// SPDX-License-Identifier: BUSL-1.1
// File: @openzeppelin/contracts/math/SafeMath.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Wrappers over Solidity's arithmetic operations with added overflow
* checks.
*
* Arithmetic operations in Solidity wrap on overflow. This can easily result
* in bugs, because programmers usually assume that an overflow raises an
* error, which is the standard behavior in high level programming languages.
* `SafeMath` restores this intuition by reverting the transaction when an
* operation overflows.
*
* Using this library instead of the unchecked operations eliminates an entire
* class of bugs, so it's recommended to use it always.
*/
library SafeMath {
/**
* @dev Returns the addition of two unsigned integers, with an overflow flag.
*
* _Available since v3.4._
*/
function tryAdd(uint256 a, uint256 b) internal pure returns (bool, uint256) {
uint256 c = a + b;
if (c < a) return (false, 0);
return (true, c);
}
/**
* @dev Returns the substraction of two unsigned integers, with an overflow flag.
*
* _Available since v3.4._
*/
function trySub(uint256 a, uint256 b) internal pure returns (bool, uint256) {
if (b > a) return (false, 0);
return (true, a - b);
}
/**
* @dev Returns the multiplication of two unsigned integers, with an overflow flag.
*
* _Available since v3.4._
*/
function tryMul(uint256 a, uint256 b) internal pure returns (bool, uint256) {
// Gas optimization: this is cheaper than requiring 'a' not being zero, but the
// benefit is lost if 'b' is also tested.
// See: https://github.com/OpenZeppelin/openzeppelin-contracts/pull/522
if (a == 0) return (true, 0);
uint256 c = a * b;
if (c / a != b) return (false, 0);
return (true, c);
}
/**
* @dev Returns the division of two unsigned integers, with a division by zero flag.
*
* _Available since v3.4._
*/
function tryDiv(uint256 a, uint256 b) internal pure returns (bool, uint256) {
if (b == 0) return (false, 0);
return (true, a / b);
}
/**
* @dev Returns the remainder of dividing two unsigned integers, with a division by zero flag.
*
* _Available since v3.4._
*/
function tryMod(uint256 a, uint256 b) internal pure returns (bool, uint256) {
if (b == 0) return (false, 0);
return (true, a % b);
}
/**
* @dev Returns the addition of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `+` operator.
*
* Requirements:
*
* - Addition cannot overflow.
*/
function add(uint256 a, uint256 b) internal pure returns (uint256) {
uint256 c = a + b;
require(c >= a, "SafeMath: addition overflow");
return c;
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting on
* overflow (when the result is negative).
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b) internal pure returns (uint256) {
require(b <= a, "SafeMath: subtraction overflow");
return a - b;
}
/**
* @dev Returns the multiplication of two unsigned integers, reverting on
* overflow.
*
* Counterpart to Solidity's `*` operator.
*
* Requirements:
*
* - Multiplication cannot overflow.
*/
function mul(uint256 a, uint256 b) internal pure returns (uint256) {
if (a == 0) return 0;
uint256 c = a * b;
require(c / a == b, "SafeMath: multiplication overflow");
return c;
}
/**
* @dev Returns the integer division of two unsigned integers, reverting on
* division by zero. The result is rounded towards zero.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b) internal pure returns (uint256) {
require(b > 0, "SafeMath: division by zero");
return a / b;
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* reverting when dividing by zero.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b) internal pure returns (uint256) {
require(b > 0, "SafeMath: modulo by zero");
return a % b;
}
/**
* @dev Returns the subtraction of two unsigned integers, reverting with custom message on
* overflow (when the result is negative).
*
* CAUTION: This function is deprecated because it requires allocating memory for the error
* message unnecessarily. For custom revert reasons use {trySub}.
*
* Counterpart to Solidity's `-` operator.
*
* Requirements:
*
* - Subtraction cannot overflow.
*/
function sub(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b <= a, errorMessage);
return a - b;
}
/**
* @dev Returns the integer division of two unsigned integers, reverting with custom message on
* division by zero. The result is rounded towards zero.
*
* CAUTION: This function is deprecated because it requires allocating memory for the error
* message unnecessarily. For custom revert reasons use {tryDiv}.
*
* Counterpart to Solidity's `/` operator. Note: this function uses a
* `revert` opcode (which leaves remaining gas untouched) while Solidity
* uses an invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function div(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b > 0, errorMessage);
return a / b;
}
/**
* @dev Returns the remainder of dividing two unsigned integers. (unsigned integer modulo),
* reverting with custom message when dividing by zero.
*
* CAUTION: This function is deprecated because it requires allocating memory for the error
* message unnecessarily. For custom revert reasons use {tryMod}.
*
* Counterpart to Solidity's `%` operator. This function uses a `revert`
* opcode (which leaves remaining gas untouched) while Solidity uses an
* invalid opcode to revert (consuming all remaining gas).
*
* Requirements:
*
* - The divisor cannot be zero.
*/
function mod(uint256 a, uint256 b, string memory errorMessage) internal pure returns (uint256) {
require(b > 0, errorMessage);
return a % b;
}
}
// File: @openzeppelin/contracts/math/Math.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Standard math utilities missing in the Solidity language.
*/
library Math {
/**
* @dev Returns the largest of two numbers.
*/
function max(uint256 a, uint256 b) internal pure returns (uint256) {
return a >= b ? a : b;
}
/**
* @dev Returns the smallest of two numbers.
*/
function min(uint256 a, uint256 b) internal pure returns (uint256) {
return a < b ? a : b;
}
/**
* @dev Returns the average of two numbers. The result is rounded towards
* zero.
*/
function average(uint256 a, uint256 b) internal pure returns (uint256) {
// (a + b) / 2 can overflow, so we distribute
return (a / 2) + (b / 2) + ((a % 2 + b % 2) / 2);
}
}
// File: @openzeppelin/contracts/utils/ReentrancyGuard.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Contract module that helps prevent reentrant calls to a function.
*
* Inheriting from `ReentrancyGuard` will make the {nonReentrant} modifier
* available, which can be applied to functions to make sure there are no nested
* (reentrant) calls to them.
*
* Note that because there is a single `nonReentrant` guard, functions marked as
* `nonReentrant` may not call one another. This can be worked around by making
* those functions `private`, and then adding `external` `nonReentrant` entry
* points to them.
*
* TIP: If you would like to learn more about reentrancy and alternative ways
* to protect against it, check out our blog post
* https://blog.openzeppelin.com/reentrancy-after-istanbul/[Reentrancy After Istanbul].
*/
abstract contract ReentrancyGuard {
// Booleans are more expensive than uint256 or any type that takes up a full
// word because each write operation emits an extra SLOAD to first read the
// slot's contents, replace the bits taken up by the boolean, and then write
// back. This is the compiler's defense against contract upgrades and
// pointer aliasing, and it cannot be disabled.
// The values being non-zero value makes deployment a bit more expensive,
// but in exchange the refund on every call to nonReentrant will be lower in
// amount. Since refunds are capped to a percentage of the total
// transaction's gas, it is best to keep them low in cases like this one, to
// increase the likelihood of the full refund coming into effect.
uint256 private constant _NOT_ENTERED = 1;
uint256 private constant _ENTERED = 2;
uint256 private _status;
constructor () internal {
_status = _NOT_ENTERED;
}
/**
* @dev Prevents a contract from calling itself, directly or indirectly.
