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add missing files
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// This program is free software: you can redistribute it and/or modify | ||
// it under the terms of the GNU General Public License as published by | ||
// the Free Software Foundation, either version 3 of the License, or | ||
// (at your option) any later version. | ||
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// This program is distributed in the hope that it will be useful, | ||
// but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
// GNU General Public License for more details. | ||
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// You should have received a copy of the GNU General Public License | ||
// along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
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pragma solidity 0.5.12; | ||
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contract BColor { | ||
function getColor() | ||
external view | ||
returns (bytes32); | ||
} | ||
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contract BBronze is BColor { | ||
function getColor() | ||
external view | ||
returns (bytes32) { | ||
return bytes32("BRONZE"); | ||
} | ||
} |
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// This program is free software: you can redistribute it and/or modify | ||
// it under the terms of the GNU General Public License as published by | ||
// the Free Software Foundation, either version 3 of the License, or | ||
// (at your option) any later version. | ||
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// This program is distributed in the hope that it will be useful, | ||
// but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
// GNU General Public License for more details. | ||
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// You should have received a copy of the GNU General Public License | ||
// along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
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pragma solidity 0.5.12; | ||
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import "./BColor.sol"; | ||
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contract BConst is BBronze { | ||
uint public constant BONE = 10**18; | ||
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uint public constant MIN_BOUND_TOKENS = 2; | ||
uint public constant MAX_BOUND_TOKENS = 8; | ||
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uint public constant MIN_FEE = BONE / 10**6; | ||
uint public constant MAX_FEE = BONE / 10; | ||
uint public constant EXIT_FEE = 0; | ||
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uint public constant MIN_WEIGHT = BONE; | ||
uint public constant MAX_WEIGHT = BONE * 50; | ||
uint public constant MAX_TOTAL_WEIGHT = BONE * 50; | ||
uint public constant MIN_BALANCE = BONE / 10**12; | ||
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uint public constant INIT_POOL_SUPPLY = BONE * 100; | ||
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uint public constant MIN_BPOW_BASE = 1 wei; | ||
uint public constant MAX_BPOW_BASE = (2 * BONE) - 1 wei; | ||
uint public constant BPOW_PRECISION = BONE / 10**10; | ||
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uint public constant MAX_IN_RATIO = BONE / 2; | ||
uint public constant MAX_OUT_RATIO = (BONE / 3) + 1 wei; | ||
} |
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// This program is free software: you can redistribute it and/or modify | ||
// it under the terms of the GNU General Public License as published by | ||
// the Free Software Foundation, either version 3 of the License, or | ||
// (at your option) any later version. | ||
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||
// This program is distributed in the hope that it will be useful, | ||
// but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
// GNU General Public License for more details. | ||
