.
675 |
676 |
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/README.md:
--------------------------------------------------------------------------------
1 |
2 |
3 | 
4 |
5 |
6 | 
7 |
8 |
9 | 
10 |
11 |
12 |
13 | exchange proxy
14 |
15 | Forwarding proxy that allows users to batch execute swaps recommended by the SOR.
16 |
17 |
18 | ### Development
19 |
20 | This project follows the standard Truffle project structure.
21 |
22 | ```
23 | yarn compile # build artifacts to `build/contracts`
24 | yarn testrpc # run ganache
25 | yarn test # run the tests
26 | ```
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/contracts/ExchangeProxy.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 | pragma experimental ABIEncoderV2;
16 |
17 |
18 | contract PoolInterface {
19 | function swapExactAmountIn(address, uint, address, uint, uint) external returns (uint, uint);
20 | function swapExactAmountOut(address, uint, address, uint, uint) external returns (uint, uint);
21 | }
22 |
23 | contract TokenInterface {
24 | function balanceOf(address) public returns (uint);
25 | function allowance(address, address) public returns (uint);
26 | function approve(address, uint) public returns (bool);
27 | function transfer(address, uint) public returns (bool);
28 | function transferFrom(address, address, uint) public returns (bool);
29 | function deposit() public payable;
30 | function withdraw(uint) public;
31 | }
32 |
33 | contract ExchangeProxy {
34 |
35 | struct Swap {
36 | address pool;
37 | uint tokenInParam; // tokenInAmount / maxAmountIn / limitAmountIn
38 | uint tokenOutParam; // minAmountOut / tokenAmountOut / limitAmountOut
39 | uint maxPrice;
40 | }
41 |
42 | event LOG_CALL(
43 | bytes4 indexed sig,
44 | address indexed caller,
45 | bytes data
46 | ) anonymous;
47 |
48 | modifier _logs_() {
49 | emit LOG_CALL(msg.sig, msg.sender, msg.data);
50 | _;
51 | }
52 |
53 | modifier _lock_() {
54 | require(!_mutex, "ERR_REENTRY");
55 | _mutex = true;
56 | _;
57 | _mutex = false;
58 | }
59 |
60 | bool private _mutex;
61 | TokenInterface weth;
62 |
63 | constructor(address _weth) public {
64 | weth = TokenInterface(_weth);
65 | }
66 |
67 | function add(uint a, uint b) internal pure returns (uint) {
68 | uint c = a + b;
69 | require(c >= a, "ERR_ADD_OVERFLOW");
70 | return c;
71 | }
72 |
73 | function batchSwapExactIn(
74 | Swap[] memory swaps,
75 | address tokenIn,
76 | address tokenOut,
77 | uint totalAmountIn,
78 | uint minTotalAmountOut
79 | )
80 | public
81 | _logs_
82 | _lock_
83 | returns (uint totalAmountOut)
84 | {
85 | TokenInterface TI = TokenInterface(tokenIn);
86 | TokenInterface TO = TokenInterface(tokenOut);
87 | require(TI.transferFrom(msg.sender, address(this), totalAmountIn), "ERR_TRANSFER_FAILED");
88 | for (uint i = 0; i < swaps.length; i++) {
89 | Swap memory swap = swaps[i];
90 |
91 | PoolInterface pool = PoolInterface(swap.pool);
92 | if (TI.allowance(address(this), swap.pool) < totalAmountIn) {
93 | TI.approve(swap.pool, uint(-1));
94 | }
95 | (uint tokenAmountOut,) = pool.swapExactAmountIn(
96 | tokenIn,
97 | swap.tokenInParam,
98 | tokenOut,
99 | swap.tokenOutParam,
100 | swap.maxPrice
101 | );
102 | totalAmountOut = add(tokenAmountOut, totalAmountOut);
103 | }
104 | require(totalAmountOut >= minTotalAmountOut, "ERR_LIMIT_OUT");
105 | require(TO.transfer(msg.sender, TO.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
106 | require(TI.transfer(msg.sender, TI.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
107 | return totalAmountOut;
108 | }
109 |
110 | function batchSwapExactOut(
111 | Swap[] memory swaps,
112 | address tokenIn,
113 | address tokenOut,
114 | uint maxTotalAmountIn
115 | )
116 | public
117 | _logs_
118 | _lock_
119 | returns (uint totalAmountIn)
120 | {
121 | TokenInterface TI = TokenInterface(tokenIn);
122 | TokenInterface TO = TokenInterface(tokenOut);
123 | require(TI.transferFrom(msg.sender, address(this), maxTotalAmountIn), "ERR_TRANSFER_FAILED");
124 | for (uint i = 0; i < swaps.length; i++) {
125 | Swap memory swap = swaps[i];
126 | PoolInterface pool = PoolInterface(swap.pool);
127 | if (TI.allowance(address(this), swap.pool) < maxTotalAmountIn) {
128 | TI.approve(swap.pool, uint(-1));
129 | }
130 | (uint tokenAmountIn,) = pool.swapExactAmountOut(
131 | tokenIn,
132 | swap.tokenInParam,
133 | tokenOut,
134 | swap.tokenOutParam,
135 | swap.maxPrice
136 | );
137 | totalAmountIn = add(tokenAmountIn, totalAmountIn);
138 | }
139 | require(totalAmountIn <= maxTotalAmountIn, "ERR_LIMIT_IN");
140 | require(TO.transfer(msg.sender, TO.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
141 | require(TI.transfer(msg.sender, TI.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
142 | return totalAmountIn;
143 | }
144 |
145 | function batchEthInSwapExactIn(
146 | Swap[] memory swaps,
147 | address tokenOut,
148 | uint minTotalAmountOut
149 | )
150 | public payable
151 | _logs_
152 | _lock_
153 | returns (uint totalAmountOut)
154 | {
155 | TokenInterface TO = TokenInterface(tokenOut);
156 | weth.deposit.value(msg.value)();
157 | for (uint i = 0; i < swaps.length; i++) {
158 | Swap memory swap = swaps[i];
159 | PoolInterface pool = PoolInterface(swap.pool);
160 | if (weth.allowance(address(this), swap.pool) < msg.value) {
161 | weth.approve(swap.pool, uint(-1));
162 | }
163 | (uint tokenAmountOut,) = pool.swapExactAmountIn(
164 | address(weth),
165 | swap.tokenInParam,
166 | tokenOut,
167 | swap.tokenOutParam,
168 | swap.maxPrice
169 | );
170 | totalAmountOut = add(tokenAmountOut, totalAmountOut);
171 | }
172 | require(totalAmountOut >= minTotalAmountOut, "ERR_LIMIT_OUT");
173 | require(TO.transfer(msg.sender, TO.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
174 | uint wethBalance = weth.balanceOf(address(this));
175 | if (wethBalance > 0) {
176 | weth.withdraw(wethBalance);
177 | (bool xfer,) = msg.sender.call.value(wethBalance)("");
178 | require(xfer, "ERR_ETH_FAILED");
179 | }
180 | return totalAmountOut;
181 | }
182 |
183 | function batchEthOutSwapExactIn(
184 | Swap[] memory swaps,
185 | address tokenIn,
186 | uint totalAmountIn,
187 | uint minTotalAmountOut
188 | )
189 | public
190 | _logs_
191 | _lock_
192 | returns (uint totalAmountOut)
193 | {
194 | TokenInterface TI = TokenInterface(tokenIn);
195 | require(TI.transferFrom(msg.sender, address(this), totalAmountIn), "ERR_TRANSFER_FAILED");
196 | for (uint i = 0; i < swaps.length; i++) {
197 | Swap memory swap = swaps[i];
198 | PoolInterface pool = PoolInterface(swap.pool);
199 | if (TI.allowance(address(this), swap.pool) < totalAmountIn) {
200 | TI.approve(swap.pool, uint(-1));
201 | }
202 | (uint tokenAmountOut,) = pool.swapExactAmountIn(
203 | tokenIn,
204 | swap.tokenInParam,
205 | address(weth),
206 | swap.tokenOutParam,
207 | swap.maxPrice
208 | );
209 |
210 | totalAmountOut = add(tokenAmountOut, totalAmountOut);
211 | }
212 | require(totalAmountOut >= minTotalAmountOut, "ERR_LIMIT_OUT");
213 | uint wethBalance = weth.balanceOf(address(this));
214 | weth.withdraw(wethBalance);
215 | (bool xfer,) = msg.sender.call.value(wethBalance)("");
216 | require(xfer, "ERR_ETH_FAILED");
217 | require(TI.transfer(msg.sender, TI.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
218 | return totalAmountOut;
219 | }
220 |
221 | function batchEthInSwapExactOut(
222 | Swap[] memory swaps,
223 | address tokenOut
224 | )
225 | public payable
226 | _logs_
227 | _lock_
228 | returns (uint totalAmountIn)
229 | {
230 | TokenInterface TO = TokenInterface(tokenOut);
231 | weth.deposit.value(msg.value)();
232 | for (uint i = 0; i < swaps.length; i++) {
233 | Swap memory swap = swaps[i];
234 | PoolInterface pool = PoolInterface(swap.pool);
235 | if (weth.allowance(address(this), swap.pool) < msg.value) {
236 | weth.approve(swap.pool, uint(-1));
237 | }
238 | (uint tokenAmountIn,) = pool.swapExactAmountOut(
239 | address(weth),
240 | swap.tokenInParam,
241 | tokenOut,
242 | swap.tokenOutParam,
243 | swap.maxPrice
244 | );
245 |
246 | totalAmountIn = add(tokenAmountIn, totalAmountIn);
247 | }
248 | require(TO.transfer(msg.sender, TO.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
249 | uint wethBalance = weth.balanceOf(address(this));
250 | if (wethBalance > 0) {
251 | weth.withdraw(wethBalance);
252 | (bool xfer,) = msg.sender.call.value(wethBalance)("");
253 | require(xfer, "ERR_ETH_FAILED");
254 | }
255 | return totalAmountIn;
256 | }
257 |
258 | function batchEthOutSwapExactOut(
259 | Swap[] memory swaps,
260 | address tokenIn,
261 | uint maxTotalAmountIn
262 | )
263 | public
264 | _logs_
265 | _lock_
266 | returns (uint totalAmountIn)
267 | {
268 | TokenInterface TI = TokenInterface(tokenIn);
269 | require(TI.transferFrom(msg.sender, address(this), maxTotalAmountIn), "ERR_TRANSFER_FAILED");
270 | for (uint i = 0; i < swaps.length; i++) {
271 | Swap memory swap = swaps[i];
272 | PoolInterface pool = PoolInterface(swap.pool);
273 | if (TI.allowance(address(this), swap.pool) < maxTotalAmountIn) {
274 | TI.approve(swap.pool, uint(-1));
275 | }
276 | (uint tokenAmountIn,) = pool.swapExactAmountOut(
277 | tokenIn,
278 | swap.tokenInParam,
279 | address(weth),
280 | swap.tokenOutParam,
281 | swap.maxPrice
282 | );
283 |
284 | totalAmountIn = add(tokenAmountIn, totalAmountIn);
285 | }
286 | require(totalAmountIn <= maxTotalAmountIn, "ERR_LIMIT_IN");
287 | require(TI.transfer(msg.sender, TI.balanceOf(address(this))), "ERR_TRANSFER_FAILED");
288 | uint wethBalance = weth.balanceOf(address(this));
289 | weth.withdraw(wethBalance);
290 | (bool xfer,) = msg.sender.call.value(wethBalance)("");
291 | require(xfer, "ERR_ETH_FAILED");
292 | return totalAmountIn;
293 | }
294 |
295 | function() external payable {}
296 | }
--------------------------------------------------------------------------------
/contracts/Migrations.sol:
--------------------------------------------------------------------------------
1 | pragma solidity 0.5.12;
2 |
3 | contract Migrations {
4 | address public owner;
5 | uint public lastCompletedMigration;
6 |
7 | constructor() public {
8 | owner = msg.sender;
9 | }
10 |
11 | modifier restricted() {
12 | if (msg.sender == owner) _;
13 | }
14 |
15 | function setCompleted(uint completed) external restricted {
16 | lastCompletedMigration = completed;
17 | }
18 |
19 | function upgrade(address new_address) external restricted {
20 | Migrations upgraded = Migrations(new_address);
21 | upgraded.setCompleted(lastCompletedMigration);
22 | }
23 | }
24 |
--------------------------------------------------------------------------------
/contracts/test/BColor.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | contract BColor {
17 | function getColor()
18 | external view
19 | returns (bytes32);
20 | }
21 |
22 | contract BBronze is BColor {
23 | function getColor()
24 | external view
25 | returns (bytes32) {
26 | return bytes32("BRONZE");
27 | }
28 | }
29 |
--------------------------------------------------------------------------------
/contracts/test/BConst.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./BColor.sol";
17 |
18 | contract BConst is BBronze {
19 | uint public constant BONE = 10**18;
20 |
21 | uint public constant MAX_BOUND_TOKENS = 8;
22 | uint public constant BPOW_PRECISION = BONE / 10**10;
23 |
24 | uint public constant MIN_FEE = BONE / 10**6;
25 | uint public constant MAX_FEE = BONE / 10;
26 | uint public constant EXIT_FEE = BONE / 10000;
27 |
28 | uint public constant MIN_WEIGHT = BONE;
29 | uint public constant MAX_WEIGHT = BONE * 50;
30 | uint public constant MAX_TOTAL_WEIGHT = BONE * 50;
31 | uint public constant MIN_BALANCE = BONE / 10**12;
32 | uint public constant MAX_BALANCE = BONE * 10**12;
33 |
34 | uint public constant MIN_POOL_SUPPLY = BONE;
35 |
36 | uint public constant MIN_BPOW_BASE = 1 wei;
37 | uint public constant MAX_BPOW_BASE = (2 * BONE) - 1 wei;
38 |
39 | uint public constant MAX_IN_RATIO = BONE / 2;
40 | uint public constant MAX_OUT_RATIO = (BONE / 3) + 1 wei;
41 |
42 | }
43 |
--------------------------------------------------------------------------------
/contracts/test/BFactory.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is disstributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | // Builds new BPools, logging their addresses and providing `isBPool(address) -> (bool)`
17 |
18 | import "./BPool.sol";
19 |
20 | contract BFactory is BBronze {
21 | event LOG_NEW_POOL(
22 | address indexed caller,
23 | address indexed pool
24 | );
25 |
26 | mapping(address=>bool) private _isBPool;
27 |
28 | function isBPool(address b)
29 | external view returns (bool)
30 | {
31 | return _isBPool[b];
32 | }
33 |
34 | function newBPool()
35 | external returns (BPool)
36 | {
37 | BPool bpool = new BPool();
38 | _isBPool[address(bpool)] = true;
39 | emit LOG_NEW_POOL(msg.sender, address(bpool));
40 | bpool.setController(msg.sender);
41 | return bpool;
42 | }
43 |
44 | address private _blabs;
45 | constructor() public {
46 | _blabs = msg.sender;
47 | }
48 | function getBLabs() external view returns (address) {
49 | return _blabs;
50 | }
51 | function setBLabs(address b) external {
52 | require(msg.sender == _blabs, "ERR_NOT_BLABS");
53 | _blabs = b;
54 | }
55 | function collect(BPool pool)
