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OpdexRouter.cs
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407 lines (314 loc) · 15.4 KB
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using Stratis.SmartContracts;
using Stratis.SmartContracts.Standards;
/// <summary>
/// A contract used to quote and route multi-step transactions for swaps and adding or removing liquidity.
/// </summary>
public class OpdexRouter : SmartContract, IOpdexRouter
{
/// <summary>
/// Constructor initializing the router contract.
/// </summary>
/// <param name="state">Smart contract state.</param>
/// <param name="market">The address of the market associated.</param>
/// <param name="transactionFee">0-10 transaction fee equal to 0-1%.</param>
/// <param name="authProviders">Flag indicating if liquidity providers should be authorized.</param>
/// <param name="authTraders">Flag indicating if traders should be authorized.</param>
public OpdexRouter(ISmartContractState state, Address market, uint transactionFee, bool authProviders, bool authTraders) : base(state)
{
Assert(transactionFee <= 10, "OPDEX: INVALID_TRANSACTION_FEE");
Market = market;
TransactionFee = transactionFee;
AuthProviders = authProviders;
AuthTraders = authTraders;
}
/// <inheritdoc />
public Address Market
{
get => State.GetAddress(RouterStateKeys.Market);
private set => State.SetAddress(RouterStateKeys.Market, value);
}
/// <inheritdoc />
public uint TransactionFee
{
get => State.GetUInt32(RouterStateKeys.TransactionFee);
private set => State.SetUInt32(RouterStateKeys.TransactionFee, value);
}
/// <inheritdoc />
public bool AuthTraders
{
get => State.GetBool(RouterStateKeys.AuthTraders);
private set => State.SetBool(RouterStateKeys.AuthTraders, value);
}
/// <inheritdoc />
public bool AuthProviders
{
get => State.GetBool(RouterStateKeys.AuthProviders);
private set => State.SetBool(RouterStateKeys.AuthProviders, value);
}
/// <inheritdoc />
public Address GetPool(Address token)
{
return State.GetAddress($"{RouterStateKeys.Pool}:{token}");
}
private void SetPool(Address token, Address pool)
{
State.SetAddress($"{RouterStateKeys.Pool}:{token}", pool);
}
/// <inheritdoc />
public UInt256[] AddLiquidity(Address token, UInt256 amountSrcDesired, ulong amountCrsMin, UInt256 amountSrcMin, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Provide);
var pool = GetValidatedPool(token);
var amounts = CalculateLiquidityAmounts(pool, Message.Value, amountSrcDesired, amountCrsMin, amountSrcMin);
var amountCrs = (ulong)amounts[0];
var amountSrc = amounts[1];
// Return change
SafeTransfer(Message.Sender, Message.Value - amountCrs);
SafeTransferFrom(token, Message.Sender, pool, amountSrc);
var liquidityResponse = Call(pool, amountCrs, nameof(IOpdexStandardPool.Mint), new object[] {to});
Assert(liquidityResponse.Success, "OPDEX: INVALID_MINT_RESPONSE");
return new [] { amountCrs, amountSrc, (UInt256)liquidityResponse.ReturnValue };
}
/// <inheritdoc />
public UInt256[] RemoveLiquidity(Address token, UInt256 liquidity, ulong amountCrsMin, UInt256 amountSrcMin, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Provide);
var pool = GetValidatedPool(token);
SafeTransferFrom(pool, Message.Sender, pool, liquidity);
var burnDtoResponse = Call(pool, 0, nameof(IOpdexStandardPool.Burn), new object[] {to});
var burnResponse = (UInt256[])burnDtoResponse.ReturnValue;