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// You should have received a copy of the GNU General Public License | ||
// along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
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pragma solidity 0.5.12; | ||
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import "./BNum.sol"; | ||
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contract BMath is BBronze, BConst, BNum { | ||
/********************************************************************************************** | ||
// calcSpotPrice // | ||
// sP = spotPrice // | ||
// bI = tokenBalanceIn ( bI / wI ) 1 // | ||
// bO = tokenBalanceOut sP = ----------- * ---------- // | ||
// wI = tokenWeightIn ( bO / wO ) ( 1 - sF ) // | ||
// wO = tokenWeightOut // | ||
// sF = swapFee // | ||
**********************************************************************************************/ | ||
function calcSpotPrice( | ||
uint tokenBalanceIn, | ||
uint tokenWeightIn, | ||
uint tokenBalanceOut, | ||
uint tokenWeightOut, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint spotPrice) | ||
{ | ||
uint numer = bdiv(tokenBalanceIn, tokenWeightIn); | ||
uint denom = bdiv(tokenBalanceOut, tokenWeightOut); | ||
uint ratio = bdiv(numer, denom); | ||
uint scale = bdiv(BONE, bsub(BONE, swapFee)); | ||
return (spotPrice = bmul(ratio, scale)); | ||
} | ||
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/********************************************************************************************** | ||
// calcOutGivenIn // | ||
// aO = tokenAmountOut // | ||
// bO = tokenBalanceOut // | ||
// bI = tokenBalanceIn / / bI \ (wI / wO) \ // | ||
// aI = tokenAmountIn aO = bO * | 1 - | -------------------------- | ^ | // | ||
// wI = tokenWeightIn \ \ ( bI + ( aI * ( 1 - sF )) / / // | ||
// wO = tokenWeightOut // | ||
// sF = swapFee // | ||
**********************************************************************************************/ | ||
function calcOutGivenIn( | ||
uint tokenBalanceIn, | ||
uint tokenWeightIn, | ||
uint tokenBalanceOut, | ||
uint tokenWeightOut, | ||
uint tokenAmountIn, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint tokenAmountOut) | ||
{ | ||
uint weightRatio = bdiv(tokenWeightIn, tokenWeightOut); | ||
uint adjustedIn = bsub(BONE, swapFee); | ||
adjustedIn = bmul(tokenAmountIn, adjustedIn); | ||
uint y = bdiv(tokenBalanceIn, badd(tokenBalanceIn, adjustedIn)); | ||
uint foo = bpow(y, weightRatio); | ||
uint bar = bsub(BONE, foo); | ||
tokenAmountOut = bmul(tokenBalanceOut, bar); | ||
return tokenAmountOut; | ||
} | ||
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/********************************************************************************************** | ||
// calcInGivenOut // | ||
// aI = tokenAmountIn // | ||
// bO = tokenBalanceOut / / bO \ (wO / wI) \ // | ||
// bI = tokenBalanceIn bI * | | ------------ | ^ - 1 | // | ||
// aO = tokenAmountOut aI = \ \ ( bO - aO ) / / // | ||
// wI = tokenWeightIn -------------------------------------------- // | ||
// wO = tokenWeightOut ( 1 - sF ) // | ||
// sF = swapFee // | ||
**********************************************************************************************/ | ||
function calcInGivenOut( | ||
uint tokenBalanceIn, | ||
uint tokenWeightIn, | ||
uint tokenBalanceOut, | ||
uint tokenWeightOut, | ||
uint tokenAmountOut, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint tokenAmountIn) | ||
{ | ||
uint weightRatio = bdiv(tokenWeightOut, tokenWeightIn); | ||
uint diff = bsub(tokenBalanceOut, tokenAmountOut); | ||
uint y = bdiv(tokenBalanceOut, diff); | ||
uint foo = bpow(y, weightRatio); | ||
foo = bsub(foo, BONE); | ||
tokenAmountIn = bsub(BONE, swapFee); | ||
tokenAmountIn = bdiv(bmul(tokenBalanceIn, foo), tokenAmountIn); | ||
return tokenAmountIn; | ||
} | ||
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/********************************************************************************************** | ||
