newToken1Balance = token1Balance.mul(token0Balance).div(
token0Balance.add(baseAmount)
);
token1Amount = token1Balance.sub(newToken1Balance).mul(9969).div(10000); // mul 0.9969
require(token1Amount > quoteAmount, "NOT_PROFITABLE");
lastArbitrageProfit = token1Amount.sub(quoteAmount);
IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
IERC20(_QUOTE_).transfer(tx.origin, lastArbitrageProfit);
} else {
IERC20(_QUOTE_).transfer(_UNISWAP_, quoteAmount);
// transfer token1 into uniswap
uint256 newToken0Balance = token1Balance.mul(token0Balance).div(
token1Balance.add(quoteAmount)
);
token0Amount = token0Balance.sub(newToken0Balance).mul(9969).div(10000); // mul 0.9969
require(token0Amount > baseAmount, "NOT_PROFITABLE");
lastArbitrageProfit = token0Amount.sub(baseAmount);
IUniswapV2Pair(_UNISWAP_).swap(token0Amount, token1Amount, address(this), "");
IERC20(_BASE_).transfer(tx.origin, lastArbitrageProfit);
}
}
function retrieve(address token, uint256 amount) external {
IERC20(token).safeTransfer(msg.sender, amount);
}
}