* Calling a `nonReentrant` function from another `nonReentrant`
* function is not supported. It is possible to prevent this from happening
* by making the `nonReentrant` function external, and make it call a
* `private` function that does the actual work.
*/
modifier nonReentrant() {
// On the first call to nonReentrant, _notEntered will be true
require(_status != _ENTERED, "ReentrancyGuard: reentrant call");
// Any calls to nonReentrant after this point will fail
_status = _ENTERED;
_;
// By storing the original value once again, a refund is triggered (see
// https://eips.ethereum.org/EIPS/eip-2200)
_status = _NOT_ENTERED;
}
}
// File: @openzeppelin/contracts/token/ERC20/IERC20.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Interface of the ERC20 standard as defined in the EIP.
*/
interface IERC20 {
/**
* @dev Returns the amount of tokens in existence.
*/
function totalSupply() external view returns (uint256);
/**
* @dev Returns the amount of tokens owned by `account`.
*/
function balanceOf(address account) external view returns (uint256);
/**
* @dev Moves `amount` tokens from the caller's account to `recipient`.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transfer(address recipient, uint256 amount) external returns (bool);
/**
* @dev Returns the remaining number of tokens that `spender` will be
* allowed to spend on behalf of `owner` through {transferFrom}. This is
* zero by default.
*
* This value changes when {approve} or {transferFrom} are called.
*/
function allowance(address owner, address spender) external view returns (uint256);
/**
* @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* IMPORTANT: Beware that changing an allowance with this method brings the risk
* that someone may use both the old and the new allowance by unfortunate
* transaction ordering. One possible solution to mitigate this race
* condition is to first reduce the spender's allowance to 0 and set the
* desired value afterwards:
* https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
*
* Emits an {Approval} event.
*/
function approve(address spender, uint256 amount) external returns (bool);
/**
* @dev Moves `amount` tokens from `sender` to `recipient` using the
* allowance mechanism. `amount` is then deducted from the caller's
* allowance.
*
* Returns a boolean value indicating whether the operation succeeded.
*
* Emits a {Transfer} event.
*/
function transferFrom(address sender, address recipient, uint256 amount) external returns (bool);
/**
* @dev Emitted when `value` tokens are moved from one account (`from`) to
* another (`to`).
*
* Note that `value` may be zero.
*/
event Transfer(address indexed from, address indexed to, uint256 value);
/**
* @dev Emitted when the allowance of a `spender` for an `owner` is set by
* a call to {approve}. `value` is the new allowance.
*/
event Approval(address indexed owner, address indexed spender, uint256 value);
}
// File: @openzeppelin/contracts/utils/Address.sol
pragma solidity >=0.6.2 <0.8.0;
/**
* @dev Collection of functions related to the address type
*/
library Address {
/**
* @dev Returns true if `account` is a contract.
*
* [IMPORTANT]
* ====
* It is unsafe to assume that an address for which this function returns
* false is an externally-owned account (EOA) and not a contract.
*
* Among others, `isContract` will return false for the following
* types of addresses:
*
* - an externally-owned account
* - a contract in construction
* - an address where a contract will be created
* - an address where a contract lived, but was destroyed
* ====
*/
function isContract(address account) internal view returns (bool) {
// This method relies on extcodesize, which returns 0 for contracts in
// construction, since the code is only stored at the end of the
// constructor execution.
uint256 size;
// solhint-disable-next-line no-inline-assembly
assembly { size := extcodesize(account) }
return size > 0;
}
/**
* @dev Replacement for Solidity's `transfer`: sends `amount` wei to
* `recipient`, forwarding all available gas and reverting on errors.
*
* https://eips.ethereum.org/EIPS/eip-1884[EIP1884] increases the gas cost
* of certain opcodes, possibly making contracts go over the 2300 gas limit
* imposed by `transfer`, making them unable to receive funds via
* `transfer`. {sendValue} removes this limitation.
*
* https://diligence.consensys.net/posts/2019/09/stop-using-soliditys-transfer-now/[Learn more].
*
* IMPORTANT: because control is transferred to `recipient`, care must be
* taken to not create reentrancy vulnerabilities. Consider using
* {ReentrancyGuard} or the
* https://solidity.readthedocs.io/en/v0.5.11/security-considerations.html#use-the-checks-effects-interactions-pattern[checks-effects-interactions pattern].
*/
function sendValue(address payable recipient, uint256 amount) internal {
require(address(this).balance >= amount, "Address: insufficient balance");
// solhint-disable-next-line avoid-low-level-calls, avoid-call-value
(bool success, ) = recipient.call{ value: amount }("");
require(success, "Address: unable to send value, recipient may have reverted");
}
/**
* @dev Performs a Solidity function call using a low level `call`. A
* plain`call` is an unsafe replacement for a function call: use this
* function instead.
*
* If `target` reverts with a revert reason, it is bubbled up by this
* function (like regular Solidity function calls).
*
* Returns the raw returned data. To convert to the expected return value,
* use https://solidity.readthedocs.io/en/latest/units-and-global-variables.html?highlight=abi.decode#abi-encoding-and-decoding-functions[`abi.decode`].
*
* Requirements:
*
* - `target` must be a contract.
* - calling `target` with `data` must not revert.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data) internal returns (bytes memory) {
return functionCall(target, data, "Address: low-level call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`], but with
* `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
return functionCallWithValue(target, data, 0, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but also transferring `value` wei to `target`.
*
* Requirements:
*
* - the calling contract must have an ETH balance of at least `value`.
* - the called Solidity function must be `payable`.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value) internal returns (bytes memory) {
return functionCallWithValue(target, data, value, "Address: low-level call with value failed");
}
/**
* @dev Same as {xref-Address-functionCallWithValue-address-bytes-uint256-}[`functionCallWithValue`], but
* with `errorMessage` as a fallback revert reason when `target` reverts.
*
* _Available since v3.1._
*/
function functionCallWithValue(address target, bytes memory data, uint256 value, string memory errorMessage) internal returns (bytes memory) {
require(address(this).balance >= value, "Address: insufficient balance for call");
require(isContract(target), "Address: call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.call{ value: value }(data);
return _verifyCallResult(success, returndata, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data) internal view returns (bytes memory) {
return functionStaticCall(target, data, "Address: low-level static call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
* but performing a static call.
*
* _Available since v3.3._
*/
function functionStaticCall(address target, bytes memory data, string memory errorMessage) internal view returns (bytes memory) {
require(isContract(target), "Address: static call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.staticcall(data);
return _verifyCallResult(success, returndata, errorMessage);
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-}[`functionCall`],
* but performing a delegate call.
*
* _Available since v3.4._
*/
function functionDelegateCall(address target, bytes memory data) internal returns (bytes memory) {
return functionDelegateCall(target, data, "Address: low-level delegate call failed");
}
/**
* @dev Same as {xref-Address-functionCall-address-bytes-string-}[`functionCall`],
* but performing a delegate call.