56 | external
57 | {
58 | require(msg.sender == _blabs, "ERR_NOT_BLABS");
59 | uint collected = IERC20(pool).balanceOf(address(this));
60 | bool xfer = pool.transfer(_blabs, collected);
61 | require(xfer, "ERR_ERC20_FAILED");
62 | }
63 | }
64 |
--------------------------------------------------------------------------------
/contracts/test/BMath.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./BNum.sol";
17 |
18 |
19 | contract BMath is BBronze, BConst, BNum {
20 | /**********************************************************************************************
21 | // calcSpotPrice //
22 | // sP = spotPrice //
23 | // bI = tokenBalanceIn ( bI / wI ) 1 //
24 | // bO = tokenBalanceOut sP = ----------- * ---------- //
25 | // wI = tokenWeightIn ( bO / wO ) ( 1 - sF ) //
26 | // wO = tokenWeightOut //
27 | // sF = swapFee //
28 | **********************************************************************************************/
29 | function calcSpotPrice(
30 | uint tokenBalanceIn,
31 | uint tokenWeightIn,
32 | uint tokenBalanceOut,
33 | uint tokenWeightOut,
34 | uint swapFee
35 | )
36 | public pure
37 | returns (uint spotPrice)
38 | {
39 | uint numer = bdiv(tokenBalanceIn, tokenWeightIn);
40 | uint denom = bdiv(tokenBalanceOut, tokenWeightOut);
41 | uint ratio = bdiv(numer, denom);
42 | uint scale = bdiv(BONE, bsub(BONE, swapFee));
43 | return (spotPrice = bmul(ratio, scale));
44 | }
45 |
46 | /**********************************************************************************************
47 | // calcOutGivenIn //
48 | // aO = tokenAmountOut //
49 | // bO = tokenBalanceOut //
50 | // bI = tokenBalanceIn / / bI \ (wI / wO) \ //
51 | // aI = tokenAmountIn aO = bO * | 1 - | -------------------------- | ^ | //
52 | // wI = tokenWeightIn \ \ ( bI + ( aI * ( 1 - sF )) / / //
53 | // wO = tokenWeightOut //
54 | // sF = swapFee //
55 | **********************************************************************************************/
56 | function calcOutGivenIn(
57 | uint tokenBalanceIn,
58 | uint tokenWeightIn,
59 | uint tokenBalanceOut,
60 | uint tokenWeightOut,
61 | uint tokenAmountIn,
62 | uint swapFee
63 | )
64 | public pure
65 | returns (uint tokenAmountOut)
66 | {
67 | uint weightRatio = bdiv(tokenWeightIn, tokenWeightOut);
68 | uint adjustedIn = bsub(BONE, swapFee);
69 | adjustedIn = bmul(tokenAmountIn, adjustedIn);
70 | uint y = bdiv(tokenBalanceIn, badd(tokenBalanceIn, adjustedIn));
71 | uint foo = bpow(y, weightRatio);
72 | uint bar = bsub(BONE, foo);
73 | tokenAmountOut = bmul(tokenBalanceOut, bar);
74 | return tokenAmountOut;
75 | }
76 |
77 | /**********************************************************************************************
78 | // calcInGivenOut //
79 | // aI = tokenAmountIn //
80 | // bO = tokenBalanceOut / / bO \ (wO / wI) \ //
81 | // bI = tokenBalanceIn bI * | | ------------ | ^ - 1 | //
82 | // aO = tokenAmountOut aI = \ \ ( bO - aO ) / / //
83 | // wI = tokenWeightIn -------------------------------------------- //
84 | // wO = tokenWeightOut ( 1 - sF ) //
85 | // sF = swapFee //
86 | **********************************************************************************************/
87 | function calcInGivenOut(
88 | uint tokenBalanceIn,
89 | uint tokenWeightIn,
90 | uint tokenBalanceOut,
91 | uint tokenWeightOut,
92 | uint tokenAmountOut,
93 | uint swapFee
94 | )
95 | public pure
96 | returns (uint tokenAmountIn)
97 | {
98 | uint weightRatio = bdiv(tokenWeightOut, tokenWeightIn);
99 | uint diff = bsub(tokenBalanceOut, tokenAmountOut);
100 | uint y = bdiv(tokenBalanceOut, diff);
101 | uint foo = bpow(y, weightRatio);
102 | foo = bsub(foo, BONE);
103 | tokenAmountIn = bsub(BONE, swapFee);
104 | tokenAmountIn = bdiv(bmul(tokenBalanceIn, foo), tokenAmountIn);
105 | return tokenAmountIn;
106 | }
107 |
108 | /**********************************************************************************************
109 | // calcPoolOutGivenSingleIn //
110 | // pAo = poolAmountOut / \ //
111 | // tAi = tokenAmountIn /// / // wI \ \\ \ wI \ //
112 | // wI = tokenWeightIn //| tAi *| 1 - || 1 - -- | * sF || + tBi \ -- \ //
113 | // tW = totalWeight pAo=|| \ \ \\ tW / // | ^ tW | * pS - pS //
114 | // tBi = tokenBalanceIn \\ ------------------------------------- / / //
115 | // pS = poolSupply \\ tBi / / //
116 | // sF = swapFee \ / //
117 | **********************************************************************************************/
118 | function calcPoolOutGivenSingleIn(
119 | uint tokenBalanceIn,
120 | uint tokenWeightIn,
121 | uint poolSupply,
122 | uint totalWeight,
123 | uint tokenAmountIn,
124 | uint swapFee
125 | )
126 | public pure
127 | returns (uint poolAmountOut)
128 | {
129 | // Charge the trading fee for the proportion of tokenAi
130 | /// which is implicitly traded to the other pool tokens.
131 | // That proportion is (1- weightTokenIn)
132 | // tokenAiAfterFee = tAi * (1 - (1-weightTi) * poolFee);
133 | uint normalizedWeight = bdiv(tokenWeightIn, totalWeight);
134 | uint zaz = bmul(bsub(BONE, normalizedWeight), swapFee);
135 | uint tokenAmountInAfterFee = bmul(tokenAmountIn, bsub(BONE, zaz));
136 |
137 | uint newTokenBalanceIn = badd(tokenBalanceIn, tokenAmountInAfterFee);
138 | uint tokenInRatio = bdiv(newTokenBalanceIn, tokenBalanceIn);
139 |
140 | // uint newPoolSupply = (ratioTi ^ weightTi) * poolSupply;
141 | uint poolRatio = bpow(tokenInRatio, normalizedWeight);
142 | uint newPoolSupply = bmul(poolRatio, poolSupply);
143 | poolAmountOut = bsub(newPoolSupply, poolSupply);
144 | return poolAmountOut;
145 | }
146 |
147 | /**********************************************************************************************
148 | // calcSingleInGivenPoolOut //
149 | // tAi = tokenAmountIn //(pS + pAo)\ / 1 \\ //
150 | // pS = poolSupply || --------- | ^ | --------- || * bI - bI //
151 | // pAo = poolAmountOut \\ pS / \(wI / tW)// //
152 | // bI = balanceIn tAi = -------------------------------------------- //
153 | // wI = weightIn / wI \ //
154 | // tW = totalWeight | 1 - ---- | * sF //
155 | // sF = swapFee \ tW / //
156 | **********************************************************************************************/
157 | function calcSingleInGivenPoolOut(
158 | uint tokenBalanceIn,
159 | uint tokenWeightIn,
160 | uint poolSupply,
161 | uint totalWeight,
162 | uint poolAmountOut,
163 | uint swapFee
164 | )
165 | public pure
166 | returns (uint tokenAmountIn)
167 | {
168 | uint normalizedWeight = bdiv(tokenWeightIn, totalWeight);
169 | uint newPoolSupply = badd(poolSupply, poolAmountOut);
170 | uint poolRatio = bdiv(newPoolSupply, poolSupply);
171 |
172 | //uint newBalTi = poolRatio^(1/weightTi) * balTi;
173 | uint boo = bdiv(BONE, normalizedWeight);
174 | uint tokenInRatio = bpow(poolRatio, boo);
175 | uint newTokenBalanceIn = bmul(tokenInRatio, tokenBalanceIn);
176 | uint tokenAmountInAfterFee = bsub(newTokenBalanceIn, tokenBalanceIn);
177 | // Do reverse order of fees charged in joinswap_ExternAmountIn, this way
178 | // ``` pAo == joinswap_ExternAmountIn(Ti, joinswap_PoolAmountOut(pAo, Ti)) ```
179 | //uint tAi = tAiAfterFee / (1 - (1-weightTi) * swapFee) ;
180 | uint zar = bmul(bsub(BONE, normalizedWeight), swapFee);
181 | tokenAmountIn = bdiv(tokenAmountInAfterFee, bsub(BONE, zar));
182 | return tokenAmountIn;
183 | }
184 |
185 | /**********************************************************************************************
186 | // calcSingleOutGivenPoolIn //
187 | // tAo = tokenAmountOut / / \\ //
188 | // bO = tokenBalanceOut / // pS - (pAi * (1 - eF)) \ / 1 \ \\ //
189 | // pAi = poolAmountIn | bO - || ----------------------- | ^ | --------- | * b0 || //
190 | // ps = poolSupply \ \\ pS / \(wO / tW)/ // //
191 | // wI = tokenWeightIn tAo = \ \ // //
192 | // tW = totalWeight / / wO \ \ //
193 | // sF = swapFee * | 1 - | 1 - ---- | * sF | //
194 | // eF = exitFee \ \ tW / / //
195 | **********************************************************************************************/
196 | function calcSingleOutGivenPoolIn(
197 | uint tokenBalanceOut,
198 | uint tokenWeightOut,
199 | uint poolSupply,
200 | uint totalWeight,
201 | uint poolAmountIn,
202 | uint swapFee
203 | )
204 | public pure
205 | returns (uint tokenAmountOut)
206 | {
207 | uint normalizedWeight = bdiv(tokenWeightOut, totalWeight);
208 | // charge exit fee on the pool token side
209 | // pAiAfterExitFee = pAi*(1-exitFee)
210 | uint poolAmountInAfterExitFee = bmul(poolAmountIn, bsub(BONE, EXIT_FEE));
211 | uint newPoolSupply = bsub(poolSupply, poolAmountInAfterExitFee);
212 | uint poolRatio = bdiv(newPoolSupply, poolSupply);
213 |
214 | // newBalTo = poolRatio^(1/weightTo) * balTo;
215 | uint tokenOutRatio = bpow(poolRatio, bdiv(BONE, normalizedWeight));
216 | uint newTokenBalanceOut = bmul(tokenOutRatio, tokenBalanceOut);
217 |
218 | uint tokenAmountOutBeforeSwapFee = bsub(tokenBalanceOut, newTokenBalanceOut);
219 |
220 | // charge swap fee on the output token side
221 | //uint tAo = tAoBeforeSwapFee * (1 - (1-weightTo) * swapFee)
222 | uint zaz = bmul(bsub(BONE, normalizedWeight), swapFee);
223 | tokenAmountOut = bmul(tokenAmountOutBeforeSwapFee, bsub(BONE, zaz));
224 | return tokenAmountOut;
225 | }
226 |
227 | /**********************************************************************************************
228 | // calcPoolInGivenSingleOut //
229 | // pAi = poolAmountIn // / tAo \\ / wO \ \ //
230 | // bO = tokenBalanceOut // | bO - -------------------------- |\ | ---- | \ //
231 | // tAo = tokenAmountOut pS - || \ 1 - ((1 - (tO / tW)) * sF)/ | ^ \ tW / * pS | //
232 | // ps = poolSupply \\ -----------------------------------/ / //
233 | // wO = tokenWeightOut pAi = \\ bO / / //
234 | // tW = totalWeight ------------------------------------------------------------- //
235 | // sF = swapFee ( 1 - eF ) //
236 | // eF = exitFee //
237 | **********************************************************************************************/
238 | function calcPoolInGivenSingleOut(
239 | uint tokenBalanceOut,
240 | uint tokenWeightOut,
241 | uint poolSupply,
242 | uint totalWeight,
243 | uint tokenAmountOut,
244 | uint swapFee
245 | )
246 | public pure
247 | returns (uint poolAmountIn)
248 | {
249 |
250 | // charge swap fee on the output token side
251 | uint normalizedWeight = bdiv(tokenWeightOut, totalWeight);
252 | //uint tAoBeforeSwapFee = tAo / (1 - (1-weightTo) * swapFee) ;
253 | uint zoo = bsub(BONE, normalizedWeight);
254 | uint zar = bmul(zoo, swapFee);
255 | uint tokenAmountOutBeforeSwapFee = bdiv(tokenAmountOut, bsub(BONE, zar));
256 |
257 | uint newTokenBalanceOut = bsub(tokenBalanceOut, tokenAmountOutBeforeSwapFee);
258 | uint tokenOutRatio = bdiv(newTokenBalanceOut, tokenBalanceOut);
259 |
260 | //uint newPoolSupply = (ratioTo ^ weightTo) * poolSupply;
261 | uint poolRatio = bpow(tokenOutRatio, normalizedWeight);
262 | uint newPoolSupply = bmul(poolRatio, poolSupply);
263 | uint poolAmountInAfterExitFee = bsub(poolSupply, newPoolSupply);
264 |
265 | // charge exit fee on the pool token side
266 | // pAi = pAiAfterExitFee/(1-exitFee)
267 | poolAmountIn = bdiv(poolAmountInAfterExitFee, bsub(BONE, EXIT_FEE));
268 | return poolAmountIn;
269 | }
270 |
271 |
272 | }
273 |
--------------------------------------------------------------------------------
/contracts/test/BNum.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./BConst.sol";
17 |
18 | contract BNum is BConst {
19 |
20 | function btoi(uint a)
21 | internal pure
22 | returns (uint)
23 | {
24 | return a / BONE;
25 | }
26 |
27 | function bfloor(uint a)
28 | internal pure
29 | returns (uint)
30 | {
31 | return btoi(a) * BONE;
32 | }
33 |
34 | function badd(uint a, uint b)
35 | internal pure
36 | returns (uint)
37 | {
38 | uint c = a + b;
39 | require(c >= a, "ERR_ADD_OVERFLOW");
40 | return c;
41 | }
42 |
43 | function bsub(uint a, uint b)
44 | internal pure
45 | returns (uint)
46 | {
47 | (uint c, bool flag) = bsubSign(a, b);
48 | require(!flag, "ERR_SUB_UNDERFLOW");
49 | return c;
50 | }
51 |
52 | function bsubSign(uint a, uint b)
53 | internal pure
54 | returns (uint, bool)
55 | {
56 | if (a >= b) {
57 | return (a - b, false);
58 | } else {
59 | return (b - a, true);
60 | }
61 | }
62 |
63 | function bmul(uint a, uint b)
64 | internal pure
65 | returns (uint)
66 | {
67 | uint c0 = a * b;
68 | require(a == 0 || c0 / a == b, "ERR_MUL_OVERFLOW");
69 | uint c1 = c0 + (BONE / 2);
70 | require(c1 >= c0, "ERR_MUL_OVERFLOW");
71 | uint c2 = c1 / BONE;
72 | return c2;
73 | }
74 |
75 | function bdiv(uint a, uint b)
76 | internal pure
77 | returns (uint)
78 | {
79 | require(b != 0, "ERR_DIV_ZERO");
80 | uint c0 = a * BONE;
81 | require(a == 0 || c0 / a == BONE, "ERR_DIV_INTERNAL"); // bmul overflow
82 | uint c1 = c0 + (b / 2);
83 | require(c1 >= c0, "ERR_DIV_INTERNAL"); // badd require
84 | uint c2 = c1 / b;
85 | return c2;
86 | }
87 |
88 | // DSMath.wpow
89 | function bpowi(uint a, uint n)
90 | internal pure
91 | returns (uint)
92 | {
93 | uint z = n % 2 != 0 ? a : BONE;
94 |
95 | for (n /= 2; n != 0; n /= 2) {
96 | a = bmul(a, a);
97 |
98 | if (n % 2 != 0) {
99 | z = bmul(z, a);
100 | }
101 | }
102 | return z;
103 | }
104 |
105 | // Compute b^(e.w) by splitting it into (b^e)*(b^0.w).