var amountCrs = (ulong)burnResponse[0];
var amountSrc = burnResponse[1];
Assert(amountCrs >= amountCrsMin, "OPDEX: INSUFFICIENT_CRS_AMOUNT");
Assert(amountSrc >= amountSrcMin, "OPDEX: INSUFFICIENT_SRC_AMOUNT");
return burnResponse;
}
/// <inheritdoc />
public UInt256 SwapExactCrsForSrc(UInt256 amountSrcOutMin, Address token, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var pool = GetValidatedPool(token);
var reserves = GetReserves(pool);
var amountOut = GetAmountOut(Message.Value, reserves.ReserveCrs, reserves.ReserveSrc);
Assert(amountOut >= amountSrcOutMin, "OPDEX: INSUFFICIENT_OUTPUT_AMOUNT");
Swap(0, amountOut, pool, to, Message.Value);
return amountOut;
}
/// <inheritdoc />
public UInt256 SwapSrcForExactCrs(ulong amountCrsOut, UInt256 amountSrcInMax, Address token, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var pool = GetValidatedPool(token);
var reserves = GetReserves(pool);
var amountIn = GetAmountIn(amountCrsOut, reserves.ReserveSrc, reserves.ReserveCrs);
Assert(amountIn <= amountSrcInMax, "OPDEX: EXCESSIVE_INPUT_AMOUNT");
SafeTransferFrom(token, Message.Sender, pool, amountIn);
Swap(amountCrsOut, 0, pool, to, 0);
return amountIn;
}
/// <inheritdoc />
public ulong SwapExactSrcForCrs(UInt256 amountSrcIn, ulong amountCrsOutMin, Address token, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var pool = GetValidatedPool(token);
var reserves = GetReserves(pool);
var amountOut = (ulong)GetAmountOut(amountSrcIn, reserves.ReserveSrc, reserves.ReserveCrs);
Assert(amountOut >= amountCrsOutMin, "OPDEX: INSUFFICIENT_OUTPUT_AMOUNT");
SafeTransferFrom(token, Message.Sender, pool, amountSrcIn);
Swap(amountOut, 0, pool, to, 0);
return amountOut;
}
/// <inheritdoc />
public ulong SwapCrsForExactSrc(UInt256 amountSrcOut, Address token, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var pool = GetValidatedPool(token);
var reserves = GetReserves(pool);
var amountIn = (ulong)GetAmountIn(amountSrcOut, reserves.ReserveCrs, reserves.ReserveSrc);
Assert(amountIn <= Message.Value, "OPDEX: EXCESSIVE_INPUT_AMOUNT");
// Return change
SafeTransfer(Message.Sender, Message.Value - amountIn);
Swap(0, amountSrcOut, pool, to, amountIn);
return amountIn;
}
/// <inheritdoc />
public UInt256 SwapSrcForExactSrc(UInt256 amountSrcInMax, Address tokenIn, UInt256 amountSrcOut, Address tokenOut, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var tokenInPool = GetValidatedPool(tokenIn);
var tokenOutPool = GetValidatedPool(tokenOut);
var tokenInReserves = GetReserves(tokenInPool);
var tokenOutReserves = GetReserves(tokenOutPool);
var amounts = GetAmountsIn(amountSrcOut, tokenOutReserves, tokenInReserves);
var amountCrs = (ulong)amounts[0];
var amountSrcIn = amounts[1];
Assert(amountSrcIn <= amountSrcInMax, "OPDEX: EXCESSIVE_INPUT_AMOUNT");
SafeTransferFrom(tokenIn, Message.Sender, tokenInPool, amountSrcIn);
Swap(amountCrs, 0, tokenInPool, tokenOutPool, 0);
Swap(0, amountSrcOut, tokenOutPool, to, 0);
return amountSrcIn;
}
/// <inheritdoc />
public UInt256 SwapExactSrcForSrc(UInt256 amountSrcIn, Address tokenIn, UInt256 amountSrcOutMin, Address tokenOut, Address to, ulong deadline)
{
ValidateDeadline(deadline);
EnsureAuthorizationFor(Message.Sender, to, Permissions.Trade);
var tokenInPool = GetValidatedPool(tokenIn);
var tokenOutPool = GetValidatedPool(tokenOut);