*
* _Available since v3.4._
*/
function functionDelegateCall(address target, bytes memory data, string memory errorMessage) internal returns (bytes memory) {
require(isContract(target), "Address: delegate call to non-contract");
// solhint-disable-next-line avoid-low-level-calls
(bool success, bytes memory returndata) = target.delegatecall(data);
return _verifyCallResult(success, returndata, errorMessage);
}
function _verifyCallResult(bool success, bytes memory returndata, string memory errorMessage) private pure returns(bytes memory) {
if (success) {
return returndata;
} else {
// Look for revert reason and bubble it up if present
if (returndata.length > 0) {
// The easiest way to bubble the revert reason is using memory via assembly
// solhint-disable-next-line no-inline-assembly
assembly {
let returndata_size := mload(returndata)
revert(add(32, returndata), returndata_size)
}
} else {
revert(errorMessage);
}
}
}
}
// File: @openzeppelin/contracts/token/ERC20/SafeERC20.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @title SafeERC20
* @dev Wrappers around ERC20 operations that throw on failure (when the token
* contract returns false). Tokens that return no value (and instead revert or
* throw on failure) are also supported, non-reverting calls are assumed to be
* successful.
* To use this library you can add a `using SafeERC20 for IERC20;` statement to your contract,
* which allows you to call the safe operations as `token.safeTransfer(...)`, etc.
*/
library SafeERC20 {
using SafeMath for uint256;
using Address for address;
function safeTransfer(IERC20 token, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transfer.selector, to, value));
}
function safeTransferFrom(IERC20 token, address from, address to, uint256 value) internal {
_callOptionalReturn(token, abi.encodeWithSelector(token.transferFrom.selector, from, to, value));
}
/**
* @dev Deprecated. This function has issues similar to the ones found in
* {IERC20-approve}, and its usage is discouraged.
*
* Whenever possible, use {safeIncreaseAllowance} and
* {safeDecreaseAllowance} instead.
*/
function safeApprove(IERC20 token, address spender, uint256 value) internal {
// safeApprove should only be called when setting an initial allowance,
// or when resetting it to zero. To increase and decrease it, use
// 'safeIncreaseAllowance' and 'safeDecreaseAllowance'
// solhint-disable-next-line max-line-length
require((value == 0) || (token.allowance(address(this), spender) == 0),
"SafeERC20: approve from non-zero to non-zero allowance"
);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, value));
}
function safeIncreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).add(value);
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
function safeDecreaseAllowance(IERC20 token, address spender, uint256 value) internal {
uint256 newAllowance = token.allowance(address(this), spender).sub(value, "SafeERC20: decreased allowance below zero");
_callOptionalReturn(token, abi.encodeWithSelector(token.approve.selector, spender, newAllowance));
}
/**
* @dev Imitates a Solidity high-level call (i.e. a regular function call to a contract), relaxing the requirement
* on the return value: the return value is optional (but if data is returned, it must not be false).
* @param token The token targeted by the call.
* @param data The call data (encoded using abi.encode or one of its variants).
*/
function _callOptionalReturn(IERC20 token, bytes memory data) private {
// We need to perform a low level call here, to bypass Solidity's return data size checking mechanism, since
// we're implementing it ourselves. We use {Address.functionCall} to perform this call, which verifies that
// the target address contains contract code and also asserts for success in the low-level call.
bytes memory returndata = address(token).functionCall(data, "SafeERC20: low-level call failed");
if (returndata.length > 0) { // Return data is optional
// solhint-disable-next-line max-line-length
require(abi.decode(returndata, (bool)), "SafeERC20: ERC20 operation did not succeed");
}
}
}
// File: contracts/libraries/MathExt.sol
pragma solidity 0.6.12;
library MathExt {
using SafeMath for uint256;
uint256 public constant PRECISION = (10**18);
/// @dev Returns x*y in precision
function mulInPrecision(uint256 x, uint256 y) internal pure returns (uint256) {
return x.mul(y) / PRECISION;
}
/// @dev source: dsMath
/// @param xInPrecision should be < PRECISION, so this can not overflow
/// @return zInPrecision = (x/PRECISION) ^k * PRECISION
function unsafePowInPrecision(uint256 xInPrecision, uint256 k)
internal
pure
returns (uint256 zInPrecision)
{
require(xInPrecision <= PRECISION, "MathExt: x > PRECISION");
zInPrecision = k % 2 != 0 ? xInPrecision : PRECISION;
for (k /= 2; k != 0; k /= 2) {
xInPrecision = (xInPrecision * xInPrecision) / PRECISION;
if (k % 2 != 0) {
zInPrecision = (zInPrecision * xInPrecision) / PRECISION;
}
}
}
// babylonian method (https://en.wikipedia.org/wiki/Methods_of_computing_square_roots#Babylonian_method)
function sqrt(uint256 y) internal pure returns (uint256 z) {
if (y > 3) {
z = y;
uint256 x = y / 2 + 1;
while (x < z) {
z = x;
x = (y / x + x) / 2;
}
} else if (y != 0) {
z = 1;
}
}
}
// File: contracts/libraries/FeeFomula.sol
pragma solidity 0.6.12;
library FeeFomula {
using SafeMath for uint256;
using MathExt for uint256;
uint256 private constant PRECISION = 10**18;
uint256 private constant R0 = 1477405064814996100; // 1.4774050648149961
uint256 private constant C0 = (60 * PRECISION) / 10000;
uint256 private constant A = uint256(PRECISION * 20000) / 27;
uint256 private constant B = uint256(PRECISION * 250) / 9;
uint256 private constant C1 = uint256(PRECISION * 985) / 27;
uint256 private constant U = (120 * PRECISION) / 100;
uint256 private constant G = (836 * PRECISION) / 1000;
uint256 private constant F = 5 * PRECISION;
uint256 private constant L = (2 * PRECISION) / 10000;
// C2 = 25 * PRECISION - (F * (PRECISION - G)**2) / ((PRECISION - G)**2 + L * PRECISION)
uint256 private constant C2 = 20036905816356657810;
/// @dev calculate fee from rFactorInPrecision, see section 3.2 in dmmSwap white paper
/// @dev fee in [15, 60] bps
/// @return fee percentage in Precision
function getFee(uint256 rFactorInPrecision) internal pure returns (uint256) {
if (rFactorInPrecision >= R0) {
return C0;
} else if (rFactorInPrecision >= PRECISION) {
// C1 + A * (r-U)^3 + b * (r -U)
if (rFactorInPrecision > U) {
uint256 tmp = rFactorInPrecision - U;
uint256 tmp3 = tmp.unsafePowInPrecision(3);
return (C1.add(A.mulInPrecision(tmp3)).add(B.mulInPrecision(tmp))) / 10000;
} else {
uint256 tmp = U - rFactorInPrecision;
uint256 tmp3 = tmp.unsafePowInPrecision(3);
return C1.sub(A.mulInPrecision(tmp3)).sub(B.mulInPrecision(tmp)) / 10000;
}
} else {
// [ C2 + sign(r - G) * F * (r-G) ^2 / (L + (r-G) ^2) ] / 10000
uint256 tmp = (
rFactorInPrecision > G ? (rFactorInPrecision - G) : (G - rFactorInPrecision)
);
tmp = tmp.unsafePowInPrecision(2);
uint256 tmp2 = F.mul(tmp).div(tmp.add(L));
if (rFactorInPrecision > G) {
return C2.add(tmp2) / 10000;
} else {
return C2.sub(tmp2) / 10000;
}
}
}
}
// File: @openzeppelin/contracts/utils/Context.sol
pragma solidity >=0.6.0 <0.8.0;
/*
* @dev Provides information about the current execution context, including the
* sender of the transaction and its data. While these are generally available
* via msg.sender and msg.data, they should not be accessed in such a direct
* manner, since when dealing with GSN meta-transactions the account sending and
* paying for execution may not be the actual sender (as far as an application
* is concerned).