// calcPoolOutGivenSingleIn // | ||
// pAo = poolAmountOut / \ // | ||
// tAi = tokenAmountIn /// / // wI \ \\ \ wI \ // | ||
// wI = tokenWeightIn //| tAi *| 1 - || 1 - -- | * sF || + tBi \ -- \ // | ||
// tW = totalWeight pAo=|| \ \ \\ tW / // | ^ tW | * pS - pS // | ||
// tBi = tokenBalanceIn \\ ------------------------------------- / / // | ||
// pS = poolSupply \\ tBi / / // | ||
// sF = swapFee \ / // | ||
**********************************************************************************************/ | ||
function calcPoolOutGivenSingleIn( | ||
uint tokenBalanceIn, | ||
uint tokenWeightIn, | ||
uint poolSupply, | ||
uint totalWeight, | ||
uint tokenAmountIn, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint poolAmountOut) | ||
{ | ||
// Charge the trading fee for the proportion of tokenAi | ||
/// which is implicitly traded to the other pool tokens. | ||
// That proportion is (1- weightTokenIn) | ||
// tokenAiAfterFee = tAi * (1 - (1-weightTi) * poolFee); | ||
uint normalizedWeight = bdiv(tokenWeightIn, totalWeight); | ||
uint zaz = bmul(bsub(BONE, normalizedWeight), swapFee); | ||
uint tokenAmountInAfterFee = bmul(tokenAmountIn, bsub(BONE, zaz)); | ||
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uint newTokenBalanceIn = badd(tokenBalanceIn, tokenAmountInAfterFee); | ||
uint tokenInRatio = bdiv(newTokenBalanceIn, tokenBalanceIn); | ||
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// uint newPoolSupply = (ratioTi ^ weightTi) * poolSupply; | ||
uint poolRatio = bpow(tokenInRatio, normalizedWeight); | ||
uint newPoolSupply = bmul(poolRatio, poolSupply); | ||
poolAmountOut = bsub(newPoolSupply, poolSupply); | ||
return poolAmountOut; | ||
} | ||
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/********************************************************************************************** | ||
// calcSingleInGivenPoolOut // | ||
// tAi = tokenAmountIn //(pS + pAo)\ / 1 \\ // | ||
// pS = poolSupply || --------- | ^ | --------- || * bI - bI // | ||
// pAo = poolAmountOut \\ pS / \(wI / tW)// // | ||
// bI = balanceIn tAi = -------------------------------------------- // | ||
// wI = weightIn / wI \ // | ||
// tW = totalWeight | 1 - ---- | * sF // | ||
// sF = swapFee \ tW / // | ||
**********************************************************************************************/ | ||
function calcSingleInGivenPoolOut( | ||
uint tokenBalanceIn, | ||
uint tokenWeightIn, | ||
uint poolSupply, | ||
uint totalWeight, | ||
uint poolAmountOut, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint tokenAmountIn) | ||
{ | ||
uint normalizedWeight = bdiv(tokenWeightIn, totalWeight); | ||
uint newPoolSupply = badd(poolSupply, poolAmountOut); | ||
uint poolRatio = bdiv(newPoolSupply, poolSupply); | ||
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//uint newBalTi = poolRatio^(1/weightTi) * balTi; | ||
uint boo = bdiv(BONE, normalizedWeight); | ||
uint tokenInRatio = bpow(poolRatio, boo); | ||
uint newTokenBalanceIn = bmul(tokenInRatio, tokenBalanceIn); | ||
uint tokenAmountInAfterFee = bsub(newTokenBalanceIn, tokenBalanceIn); | ||
// Do reverse order of fees charged in joinswap_ExternAmountIn, this way | ||
// ``` pAo == joinswap_ExternAmountIn(Ti, joinswap_PoolAmountOut(pAo, Ti)) ``` | ||
//uint tAi = tAiAfterFee / (1 - (1-weightTi) * swapFee) ; | ||
uint zar = bmul(bsub(BONE, normalizedWeight), swapFee); | ||
tokenAmountIn = bdiv(tokenAmountInAfterFee, bsub(BONE, zar)); | ||
return tokenAmountIn; | ||
} | ||
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/********************************************************************************************** | ||
// calcSingleOutGivenPoolIn // | ||
// tAo = tokenAmountOut / / \\ // | ||
// bO = tokenBalanceOut / // pS - (pAi * (1 - eF)) \ / 1 \ \\ // | ||
// pAi = poolAmountIn | bO - || ----------------------- | ^ | --------- | * b0 || // | ||