var tokenInReserves = GetReserves(tokenInPool);
var tokenOutReserves = GetReserves(tokenOutPool);
var amounts = GetAmountsOut(amountSrcIn, tokenInReserves, tokenOutReserves);
var amountCrs = (ulong)amounts[0];
var amountSrcOut = amounts[1];
Assert(amountSrcOutMin <= amountSrcOut, "OPDEX: INSUFFICIENT_OUTPUT_AMOUNT");
SafeTransferFrom(tokenIn, Message.Sender, tokenInPool, amountSrcIn);
Swap(amountCrs, 0, tokenInPool, tokenOutPool, 0);
Swap(0, amountSrcOut, tokenOutPool, to, 0);
return amountSrcOut;
}
/// <inheritdoc />
public UInt256 GetLiquidityQuote(UInt256 amountA, UInt256 reserveA, UInt256 reserveB)
{
Assert(amountA > 0, "OPDEX: INSUFFICIENT_AMOUNT");
Assert(reserveA > 0 && reserveB > 0, "OPDEX: INSUFFICIENT_LIQUIDITY");
return amountA * reserveB / reserveA;
}
/// <inheritdoc />
public UInt256 GetAmountOut(UInt256 amountIn, UInt256 reserveIn, UInt256 reserveOut)
{
Assert(amountIn > 0, "OPDEX: INSUFFICIENT_INPUT_AMOUNT");
Assert(reserveIn > 0 && reserveOut > 0, "OPDEX: INSUFFICIENT_LIQUIDITY");
const uint offset = 1_000;
var amountInWithTransactionFee = amountIn * (offset - TransactionFee);
var numerator = amountInWithTransactionFee * reserveOut;
var denominator = reserveIn * offset + amountInWithTransactionFee;
return numerator / denominator;
}
/// <inheritdoc />
public UInt256 GetAmountOut(UInt256 tokenInAmount, UInt256 tokenInReserveCrs, UInt256 tokenInReserveSrc, UInt256 tokenOutReserveCrs, UInt256 tokenOutReserveSrc)
{
var tokenInReserves = new Reserves {ReserveCrs = (ulong)tokenInReserveCrs, ReserveSrc = tokenInReserveSrc};
var tokenOutReserves = new Reserves {ReserveCrs = (ulong)tokenOutReserveCrs, ReserveSrc = tokenOutReserveSrc};
var amounts = GetAmountsOut(tokenInAmount, tokenInReserves, tokenOutReserves);
return amounts[1];
}
/// <inheritdoc />
public UInt256 GetAmountIn(UInt256 amountOut, UInt256 reserveIn, UInt256 reserveOut)
{
Assert(amountOut > 0, "OPDEX: INSUFFICIENT_OUTPUT_AMOUNT");
Assert(reserveIn > 0 && reserveOut > 0, "OPDEX: INSUFFICIENT_LIQUIDITY");
const uint offset = 1_000;
var numerator = reserveIn * amountOut * offset;
var denominator = (reserveOut - amountOut) * (offset - TransactionFee);
return numerator / denominator + 1;
}
/// <inheritdoc />
public UInt256 GetAmountIn(UInt256 tokenOutAmount, UInt256 tokenOutReserveCrs, UInt256 tokenOutReserveSrc, UInt256 tokenInReserveCrs, UInt256 tokenInReserveSrc)
{
var tokenInReserves = new Reserves {ReserveCrs = (ulong)tokenInReserveCrs, ReserveSrc = tokenInReserveSrc};
var tokenOutReserves = new Reserves {ReserveCrs = (ulong)tokenOutReserveCrs, ReserveSrc = tokenOutReserveSrc};
var amounts = GetAmountsIn(tokenOutAmount, tokenOutReserves, tokenInReserves);
return amounts[1];
}
private UInt256[] GetAmountsIn(UInt256 tokenOutAmount, Reserves tokenOutReserves, Reserves tokenInReserves)
{
var amountCrs = GetAmountIn(tokenOutAmount, tokenOutReserves.ReserveCrs, tokenOutReserves.ReserveSrc);
var amountSrcIn = GetAmountIn(amountCrs, tokenInReserves.ReserveSrc, tokenInReserves.ReserveCrs);
return new[] {amountCrs, amountSrcIn};
}
private UInt256[] GetAmountsOut(UInt256 tokenInAmount, Reserves tokenInReserves, Reserves tokenOutReserves)
{
var amountCrs = GetAmountOut(tokenInAmount, tokenInReserves.ReserveSrc, tokenInReserves.ReserveCrs);
var amountSrcOut = GetAmountOut(amountCrs, tokenOutReserves.ReserveCrs, tokenOutReserves.ReserveSrc);