*
* This contract is only required for intermediate, library-like contracts.
*/
abstract contract Context {
function _msgSender() internal view virtual returns (address payable) {
return msg.sender;
}
function _msgData() internal view virtual returns (bytes memory) {
this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
return msg.data;
}
}
// File: @openzeppelin/contracts/token/ERC20/ERC20.sol
pragma solidity >=0.6.0 <0.8.0;
/**
* @dev Implementation of the {IERC20} interface.
*
* This implementation is agnostic to the way tokens are created. This means
* that a supply mechanism has to be added in a derived contract using {_mint}.
* For a generic mechanism see {ERC20PresetMinterPauser}.
*
* TIP: For a detailed writeup see our guide
* https://forum.zeppelin.solutions/t/how-to-implement-erc20-supply-mechanisms/226[How
* to implement supply mechanisms].
*
* We have followed general OpenZeppelin guidelines: functions revert instead
* of returning `false` on failure. This behavior is nonetheless conventional
* and does not conflict with the expectations of ERC20 applications.
*
* Additionally, an {Approval} event is emitted on calls to {transferFrom}.
* This allows applications to reconstruct the allowance for all accounts just
* by listening to said events. Other implementations of the EIP may not emit
* these events, as it isn't required by the specification.
*
* Finally, the non-standard {decreaseAllowance} and {increaseAllowance}
* functions have been added to mitigate the well-known issues around setting
* allowances. See {IERC20-approve}.
*/
contract ERC20 is Context, IERC20 {
using SafeMath for uint256;
mapping (address => uint256) private _balances;
mapping (address => mapping (address => uint256)) private _allowances;
uint256 private _totalSupply;
string private _name;
string private _symbol;
uint8 private _decimals;
/**
* @dev Sets the values for {name} and {symbol}, initializes {decimals} with
* a default value of 18.
*
* To select a different value for {decimals}, use {_setupDecimals}.
*
* All three of these values are immutable: they can only be set once during
* construction.
*/
constructor (string memory name_, string memory symbol_) public {
_name = name_;
_symbol = symbol_;
_decimals = 18;
}
/**
* @dev Returns the name of the token.
*/
function name() public view virtual returns (string memory) {
return _name;
}
/**
* @dev Returns the symbol of the token, usually a shorter version of the
* name.
*/
function symbol() public view virtual returns (string memory) {
return _symbol;
}
/**
* @dev Returns the number of decimals used to get its user representation.
* For example, if `decimals` equals `2`, a balance of `505` tokens should
* be displayed to a user as `5,05` (`505 / 10 ** 2`).
*
* Tokens usually opt for a value of 18, imitating the relationship between
* Ether and Wei. This is the value {ERC20} uses, unless {_setupDecimals} is
* called.
*
* NOTE: This information is only used for _display_ purposes: it in
* no way affects any of the arithmetic of the contract, including
* {IERC20-balanceOf} and {IERC20-transfer}.
*/
function decimals() public view virtual returns (uint8) {
return _decimals;
}
/**
* @dev See {IERC20-totalSupply}.
*/
function totalSupply() public view virtual override returns (uint256) {
return _totalSupply;
}
/**
* @dev See {IERC20-balanceOf}.
*/
function balanceOf(address account) public view virtual override returns (uint256) {
return _balances[account];
}
/**
* @dev See {IERC20-transfer}.
*
* Requirements:
*
* - `recipient` cannot be the zero address.
* - the caller must have a balance of at least `amount`.
*/
function transfer(address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(_msgSender(), recipient, amount);
return true;
}
/**
* @dev See {IERC20-allowance}.
*/
function allowance(address owner, address spender) public view virtual override returns (uint256) {
return _allowances[owner][spender];
}
/**
* @dev See {IERC20-approve}.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function approve(address spender, uint256 amount) public virtual override returns (bool) {
_approve(_msgSender(), spender, amount);
return true;
}
/**
* @dev See {IERC20-transferFrom}.
*
* Emits an {Approval} event indicating the updated allowance. This is not
* required by the EIP. See the note at the beginning of {ERC20}.
*
* Requirements:
*
* - `sender` and `recipient` cannot be the zero address.
* - `sender` must have a balance of at least `amount`.
* - the caller must have allowance for ``sender``'s tokens of at least
* `amount`.
*/
function transferFrom(address sender, address recipient, uint256 amount) public virtual override returns (bool) {
_transfer(sender, recipient, amount);
_approve(sender, _msgSender(), _allowances[sender][_msgSender()].sub(amount, "ERC20: transfer amount exceeds allowance"));
return true;
}
/**
* @dev Atomically increases the allowance granted to `spender` by the caller.
*
* This is an alternative to {approve} that can be used as a mitigation for
* problems described in {IERC20-approve}.
*
* Emits an {Approval} event indicating the updated allowance.
*
* Requirements:
*
* - `spender` cannot be the zero address.
*/
function increaseAllowance(address spender, uint256 addedValue) public virtual returns (bool) {
_approve(_msgSender(), spender, _allowances[_msgSender()][spender].add(addedValue));
return true;
}
/**
* @dev Atomically decreases the allowance granted to `spender` by the caller.
*
* This is an alternative to {approve} that can be used as a mitigation for
* problems described in {IERC20-approve}.
*
* Emits an {Approval} event indicating the updated allowance.
*
* Requirements:
*
* - `spender` cannot be the zero address.
* - `spender` must have allowance for the caller of at least
* `subtractedValue`.
*/
function decreaseAllowance(address spender, uint256 subtractedValue) public virtual returns (bool) {
_approve(_msgSender(), spender, _allowances[_msgSender()][spender].sub(subtractedValue, "ERC20: decreased allowance below zero"));
return true;
}
/**
* @dev Moves tokens `amount` from `sender` to `recipient`.
*
* This is internal function is equivalent to {transfer}, and can be used to
* e.g. implement automatic token fees, slashing mechanisms, etc.
*
* Emits a {Transfer} event.
*
* Requirements:
*
* - `sender` cannot be the zero address.
* - `recipient` cannot be the zero address.
* - `sender` must have a balance of at least `amount`.
*/
function _transfer(address sender, address recipient, uint256 amount) internal virtual {
require(sender != address(0), "ERC20: transfer from the zero address");
require(recipient != address(0), "ERC20: transfer to the zero address");
_beforeTokenTransfer(sender, recipient, amount);
_balances[sender] = _balances[sender].sub(amount, "ERC20: transfer amount exceeds balance");
_balances[recipient] = _balances[recipient].add(amount);
emit Transfer(sender, recipient, amount);
}
/** @dev Creates `amount` tokens and assigns them to `account`, increasing
* the total supply.
*
* Emits a {Transfer} event with `from` set to the zero address.
*
* Requirements:
*
* - `to` cannot be the zero address.
*/
function _mint(address account, uint256 amount) internal virtual {
require(account != address(0), "ERC20: mint to the zero address");
_beforeTokenTransfer(address(0), account, amount);
_totalSupply = _totalSupply.add(amount);
_balances[account] = _balances[account].add(amount);
emit Transfer(address(0), account, amount);
}
/**
* @dev Destroys `amount` tokens from `account`, reducing the
* total supply.