// ps = poolSupply \ \\ pS / \(wO / tW)/ // // | ||
// wI = tokenWeightIn tAo = \ \ // // | ||
// tW = totalWeight / / wO \ \ // | ||
// sF = swapFee * | 1 - | 1 - ---- | * sF | // | ||
// eF = exitFee \ \ tW / / // | ||
**********************************************************************************************/ | ||
function calcSingleOutGivenPoolIn( | ||
uint tokenBalanceOut, | ||
uint tokenWeightOut, | ||
uint poolSupply, | ||
uint totalWeight, | ||
uint poolAmountIn, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint tokenAmountOut) | ||
{ | ||
uint normalizedWeight = bdiv(tokenWeightOut, totalWeight); | ||
// charge exit fee on the pool token side | ||
// pAiAfterExitFee = pAi*(1-exitFee) | ||
uint poolAmountInAfterExitFee = bmul(poolAmountIn, bsub(BONE, EXIT_FEE)); | ||
uint newPoolSupply = bsub(poolSupply, poolAmountInAfterExitFee); | ||
uint poolRatio = bdiv(newPoolSupply, poolSupply); | ||
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// newBalTo = poolRatio^(1/weightTo) * balTo; | ||
uint tokenOutRatio = bpow(poolRatio, bdiv(BONE, normalizedWeight)); | ||
uint newTokenBalanceOut = bmul(tokenOutRatio, tokenBalanceOut); | ||
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uint tokenAmountOutBeforeSwapFee = bsub(tokenBalanceOut, newTokenBalanceOut); | ||
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// charge swap fee on the output token side | ||
//uint tAo = tAoBeforeSwapFee * (1 - (1-weightTo) * swapFee) | ||
uint zaz = bmul(bsub(BONE, normalizedWeight), swapFee); | ||
tokenAmountOut = bmul(tokenAmountOutBeforeSwapFee, bsub(BONE, zaz)); | ||
return tokenAmountOut; | ||
} | ||
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/********************************************************************************************** | ||
// calcPoolInGivenSingleOut // | ||
// pAi = poolAmountIn // / tAo \\ / wO \ \ // | ||
// bO = tokenBalanceOut // | bO - -------------------------- |\ | ---- | \ // | ||
// tAo = tokenAmountOut pS - || \ 1 - ((1 - (tO / tW)) * sF)/ | ^ \ tW / * pS | // | ||
// ps = poolSupply \\ -----------------------------------/ / // | ||
// wO = tokenWeightOut pAi = \\ bO / / // | ||
// tW = totalWeight ------------------------------------------------------------- // | ||
// sF = swapFee ( 1 - eF ) // | ||
// eF = exitFee // | ||
**********************************************************************************************/ | ||
function calcPoolInGivenSingleOut( | ||
uint tokenBalanceOut, | ||
uint tokenWeightOut, | ||
uint poolSupply, | ||
uint totalWeight, | ||
uint tokenAmountOut, | ||
uint swapFee | ||
) | ||
public pure | ||
returns (uint poolAmountIn) | ||
{ | ||
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// charge swap fee on the output token side | ||
uint normalizedWeight = bdiv(tokenWeightOut, totalWeight); | ||
//uint tAoBeforeSwapFee = tAo / (1 - (1-weightTo) * swapFee) ; | ||
uint zoo = bsub(BONE, normalizedWeight); | ||
uint zar = bmul(zoo, swapFee); | ||
uint tokenAmountOutBeforeSwapFee = bdiv(tokenAmountOut, bsub(BONE, zar)); | ||
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uint newTokenBalanceOut = bsub(tokenBalanceOut, tokenAmountOutBeforeSwapFee); | ||
uint tokenOutRatio = bdiv(newTokenBalanceOut, tokenBalanceOut); | ||
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//uint newPoolSupply = (ratioTo ^ weightTo) * poolSupply; | ||
uint poolRatio = bpow(tokenOutRatio, normalizedWeight); | ||
uint newPoolSupply = bmul(poolRatio, poolSupply); | ||
uint poolAmountInAfterExitFee = bsub(poolSupply, newPoolSupply); | ||
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// charge exit fee on the pool token side | ||
// pAi = pAiAfterExitFee/(1-exitFee) | ||
poolAmountIn = bdiv(poolAmountInAfterExitFee, bsub(BONE, EXIT_FEE)); | ||
return poolAmountIn; | ||
} | ||
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} |
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