Lawrence Forman 809885afd0 @0x/contracts-asset-proxy: Add getMarketMarginPremium() to IDydx.
`@0x/contracts-dev-utils`: Handle dydx market premiums.
2020-02-19 15:49:41 -05:00

182 lines
5.0 KiB
Solidity

/*
Copyright 2019 ZeroEx Intl.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
pragma solidity ^0.5.16;
pragma experimental ABIEncoderV2;
import "@0x/contracts-asset-proxy/contracts/src/interfaces/IDydx.sol";
import "@0x/contracts-erc20/contracts/src/LibERC20Token.sol";
// solhint-disable separate-by-one-line-in-contract
contract TestDydx {
struct OperatorConfig {
address owner;
address operator;
}
struct AccountConfig {
address owner;
uint256 accountId;
int256[] balances;
}
struct MarketInfo {
address token;
uint256 price;
}
struct TestConfig {
uint256 marginRatio;
OperatorConfig[] operators;
AccountConfig[] accounts;
MarketInfo[] markets;
}
mapping (bytes32 => bool) private _operators;
mapping (bytes32 => int256) private _balance;
MarketInfo[] private _markets;
uint256 private _marginRatio;
constructor(TestConfig memory config) public {
_marginRatio = config.marginRatio;
for (uint256 marketId = 0; marketId < config.markets.length; ++marketId) {
_markets.push(config.markets[marketId]);
}
for (uint256 i = 0; i < config.operators.length; ++i) {
OperatorConfig memory op = config.operators[i];
_operators[_getOperatorHash(op.owner, op.operator)] = true;
}
for (uint256 i = 0; i < config.accounts.length; ++i) {
AccountConfig memory acct = config.accounts[i];
for (uint256 marketId = 0; marketId < acct.balances.length; ++marketId) {
_balance[_getBalanceHash(acct.owner, acct.accountId, marketId)] =
acct.balances[marketId];
}
}
}
function getIsLocalOperator(
address owner,
address operator
)
external
view
returns (bool isLocalOperator)
{
return _operators[_getOperatorHash(owner, operator)];
}
function getMarketTokenAddress(
uint256 marketId
)
external
view
returns (address tokenAddress)
{
return _markets[marketId].token;
}
function getRiskParams()
external
view
returns (IDydx.RiskParams memory riskParams)
{
return IDydx.RiskParams({
marginRatio: IDydx.D256(_marginRatio),
liquidationSpread: IDydx.D256(0),
earningsRate: IDydx.D256(0),
minBorrowedValue: IDydx.Value(0)
});
}
function getAdjustedAccountValues(
IDydx.AccountInfo calldata account
)
external
view
returns (IDydx.Value memory supplyValue, IDydx.Value memory borrowValue)
{
for (uint256 marketId = 0; marketId < _markets.length; ++marketId) {
int256 balance =
_balance[_getBalanceHash(account.owner, account.number, marketId)];
// Account values have 36 decimal places.
// `getMarketPrice()` returns a unit with
// 18 + (18 - TOKEN_DECIMALS) decimal places so multiplying the price
// with the wei balance will result in a 36 decimal value.
balance = balance * int256(getMarketPrice(marketId).value);
if (balance >= 0) {
supplyValue.value += uint256(balance);
} else {
borrowValue.value += uint256(-balance);
}
}
}
function getMarketMarginPremium(uint256)
external
view
returns (IDydx.D256 memory premium)
{
// Return 0.
return premium;
}
function getMarketPrice(
uint256 marketId
)
public
view
returns (IDydx.Price memory price)
{
MarketInfo memory market = _markets[marketId];
uint256 decimals = LibERC20Token.decimals(market.token);
price.value = _markets[marketId].price;
// Market prices have 18 + (18 - TOKEN_DECIMALS)
if (decimals > 18) {
price.value /= 10 ** (decimals - 18);
} else {
price.value *= 10 ** (18 - decimals);
}
}
function _getOperatorHash(address owner, address operator)
private
pure
returns (bytes32 operatorHash)
{
return keccak256(abi.encode(
owner,
operator
));
}
function _getBalanceHash(address owner, uint256 accountId, uint256 marketId)
private
pure
returns (bytes32 balanceHash)
{
return keccak256(abi.encode(
owner,
accountId,
marketId
));
}
}