*
* Emits a {Transfer} event with `to` set to the zero address.
*
* Requirements:
*
* - `account` cannot be the zero address.
* - `account` must have at least `amount` tokens.
*/
function _burn(address account, uint256 amount) internal virtual {
require(account != address(0), "ERC20: burn from the zero address");
_beforeTokenTransfer(account, address(0), amount);
_balances[account] = _balances[account].sub(amount, "ERC20: burn amount exceeds balance");
_totalSupply = _totalSupply.sub(amount);
emit Transfer(account, address(0), amount);
}
/**
* @dev Sets `amount` as the allowance of `spender` over the `owner` s tokens.
*
* This internal function is equivalent to `approve`, and can be used to
* e.g. set automatic allowances for certain subsystems, etc.
*
* Emits an {Approval} event.
*
* Requirements:
*
* - `owner` cannot be the zero address.
* - `spender` cannot be the zero address.
*/
function _approve(address owner, address spender, uint256 amount) internal virtual {
require(owner != address(0), "ERC20: approve from the zero address");
require(spender != address(0), "ERC20: approve to the zero address");
_allowances[owner][spender] = amount;
emit Approval(owner, spender, amount);
}
/**
* @dev Sets {decimals} to a value other than the default one of 18.
*
* WARNING: This function should only be called from the constructor. Most
* applications that interact with token contracts will not expect
* {decimals} to ever change, and may work incorrectly if it does.
*/
function _setupDecimals(uint8 decimals_) internal virtual {
_decimals = decimals_;
}
/**
* @dev Hook that is called before any transfer of tokens. This includes
* minting and burning.
*
* Calling conditions:
*
* - when `from` and `to` are both non-zero, `amount` of ``from``'s tokens
* will be to transferred to `to`.
* - when `from` is zero, `amount` tokens will be minted for `to`.
* - when `to` is zero, `amount` of ``from``'s tokens will be burned.
* - `from` and `to` are never both zero.
*
* To learn more about hooks, head to xref:ROOT:extending-contracts.adoc#using-hooks[Using Hooks].
*/
function _beforeTokenTransfer(address from, address to, uint256 amount) internal virtual { }
}
// File: contracts/interfaces/IERC20Permit.sol
pragma solidity 0.6.12;
interface IERC20Permit is IERC20 {
function permit(
address owner,
address spender,
uint256 value,
uint256 deadline,
uint8 v,
bytes32 r,
bytes32 s
) external;
}
// File: contracts/libraries/ERC20Permit.sol
pragma solidity 0.6.12;
/// @dev https://eips.ethereum.org/EIPS/eip-2612
contract ERC20Permit is ERC20, IERC20Permit {
/// @dev To make etherscan auto-verify new pool, this variable is not immutable
bytes32 public domainSeparator;
// keccak256("Permit(address owner,address spender,uint256 value,uint256 nonce,uint256 deadline)");
bytes32
public constant PERMIT_TYPEHASH = 0x6e71edae12b1b97f4d1f60370fef10105fa2faae0126114a169c64845d6126c9;
mapping(address => uint256) public nonces;
constructor(
string memory name,
string memory symbol,
string memory version
) public ERC20(name, symbol) {
uint256 chainId;
assembly {
chainId := chainid()
}
domainSeparator = keccak256(
abi.encode(
keccak256(
"EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"
),
keccak256(bytes(name)),
keccak256(bytes(version)),
chainId,
address(this)
)
);
}
function permit(
address owner,
address spender,
uint256 value,
uint256 deadline,
uint8 v,
bytes32 r,
bytes32 s
) external override {
require(deadline >= block.timestamp, "ERC20Permit: EXPIRED");
bytes32 digest = keccak256(
abi.encodePacked(
"\x19\x01",
domainSeparator,
keccak256(
abi.encode(PERMIT_TYPEHASH, owner, spender, value, nonces[owner]++, deadline)
)
)
);
address recoveredAddress = ecrecover(digest, v, r, s);
require(
recoveredAddress != address(0) && recoveredAddress == owner,
"ERC20Permit: INVALID_SIGNATURE"
);
_approve(owner, spender, value);
}
}
// File: contracts/interfaces/IDMMFactory.sol
pragma solidity 0.6.12;
interface IDMMFactory {
function createPool(
IERC20 tokenA,
IERC20 tokenB,
uint32 ampBps
) external returns (address pool);
function setFeeConfiguration(address feeTo, uint16 governmentFeeBps) external;
function setFeeToSetter(address) external;
function getFeeConfiguration() external view returns (address feeTo, uint16 governmentFeeBps);
function feeToSetter() external view returns (address);
function allPools(uint256) external view returns (address pool);
function allPoolsLength() external view returns (uint256);
function getUnamplifiedPool(IERC20 token0, IERC20 token1) external view returns (address);
function getPools(IERC20 token0, IERC20 token1)
external
view
returns (address[] memory _tokenPools);
function isPool(
IERC20 token0,
IERC20 token1,
address pool
) external view returns (bool);
}
// File: contracts/interfaces/IDMMCallee.sol
pragma solidity 0.6.12;
interface IDMMCallee {
function dmmSwapCall(
address sender,
uint256 amount0,
uint256 amount1,
bytes calldata data
) external;
}
// File: contracts/interfaces/IDMMPool.sol
pragma solidity 0.6.12;
interface IDMMPool {
function mint(address to) external returns (uint256 liquidity);
function burn(address to) external returns (uint256 amount0, uint256 amount1);
function swap(
uint256 amount0Out,
uint256 amount1Out,
address to,
bytes calldata data
) external;
function sync() external;
function getReserves() external view returns (uint112 reserve0, uint112 reserve1);
function getTradeInfo()
external
view
returns (
uint112 _vReserve0,
uint112 _vReserve1,
uint112 reserve0,
uint112 reserve1,
uint256 feeInPrecision
);
function token0() external view returns (IERC20);
function token1() external view returns (IERC20);
function ampBps() external view returns (uint32);
function factory() external view returns (IDMMFactory);
function kLast() external view returns (uint256);
}
// File: contracts/interfaces/IERC20Metadata.sol
pragma solidity 0.6.12;
/**
* @dev Interface for the optional metadata functions from the ERC20 standard.
*/
interface IERC20Metadata is IERC20 {
/**
* @dev Returns the name of the token.
*/
function name() external view returns (string memory);
/**
* @dev Returns the symbol of the token.
*/
function symbol() external view returns (string memory);
/**
* @dev Returns the decimals places of the token.