106 | // Use `bpowi` for `b^e` and `bpowK` for k iterations
107 | // of approximation of b^0.w
108 | function bpow(uint base, uint exp)
109 | internal pure
110 | returns (uint)
111 | {
112 | require(base >= MIN_BPOW_BASE, "ERR_BPOW_BASE_TOO_LOW");
113 | require(base <= MAX_BPOW_BASE, "ERR_BPOW_BASE_TOO_HIGH");
114 |
115 | uint whole = bfloor(exp);
116 | uint remain = bsub(exp, whole);
117 |
118 | uint wholePow = bpowi(base, btoi(whole));
119 |
120 | if (remain == 0) {
121 | return wholePow;
122 | }
123 |
124 | uint partialResult = bpowApprox(base, remain, BPOW_PRECISION);
125 | return bmul(wholePow, partialResult);
126 | }
127 |
128 | function bpowApprox(uint base, uint exp, uint precision)
129 | internal pure
130 | returns (uint)
131 | {
132 | // term 0:
133 | uint a = exp;
134 | (uint x, bool xneg) = bsubSign(base, BONE);
135 | uint term = BONE;
136 | uint sum = term;
137 | bool negative = false;
138 |
139 |
140 | // term(k) = numer / denom
141 | // = (product(a - i - 1, i=1-->k) * x^k) / (k!)
142 | // each iteration, multiply previous term by (a-(k-1)) * x / k
143 | // continue until term is less than precision
144 | for (uint i = 1; term >= precision; i++) {
145 | uint bigK = i * BONE;
146 | (uint c, bool cneg) = bsubSign(a, bsub(bigK, BONE));
147 | term = bmul(term, bmul(c, x));
148 | term = bdiv(term, bigK);
149 | if (term == 0) break;
150 |
151 | if (xneg) negative = !negative;
152 | if (cneg) negative = !negative;
153 | if (negative) {
154 | sum = bsub(sum, term);
155 | } else {
156 | sum = badd(sum, term);
157 | }
158 | }
159 |
160 | return sum;
161 | }
162 |
163 | }
164 |
--------------------------------------------------------------------------------
/contracts/test/BPool.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./BToken.sol";
17 | import "./BMath.sol";
18 |
19 | contract BPool is BBronze, BToken, BMath {
20 |
21 | struct Record {
22 | bool bound; // is token bound to pool
23 | uint index; // private
24 | uint denorm; // denormalized weight
25 | uint balance;
26 | }
27 |
28 | event LOG_SWAP(
29 | address indexed caller,
30 | address indexed tokenIn,
31 | address indexed tokenOut,
32 | uint256 tokenAmountIn,
33 | uint256 tokenAmountOut
34 | );
35 |
36 | event LOG_JOIN(
37 | address indexed caller,
38 | address indexed tokenIn,
39 | uint256 tokenAmountIn
40 | );
41 |
42 | event LOG_EXIT(
43 | address indexed caller,
44 | address indexed tokenOut,
45 | uint256 tokenAmountOut
46 | );
47 |
48 | event LOG_CALL(
49 | bytes4 indexed sig,
50 | address indexed caller,
51 | bytes data
52 | ) anonymous;
53 |
54 | modifier _logs_() {
55 | emit LOG_CALL(msg.sig, msg.sender, msg.data);
56 | _;
57 | }
58 |
59 | modifier _lock_() {
60 | require(!_mutex, "ERR_REENTRY");
61 | _mutex = true;
62 | _;
63 | _mutex = false;
64 | }
65 |
66 | modifier _viewlock_() {
67 | require(!_mutex, "ERR_REENTRY");
68 | _;
69 | }
70 |
71 | bool private _mutex;
72 |
73 | address private _factory; // BFactory address to push token exitFee to
74 | address private _controller; // has CONTROL role
75 | bool private _publicSwap; // true if PUBLIC can call SWAP functions
76 |
77 | // `setSwapFee` and `finalize` require CONTROL
78 | // `finalize` sets `PUBLIC can SWAP`, `PUBLIC can JOIN`
79 | uint private _swapFee;
80 | bool private _finalized;
81 |
82 | address[] private _tokens;
83 | mapping(address=>Record) private _records;
84 | uint private _totalWeight;
85 |
86 | constructor() public {
87 | _controller = msg.sender;
88 | _factory = msg.sender;
89 | _swapFee = MIN_FEE;
90 | _publicSwap = false;
91 | _finalized = false;
92 | }
93 |
94 | function isPublicSwap()
95 | external view
96 | returns (bool)
97 | {
98 | return _publicSwap;
99 | }
100 |
101 | function isFinalized()
102 | external view
103 | returns (bool)
104 | {
105 | return _finalized;
106 | }
107 |
108 | function isBound(address t)
109 | external view
110 | returns (bool)
111 | {
112 | return _records[t].bound;
113 | }
114 |
115 | function getNumTokens()
116 | external view
117 | returns (uint)
118 | {
119 | return _tokens.length;
120 | }
121 |
122 | function getCurrentTokens()
123 | external view _viewlock_
124 | returns (address[] memory tokens)
125 | {
126 | return _tokens;
127 | }
128 |
129 | function getFinalTokens()
130 | external view
131 | _viewlock_
132 | returns (address[] memory tokens)
133 | {
134 | require(_finalized, "ERR_NOT_FINALIZED");
135 | return _tokens;
136 | }
137 |
138 | function getDenormalizedWeight(address token)
139 | external view
140 | _viewlock_
141 | returns (uint)
142 | {
143 |
144 | require(_records[token].bound, "ERR_NOT_BOUND");
145 | return _records[token].denorm;
146 | }
147 |
148 | function getTotalDenormalizedWeight()
149 | external view
150 | _viewlock_
151 | returns (uint)
152 | {
153 | return _totalWeight;
154 | }
155 |
156 | function getNormalizedWeight(address token)
157 | external view
158 | _viewlock_
159 | returns (uint)
160 | {
161 |
162 | require(_records[token].bound, "ERR_NOT_BOUND");
163 | uint denorm = _records[token].denorm;
164 | return bdiv(denorm, _totalWeight);
165 | }
166 |
167 | function getBalance(address token)
168 | external view
169 | _viewlock_
170 | returns (uint)
171 | {
172 |
173 | require(_records[token].bound, "ERR_NOT_BOUND");
174 | return _records[token].balance;
175 | }
176 |
177 | function getSwapFee()
178 | external view
179 | _viewlock_
180 | returns (uint)
181 | {
182 | return _swapFee;
183 | }
184 |
185 | function getController()
186 | external view
187 | _viewlock_
188 | returns (address)
189 | {
190 | return _controller;
191 | }
192 |
193 | function setSwapFee(uint swapFee)
194 | external
195 | _logs_
196 | _lock_
197 | {
198 | require(!_finalized, "ERR_IS_FINALIZED");
199 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
200 | require(swapFee >= MIN_FEE, "ERR_MIN_FEE");
201 | require(swapFee <= MAX_FEE, "ERR_MAX_FEE");
202 | _swapFee = swapFee;
203 | }
204 |
205 | function setController(address manager)
206 | external
207 | _logs_
208 | _lock_
209 | {
210 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
211 | _controller = manager;
212 | }
213 |
214 | function setPublicSwap(bool public_)
215 | external
216 | _logs_
217 | _lock_
218 | {
219 | require(!_finalized, "ERR_IS_FINALIZED");
220 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
221 | _publicSwap = public_;
222 | }
223 |
224 | function finalize(uint initSupply)
225 | external
226 | _logs_
227 | _lock_
228 | {
229 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
230 | require(!_finalized, "ERR_IS_FINALIZED");
231 | require(initSupply >= MIN_POOL_SUPPLY, "ERR_MIN_POOL_SUPPLY");
232 |
233 | _finalized = true;
234 | _publicSwap = true;
235 |
236 | _mintPoolShare(initSupply);
237 | _pushPoolShare(msg.sender, initSupply);
238 | }
239 |
240 |
241 | function bind(address token, uint balance, uint denorm)
242 | external
243 | _logs_
244 | // _lock_ Bind does not lock because it jumps to `rebind`, which does
245 | {
246 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
247 | require(!_records[token].bound, "ERR_IS_BOUND");
248 | require(!_finalized, "ERR_IS_FINALIZED");
249 |
250 | require(_tokens.length < MAX_BOUND_TOKENS, "ERR_MAX_TOKENS");
251 |
252 | _records[token] = Record({
253 | bound: true,
254 | index: _tokens.length, // 1-indexed (0 is 'unbound' state)
255 | denorm: 0, // balance and denorm will be validated
256 | balance: 0 // and set by `rebind`
257 | });
258 | _tokens.push(token);
259 | rebind(token, balance, denorm);
260 | }
261 |
262 | function rebind(address token, uint balance, uint denorm)
263 | public
264 | _logs_
265 | _lock_
266 | {
267 |
268 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
269 | require(_records[token].bound, "ERR_NOT_BOUND");
270 | require(!_finalized, "ERR_IS_FINALIZED");
271 |
272 | require(denorm >= MIN_WEIGHT, "ERR_MIN_WEIGHT");
273 | require(denorm <= MAX_WEIGHT, "ERR_MAX_WEIGHT");
274 | require(balance >= MIN_BALANCE, "ERR_MIN_BALANCE");
275 | require(balance <= MAX_BALANCE, "ERR_MAX_BALANCE");
276 |
277 | // Adjust the denorm and totalWeight
278 | uint oldWeight = _records[token].denorm;
279 | if (denorm > oldWeight) {
280 | _totalWeight = badd(_totalWeight, bsub(denorm, oldWeight));
281 | require(_totalWeight <= MAX_TOTAL_WEIGHT, "ERR_MAX_TOTAL_WEIGHT");
282 | } else if (denorm < oldWeight) {
283 | _totalWeight = bsub(_totalWeight, bsub(oldWeight, denorm));
284 | }
285 | _records[token].denorm = denorm;
286 |
287 | // Adjust the balance record and actual token balance
288 | uint oldBalance = _records[token].balance;
289 | _records[token].balance = balance;
290 | if (balance > oldBalance) {
291 | _pullUnderlying(token, msg.sender, bsub(balance, oldBalance));
292 | } else if (balance < oldBalance) {
293 | // In this case liquidity is being withdrawn, so charge EXIT_FEE
294 | uint tokenBalanceWithdrawn = bsub(oldBalance, balance);
295 | uint tokenExitFee = bmul(tokenBalanceWithdrawn, EXIT_FEE);
296 | _pushUnderlying(token, msg.sender, bsub(tokenBalanceWithdrawn, tokenExitFee));
297 | _pushUnderlying(token, _factory, tokenExitFee);
298 | }
299 | }
300 |
301 | function unbind(address token)
302 | external
303 | _logs_
304 | _lock_
305 | {
306 |
307 | require(msg.sender == _controller, "ERR_NOT_CONTROLLER");
308 | require(_records[token].bound, "ERR_NOT_BOUND");
309 | require(!_finalized, "ERR_IS_FINALIZED");
310 |
311 | uint tokenBalance = _records[token].balance;
312 | uint tokenExitFee = bmul(tokenBalance, EXIT_FEE);
313 |
314 | _totalWeight = bsub(_totalWeight, _records[token].denorm);
315 |
316 | // Swap the token-to-unbind with the last token,
317 | // then delete the last token
318 | uint index = _records[token].index;
319 | uint last = _tokens.length - 1;
320 | _tokens[index] = _tokens[last];
321 | _records[_tokens[index]].index = index;
322 | _tokens.pop();
323 | _records[token] = Record({
324 | bound: false,
325 | index: 0,
326 | denorm: 0,
327 | balance: 0
328 | });
329 |
330 | _pushUnderlying(token, msg.sender, bsub(tokenBalance, tokenExitFee));
331 | _pushUnderlying(token, _factory, tokenExitFee);
332 | }
333 |
334 | // Absorb any tokens that have been sent to this contract into the pool
335 | function gulp(address token)
336 | external
337 | _logs_
338 | _lock_
339 | {
340 | require(_records[token].bound, "ERR_NOT_BOUND");
341 | _records[token].balance = IERC20(token).balanceOf(address(this));
342 | }
343 |
344 | function getSpotPrice(address tokenIn, address tokenOut)
345 | external view
346 | _viewlock_
347 | returns (uint spotPrice)
348 | {
349 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
350 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
351 | Record storage inRecord = _records[tokenIn];
352 | Record storage outRecord = _records[tokenOut];
353 | return calcSpotPrice(inRecord.balance, inRecord.denorm, outRecord.balance, outRecord.denorm, _swapFee);
354 | }
355 |
356 | function getSpotPriceSansFee(address tokenIn, address tokenOut)
357 | external view
358 | _viewlock_
359 | returns (uint spotPrice)
360 | {
361 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
362 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
363 | Record storage inRecord = _records[tokenIn];
364 | Record storage outRecord = _records[tokenOut];
365 | return calcSpotPrice(inRecord.balance, inRecord.denorm, outRecord.balance, outRecord.denorm, 0);
366 | }
367 |
368 | function joinPool(uint poolAmountOut, uint[] calldata maxAmountsIn)
369 | external
370 | _logs_
371 | _lock_
372 | {
373 | require(_finalized, "ERR_NOT_FINALIZED");
374 |
375 | uint poolTotal = totalSupply();
376 | uint ratio = bdiv(poolAmountOut, poolTotal);
377 | require(ratio != 0, "ERR_MATH_APPROX");
378 |
379 | for (uint i = 0; i < _tokens.length; i++) {
380 | address t = _tokens[i];
381 | uint bal = _records[t].balance;
382 | uint tokenAmountIn = bmul(ratio, bal);
383 | require(tokenAmountIn <= maxAmountsIn[i], "ERR_LIMIT_IN");
384 | _records[t].balance = badd(_records[t].balance, tokenAmountIn);
385 | emit LOG_JOIN(msg.sender, t, tokenAmountIn);
386 | _pullUnderlying(t, msg.sender, tokenAmountIn);
387 | }
388 | _mintPoolShare(poolAmountOut);
389 | _pushPoolShare(msg.sender, poolAmountOut);
390 | }
391 |
392 | function exitPool(uint poolAmountIn, uint[] calldata minAmountsOut)
393 | external
394 | _logs_
395 | _lock_
396 | {
397 | require(_finalized, "ERR_NOT_FINALIZED");
398 |
399 | uint poolTotal = totalSupply();
400 | uint exitFee = bmul(poolAmountIn, EXIT_FEE);
401 | uint pAiAfterExitFee = bsub(poolAmountIn, exitFee);
402 | uint ratio = bdiv(pAiAfterExitFee, poolTotal);
403 | require(ratio != 0, "ERR_MATH_APPROX");
404 |
405 | _pullPoolShare(msg.sender, poolAmountIn);
406 | _pushPoolShare(_factory, exitFee);
407 | _burnPoolShare(pAiAfterExitFee);
408 |
409 | for (uint i = 0; i < _tokens.length; i++) {
410 | address t = _tokens[i];
411 | uint bal = _records[t].balance;
412 | uint tokenAmountOut = bmul(ratio, bal);
413 | require(tokenAmountOut >= minAmountsOut[i], "ERR_LIMIT_OUT");
414 | _records[t].balance = bsub(_records[t].balance, tokenAmountOut);
415 | emit LOG_EXIT(msg.sender, t, tokenAmountOut);
416 | _pushUnderlying(t, msg.sender, tokenAmountOut);
417 | }
418 |
419 | }
420 |
421 |
422 | function swapExactAmountIn(
423 | address tokenIn,
424 | uint tokenAmountIn,
425 | address tokenOut,
426 | uint minAmountOut,
427 | uint maxPrice
428 | )
429 | external
430 | _logs_
431 | _lock_
432 | returns (uint tokenAmountOut, uint spotPriceAfter)