return new[] {amountCrs, amountSrcOut};
}
private UInt256[] CalculateLiquidityAmounts(Address pool, ulong amountCrsDesired, UInt256 amountSrcDesired, ulong amountCrsMin, UInt256 amountSrcMin)
{
var reserves = GetReserves(pool);
ulong amountCrs;
UInt256 amountSrc;
if (reserves.ReserveCrs == 0 && reserves.ReserveSrc == 0)
{
amountCrs = amountCrsDesired;
amountSrc = amountSrcDesired;
}
else
{
var amountSrcOptimal = GetLiquidityQuote(amountCrsDesired, reserves.ReserveCrs, reserves.ReserveSrc);
if (amountSrcOptimal <= amountSrcDesired)
{
Assert(amountSrcOptimal >= amountSrcMin, "OPDEX: INSUFFICIENT_B_AMOUNT");
amountCrs = amountCrsDesired;
amountSrc = amountSrcOptimal;
}
else
{
var amountCrsOptimal = (ulong)GetLiquidityQuote(amountSrcDesired, reserves.ReserveSrc, reserves.ReserveCrs);
Assert(amountCrsOptimal <= amountCrsDesired && amountCrsOptimal >= amountCrsMin, "OPDEX: INSUFFICIENT_A_AMOUNT");
amountCrs = amountCrsOptimal;
amountSrc = amountSrcDesired;
}
}
return new [] { amountCrs, amountSrc };
}
private void Swap(ulong amountCrsOut, UInt256 amountSrcOut, Address pool, Address to, ulong amountCrsIn)
{
var swapParams = new object[] {amountCrsOut, amountSrcOut, to, new byte[0]};
var response = Call(pool, amountCrsIn, nameof(IOpdexStandardPool.Swap), swapParams);
Assert(response.Success, "OPDEX: INVALID_SWAP_ATTEMPT");
}
private Address GetValidatedPool(Address token)
{
var pool = GetPool(token);
if (pool != Address.Zero) return pool;
var poolResponse = Call(Market, 0, nameof(IOpdexMarket.GetPool), new object[] {token});
Assert(poolResponse.Success && (Address)poolResponse.ReturnValue != Address.Zero, "OPDEX: INVALID_POOL");
pool = (Address)poolResponse.ReturnValue;
SetPool(token, pool);
return pool;
}
private Reserves GetReserves(Address pool)
{
var reservesResponse = Call(pool, 0, $"get_{nameof(IOpdexStandardPool.Reserves)}");
Assert(reservesResponse.Success, "OPDEX: INVALID_POOL");
var reserves = (UInt256[])reservesResponse.ReturnValue;
return new Reserves
{
ReserveCrs = (ulong)reserves[0],
ReserveSrc = reserves[1]
};
}
private void ValidateDeadline(ulong deadline)
{
Assert(deadline == 0 || Block.Number <= deadline, "OPDEX: EXPIRED_DEADLINE");
}
private void SafeTransfer(Address to, ulong amount)
{
if (amount == 0) return;
Assert(Transfer(to, amount).Success, "OPDEX: INVALID_TRANSFER");
}
private void SafeTransferFrom(Address token, Address from, Address to, UInt256 amount)
{
if (amount == 0) return;
var result = Call(token, 0, nameof(IStandardToken256.TransferFrom), new object[] {from, to, amount});
Assert(result.Success && (bool)result.ReturnValue, "OPDEX: INVALID_TRANSFER_FROM");
}
private void EnsureAuthorizationFor(Address sender, Address recipient, Permissions permission)
{
// Skip auth if the sender is the recipient, the liquidity pool will authorize them
if (sender == recipient) return;
// Skip auth if it is not required for the associated market
if (permission == Permissions.Trade && !AuthTraders) return;
if (permission == Permissions.Provide && !AuthProviders) return;
var authParams = new object[] {Message.Sender, (byte)permission};
var isAuthorizedResponse = Call(Market, 0, nameof(IOpdexStandardMarket.IsAuthorized), authParams);
Assert(isAuthorizedResponse.Success && (bool)isAuthorizedResponse.ReturnValue, "OPDEX: UNAUTHORIZED");
}
}