*/
function decimals() external view returns (uint8);
}
// File: contracts/VolumeTrendRecorder.sol
pragma solidity 0.6.12;
/// @dev contract to calculate volume trend. See secion 3.1 in the white paper
/// @dev EMA stands for Exponential moving average
/// @dev https://en.wikipedia.org/wiki/Moving_average
contract VolumeTrendRecorder {
using MathExt for uint256;
using SafeMath for uint256;
uint256 private constant MAX_UINT128 = 2**128 - 1;
uint256 internal constant PRECISION = 10**18;
uint256 private constant SHORT_ALPHA = (2 * PRECISION) / 5401;
uint256 private constant LONG_ALPHA = (2 * PRECISION) / 10801;
uint128 internal shortEMA;
uint128 internal longEMA;
// total volume in current block
uint128 internal currentBlockVolume;
uint128 internal lastTradeBlock;
event UpdateEMA(uint256 shortEMA, uint256 longEMA, uint128 lastBlockVolume, uint256 skipBlock);
constructor(uint128 _emaInit) public {
shortEMA = _emaInit;
longEMA = _emaInit;
lastTradeBlock = safeUint128(block.number);
}
function getVolumeTrendData()
external
view
returns (
uint128 _shortEMA,
uint128 _longEMA,
uint128 _currentBlockVolume,
uint128 _lastTradeBlock
)
{
_shortEMA = shortEMA;
_longEMA = longEMA;
_currentBlockVolume = currentBlockVolume;
_lastTradeBlock = lastTradeBlock;
}
/// @dev records a new trade, update ema and returns current rFactor for this trade
/// @return rFactor in Precision for this trade
function recordNewUpdatedVolume(uint256 blockNumber, uint256 value)
internal
returns (uint256)
{
// this can not be underflow because block.number always increases
uint256 skipBlock = blockNumber - lastTradeBlock;
if (skipBlock == 0) {
currentBlockVolume = safeUint128(
uint256(currentBlockVolume).add(value),
"volume exceeds valid range"
);
return calculateRFactor(uint256(shortEMA), uint256(longEMA));
}
uint128 _currentBlockVolume = currentBlockVolume;
uint256 _shortEMA = newEMA(shortEMA, SHORT_ALPHA, currentBlockVolume);
uint256 _longEMA = newEMA(longEMA, LONG_ALPHA, currentBlockVolume);
// ema = ema * (1-aplha) ^(skipBlock -1)
_shortEMA = _shortEMA.mulInPrecision(
(PRECISION - SHORT_ALPHA).unsafePowInPrecision(skipBlock - 1)
);
_longEMA = _longEMA.mulInPrecision(
(PRECISION - LONG_ALPHA).unsafePowInPrecision(skipBlock - 1)
);
shortEMA = safeUint128(_shortEMA);
longEMA = safeUint128(_longEMA);
currentBlockVolume = safeUint128(value);
lastTradeBlock = safeUint128(blockNumber);
emit UpdateEMA(_shortEMA, _longEMA, _currentBlockVolume, skipBlock);
return calculateRFactor(_shortEMA, _longEMA);
}
/// @return rFactor in Precision for this trade
function getRFactor(uint256 blockNumber) internal view returns (uint256) {
// this can not be underflow because block.number always increases
uint256 skipBlock = blockNumber - lastTradeBlock;
if (skipBlock == 0) {
return calculateRFactor(shortEMA, longEMA);
}
uint256 _shortEMA = newEMA(shortEMA, SHORT_ALPHA, currentBlockVolume);
uint256 _longEMA = newEMA(longEMA, LONG_ALPHA, currentBlockVolume);
_shortEMA = _shortEMA.mulInPrecision(
(PRECISION - SHORT_ALPHA).unsafePowInPrecision(skipBlock - 1)
);
_longEMA = _longEMA.mulInPrecision(
(PRECISION - LONG_ALPHA).unsafePowInPrecision(skipBlock - 1)
);
return calculateRFactor(_shortEMA, _longEMA);
}
function calculateRFactor(uint256 _shortEMA, uint256 _longEMA)
internal
pure
returns (uint256)
{
if (_longEMA == 0) {
return 0;
}
return (_shortEMA * MathExt.PRECISION) / _longEMA;
}
/// @dev return newEMA value
/// @param ema previous ema value in wei
/// @param alpha in Precicion (required < Precision)
/// @param value current value to update ema
/// @dev ema and value is uint128 and alpha < Percison
/// @dev so this function can not overflow and returned ema is not overflow uint128
function newEMA(
uint128 ema,
uint256 alpha,
uint128 value
) internal pure returns (uint256) {
assert(alpha < PRECISION);
return ((PRECISION - alpha) * uint256(ema) + alpha * uint256(value)) / PRECISION;
}
function safeUint128(uint256 v) internal pure returns (uint128) {
require(v <= MAX_UINT128, "overflow uint128");
return uint128(v);
}
function safeUint128(uint256 v, string memory errorMessage) internal pure returns (uint128) {
require(v <= MAX_UINT128, errorMessage);
return uint128(v);
}
}
// File: contracts/DMMPool.sol
pragma solidity 0.6.12;
contract DMMPool is IDMMPool, ERC20Permit, ReentrancyGuard, VolumeTrendRecorder {
using SafeMath for uint256;
using SafeERC20 for IERC20;
uint256 internal constant MAX_UINT112 = 2**112 - 1;
uint256 internal constant BPS = 10000;
struct ReserveData {
uint256 reserve0;
uint256 reserve1;
uint256 vReserve0;
uint256 vReserve1; // only used when isAmpPool = true
}
uint256 public constant MINIMUM_LIQUIDITY = 10**3;
/// @dev To make etherscan auto-verify new pool, these variables are not immutable
IDMMFactory public override factory;
IERC20 public override token0;
IERC20 public override token1;
/// @dev uses single storage slot, accessible via getReservesData
uint112 internal reserve0;
uint112 internal reserve1;
uint32 public override ampBps;
/// @dev addition param only when amplification factor > 1
uint112 internal vReserve0;
uint112 internal vReserve1;
/// @dev vReserve0 * vReserve1, as of immediately after the most recent liquidity event
uint256 public override kLast;
event Mint(address indexed sender, uint256 amount0, uint256 amount1);
event Burn(address indexed sender, uint256 amount0, uint256 amount1, address indexed to);
event Swap(
address indexed sender,
uint256 amount0In,
uint256 amount1In,
uint256 amount0Out,
uint256 amount1Out,
address indexed to,
uint256 feeInPrecision
);
event Sync(uint256 vReserve0, uint256 vReserve1, uint256 reserve0, uint256 reserve1);
constructor() public ERC20Permit("KyberDMM LP", "DMM-LP", "1") VolumeTrendRecorder(0) {
factory = IDMMFactory(msg.sender);
}
// called once by the factory at time of deployment
function initialize(
IERC20 _token0,
IERC20 _token1,
uint32 _ampBps
) external {
require(msg.sender == address(factory), "DMM: FORBIDDEN");
token0 = _token0;
token1 = _token1;
ampBps = _ampBps;
}
/// @dev this low-level function should be called from a contract
/// which performs important safety checks
function mint(address to) external override nonReentrant returns (uint256 liquidity) {
(bool isAmpPool, ReserveData memory data) = getReservesData();
ReserveData memory _data;
_data.reserve0 = token0.balanceOf(address(this));
_data.reserve1 = token1.balanceOf(address(this));
uint256 amount0 = _data.reserve0.sub(data.reserve0);
uint256 amount1 = _data.reserve1.sub(data.reserve1);
bool feeOn = _mintFee(isAmpPool, data);
uint256 _totalSupply = totalSupply(); // gas savings, must be defined here since totalSupply can update in _mintFee
