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