433 | {
434 |
435 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
436 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
437 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
438 |
439 | Record storage inRecord = _records[address(tokenIn)];
440 | Record storage outRecord = _records[address(tokenOut)];
441 |
442 | require(tokenAmountIn <= bmul(inRecord.balance, MAX_IN_RATIO), "ERR_MAX_IN_RATIO");
443 |
444 | uint spotPriceBefore = calcSpotPrice(
445 | inRecord.balance,
446 | inRecord.denorm,
447 | outRecord.balance,
448 | outRecord.denorm,
449 | _swapFee
450 | );
451 | require(spotPriceBefore <= maxPrice, "ERR_BAD_LIMIT_PRICE");
452 |
453 | tokenAmountOut = calcOutGivenIn(
454 | inRecord.balance,
455 | inRecord.denorm,
456 | outRecord.balance,
457 | outRecord.denorm,
458 | tokenAmountIn,
459 | _swapFee
460 | );
461 | require(tokenAmountOut >= minAmountOut, "ERR_LIMIT_OUT");
462 |
463 | inRecord.balance = badd(inRecord.balance, tokenAmountIn);
464 | outRecord.balance = bsub(outRecord.balance, tokenAmountOut);
465 |
466 | spotPriceAfter = calcSpotPrice(
467 | inRecord.balance,
468 | inRecord.denorm,
469 | outRecord.balance,
470 | outRecord.denorm,
471 | _swapFee
472 | );
473 | require(spotPriceAfter >= spotPriceBefore, "ERR_MATH_APPROX");
474 | require(spotPriceAfter <= maxPrice, "ERR_LIMIT_PRICE");
475 | require(spotPriceBefore <= bdiv(tokenAmountIn, tokenAmountOut), "ERR_MATH_APPROX");
476 |
477 | emit LOG_SWAP(msg.sender, tokenIn, tokenOut, tokenAmountIn, tokenAmountOut);
478 |
479 | _pullUnderlying(tokenIn, msg.sender, tokenAmountIn);
480 | _pushUnderlying(tokenOut, msg.sender, tokenAmountOut);
481 |
482 | return (tokenAmountOut, spotPriceAfter);
483 | }
484 |
485 | function swapExactAmountOut(
486 | address tokenIn,
487 | uint maxAmountIn,
488 | address tokenOut,
489 | uint tokenAmountOut,
490 | uint maxPrice
491 | )
492 | external
493 | _logs_
494 | _lock_
495 | returns (uint tokenAmountIn, uint spotPriceAfter)
496 | {
497 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
498 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
499 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
500 |
501 | Record storage inRecord = _records[address(tokenIn)];
502 | Record storage outRecord = _records[address(tokenOut)];
503 |
504 | require(tokenAmountOut <= bmul(outRecord.balance, MAX_OUT_RATIO), "ERR_MAX_OUT_RATIO");
505 |
506 | uint spotPriceBefore = calcSpotPrice(
507 | inRecord.balance,
508 | inRecord.denorm,
509 | outRecord.balance,
510 | outRecord.denorm,
511 | _swapFee
512 | );
513 | require(spotPriceBefore <= maxPrice, "ERR_BAD_LIMIT_PRICE");
514 |
515 | tokenAmountIn = calcInGivenOut(
516 | inRecord.balance,
517 | inRecord.denorm,
518 | outRecord.balance,
519 | outRecord.denorm,
520 | tokenAmountOut,
521 | _swapFee
522 | );
523 | require(tokenAmountIn <= maxAmountIn, "ERR_LIMIT_IN");
524 |
525 | inRecord.balance = badd(inRecord.balance, tokenAmountIn);
526 | outRecord.balance = bsub(outRecord.balance, tokenAmountOut);
527 |
528 | spotPriceAfter = calcSpotPrice(
529 | inRecord.balance,
530 | inRecord.denorm,
531 | outRecord.balance,
532 | outRecord.denorm,
533 | _swapFee
534 | );
535 | require(spotPriceAfter >= spotPriceBefore, "ERR_MATH_APPROX");
536 | require(spotPriceAfter <= maxPrice, "ERR_LIMIT_PRICE");
537 | require(spotPriceBefore <= bdiv(tokenAmountIn, tokenAmountOut), "ERR_MATH_APPROX");
538 |
539 | emit LOG_SWAP(msg.sender, tokenIn, tokenOut, tokenAmountIn, tokenAmountOut);
540 |
541 | _pullUnderlying(tokenIn, msg.sender, tokenAmountIn);
542 | _pushUnderlying(tokenOut, msg.sender, tokenAmountOut);
543 |
544 | return (tokenAmountIn, spotPriceAfter);
545 | }
546 |
547 |
548 | function joinswapExternAmountIn(address tokenIn, uint tokenAmountIn, uint minPoolAmountOut)
549 | external
550 | _logs_
551 | _lock_
552 | returns (uint poolAmountOut)
553 | {
554 |
555 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
556 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
557 |
558 | Record storage inRecord = _records[tokenIn];
559 |
560 | poolAmountOut = calcPoolOutGivenSingleIn(
561 | inRecord.balance,
562 | inRecord.denorm,
563 | _totalSupply,
564 | _totalWeight,
565 | tokenAmountIn,
566 | _swapFee
567 | );
568 |
569 | require(poolAmountOut >= minPoolAmountOut, "ERR_LIMIT_OUT");
570 |
571 | inRecord.balance = badd(inRecord.balance, tokenAmountIn);
572 |
573 | emit LOG_JOIN(msg.sender, tokenIn, tokenAmountIn);
574 |
575 | _mintPoolShare(poolAmountOut);
576 | _pushPoolShare(msg.sender, poolAmountOut);
577 | _pullUnderlying(tokenIn, msg.sender, tokenAmountIn);
578 |
579 | return poolAmountOut;
580 | }
581 |
582 | function joinswapPoolAmountOut(uint poolAmountOut, address tokenIn, uint maxAmountIn)
583 | external
584 | _logs_
585 | _lock_
586 | returns (uint tokenAmountIn)
587 | {
588 | require(_records[tokenIn].bound, "ERR_NOT_BOUND");
589 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
590 |
591 | Record storage inRecord = _records[tokenIn];
592 |
593 | tokenAmountIn = calcSingleInGivenPoolOut(
594 | inRecord.balance,
595 | inRecord.denorm,
596 | _totalSupply,
597 | _totalWeight,
598 | poolAmountOut,
599 | _swapFee
600 | );
601 |
602 | require(tokenAmountIn <= maxAmountIn, "ERR_LIMIT_IN");
603 |
604 | inRecord.balance = badd(inRecord.balance, tokenAmountIn);
605 |
606 | emit LOG_JOIN(msg.sender, tokenIn, tokenAmountIn);
607 |
608 | _mintPoolShare(poolAmountOut);
609 | _pushPoolShare(msg.sender, poolAmountOut);
610 | _pullUnderlying(tokenIn, msg.sender, tokenAmountIn);
611 |
612 | return tokenAmountIn;
613 | }
614 |
615 | function exitswapPoolAmountIn(uint poolAmountIn, address tokenOut, uint minAmountOut)
616 | external
617 | _logs_
618 | _lock_
619 | returns (uint tokenAmountOut)
620 | {
621 |
622 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
623 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
624 |
625 | Record storage outRecord = _records[tokenOut];
626 |
627 | tokenAmountOut = calcSingleOutGivenPoolIn(
628 | outRecord.balance,
629 | outRecord.denorm,
630 | _totalSupply,
631 | _totalWeight,
632 | poolAmountIn,
633 | _swapFee
634 | );
635 |
636 | require(tokenAmountOut >= minAmountOut, "ERR_LIMIT_OUT");
637 |
638 | outRecord.balance = bsub(outRecord.balance, tokenAmountOut);
639 |
640 | uint exitFee = bmul(poolAmountIn, EXIT_FEE);
641 |
642 | emit LOG_EXIT(msg.sender, tokenOut, tokenAmountOut);
643 |
644 | _pullPoolShare(msg.sender, poolAmountIn);
645 | _burnPoolShare(bsub(poolAmountIn, exitFee));
646 | _pushPoolShare(_factory, exitFee);
647 | _pushUnderlying(tokenOut, msg.sender, tokenAmountOut);
648 |
649 | return tokenAmountOut;
650 | }
651 |
652 | function exitswapExternAmountOut(address tokenOut, uint tokenAmountOut, uint maxPoolAmountIn)
653 | external
654 | _logs_
655 | _lock_
656 | returns (uint poolAmountIn)
657 | {
658 |
659 | require(_records[tokenOut].bound, "ERR_NOT_BOUND");
660 | require(_publicSwap, "ERR_SWAP_NOT_PUBLIC");
661 |
662 | Record storage outRecord = _records[tokenOut];
663 |
664 | poolAmountIn = calcPoolInGivenSingleOut(
665 | outRecord.balance,
666 | outRecord.denorm,
667 | _totalSupply,
668 | _totalWeight,
669 | tokenAmountOut,
670 | _swapFee
671 | );
672 |
673 | require(poolAmountIn <= maxPoolAmountIn, "ERR_LIMIT_IN");
674 |
675 | outRecord.balance = bsub(outRecord.balance, tokenAmountOut);
676 |
677 | uint exitFee = bmul(poolAmountIn, EXIT_FEE);
678 |
679 | emit LOG_EXIT(msg.sender, tokenOut, tokenAmountOut);
680 |
681 | _pullPoolShare(msg.sender, poolAmountIn);
682 | _burnPoolShare(bsub(poolAmountIn, exitFee));
683 | _pushPoolShare(_factory, exitFee);
684 | _pushUnderlying(tokenOut, msg.sender, tokenAmountOut);
685 |
686 | return poolAmountIn;
687 | }
688 |
689 |
690 | // ==
691 | // 'Underlying' token-manipulation functions make external calls but are NOT locked
692 | // You must `_lock_` or otherwise ensure reentry-safety
693 |
694 | function _pullUnderlying(address erc20, address from, uint amount)
695 | internal
696 | {
697 | bool xfer = IERC20(erc20).transferFrom(from, address(this), amount);
698 | require(xfer, "ERR_ERC20_FALSE");
699 | }
700 |
701 | function _pushUnderlying(address erc20, address to, uint amount)
702 | internal
703 | {
704 | bool xfer = IERC20(erc20).transfer(to, amount);
705 | require(xfer, "ERR_ERC20_FALSE");
706 | }
707 |
708 | function _pullPoolShare(address from, uint amount)
709 | internal
710 | {
711 | _pull(from, amount);
712 | }
713 |
714 | function _pushPoolShare(address to, uint amount)
715 | internal
716 | {
717 | _push(to, amount);
718 | }
719 |
720 | function _mintPoolShare(uint amount)
721 | internal
722 | {
723 | _mint(amount);
724 | }
725 |
726 | function _burnPoolShare(uint amount)
727 | internal
728 | {
729 | _burn(amount);
730 | }
731 |
732 | }
733 |
--------------------------------------------------------------------------------
/contracts/test/BToken.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./BNum.sol";
17 |
18 | // Highly opinionated token implementation
19 |
20 | interface IERC20 {
21 | event Approval(address indexed src, address indexed dst, uint amt);
22 | event Transfer(address indexed src, address indexed dst, uint amt);
23 |
24 | function totalSupply() external view returns (uint);
25 | function balanceOf(address whom) external view returns (uint);
26 | function allowance(address src, address dst) external view returns (uint);
27 |
28 | function approve(address dst, uint amt) external returns (bool);
29 | function transfer(address dst, uint amt) external returns (bool);
30 | function transferFrom(
31 | address src, address dst, uint amt
32 | ) external returns (bool);
33 | }
34 |
35 | contract BTokenBase is BNum {
36 |
37 | mapping(address => uint) internal _balance;
38 | mapping(address => mapping(address=>uint)) internal _allowance;
39 | uint internal _totalSupply;
40 |
41 | event Approval(address indexed src, address indexed dst, uint amt);
42 | event Transfer(address indexed src, address indexed dst, uint amt);
43 |
44 | function _mint(uint amt) internal {
45 | _balance[address(this)] = badd(_balance[address(this)], amt);
46 | _totalSupply = badd(_totalSupply, amt);
47 | emit Transfer(address(0), address(this), amt);
48 | }
49 |
50 | function _burn(uint amt) internal {
51 | require(_balance[address(this)] >= amt, "ERR_INSUFFICIENT_BAL");
52 | _balance[address(this)] = bsub(_balance[address(this)], amt);
53 | _totalSupply = bsub(_totalSupply, amt);
54 | emit Transfer(address(this), address(0), amt);
55 | }
56 |
57 | function _move(address src, address dst, uint amt) internal {
58 | require(_balance[src] >= amt, "ERR_INSUFFICIENT_BAL");
59 | _balance[src] = bsub(_balance[src], amt);
60 | _balance[dst] = badd(_balance[dst], amt);
61 | emit Transfer(src, dst, amt);
62 | }
63 |
64 | function _push(address to, uint amt) internal {
65 | _move(address(this), to, amt);
66 | }
67 |
68 | function _pull(address from, uint amt) internal {
69 | _move(from, address(this), amt);
70 | }
71 | }
72 |
73 | contract BToken is BTokenBase, IERC20 {
74 |
75 | string private _name = "Balancer Pool Token";
76 | string private _symbol = "BPT";
77 | uint8 private _decimals = 18;
78 |
79 | function name() public view returns (string memory) {
80 | return _name;
81 | }
82 |
83 | function symbol() public view returns (string memory) {
84 | return _symbol;
85 | }
86 |
87 | function decimals() public view returns(uint8) {
88 | return _decimals;
89 | }
90 |
91 | function allowance(address src, address dst) external view returns (uint) {
92 | return _allowance[src][dst];
93 | }
94 |
95 | function balanceOf(address whom) external view returns (uint) {
96 | return _balance[whom];
97 | }
98 |
99 | function totalSupply() public view returns (uint) {
100 | return _totalSupply;
101 | }
102 |
103 | function approve(address dst, uint amt) external returns (bool) {
104 | _allowance[msg.sender][dst] = amt;
105 | emit Approval(msg.sender, dst, amt);
106 | return true;
107 | }
108 |
109 | function increaseApproval(address dst, uint amt) external returns (bool) {
110 | _allowance[msg.sender][dst] = badd(_allowance[msg.sender][dst], amt);
111 | emit Approval(msg.sender, dst, _allowance[msg.sender][dst]);
112 | return true;
113 | }
114 |
115 | function decreaseApproval(address dst, uint amt) external returns (bool) {
116 | uint oldValue = _allowance[msg.sender][dst];
117 | if (amt > oldValue) {
118 | _allowance[msg.sender][dst] = 0;
119 | } else {
120 | _allowance[msg.sender][dst] = bsub(oldValue, amt);
121 | }
122 | emit Approval(msg.sender, dst, _allowance[msg.sender][dst]);
123 | return true;
124 | }
125 |
126 | function transfer(address dst, uint amt) external returns (bool) {
127 | _move(msg.sender, dst, amt);
128 | return true;
129 | }
130 |
131 | function transferFrom(address src, address dst, uint amt) external returns (bool) {
132 | require(msg.sender == src || amt <= _allowance[src][msg.sender], "ERR_BTOKEN_BAD_CALLER");
133 | _move(src, dst, amt);
134 | if (msg.sender != src && _allowance[src][msg.sender] != uint256(-1)) {
135 | _allowance[src][msg.sender] = bsub(_allowance[src][msg.sender], amt);
136 | emit Approval(msg.sender, dst, _allowance[src][msg.sender]);
137 | }
138 | return true;
139 | }
140 | }
141 |
--------------------------------------------------------------------------------
/contracts/test/TToken.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | // Test Token
17 | // Public mint and burn functions!