if (_totalSupply == 0) {
if (isAmpPool) {
uint32 _ampBps = ampBps;
_data.vReserve0 = _data.reserve0.mul(_ampBps) / BPS;
_data.vReserve1 = _data.reserve1.mul(_ampBps) / BPS;
}
liquidity = MathExt.sqrt(amount0.mul(amount1)).sub(MINIMUM_LIQUIDITY);
_mint(address(-1), MINIMUM_LIQUIDITY); // permanently lock the first MINIMUM_LIQUIDITY tokens
} else {
liquidity = Math.min(
amount0.mul(_totalSupply) / data.reserve0,
amount1.mul(_totalSupply) / data.reserve1
);
if (isAmpPool) {
uint256 b = liquidity.add(_totalSupply);
_data.vReserve0 = Math.max(data.vReserve0.mul(b) / _totalSupply, _data.reserve0);
_data.vReserve1 = Math.max(data.vReserve1.mul(b) / _totalSupply, _data.reserve1);
}
}
require(liquidity > 0, "DMM: INSUFFICIENT_LIQUIDITY_MINTED");
_mint(to, liquidity);
_update(isAmpPool, _data);
if (feeOn) kLast = getK(isAmpPool, _data);
emit Mint(msg.sender, amount0, amount1);
}
/// @dev this low-level function should be called from a contract
/// @dev which performs important safety checks
/// @dev user must transfer LP token to this contract before call burn
function burn(address to)
external
override
nonReentrant
returns (uint256 amount0, uint256 amount1)
{
(bool isAmpPool, ReserveData memory data) = getReservesData(); // gas savings
IERC20 _token0 = token0; // gas savings
IERC20 _token1 = token1; // gas savings
uint256 balance0 = _token0.balanceOf(address(this));
uint256 balance1 = _token1.balanceOf(address(this));
require(balance0 >= data.reserve0 && balance1 >= data.reserve1, "DMM: UNSYNC_RESERVES");
uint256 liquidity = balanceOf(address(this));
bool feeOn = _mintFee(isAmpPool, data);
uint256 _totalSupply = totalSupply(); // gas savings, must be defined here since totalSupply can update in _mintFee
amount0 = liquidity.mul(balance0) / _totalSupply; // using balances ensures pro-rata distribution
amount1 = liquidity.mul(balance1) / _totalSupply; // using balances ensures pro-rata distribution
require(amount0 > 0 && amount1 > 0, "DMM: INSUFFICIENT_LIQUIDITY_BURNED");
_burn(address(this), liquidity);
_token0.safeTransfer(to, amount0);
_token1.safeTransfer(to, amount1);
ReserveData memory _data;
_data.reserve0 = _token0.balanceOf(address(this));
_data.reserve1 = _token1.balanceOf(address(this));
if (isAmpPool) {
uint256 b = Math.min(
_data.reserve0.mul(_totalSupply) / data.reserve0,
_data.reserve1.mul(_totalSupply) / data.reserve1
);
_data.vReserve0 = Math.max(data.vReserve0.mul(b) / _totalSupply, _data.reserve0);
_data.vReserve1 = Math.max(data.vReserve1.mul(b) / _totalSupply, _data.reserve1);
}
_update(isAmpPool, _data);
if (feeOn) kLast = getK(isAmpPool, _data); // data are up-to-date
emit Burn(msg.sender, amount0, amount1, to);
}
/// @dev this low-level function should be called from a contract
/// @dev which performs important safety checks
function swap(
uint256 amount0Out,
uint256 amount1Out,
address to,
bytes calldata callbackData
) external override nonReentrant {
require(amount0Out > 0 || amount1Out > 0, "DMM: INSUFFICIENT_OUTPUT_AMOUNT");
(bool isAmpPool, ReserveData memory data) = getReservesData(); // gas savings
require(
amount0Out < data.reserve0 && amount1Out < data.reserve1,
"DMM: INSUFFICIENT_LIQUIDITY"
);
ReserveData memory newData;
{
// scope for _token{0,1}, avoids stack too deep errors
IERC20 _token0 = token0;
IERC20 _token1 = token1;
require(to != address(_token0) && to != address(_token1), "DMM: INVALID_TO");
if (amount0Out > 0) _token0.safeTransfer(to, amount0Out); // optimistically transfer tokens
if (amount1Out > 0) _token1.safeTransfer(to, amount1Out); // optimistically transfer tokens
if (callbackData.length > 0)
IDMMCallee(to).dmmSwapCall(msg.sender, amount0Out, amount1Out, callbackData);
newData.reserve0 = _token0.balanceOf(address(this));
newData.reserve1 = _token1.balanceOf(address(this));
if (isAmpPool) {
newData.vReserve0 = data.vReserve0.add(newData.reserve0).sub(data.reserve0);
newData.vReserve1 = data.vReserve1.add(newData.reserve1).sub(data.reserve1);
}
}
uint256 amount0In = newData.reserve0 > data.reserve0 - amount0Out
? newData.reserve0 - (data.reserve0 - amount0Out)
: 0;
uint256 amount1In = newData.reserve1 > data.reserve1 - amount1Out
? newData.reserve1 - (data.reserve1 - amount1Out)
: 0;
require(amount0In > 0 || amount1In > 0, "DMM: INSUFFICIENT_INPUT_AMOUNT");
uint256 feeInPrecision = verifyBalanceAndUpdateEma(
amount0In,
amount1In,
isAmpPool ? data.vReserve0 : data.reserve0,
isAmpPool ? data.vReserve1 : data.reserve1,
isAmpPool ? newData.vReserve0 : newData.reserve0,
isAmpPool ? newData.vReserve1 : newData.reserve1
);
_update(isAmpPool, newData);
emit Swap(msg.sender, amount0In, amount1In, amount0Out, amount1Out, to, feeInPrecision);
}
/// @dev force balances to match reserves
function skim(address to) external nonReentrant {
token0.safeTransfer(to, token0.balanceOf(address(this)).sub(reserve0));
token1.safeTransfer(to, token1.balanceOf(address(this)).sub(reserve1));
}
/// @dev force reserves to match balances
function sync() external override nonReentrant {
(bool isAmpPool, ReserveData memory data) = getReservesData();
bool feeOn = _mintFee(isAmpPool, data);
ReserveData memory newData;
newData.reserve0 = IERC20(token0).balanceOf(address(this));
newData.reserve1 = IERC20(token1).balanceOf(address(this));
// update virtual reserves if this is amp pool
if (isAmpPool) {
uint256 _totalSupply = totalSupply();
uint256 b = Math.min(
newData.reserve0.mul(_totalSupply) / data.reserve0,
newData.reserve1.mul(_totalSupply) / data.reserve1
);
newData.vReserve0 = Math.max(data.vReserve0.mul(b) / _totalSupply, newData.reserve0);
newData.vReserve1 = Math.max(data.vReserve1.mul(b) / _totalSupply, newData.reserve1);
}
_update(isAmpPool, newData);
if (feeOn) kLast = getK(isAmpPool, newData);
}
/// @dev returns data to calculate amountIn, amountOut
function getTradeInfo()
external
virtual
override
view
returns (
uint112 _reserve0,
uint112 _reserve1,
uint112 _vReserve0,
uint112 _vReserve1,
uint256 feeInPrecision
)
{
// gas saving to read reserve data
_reserve0 = reserve0;
_reserve1 = reserve1;
uint32 _ampBps = ampBps;
_vReserve0 = vReserve0;
_vReserve1 = vReserve1;
if (_ampBps == BPS) {
_vReserve0 = _reserve0;
_vReserve1 = _reserve1;
}
uint256 rFactorInPrecision = getRFactor(block.number);
feeInPrecision = getFinalFee(FeeFomula.getFee(rFactorInPrecision), _ampBps);
}
/// @dev returns reserve data to calculate amount to add liquidity
function getReserves() external override view returns (uint112 _reserve0, uint112 _reserve1) {
_reserve0 = reserve0;
_reserve1 = reserve1;
}
function name() public override view returns (string memory) {
IERC20Metadata _token0 = IERC20Metadata(address(token0));