18 |
19 | contract TToken {
20 |
21 | bytes32 private _name;
22 | bytes32 private _symbol;
23 | uint8 private _decimals;
24 |
25 | uint internal _totalSupply;
26 |
27 | mapping(address => uint) private _balance;
28 | mapping(address => mapping(address=>uint)) private _allowance;
29 |
30 | event Approval(address indexed src, address indexed dst, uint amt);
31 | event Transfer(address indexed src, address indexed dst, uint amt);
32 |
33 | // Math
34 | function add(uint a, uint b) internal pure returns (uint c) {
35 | require((c = a + b) >= a);
36 | }
37 | function sub(uint a, uint b) internal pure returns (uint c) {
38 | require((c = a - b) <= a);
39 | }
40 |
41 | constructor(
42 | bytes32 name,
43 | bytes32 symbol,
44 | uint8 decimals
45 | ) public {
46 | _name = name;
47 | _symbol = symbol;
48 | _decimals = decimals;
49 | }
50 |
51 | function name() public view returns (bytes32) {
52 | return _name;
53 | }
54 |
55 | function symbol() public view returns (bytes32) {
56 | return _symbol;
57 | }
58 |
59 | function decimals() public view returns(uint8) {
60 | return _decimals;
61 | }
62 |
63 | function _move(address src, address dst, uint amt) internal {
64 | require(_balance[src] >= amt, "ERR_INSUFFICIENT_BAL");
65 | _balance[src] = sub(_balance[src], amt);
66 | _balance[dst] = add(_balance[dst], amt);
67 | emit Transfer(src, dst, amt);
68 | }
69 |
70 | function _push(address to, uint amt) internal {
71 | _move(address(this), to, amt);
72 | }
73 |
74 | function _pull(address from, uint amt) internal {
75 | _move(from, address(this), amt);
76 | }
77 |
78 | function _mint(address dst, uint amt) internal {
79 | _balance[dst] = add(_balance[dst], amt);
80 | _totalSupply = add(_totalSupply, amt);
81 | emit Transfer(address(0), dst, amt);
82 | }
83 |
84 | function allowance(address src, address dst) external view returns (uint) {
85 | return _allowance[src][dst];
86 | }
87 |
88 | function balanceOf(address whom) external view returns (uint) {
89 | return _balance[whom];
90 | }
91 |
92 | function totalSupply() public view returns (uint) {
93 | return _totalSupply;
94 | }
95 |
96 | function approve(address dst, uint amt) external returns (bool) {
97 | _allowance[msg.sender][dst] = amt;
98 | emit Approval(msg.sender, dst, amt);
99 | return true;
100 | }
101 |
102 | function mint(address dst, uint amt) public returns (bool) {
103 | _mint(dst, amt);
104 | return true;
105 | }
106 |
107 | function burn(uint amt) public returns (bool) {
108 | require(_balance[address(this)] >= amt, "ERR_INSUFFICIENT_BAL");
109 | _balance[address(this)] = sub(_balance[address(this)], amt);
110 | _totalSupply = sub(_totalSupply, amt);
111 | emit Transfer(address(this), address(0), amt);
112 | return true;
113 | }
114 |
115 | function transfer(address dst, uint amt) external returns (bool) {
116 | _move(msg.sender, dst, amt);
117 | return true;
118 | }
119 |
120 | function transferFrom(address src, address dst, uint amt) external returns (bool) {
121 | require(msg.sender == src || amt <= _allowance[src][msg.sender], "ERR_BTOKEN_BAD_CALLER");
122 | _move(src, dst, amt);
123 | if (msg.sender != src && _allowance[src][msg.sender] != uint256(-1)) {
124 | _allowance[src][msg.sender] = sub(_allowance[src][msg.sender], amt);
125 | emit Approval(msg.sender, dst, _allowance[src][msg.sender]);
126 | }
127 | return true;
128 | }
129 | }
130 |
--------------------------------------------------------------------------------
/contracts/test/TTokenFactory.sol:
--------------------------------------------------------------------------------
1 | // This program is free software: you can redistribute it and/or modify
2 | // it under the terms of the GNU General Public License as published by
3 | // the Free Software Foundation, either version 3 of the License, or
4 | // (at your option) any later version.
5 |
6 | // This program is distributed in the hope that it will be useful,
7 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
8 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9 | // GNU General Public License for more details.
10 |
11 | // You should have received a copy of the GNU General Public License
12 | // along with this program. If not, see .
13 |
14 | pragma solidity 0.5.12;
15 |
16 | import "./TToken.sol";
17 |
18 | contract TTokenFactory {
19 | mapping(bytes32=>TToken) tokens;
20 | function get(bytes32 name) external view returns (TToken) {
21 | return tokens[name];
22 | }
23 | function build(bytes32 name, bytes32 symbol, uint8 decimals) external returns (TToken) {
24 | tokens[name] = new TToken(name, symbol, decimals);
25 | return tokens[name];
26 | }
27 | }
28 |
--------------------------------------------------------------------------------
/contracts/test/WETH9.sol:
--------------------------------------------------------------------------------
1 | // Copyright (C) 2015, 2016, 2017 Dapphub
2 |
3 | // This program is free software: you can redistribute it and/or modify
4 | // it under the terms of the GNU General Public License as published by
5 | // the Free Software Foundation, either version 3 of the License, or
6 | // (at your option) any later version.
7 |
8 | // This program is distributed in the hope that it will be useful,
9 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
10 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
11 | // GNU General Public License for more details.
12 |
13 | // You should have received a copy of the GNU General Public License
14 | // along with this program. If not, see .
15 |
16 | pragma solidity 0.5.12;
17 |
18 | contract WETH9 {
19 | string public name = "Wrapped Ether";
20 | string public symbol = "WETH";
21 | uint8 public decimals = 18;
22 |
23 | event Approval(address indexed src, address indexed guy, uint wad);
24 | event Transfer(address indexed src, address indexed dst, uint wad);
25 | event Deposit(address indexed dst, uint wad);
26 | event Withdrawal(address indexed src, uint wad);
27 |
28 | mapping (address => uint) public balanceOf;
29 | mapping (address => mapping (address => uint)) public allowance;
30 |
31 | function() external payable {
32 | deposit();
33 | }
34 | function deposit() public payable {
35 | balanceOf[msg.sender] += msg.value;
36 | emit Deposit(msg.sender, msg.value);
37 | }
38 | function withdraw(uint wad) public {
39 | require(balanceOf[msg.sender] >= wad);
40 | balanceOf[msg.sender] -= wad;
41 | msg.sender.transfer(wad);
42 | emit Withdrawal(msg.sender, wad);
43 | }
44 |
45 | function totalSupply() public view returns (uint) {
46 | return address(this).balance;
47 | }
48 |
49 | function approve(address guy, uint wad) public returns (bool) {
50 | allowance[msg.sender][guy] = wad;
51 | emit Approval(msg.sender, guy, wad);
52 | return true;
53 | }
54 |
55 | function transfer(address dst, uint wad) public returns (bool) {
56 | return transferFrom(msg.sender, dst, wad);
57 | }
58 |
59 | function transferFrom(address src, address dst, uint wad)
60 | public
61 | returns (bool)
62 | {
63 | require(balanceOf[src] >= wad);
64 |
65 | if (src != msg.sender && allowance[src][msg.sender] != uint(-1)) {
66 | require(allowance[src][msg.sender] >= wad);
67 | allowance[src][msg.sender] -= wad;
68 | }
69 |
70 | balanceOf[src] -= wad;
71 | balanceOf[dst] += wad;
72 |
73 | emit Transfer(src, dst, wad);
74 |
75 | return true;
76 | }
77 | }
78 |
79 |
80 | /*
81 | GNU GENERAL PUBLIC LICENSE
82 | Version 3, 29 June 2007
83 |
84 | Copyright (C) 2007 Free Software Foundation, Inc.
85 | Everyone is permitted to copy and distribute verbatim copies
86 | of this license document, but changing it is not allowed.
87 |
88 | Preamble
89 |
90 | The GNU General Public License is a free, copyleft license for
91 | software and other kinds of works.
92 |
93 | The licenses for most software and other practical works are designed
94 | to take away your freedom to share and change the works. By contrast,
95 | the GNU General Public License is intended to guarantee your freedom to
96 | share and change all versions of a program--to make sure it remains free
97 | software for all its users. We, the Free Software Foundation, use the
98 | GNU General Public License for most of our software; it applies also to
99 | any other work released this way by its authors. You can apply it to
100 | your programs, too.
101 |
102 | When we speak of free software, we are referring to freedom, not
103 | price. Our General Public Licenses are designed to make sure that you
104 | have the freedom to distribute copies of free software (and charge for
105 | them if you wish), that you receive source code or can get it if you
106 | want it, that you can change the software or use pieces of it in new
107 | free programs, and that you know you can do these things.
108 |
109 | To protect your rights, we need to prevent others from denying you
110 | these rights or asking you to surrender the rights. Therefore, you have
111 | certain responsibilities if you distribute copies of the software, or if
112 | you modify it: responsibilities to respect the freedom of others.
113 |
114 | For example, if you distribute copies of such a program, whether
115 | gratis or for a fee, you must pass on to the recipients the same
116 | freedoms that you received. You must make sure that they, too, receive
117 | or can get the source code. And you must show them these terms so they
118 | know their rights.
119 |
120 | Developers that use the GNU GPL protect your rights with two steps:
121 | (1) assert copyright on the software, and (2) offer you this License
122 | giving you legal permission to copy, distribute and/or modify it.
123 |
124 | For the developers' and authors' protection, the GPL clearly explains
125 | that there is no warranty for this free software. For both users' and
126 | authors' sake, the GPL requires that modified versions be marked as
127 | changed, so that their problems will not be attributed erroneously to
128 | authors of previous versions.
129 |
130 | Some devices are designed to deny users access to install or run
131 | modified versions of the software inside them, although the manufacturer
132 | can do so. This is fundamentally incompatible with the aim of
133 | protecting users' freedom to change the software. The systematic
134 | pattern of such abuse occurs in the area of products for individuals to
135 | use, which is precisely where it is most unacceptable. Therefore, we
136 | have designed this version of the GPL to prohibit the practice for those
137 | products. If such problems arise substantially in other domains, we
138 | stand ready to extend this provision to those domains in future versions
139 | of the GPL, as needed to protect the freedom of users.
140 |
141 | Finally, every program is threatened constantly by software patents.
142 | States should not allow patents to restrict development and use of
143 | software on general-purpose computers, but in those that do, we wish to
144 | avoid the special danger that patents applied to a free program could
145 | make it effectively proprietary. To prevent this, the GPL assures that
146 | patents cannot be used to render the program non-free.
147 |
148 | The precise terms and conditions for copying, distribution and
149 | modification follow.
150 |
151 | TERMS AND CONDITIONS
152 |
153 | 0. Definitions.
154 |
155 | "This License" refers to version 3 of the GNU General Public License.
156 |
157 | "Copyright" also means copyright-like laws that apply to other kinds of
158 | works, such as semiconductor masks.
159 |
160 | "The Program" refers to any copyrightable work licensed under this
161 | License. Each licensee is addressed as "you". "Licensees" and
162 | "recipients" may be individuals or organizations.
163 |
164 | To "modify" a work means to copy from or adapt all or part of the work
165 | in a fashion requiring copyright permission, other than the making of an
166 | exact copy. The resulting work is called a "modified version" of the
167 | earlier work or a work "based on" the earlier work.
168 |
169 | A "covered work" means either the unmodified Program or a work based
170 | on the Program.
171 |
172 | To "propagate" a work means to do anything with it that, without
173 | permission, would make you directly or secondarily liable for
174 | infringement under applicable copyright law, except executing it on a
175 | computer or modifying a private copy. Propagation includes copying,
176 | distribution (with or without modification), making available to the
177 | public, and in some countries other activities as well.
178 |
179 | To "convey" a work means any kind of propagation that enables other
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181 | a computer network, with no transfer of a copy, is not conveying.
182 |
183 | An interactive user interface displays "Appropriate Legal Notices"
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186 | tells the user that there is no warranty for the work (except to the
187 | extent that warranties are provided), that licensees may convey the
188 | work under this License, and how to view a copy of this License. If
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190 | menu, a prominent item in the list meets this criterion.
191 |
192 | 1. Source Code.
193 |
194 | The "source code" for a work means the preferred form of the work
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196 | form of a work.
197 |
198 | A "Standard Interface" means an interface that either is an official
199 | standard defined by a recognized standards body, or, in the case of
200 | interfaces specified for a particular programming language, one that
201 | is widely used among developers working in that language.
202 |
203 | The "System Libraries" of an executable work include anything, other
204 | than the work as a whole, that (a) is included in the normal form of
205 | packaging a Major Component, but which is not part of that Major
206 | Component, and (b) serves only to enable use of the work with that
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208 | implementation is available to the public in source code form. A
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210 | (kernel, window system, and so on) of the specific operating system
211 | (if any) on which the executable work runs, or a compiler used to
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213 |
214 | The "Corresponding Source" for a work in object code form means all
215 | the source code needed to generate, install, and (for an executable
216 | work) run the object code and to modify the work, including scripts to
217 | control those activities. However, it does not include the work's
218 | System Libraries, or general-purpose tools or generally available free
219 | programs which are used unmodified in performing those activities but
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225 | subprograms and other parts of the work.
226 |
227 | The Corresponding Source need not include anything that users
228 | can regenerate automatically from other parts of the Corresponding
229 | Source.
230 |
231 | The Corresponding Source for a work in source code form is that
232 | same work.
233 |
234 | 2. Basic Permissions.
235 |
236 | All rights granted under this License are granted for the term of
237 | copyright on the Program, and are irrevocable provided the stated
238 | conditions are met. This License explicitly affirms your unlimited
239 | permission to run the unmodified Program. The output from running a
240 | covered work is covered by this License only if the output, given its
241 | content, constitutes a covered work. This License acknowledges your
242 | rights of fair use or other equivalent, as provided by copyright law.
243 |
244 | You may make, run and propagate covered works that you do not
245 | convey, without conditions so long as your license otherwise remains
246 | in force. You may convey covered works to others for the sole purpose
247 | of having them make modifications exclusively for you, or provide you
248 | with facilities for running those works, provided that you comply with
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250 | not control copyright. Those thus making or running the covered works
251 | for you must do so exclusively on your behalf, under your direction
252 | and control, on terms that prohibit them from making any copies of
253 | your copyrighted material outside their relationship with you.
254 |
255 | Conveying under any other circumstances is permitted solely under
256 | the conditions stated below. Sublicensing is not allowed; section 10
257 | makes it unnecessary.
258 |
259 | 3. Protecting Users' Legal Rights From Anti-Circumvention Law.
260 |
261 | No covered work shall be deemed part of an effective technological
262 | measure under any applicable law fulfilling obligations under article
263 | 11 of the WIPO copyright treaty adopted on 20 December 1996, or
264 | similar laws prohibiting or restricting circumvention of such
265 | measures.
266 |
267 | When you convey a covered work, you waive any legal power to forbid
268 | circumvention of technological measures to the extent such circumvention
269 | is effected by exercising rights under this License with respect to
270 | the covered work, and you disclaim any intention to limit operation or
271 | modification of the work as a means of enforcing, against the work's
272 | users, your or third parties' legal rights to forbid circumvention of
273 | technological measures.
274 |
275 | 4. Conveying Verbatim Copies.
276 |
277 | You may convey verbatim copies of the Program's source code as you
278 | receive it, in any medium, provided that you conspicuously and
279 | appropriately publish on each copy an appropriate copyright notice;
280 | keep intact all notices stating that this License and any
281 | non-permissive terms added in accord with section 7 apply to the code;
282 | keep intact all notices of the absence of any warranty; and give all
283 | recipients a copy of this License along with the Program.
284 |
285 | You may charge any price or no price for each copy that you convey,
286 | and you may offer support or warranty protection for a fee.
287 |
288 | 5. Conveying Modified Source Versions.
289 |
290 | You may convey a work based on the Program, or the modifications to
291 | produce it from the Program, in the form of source code under the
292 | terms of section 4, provided that you also meet all of these conditions:
293 |
294 | a) The work must carry prominent notices stating that you modified
295 | it, and giving a relevant date.
296 |
297 | b) The work must carry prominent notices stating that it is
298 | released under this License and any conditions added under section
299 | 7. This requirement modifies the requirement in section 4 to
300 | "keep intact all notices".
301 |
302 | c) You must license the entire work, as a whole, under this
303 | License to anyone who comes into possession of a copy. This
304 | License will therefore apply, along with any applicable section 7
305 | additional terms, to the whole of the work, and all its parts,
306 | regardless of how they are packaged. This License gives no
307 | permission to license the work in any other way, but it does not
308 | invalidate such permission if you have separately received it.
309 |
310 | d) If the work has interactive user interfaces, each must display
311 | Appropriate Legal Notices; however, if the Program has interactive
312 | interfaces that do not display Appropriate Legal Notices, your
313 | work need not make them do so.
314 |
315 | A compilation of a covered work with other separate and independent
316 | works, which are not by their nature extensions of the covered work,
317 | and which are not combined with it such as to form a larger program,
318 | in or on a volume of a storage or distribution medium, is called an
319 | "aggregate" if the compilation and its resulting copyright are not
320 | used to limit the access or legal rights of the compilation's users
321 | beyond what the individual works permit. Inclusion of a covered work
322 | in an aggregate does not cause this License to apply to the other
323 | parts of the aggregate.
324 |
325 | 6. Conveying Non-Source Forms.
326 |
327 | You may convey a covered work in object code form under the terms
328 | of sections 4 and 5, provided that you also convey the
329 | machine-readable Corresponding Source under the terms of this License,
330 | in one of these ways:
331 |
332 | a) Convey the object code in, or embodied in, a physical product
333 | (including a physical distribution medium), accompanied by the
334 | Corresponding Source fixed on a durable physical medium
335 | customarily used for software interchange.
336 |
337 | b) Convey the object code in, or embodied in, a physical product
338 | (including a physical distribution medium), accompanied by a
339 | written offer, valid for at least three years and valid for as
340 | long as you offer spare parts or customer support for that product
341 | model, to give anyone who possesses the object code either (1) a
342 | copy of the Corresponding Source for all the software in the
343 | product that is covered by this License, on a durable physical
344 | medium customarily used for software interchange, for a price no
345 | more than your reasonable cost of physically performing this
346 | conveying of source, or (2) access to copy the
347 | Corresponding Source from a network server at no charge.
348 |
349 | c) Convey individual copies of the object code with a copy of the
350 | written offer to provide the Corresponding Source. This
351 | alternative is allowed only occasionally and noncommercially, and
352 | only if you received the object code with such an offer, in accord
353 | with subsection 6b.
354 |
355 | d) Convey the object code by offering access from a designated
356 | place (gratis or for a charge), and offer equivalent access to the
357 | Corresponding Source in the same way through the same place at no
358 | further charge. You need not require recipients to copy the
359 | Corresponding Source along with the object code. If the place to
360 | copy the object code is a network server, the Corresponding Source
361 | may be on a different server (operated by you or a third party)
362 | that supports equivalent copying facilities, provided you maintain
363 | clear directions next to the object code saying where to find the
364 | Corresponding Source. Regardless of what server hosts the
365 | Corresponding Source, you remain obligated to ensure that it is
366 | available for as long as needed to satisfy these requirements.
367 |
368 | e) Convey the object code using peer-to-peer transmission, provided
369 | you inform other peers where the object code and Corresponding
370 | Source of the work are being offered to the general public at no
371 | charge under subsection 6d.
372 |
373 | A separable portion of the object code, whose source code is excluded
374 | from the Corresponding Source as a System Library, need not be
375 | included in conveying the object code work.
376 |
377 | A "User Product" is either (1) a "consumer product", which means any
378 | tangible personal property which is normally used for personal, family,
379 | or household purposes, or (2) anything designed or sold for incorporation
380 | into a dwelling. In determining whether a product is a consumer product,
381 | doubtful cases shall be resolved in favor of coverage. For a particular
382 | product received by a particular user, "normally used" refers to a
383 | typical or common use of that class of product, regardless of the status
384 | of the particular user or of the way in which the particular user
385 | actually uses, or expects or is expected to use, the product. A product
386 | is a consumer product regardless of whether the product has substantial
387 | commercial, industrial or non-consumer uses, unless such uses represent
388 | the only significant mode of use of the product.
389 |
390 | "Installation Information" for a User Product means any methods,
391 | procedures, authorization keys, or other information required to install
392 | and execute modified versions of a covered work in that User Product from
393 | a modified version of its Corresponding Source. The information must
394 | suffice to ensure that the continued functioning of the modified object
395 | code is in no case prevented or interfered with solely because
396 | modification has been made.
397 |
398 | If you convey an object code work under this section in, or with, or
399 | specifically for use in, a User Product, and the conveying occurs as
400 | part of a transaction in which the right of possession and use of the
401 | User Product is transferred to the recipient in perpetuity or for a
402 | fixed term (regardless of how the transaction is characterized), the
403 | Corresponding Source conveyed under this section must be accompanied
404 | by the Installation Information. But this requirement does not apply
405 | if neither you nor any third party retains the ability to install
406 | modified object code on the User Product (for example, the work has
407 | been installed in ROM).
408 |
409 | The requirement to provide Installation Information does not include a
410 | requirement to continue to provide support service, warranty, or updates
411 | for a work that has been modified or installed by the recipient, or for
412 | the User Product in which it has been modified or installed. Access to a
413 | network may be denied when the modification itself materially and
414 | adversely affects the operation of the network or violates the rules and
415 | protocols for communication across the network.
416 |
417 | Corresponding Source conveyed, and Installation Information provided,
418 | in accord with this section must be in a format that is publicly
419 | documented (and with an implementation available to the public in
420 | source code form), and must require no special password or key for
421 | unpacking, reading or copying.
422 |
423 | 7. Additional Terms.
424 |
425 | "Additional permissions" are terms that supplement the terms of this
426 | License by making exceptions from one or more of its conditions.
427 | Additional permissions that are applicable to the entire Program shall
428 | be treated as though they were included in this License, to the extent
429 | that they are valid under applicable law. If additional permissions
430 | apply only to part of the Program, that part may be used separately
431 | under those permissions, but the entire Program remains governed by
432 | this License without regard to the additional permissions.
433 |
434 | When you convey a copy of a covered work, you may at your option
435 | remove any additional permissions from that copy, or from any part of
436 | it. (Additional permissions may be written to require their own
437 | removal in certain cases when you modify the work.) You may place
438 | additional permissions on material, added by you to a covered work,
439 | for which you have or can give appropriate copyright permission.
440 |
441 | Notwithstanding any other provision of this License, for material you
442 | add to a covered work, you may (if authorized by the copyright holders of
443 | that material) supplement the terms of this License with terms:
444 |
445 | a) Disclaiming warranty or limiting liability differently from the
446 | terms of sections 15 and 16 of this License; or
447 |
448 | b) Requiring preservation of specified reasonable legal notices or
449 | author attributions in that material or in the Appropriate Legal
450 | Notices displayed by works containing it; or
451 |
452 | c) Prohibiting misrepresentation of the origin of that material, or
453 | requiring that modified versions of such material be marked in
454 | reasonable ways as different from the original version; or
455 |
456 | d) Limiting the use for publicity purposes of names of licensors or
457 | authors of the material; or
458 |
459 | e) Declining to grant rights under trademark law for use of some
460 | trade names, trademarks, or service marks; or
461 |
462 | f) Requiring indemnification of licensors and authors of that
463 | material by anyone who conveys the material (or modified versions of
464 | it) with contractual assumptions of liability to the recipient, for
465 | any liability that these contractual assumptions directly impose on
466 | those licensors and authors.
467 |
468 | All other non-permissive additional terms are considered "further
469 | restrictions" within the meaning of section 10. If the Program as you
470 | received it, or any part of it, contains a notice stating that it is
471 | governed by this License along with a term that is a further
472 | restriction, you may remove that term. If a license document contains
473 | a further restriction but permits relicensing or conveying under this
474 | License, you may add to a covered work material governed by the terms
475 | of that license document, provided that the further restriction does
476 | not survive such relicensing or conveying.
477 |
478 | If you add terms to a covered work in accord with this section, you
479 | must place, in the relevant source files, a statement of the
480 | additional terms that apply to those files, or a notice indicating
481 | where to find the applicable terms.
482 |
483 | Additional terms, permissive or non-permissive, may be stated in the
484 | form of a separately written license, or stated as exceptions;
485 | the above requirements apply either way.
486 |
487 | 8. Termination.
488 |
489 | You may not propagate or modify a covered work except as expressly
490 | provided under this License. Any attempt otherwise to propagate or
491 | modify it is void, and will automatically terminate your rights under
492 | this License (including any patent licenses granted under the third
493 | paragraph of section 11).
494 |
495 | However, if you cease all violation of this License, then your
496 | license from a particular copyright holder is reinstated (a)
497 | provisionally, unless and until the copyright holder explicitly and
498 | finally terminates your license, and (b) permanently, if the copyright
499 | holder fails to notify you of the violation by some reasonable means
500 | prior to 60 days after the cessation.
501 |
502 | Moreover, your license from a particular copyright holder is
503 | reinstated permanently if the copyright holder notifies you of the
504 | violation by some reasonable means, this is the first time you have
505 | received notice of violation of this License (for any work) from that
506 | copyright holder, and you cure the violation prior to 30 days after
507 | your receipt of the notice.
508 |
509 | Termination of your rights under this section does not terminate the
510 | licenses of parties who have received copies or rights from you under
511 | this License. If your rights have been terminated and not permanently
512 | reinstated, you do not qualify to receive new licenses for the same
513 | material under section 10.
514 |
515 | 9. Acceptance Not Required for Having Copies.
516 |
517 | You are not required to accept this License in order to receive or
518 | run a copy of the Program. Ancillary propagation of a covered work
519 | occurring solely as a consequence of using peer-to-peer transmission
520 | to receive a copy likewise does not require acceptance. However,
521 | nothing other than this License grants you permission to propagate or
522 | modify any covered work. These actions infringe copyright if you do
523 | not accept this License. Therefore, by modifying or propagating a
524 | covered work, you indicate your acceptance of this License to do so.
525 |
526 | 10. Automatic Licensing of Downstream Recipients.
527 |
528 | Each time you convey a covered work, the recipient automatically
529 | receives a license from the original licensors, to run, modify and
530 | propagate that work, subject to this License. You are not responsible
531 | for enforcing compliance by third parties with this License.
532 |
533 | An "entity transaction" is a transaction transferring control of an
534 | organization, or substantially all assets of one, or subdividing an
535 | organization, or merging organizations. If propagation of a covered
536 | work results from an entity transaction, each party to that
537 | transaction who receives a copy of the work also receives whatever
538 | licenses to the work the party's predecessor in interest had or could
539 | give under the previous paragraph, plus a right to possession of the
540 | Corresponding Source of the work from the predecessor in interest, if
541 | the predecessor has it or can get it with reasonable efforts.
542 |
543 | You may not impose any further restrictions on the exercise of the
544 | rights granted or affirmed under this License. For example, you may
545 | not impose a license fee, royalty, or other charge for exercise of
546 | rights granted under this License, and you may not initiate litigation
547 | (including a cross-claim or counterclaim in a lawsuit) alleging that
548 | any patent claim is infringed by making, using, selling, offering for
549 | sale, or importing the Program or any portion of it.
550 |
551 | 11. Patents.
552 |
553 | A "contributor" is a copyright holder who authorizes use under this
554 | License of the Program or a work on which the Program is based. The
555 | work thus licensed is called the contributor's "contributor version".
556 |
557 | A contributor's "essential patent claims" are all patent claims
558 | owned or controlled by the contributor, whether already acquired or
559 | hereafter acquired, that would be infringed by some manner, permitted
560 | by this License, of making, using, or selling its contributor version,
561 | but do not include claims that would be infringed only as a
562 | consequence of further modification of the contributor version. For
563 | purposes of this definition, "control" includes the right to grant
564 | patent sublicenses in a manner consistent with the requirements of
565 | this License.
566 |
567 | Each contributor grants you a non-exclusive, worldwide, royalty-free
568 | patent license under the contributor's essential patent claims, to
569 | make, use, sell, offer for sale, import and otherwise run, modify and
570 | propagate the contents of its contributor version.
571 |
572 | In the following three paragraphs, a "patent license" is any express
573 | agreement or commitment, however denominated, not to enforce a patent
574 | (such as an express permission to practice a patent or covenant not to
575 | sue for patent infringement). To "grant" such a patent license to a
576 | party means to make such an agreement or commitment not to enforce a
577 | patent against the party.
578 |
579 | If you convey a covered work, knowingly relying on a patent license,
580 | and the Corresponding Source of the work is not available for anyone
581 | to copy, free of charge and under the terms of this License, through a
582 | publicly available network server or other readily accessible means,
583 | then you must either (1) cause the Corresponding Source to be so
584 | available, or (2) arrange to deprive yourself of the benefit of the
585 | patent license for this particular work, or (3) arrange, in a manner
586 | consistent with the requirements of this License, to extend the patent
587 | license to downstream recipients. "Knowingly relying" means you have
588 | actual knowledge that, but for the patent license, your conveying the
589 | covered work in a country, or your recipient's use of the covered work
590 | in a country, would infringe one or more identifiable patents in that
591 | country that you have reason to believe are valid.