IERC20Metadata _token1 = IERC20Metadata(address(token1));
return string(abi.encodePacked("KyberDMM LP ", _token0.symbol(), "-", _token1.symbol()));
}
function symbol() public override view returns (string memory) {
IERC20Metadata _token0 = IERC20Metadata(address(token0));
IERC20Metadata _token1 = IERC20Metadata(address(token1));
return string(abi.encodePacked("DMM-LP ", _token0.symbol(), "-", _token1.symbol()));
}
function verifyBalanceAndUpdateEma(
uint256 amount0In,
uint256 amount1In,
uint256 beforeReserve0,
uint256 beforeReserve1,
uint256 afterReserve0,
uint256 afterReserve1
) internal virtual returns (uint256 feeInPrecision) {
// volume = beforeReserve0 * amount1In / beforeReserve1 + amount0In (normalized into amount in token 0)
uint256 volume = beforeReserve0.mul(amount1In).div(beforeReserve1).add(amount0In);
uint256 rFactorInPrecision = recordNewUpdatedVolume(block.number, volume);
feeInPrecision = getFinalFee(FeeFomula.getFee(rFactorInPrecision), ampBps);
// verify balance update matches with fomula
uint256 balance0Adjusted = afterReserve0.mul(PRECISION);
balance0Adjusted = balance0Adjusted.sub(amount0In.mul(feeInPrecision));
balance0Adjusted = balance0Adjusted / PRECISION;
uint256 balance1Adjusted = afterReserve1.mul(PRECISION);
balance1Adjusted = balance1Adjusted.sub(amount1In.mul(feeInPrecision));
balance1Adjusted = balance1Adjusted / PRECISION;
require(
balance0Adjusted.mul(balance1Adjusted) >= beforeReserve0.mul(beforeReserve1),
"DMM: K"
);
}
/// @dev update reserves
function _update(bool isAmpPool, ReserveData memory data) internal {
reserve0 = safeUint112(data.reserve0);
reserve1 = safeUint112(data.reserve1);
if (isAmpPool) {
assert(data.vReserve0 >= data.reserve0 && data.vReserve1 >= data.reserve1); // never happen
vReserve0 = safeUint112(data.vReserve0);
vReserve1 = safeUint112(data.vReserve1);
}
emit Sync(data.vReserve0, data.vReserve1, data.reserve0, data.reserve1);
}
/// @dev if fee is on, mint liquidity equivalent to configured fee of the growth in sqrt(k)
function _mintFee(bool isAmpPool, ReserveData memory data) internal returns (bool feeOn) {
(address feeTo, uint16 governmentFeeBps) = factory.getFeeConfiguration();
feeOn = feeTo != address(0);
uint256 _kLast = kLast; // gas savings
if (feeOn) {
if (_kLast != 0) {
uint256 rootK = MathExt.sqrt(getK(isAmpPool, data));
uint256 rootKLast = MathExt.sqrt(_kLast);
if (rootK > rootKLast) {
uint256 numerator = totalSupply().mul(rootK.sub(rootKLast)).mul(
governmentFeeBps
);
uint256 denominator = rootK.add(rootKLast).mul(5000);
uint256 liquidity = numerator / denominator;
if (liquidity > 0) _mint(feeTo, liquidity);
}
}
} else if (_kLast != 0) {
kLast = 0;
}
}
/// @dev gas saving to read reserve data
function getReservesData() internal view returns (bool isAmpPool, ReserveData memory data) {
data.reserve0 = reserve0;
data.reserve1 = reserve1;
isAmpPool = ampBps != BPS;
if (isAmpPool) {
data.vReserve0 = vReserve0;
data.vReserve1 = vReserve1;
}
}
function getFinalFee(uint256 feeInPrecision, uint32 _ampBps) internal pure returns (uint256) {
if (_ampBps <= 20000) {
return feeInPrecision;
} else if (_ampBps <= 50000) {
return (feeInPrecision * 20) / 30;
} else if (_ampBps <= 200000) {
return (feeInPrecision * 10) / 30;
} else {
return (feeInPrecision * 4) / 30;
}
}
function getK(bool isAmpPool, ReserveData memory data) internal pure returns (uint256) {
return isAmpPool ? data.vReserve0 * data.vReserve1 : data.reserve0 * data.reserve1;
}
function safeUint112(uint256 x) internal pure returns (uint112) {
require(x <= MAX_UINT112, "DMM: OVERFLOW");
return uint112(x);
}
}
{
"compilationTarget": {
"DMMPool.sol": "DMMPool"
},
"evmVersion": "istanbul",
"libraries": {},
"metadata": {
"bytecodeHash": "ipfs"
},
"optimizer": {
"enabled": true,
"runs": 999999
},
"remappings": []
}
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IDMMFactory","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getReserves","outputs":[{"internalType":"uint112","name":"_reserve0","type":"uint112"},{"internalType":"uint112","name":"_reserve1","type":"uint112"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getTradeInfo","outputs":[{"internalType":"uint112","name":"_reserve0","type":"uint112"},{"internalType":"uint112","name":"_reserve1","type":"uint112"},{"internalType":"uint112","name":"_vReserve0","type":"uint112"},{"internalType":"uint112","name":"_vReserve1","type":"uint112"},{"internalType":"uint256","name":"feeInPrecision","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"getVolumeTrendData","outputs":[{"internalType":"uint128","name":"_shortEMA","type":"uint128"},{"internalType":"uint128","name":"_longEMA","type":"uint128"},{"internalType":"uint128","name":"_currentBlockVolume","type":"uint128"},{"internalType":"uint128","name":"_lastTradeBlock","type":"uint128"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"addedValue","type":"uint256"}],"name":"increaseAllowance","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract 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IERC20","name":"_token1","type":"address"},{"internalType":"uint32","name":"_ampBps","type":"uint32"}],"name":"initialize","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"kLast","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"mint","outputs":[{"internalType":"uint256","name":"liquidity","type":"uint256"}],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"name","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"nonces","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"address","name":"owner","type":"address"},{"internalType":"address","name":"spender","type":"address"},{"internalType":"uint256","name":"value","type":"uint256"},{"internalType":"uint256","name":"deadline","type":"uint256"},{"internalType":"uint8","name":"v","type":"uint8"},{"internalType":"bytes32","name":"r","type":"bytes32"},{"internalType":"bytes32","name":"s","type":"bytes32"}],"name":"permit","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"to","type":"address"}],"name":"skim","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"uint256","name":"amount0Out","type":"uint256"},{"internalType":"uint256","name":"amount1Out","type":"uint256"},{"internalType":"address","name":"to","type":"address"},{"internalType":"bytes","name":"callbackData","type":"bytes"}],"name":"swap","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"symbol","outputs":[{"internalType":"string","name":"","type":"string"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"sync","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"token0","outputs":[{"internalType":"contract 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