592 |
593 | If, pursuant to or in connection with a single transaction or
594 | arrangement, you convey, or propagate by procuring conveyance of, a
595 | covered work, and grant a patent license to some of the parties
596 | receiving the covered work authorizing them to use, propagate, modify
597 | or convey a specific copy of the covered work, then the patent license
598 | you grant is automatically extended to all recipients of the covered
599 | work and works based on it.
600 |
601 | A patent license is "discriminatory" if it does not include within
602 | the scope of its coverage, prohibits the exercise of, or is
603 | conditioned on the non-exercise of one or more of the rights that are
604 | specifically granted under this License. You may not convey a covered
605 | work if you are a party to an arrangement with a third party that is
606 | in the business of distributing software, under which you make payment
607 | to the third party based on the extent of your activity of conveying
608 | the work, and under which the third party grants, to any of the
609 | parties who would receive the covered work from you, a discriminatory
610 | patent license (a) in connection with copies of the covered work
611 | conveyed by you (or copies made from those copies), or (b) primarily
612 | for and in connection with specific products or compilations that
613 | contain the covered work, unless you entered into that arrangement,
614 | or that patent license was granted, prior to 28 March 2007.
615 |
616 | Nothing in this License shall be construed as excluding or limiting
617 | any implied license or other defenses to infringement that may
618 | otherwise be available to you under applicable patent law.
619 |
620 | 12. No Surrender of Others' Freedom.
621 |
622 | If conditions are imposed on you (whether by court order, agreement or
623 | otherwise) that contradict the conditions of this License, they do not
624 | excuse you from the conditions of this License. If you cannot convey a
625 | covered work so as to satisfy simultaneously your obligations under this
626 | License and any other pertinent obligations, then as a consequence you may
627 | not convey it at all. For example, if you agree to terms that obligate you
628 | to collect a royalty for further conveying from those to whom you convey
629 | the Program, the only way you could satisfy both those terms and this
630 | License would be to refrain entirely from conveying the Program.
631 |
632 | 13. Use with the GNU Affero General Public License.
633 |
634 | Notwithstanding any other provision of this License, you have
635 | permission to link or combine any covered work with a work licensed
636 | under version 3 of the GNU Affero General Public License into a single
637 | combined work, and to convey the resulting work. The terms of this
638 | License will continue to apply to the part which is the covered work,
639 | but the special requirements of the GNU Affero General Public License,
640 | section 13, concerning interaction through a network will apply to the
641 | combination as such.
642 |
643 | 14. Revised Versions of this License.
644 |
645 | The Free Software Foundation may publish revised and/or new versions of
646 | the GNU General Public License from time to time. Such new versions will
647 | be similar in spirit to the present version, but may differ in detail to
648 | address new problems or concerns.
649 |
650 | Each version is given a distinguishing version number. If the
651 | Program specifies that a certain numbered version of the GNU General
652 | Public License "or any later version" applies to it, you have the
653 | option of following the terms and conditions either of that numbered
654 | version or of any later version published by the Free Software
655 | Foundation. If the Program does not specify a version number of the
656 | GNU General Public License, you may choose any version ever published
657 | by the Free Software Foundation.
658 |
659 | If the Program specifies that a proxy can decide which future
660 | versions of the GNU General Public License can be used, that proxy's
661 | public statement of acceptance of a version permanently authorizes you
662 | to choose that version for the Program.
663 |
664 | Later license versions may give you additional or different
665 | permissions. However, no additional obligations are imposed on any
666 | author or copyright holder as a result of your choosing to follow a
667 | later version.
668 |
669 | 15. Disclaimer of Warranty.
670 |
671 | THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
672 | APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
673 | HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
674 | OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO,
675 | THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
676 | PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM
677 | IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
678 | ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
679 |
680 | 16. Limitation of Liability.
681 |
682 | IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
683 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
684 | THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
685 | GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
686 | USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
687 | DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
688 | PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
689 | EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
690 | SUCH DAMAGES.
691 |
692 | 17. Interpretation of Sections 15 and 16.
693 |
694 | If the disclaimer of warranty and limitation of liability provided
695 | above cannot be given local legal effect according to their terms,
696 | reviewing courts shall apply local law that most closely approximates
697 | an absolute waiver of all civil liability in connection with the
698 | Program, unless a warranty or assumption of liability accompanies a
699 | copy of the Program in return for a fee.
700 |
701 | END OF TERMS AND CONDITIONS
702 |
703 | How to Apply These Terms to Your New Programs
704 |
705 | If you develop a new program, and you want it to be of the greatest
706 | possible use to the public, the best way to achieve this is to make it
707 | free software which everyone can redistribute and change under these terms.
708 |
709 | To do so, attach the following notices to the program. It is safest
710 | to attach them to the start of each source file to most effectively
711 | state the exclusion of warranty; and each file should have at least
712 | the "copyright" line and a pointer to where the full notice is found.
713 |
714 |
715 | Copyright (C)
716 |
717 | This program is free software: you can redistribute it and/or modify
718 | it under the terms of the GNU General Public License as published by
719 | the Free Software Foundation, either version 3 of the License, or
720 | (at your option) any later version.
721 |
722 | This program is distributed in the hope that it will be useful,
723 | but WITHOUT ANY WARRANTY; without even the implied warranty of
724 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
725 | GNU General Public License for more details.
726 |
727 | You should have received a copy of the GNU General Public License
728 | along with this program. If not, see .
729 |
730 | Also add information on how to contact you by electronic and paper mail.
731 |
732 | If the program does terminal interaction, make it output a short
733 | notice like this when it starts in an interactive mode:
734 |
735 | Copyright (C)
736 | This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
737 | This is free software, and you are welcome to redistribute it
738 | under certain conditions; type `show c' for details.
739 |
740 | The hypothetical commands `show w' and `show c' should show the appropriate
741 | parts of the General Public License. Of course, your program's commands
742 | might be different; for a GUI interface, you would use an "about box".
743 |
744 | You should also get your employer (if you work as a programmer) or school,
745 | if any, to sign a "copyright disclaimer" for the program, if necessary.
746 | For more information on this, and how to apply and follow the GNU GPL, see
747 | .
748 |
749 | The GNU General Public License does not permit incorporating your program
750 | into proprietary programs. If your program is a subroutine library, you
751 | may consider it more useful to permit linking proprietary applications with
752 | the library. If this is what you want to do, use the GNU Lesser General
753 | Public License instead of this License. But first, please read
754 | .
755 |
756 | */
--------------------------------------------------------------------------------
/lib/calc_comparisons.js:
--------------------------------------------------------------------------------
1 | const Decimal = require('decimal.js');
2 |
3 | function calcRelativeDiff(expected, actual) {
4 | return ((Decimal(expected).minus(Decimal(actual))).div(expected)).abs();
5 | }
6 |
7 | function calcSpotPrice(tokenBalanceIn, tokenWeightIn, tokenBalanceOut, tokenWeightOut, swapFee) {
8 | const numer = Decimal(tokenBalanceIn).div(Decimal(tokenWeightIn));
9 | const denom = Decimal(tokenBalanceOut).div(Decimal(tokenWeightOut));
10 | const ratio = numer.div(denom);
11 | const scale = Decimal(1).div(Decimal(1).sub(Decimal(swapFee)));
12 | const spotPrice = ratio.mul(scale);
13 | return spotPrice;
14 | }
15 |
16 | function calcOutGivenIn(tokenBalanceIn, tokenWeightIn, tokenBalanceOut, tokenWeightOut, tokenAmountIn, swapFee) {
17 | const weightRatio = Decimal(tokenWeightIn).div(Decimal(tokenWeightOut));
18 | const adjustedIn = Decimal(tokenAmountIn).times((Decimal(1).minus(Decimal(swapFee))));
19 | const y = Decimal(tokenBalanceIn).div(Decimal(tokenBalanceIn).plus(adjustedIn));
20 | const foo = y.pow(weightRatio);
21 | const bar = Decimal(1).minus(foo);
22 | const tokenAmountOut = Decimal(tokenBalanceOut).times(bar);
23 | return tokenAmountOut;
24 | }
25 |
26 | function calcInGivenOut(tokenBalanceIn, tokenWeightIn, tokenBalanceOut, tokenWeightOut, tokenAmountOut, swapFee) {
27 | const weightRatio = Decimal(tokenWeightOut).div(Decimal(tokenWeightIn));
28 | const diff = Decimal(tokenBalanceOut).minus(tokenAmountOut);
29 | const y = Decimal(tokenBalanceOut).div(diff);
30 | const foo = y.pow(weightRatio).minus(Decimal(1));
31 | const tokenAmountIn = (Decimal(tokenBalanceIn).times(foo)).div(Decimal(1).minus(Decimal(swapFee)));
32 | return tokenAmountIn;
33 | }
34 |
35 | function calcPoolOutGivenSingleIn(tokenBalanceIn, tokenWeightIn, poolSupply, totalWeight, tokenAmountIn, swapFee) {
36 | const normalizedWeight = Decimal(tokenWeightIn).div(Decimal(totalWeight));
37 | const zaz = Decimal(1).sub(Decimal(normalizedWeight)).mul(Decimal(swapFee));
38 | const tokenAmountInAfterFee = Decimal(tokenAmountIn).mul(Decimal(1).sub(zaz));
39 | const newTokenBalanceIn = Decimal(tokenBalanceIn).add(tokenAmountInAfterFee);
40 | const tokenInRatio = newTokenBalanceIn.div(Decimal(tokenBalanceIn));
41 | const poolRatio = tokenInRatio.pow(normalizedWeight);
42 | const newPoolSupply = poolRatio.mul(Decimal(poolSupply));
43 | const poolAmountOut = newPoolSupply.sub(Decimal(poolSupply));
44 | return poolAmountOut;
45 | }
46 |
47 | function calcSingleInGivenPoolOut(tokenBalanceIn, tokenWeightIn, poolSupply, totalWeight, poolAmountOut, swapFee) {
48 | const normalizedWeight = Decimal(tokenWeightIn).div(Decimal(totalWeight));
49 | const newPoolSupply = Decimal(poolSupply).plus(Decimal(poolAmountOut));
50 | const poolRatio = newPoolSupply.div(Decimal(poolSupply));
51 | const boo = Decimal(1).div(normalizedWeight);
52 | const tokenInRatio = poolRatio.pow(boo);
53 | const newTokenBalanceIn = tokenInRatio.mul(Decimal(tokenBalanceIn));
54 | const tokenAmountInAfterFee = newTokenBalanceIn.sub(Decimal(tokenBalanceIn));
55 | const zar = (Decimal(1).sub(normalizedWeight)).mul(Decimal(swapFee));
56 | const tokenAmountIn = tokenAmountInAfterFee.div(Decimal(1).sub(zar));
57 | return tokenAmountIn;
58 | }
59 |
60 | module.exports = {
61 | calcSpotPrice,
62 | calcOutGivenIn,
63 | calcInGivenOut,
64 | calcPoolOutGivenSingleIn,
65 | calcSingleInGivenPoolOut,
66 | calcRelativeDiff,
67 | };
68 |
--------------------------------------------------------------------------------
/migrations/1_initial_migration.js:
--------------------------------------------------------------------------------
1 | const Migrations = artifacts.require('Migrations');
2 |
3 | module.exports = function (deployer) {
4 | deployer.deploy(Migrations);
5 | };
6 |
--------------------------------------------------------------------------------
/migrations/2_deploy_proxy.js:
--------------------------------------------------------------------------------
1 | const ExchangeProxy = artifacts.require("ExchangeProxy");
2 | const WETH9 = artifacts.require("WETH9");
3 |
4 | module.exports = async function(deployer, network, accounts) {
5 | if (network == 'development' || network == 'coverage') {
6 | await deployer.deploy(WETH9);
7 | await deployer.deploy(ExchangeProxy, WETH9.address);
8 | } else if (network == 'kovan-fork' || network == 'kovan') {
9 | deployer.deploy(ExchangeProxy, '0xd0A1E359811322d97991E03f863a0C30C2cF029C');
10 | }
11 |
12 | }
13 |
--------------------------------------------------------------------------------
/migrations/3_test_factories.js:
--------------------------------------------------------------------------------
1 | const TTokenFactory = artifacts.require("TTokenFactory");
2 | const BFactory = artifacts.require("BFactory");
3 |
4 | module.exports = async function(deployer, network, accounts) {
5 | if (network == 'development' || network == 'coverage') {
6 | deployer.deploy(TTokenFactory);
7 | deployer.deploy(BFactory);
8 | }
9 | }
10 |
--------------------------------------------------------------------------------
/package.json:
--------------------------------------------------------------------------------
1 | {
2 | "private": true,
3 | "name": "balancer-exchange-proxy",
4 | "version": "0.0.7",
5 | "license": "GPL-3.0-only",
6 | "description": "SOR exchange proxy",
7 | "scripts": {
8 | "compile": "truffle compile",
9 | "testrpc": "ganache-cli --deterministic --gasLimit 10000000 --defaultBalanceEther 500",
10 | "test": "truffle test",
11 | "test:verbose": "VERBOSE=true truffle test",
12 | "coverage": "yarn solidity-coverage",
13 | "lint": "eslint .",
14 | "lint:contracts": "solhint contracts/*.sol"
15 | },
16 | "repository": {
17 | "type": "git",
18 | "url": "git+https://github.com/balancer-labs/exchange-proxy.git"
19 | },
20 | "bugs": {
21 | "url": "https://github.com/balancer-labs/exchange-proxy/issues"
22 | },
23 | "homepage": "https://github.com/balancer-labs/exchange-proxy#readme",
24 | "devDependencies": {
25 | "chai": "^4.2.0",
26 | "coveralls": "^3.0.8",
27 | "eslint": "^6.7.1",
28 | "eslint-config-airbnb": "^18.0.1",
29 | "eslint-plugin-import": "^2.18.2",
30 | "eslint-plugin-jsx-a11y": "^6.2.3",
31 | "eslint-plugin-react": "^7.17.0",
32 | "ganache-core": "^2.6.1",
33 | "mocha": "^6.2.0",
34 | "solhint": "^2.3.0",
35 | "solidity-coverage": "^0.6.7",
36 | "standard": "^14.0.2",
37 | "truffle": "^5.0.41",
38 | "truffle-assertions": "^0.9.1",
39 | "web3": "^1.2.0"
40 | },
41 | "dependencies": {
42 | "decimal.js": "^10.2.0",
43 | "ganache-cli": "^6.7.0",
44 | "global": "^4.4.0"
45 | }
46 | }
47 |
--------------------------------------------------------------------------------
/test/swap.js:
--------------------------------------------------------------------------------
1 | const Decimal = require('decimal.js');
2 | const { calcOutGivenIn, calcInGivenOut, calcRelativeDiff } = require('../lib/calc_comparisons');
3 |
4 | const ExchangeProxy = artifacts.require('ExchangeProxy');
5 | const TToken = artifacts.require('TToken');
6 | const TTokenFactory = artifacts.require('TTokenFactory');
7 | const BFactory = artifacts.require('BFactory');
8 | const BPool = artifacts.require('BPool');
9 | const Weth9 = artifacts.require('WETH9');
10 | const errorDelta = 10 ** -8;
11 | const verbose = process.env.VERBOSE;
12 |
13 | contract('ExchangeProxy', async (accounts) => {
14 | const admin = accounts[0];
15 | const nonAdmin = accounts[1];
16 | const { toHex } = web3.utils;
17 | const { toWei } = web3.utils;
18 | const { fromWei } = web3.utils;
19 |
20 | const MAX = web3.utils.toTwosComplement(-1);
21 |
22 | describe('Batch Swaps', () => {
23 | let factory;
24 | let proxy; let PROXY;
25 | let tokens;
26 | let pool1; let pool2; let pool3;
27 | let POOL1; let POOL2; let POOL3;
28 | let weth; let dai; let mkr;
29 | let WETH; let DAI; let MKR;
30 |
31 | before(async () => {
32 | weth = await Weth9.deployed();
33 | WETH = weth.address;
34 |
35 | proxy = await ExchangeProxy.deployed();
36 | PROXY = proxy.address;
37 | tokens = await TTokenFactory.deployed();
38 | factory = await BFactory.deployed();
39 |
40 | await tokens.build(toHex('DAI'), toHex('DAI'), 18);
41 | await tokens.build(toHex('MKR'), toHex('MKR'), 18);
42 |
43 | DAI = await tokens.get.call(toHex('DAI'));
44 | MKR = await tokens.get.call(toHex('MKR'));
45 |
46 | dai = await TToken.at(DAI);
47 | mkr = await TToken.at(MKR);
48 |
49 | await weth.deposit({ value: toWei('25') });
50 | await dai.mint(admin, toWei('10000'));
51 | await mkr.mint(admin, toWei('20'));
52 |
53 | await weth.deposit({ from: nonAdmin, value: toWei('25') });
54 | await dai.mint(nonAdmin, toWei('10000'));
55 | await mkr.mint(nonAdmin, toWei('20'));
56 |
57 | POOL1 = await factory.newBPool.call(); // this works fine in clean room
58 | await factory.newBPool();
59 | pool1 = await BPool.at(POOL1);
60 |
61 | POOL2 = await factory.newBPool.call(); // this works fine in clean room
62 | await factory.newBPool();
63 | pool2 = await BPool.at(POOL2);
64 |
65 | POOL3 = await factory.newBPool.call(); // this works fine in clean room
66 | await factory.newBPool();
67 | pool3 = await BPool.at(POOL3);
68 |
69 | await weth.approve(PROXY, MAX, { from: nonAdmin });
70 | await dai.approve(PROXY, MAX, { from: nonAdmin });
71 | await mkr.approve(PROXY, MAX, { from: nonAdmin });
72 |
73 | await weth.approve(POOL1, MAX);
74 | await dai.approve(POOL1, MAX);
75 | await mkr.approve(POOL1, MAX);
76 |
77 | await weth.approve(POOL2, MAX);
78 | await dai.approve(POOL2, MAX);
79 | await mkr.approve(POOL2, MAX);
80 |
81 | await weth.approve(POOL3, MAX);
82 | await dai.approve(POOL3, MAX);
83 | await mkr.approve(POOL3, MAX);
84 |
85 | await pool1.bind(WETH, toWei('6'), toWei('5'));
86 | await pool1.bind(DAI, toWei('1200'), toWei('5'));
87 | await pool1.bind(MKR, toWei('2'), toWei('5'));
88 | await pool1.finalize(toWei('100'));
89 |
90 | await pool2.bind(WETH, toWei('2'), toWei('10'));
91 | await pool2.bind(DAI, toWei('800'), toWei('20'));
92 | await pool2.finalize(toWei('100'));
93 |
94 | await pool3.bind(WETH, toWei('15'), toWei('5'));
95 | await pool3.bind(DAI, toWei('2500'), toWei('5'));
96 | await pool3.bind(MKR, toWei('5'), toWei('5'));
97 | await pool3.finalize(toWei('100'));
98 | });
99 |
100 | it('batchSwapExactIn dry', async () => {
101 | const swaps = [
102 | [
103 | POOL1,
104 | toWei('0.5'),
105 | toWei('0'),
106 | MAX,
107 | ],
108 | [
109 | POOL2,
110 | toWei('0.5'),
111 | toWei('0'),
112 | MAX,
113 | ],
114 | [
115 | POOL3,
116 | toWei('1'),
117 | toWei('0'),
118 | MAX,
119 | ],
120 | ];
121 | const swapFee = fromWei(await pool1.getSwapFee());
122 | const totalAmountOut = await proxy.batchSwapExactIn.call(
123 | swaps, WETH, DAI, toWei('2'), toWei('0'),
124 | { from: nonAdmin },
125 | );
126 |
127 | const pool1Out = calcOutGivenIn(6, 5, 1200, 5, 0.5, swapFee);
128 | const pool2Out = calcOutGivenIn(2, 10, 800, 20, 0.5, swapFee);
129 | const pool3Out = calcOutGivenIn(15, 5, 2500, 5, 1, swapFee);
130 |
131 | const expectedTotalOut = pool1Out.plus(pool2Out).plus(pool3Out);
132 |
133 | const relDif = calcRelativeDiff(expectedTotalOut, Decimal(fromWei(totalAmountOut)));
134 |
135 | if (verbose) {
136 | console.log('batchSwapExactIn');
137 | console.log(`expected: ${expectedTotalOut})`);
138 | console.log(`actual : ${fromWei(totalAmountOut)})`);
139 | console.log(`relDif : ${relDif})`);
140 | }
141 |
142 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
143 | });
144 |
145 | it('batchSwapExactOut dry', async () => {
146 | const swaps = [
147 | [
148 | POOL1,
149 | toWei('1'),
150 | toWei('100'),
151 | MAX,
152 | ],
153 | [
154 | POOL2,
155 | toWei('1'),
156 | toWei('100'),
157 | MAX,
158 | ],
159 | [
160 | POOL3,
161 | toWei('5'),
162 | toWei('500'),
163 | MAX,
164 | ],
165 | ];
166 |
167 | const swapFee = fromWei(await pool1.getSwapFee());
168 | const totalAmountIn = await proxy.batchSwapExactOut.call(
169 | swaps, WETH, DAI, toWei('7'),
170 | { from: nonAdmin },
171 | );
172 |
173 | const pool1In = calcInGivenOut(6, 5, 1200, 5, 100, swapFee);
174 | const pool2In = calcInGivenOut(2, 10, 800, 20, 100, swapFee);
175 | const pool3In = calcInGivenOut(15, 5, 2500, 5, 500, swapFee);
176 |
177 | const expectedTotalIn = pool1In.plus(pool2In).plus(pool3In);
178 |
179 | const relDif = calcRelativeDiff(expectedTotalIn, Decimal(fromWei(totalAmountIn)));
180 | if (verbose) {
181 | console.log('batchSwapExactOut');
182 | console.log(`expected: ${expectedTotalIn})`);
183 | console.log(`actual : ${fromWei(totalAmountIn)})`);
184 | console.log(`relDif : ${relDif})`);
185 | }
186 |
187 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
188 | });
189 |
190 | it('batchEthInSwapExactIn dry', async () => {
191 | const swaps = [
192 | [
193 | POOL1,
194 | toWei('0.5'),
195 | toWei('0'),
196 | MAX,
197 | ],
198 | [
199 | POOL2,
200 | toWei('0.5'),
201 | toWei('0'),
202 | MAX,
203 | ],
204 | [
205 | POOL3,
206 | toWei('1'),
207 | toWei('0'),
208 | MAX,
209 | ],
210 | ];
211 |
212 | const swapFee = fromWei(await pool1.getSwapFee());
213 | const totalAmountOut = await proxy.batchEthInSwapExactIn.call(
214 | swaps, DAI, toWei('0'),
215 | { from: nonAdmin, value: toWei('2') },
216 | );
217 |
218 | const pool1Out = calcOutGivenIn(6, 5, 1200, 5, 0.5, swapFee);
219 | const pool2Out = calcOutGivenIn(2, 10, 800, 20, 0.5, swapFee);
220 | const pool3Out = calcOutGivenIn(15, 5, 2500, 5, 1, swapFee);
221 |
222 | const expectedTotalOut = pool1Out.plus(pool2Out).plus(pool3Out);
223 |
224 | const relDif = calcRelativeDiff(expectedTotalOut, Decimal(fromWei(totalAmountOut)));
225 | if (verbose) {
226 | console.log('batchEthInSwapExactIn');
227 | console.log(`expected: ${expectedTotalOut})`);
228 | console.log(`actual : ${fromWei(totalAmountOut)})`);
229 | console.log(`relDif : ${relDif})`);
230 | }
231 |
232 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
233 | });
234 |
235 | it('batchEthOutSwapExactIn dry', async () => {
236 | const swaps = [
237 | [
238 | POOL1,
239 | toWei('30'),
240 | toWei('0'),
241 | MAX,
242 | ],
243 | [
244 | POOL2,
245 | toWei('45'),
246 | toWei('0'),
247 | MAX,
248 | ],
249 | [
250 | POOL3,
251 | toWei('75'),
252 | toWei('0'),
253 | MAX,
254 | ],
255 | ];
256 |
257 | const swapFee = fromWei(await pool1.getSwapFee());
258 | const totalAmountOut = await proxy.batchEthOutSwapExactIn.call(
259 | swaps, DAI, toWei('150'), toWei('0.5'),
260 | { from: nonAdmin },
261 | );
262 |
263 | const pool1Out = calcOutGivenIn(1200, 5, 6, 5, 30, swapFee);
264 | const pool2Out = calcOutGivenIn(800, 20, 2, 10, 45, swapFee);
265 | const pool3Out = calcOutGivenIn(2500, 5, 15, 5, 75, swapFee);
266 |
267 | const expectedTotalOut = pool1Out.plus(pool2Out).plus(pool3Out);
268 |
269 | const relDif = calcRelativeDiff(expectedTotalOut, Decimal(fromWei(totalAmountOut)));
270 | if (verbose) {
271 | console.log('batchEthOutSwapExactIn');
272 | console.log(`expected: ${expectedTotalOut})`);
273 | console.log(`actual : ${fromWei(totalAmountOut)})`);
274 | console.log(`relDif : ${relDif})`);
275 | }
276 |
277 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
278 | });
279 |
280 | it('batchEthInSwapExactOut dry', async () => {
281 | const swaps = [
282 | [
283 | POOL1,
284 | toWei('1'),
285 | toWei('100'),
286 | MAX,
287 | ],
288 | [
289 | POOL2,
290 | toWei('1'),
291 | toWei('100'),
292 | MAX,
293 | ],
294 | [
295 | POOL3,
296 | toWei('5'),
297 | toWei('500'),
298 | MAX,
299 | ],
300 | ];
301 |
302 | const swapFee = fromWei(await pool1.getSwapFee());
303 | const totalAmountIn = await proxy.batchEthInSwapExactOut.call(
304 | swaps, DAI,
305 | { from: nonAdmin, value: toWei('7.5') },
306 | );
307 |
308 | const pool1In = calcInGivenOut(6, 5, 1200, 5, 100, swapFee);
309 | const pool2In = calcInGivenOut(2, 10, 800, 20, 100, swapFee);
310 | const pool3In = calcInGivenOut(15, 5, 2500, 5, 500, swapFee);
311 |
312 | const expectedTotalIn = pool1In.plus(pool2In).plus(pool3In);
313 |
314 | const relDif = calcRelativeDiff(expectedTotalIn, Decimal(fromWei(totalAmountIn)));
315 | if (verbose) {
316 | console.log('batchEthInSwapExactOut');
317 | console.log(`expected: ${expectedTotalIn})`);
318 | console.log(`actual : ${fromWei(totalAmountIn)})`);
319 | console.log(`relDif : ${relDif})`);
320 | }
321 |
322 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
323 | });
324 |
325 | it('batchEthOutSwapExactOut dry', async () => {
326 | const swaps = [
327 | [
328 | POOL1,
329 | toWei('150'),
330 | toWei('0.5'),
331 | MAX,
332 | ],
333 | [
334 | POOL2,
335 | toWei('150'),
336 | toWei('0.5'),
337 | MAX,
338 | ],
339 | [
340 | POOL3,
341 | toWei('550'),
342 | toWei('2.5'),
343 | MAX,
344 | ],
345 | ];
346 |
347 | const swapFee = fromWei(await pool1.getSwapFee());
348 | const totalAmountIn = await proxy.batchEthOutSwapExactOut.call(
349 | swaps, DAI, toWei('750'),
350 | { from: nonAdmin },
351 | );
352 |
353 | const pool1In = calcInGivenOut(1200, 5, 6, 5, 0.5, swapFee);
354 | const pool2In = calcInGivenOut(800, 20, 2, 10, 0.5, swapFee);
355 | const pool3In = calcInGivenOut(2500, 5, 15, 5, 2.5, swapFee);
356 |
357 | const expectedTotalIn = pool1In.plus(pool2In).plus(pool3In);
358 |
359 | const relDif = calcRelativeDiff(expectedTotalIn, Decimal(fromWei(totalAmountIn)));
360 | if (verbose) {
361 | console.log('batchEthOutSwapExactOut');
362 | console.log(`expected: ${expectedTotalIn})`);
363 | console.log(`actual : ${fromWei(totalAmountIn)})`);
364 | console.log(`relDif : ${relDif})`);
365 | }
366 |
367 | assert.isAtMost(relDif.toNumber(), (errorDelta * swaps.length));
368 | });
369 | });
370 | });
371 |
--------------------------------------------------------------------------------
/truffle-config.js:
--------------------------------------------------------------------------------
1 | /**
2 | * Use this file to configure your truffle project. It's seeded with some
3 | * common settings for different networks and features like migrations,
4 | * compilation and testing. Uncomment the ones you need or modify
5 | * them to suit your project as necessary.
6 | *
7 | * More information about configuration can be found at:
8 | *
9 | * truffleframework.com/docs/advanced/configuration
10 | *
11 | * To deploy via Infura you'll need a wallet provider (like truffle-hdwallet-provider)
12 | * to sign your transactions before they're sent to a remote public node. Infura accounts
13 | * are available for free at: infura.io/register.
14 | *
15 | * You'll also need a mnemonic - the twelve word phrase the wallet uses to generate
16 | * public/private key pairs. If you're publishing your code to GitHub make sure you load this
17 | * phrase from a file you've .gitignored so it doesn't accidentally become public.
18 | *
19 | */
20 |
21 | module.exports = {
22 | /**
23 | * Networks define how you connect to your ethereum client and let you set the
24 | * defaults web3 uses to send transactions. If you don't specify one truffle
25 | * will spin up a development blockchain for you on port 9545 when you
26 | * run `develop` or `test`. You can ask a truffle command to use a specific
27 | * network from the command line, e.g
28 | *
29 | * $ truffle test --network
30 | */
31 |
32 | networks: {
33 | development: {
34 | host: 'localhost', // Localhost (default: none)
35 | port: 8545, // Standard Ethereum port (default: none)
36 | network_id: '*', // Any network (default: none)
37 | gas: 10000000,
38 | },
39 | kovan: {
40 | host: 'localhost',
41 | port: 8545,
42 | network_id: 42,
43 | gasPrice: 10000000000, // 10 gwei
44 | gas: 6900000,
45 | from: process.env.ETH_FROM,
46 | },
47 | },
48 |
49 | // Set default mocha options here, use special reporters etc.
50 | mocha: {
51 | // timeout: 100000
52 | },
53 |
54 | // Configure your compilers
55 | compilers: {
56 | solc: {
57 | version: '0.5.12',
58 | // docker: true, // Use "0.5.1" you've installed locally with docker (default: false)
59 | settings: { // See the solidity docs for advice about optimization and evmVersion
60 | optimizer: {
61 | enabled: true,
62 | runs: 200,
63 | },
64 | evmVersion: 'byzantium',
65 | },
66 | },
67 | },
68 | };
69 |
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