clean up names and implementation of oracle stuff

update UQ104.104 copy

make safetransfer much clearer
This commit is contained in:
Noah Zinsmeister
2019-11-26 13:42:55 -05:00
parent c4accffc8c
commit da6ba92d92
3 changed files with 36 additions and 49 deletions

View File

@ -84,31 +84,33 @@ contract UniswapV2 is IUniswapV2, ERC20("Uniswap V2", "UNI-V2", 18, 0), SafeTran
return (reserves.token0, reserves.token1);
}
function getBlockNumberLast() public view returns (uint32) {
return oracleDataToken0.blockNumberHalf + (uint32(oracleDataToken1.blockNumberHalf) << 16);
function readOraclePricesAccumulated() external view returns (uint240, uint240) {
return (oracleDataToken0.priceAccumulated, oracleDataToken1.priceAccumulated);
}
function getAccumulatedPrices() external view returns (uint256, uint256) {
uint32 blockNumberLast = getBlockNumberLast();
function readOracleBlockNumber() public view returns (uint32) {
return (uint32(oracleDataToken0.blockNumberHalf) << 16) + oracleDataToken1.blockNumberHalf;
}
require(blockNumberLast > 0, "UniswapV2: NOT_INITIALIZED");
function consultOracle() external view returns (uint240, uint240) {
uint32 blockNumberLast = readOracleBlockNumber();
require(reserves.token0 != 0 && reserves.token1 != 0, "UniswapV2: NO_LIQUIDITY");
// replicate the logic in update
if (block.number > blockNumberLast) {
uint128 blocksElapsed = (block.number - blockNumberLast).downcast128();
// get the prices according to the reserves as of the last official interaction with the contract
uint240 priceToken0 = UQ104x104.encode(reserves.token0).qdiv(reserves.token1);
uint240 priceToken1 = UQ104x104.encode(reserves.token1).qdiv(reserves.token0);
uint32 blocksElapsed = block.number.downcast32() - blockNumberLast;
return (
oracleDataToken0.priceAccumulated + priceToken0 * blocksElapsed,
oracleDataToken0.priceAccumulated + priceToken1 * blocksElapsed
oracleDataToken1.priceAccumulated + priceToken1 * blocksElapsed
);
} else {
return (
oracleDataToken0.priceAccumulated,
oracleDataToken0.priceAccumulated
oracleDataToken1.priceAccumulated
);
}
}
@ -118,34 +120,32 @@ contract UniswapV2 is IUniswapV2, ERC20("Uniswap V2", "UNI-V2", 18, 0), SafeTran
public pure returns (uint128 amountOutput)
{
require(amountInput > 0 && reserveInput > 0 && reserveOutput > 0, "UniswapV2: INVALID_VALUE");
uint256 amountInputWithFee = uint256(amountInput).mul(1000 - 3);
uint256 amountInputWithFee = uint256(amountInput).mul(997);
uint256 numerator = amountInputWithFee.mul(reserveOutput);
uint256 denominator = uint256(reserveInput).mul(1000).add(amountInputWithFee);
amountOutput = (numerator / denominator).downcast128();
}
function update(TokenData memory balances) private {
uint32 blockNumberLast = getBlockNumberLast();
uint32 blockNumberLast = readOracleBlockNumber();
// if any blocks have gone by since the last time this function was called, we have to update
if (block.number > blockNumberLast) {
// make sure that this isn't the first time this function is being called
uint32 blockNumber = block.number.downcast32();
if (blockNumberLast > 0) {
uint32 blocksElapsed = blockNumber - blockNumberLast;
// we have to ensure that neither reserves are 0, else our price division fails
if (reserves.token0 != 0 && reserves.token1 != 0) {
// get the prices according to the reserves as of the last official interaction with the contract
uint240 priceToken0 = UQ104x104.encode(reserves.token0).qdiv(reserves.token1);
uint240 priceToken1 = UQ104x104.encode(reserves.token1).qdiv(reserves.token0);
// multiply these prices by the number of elapsed blocks and add to the accumulators
oracleDataToken0.priceAccumulated = oracleDataToken0.priceAccumulated + priceToken0 * blocksElapsed;
oracleDataToken1.priceAccumulated = oracleDataToken1.priceAccumulated + priceToken1 * blocksElapsed;
uint32 blocksElapsed = block.number.downcast32() - blockNumberLast;
oracleDataToken0.priceAccumulated += priceToken0 * blocksElapsed;
oracleDataToken1.priceAccumulated += priceToken1 * blocksElapsed;
}
// update the last block number
oracleDataToken0.blockNumberHalf = uint16(now);
oracleDataToken1.blockNumberHalf = uint16(uint32(now >> 16));
oracleDataToken0.blockNumberHalf = uint16(block.number >> 16);
oracleDataToken1.blockNumberHalf = uint16(block.number);
}
// update reserves

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@ -10,20 +10,20 @@ library UQ104x104 {
// we want to encode a uint128 `y` s.t. `y := y_encoded / 2**104` (i.e. with a Q104 denominator).
// in other words, to encode `y` we simply multiply by `2**104`, aka Q104.
// however, in the case of a traditional UQ104.104, we'd store this output in a 208-bit slot,
// which would overflow for values of `y` in (`uint104(-1)`, `uint128(-1)`], so instead we need to
// store the output in 232 bits (TODO check this logic).
// in the case of a traditional UQ104.104, we'd store this output in a 208-bit slot,
// but since we're encoding a uint128, this would overflow for values of `y` in (`uint104(-1)`, `uint128(-1)`],
// so instead we need to store the output in at least 232 bits (we use 240 for compatibility later on)
function encode(uint128 y) internal pure returns (uint240 z) {
return uint240(y) * Q104;
}
// we want to divide a modified UQ104.104 (the output of encode) by an unencoded uint128,
// and return a traditional Q104. since we're using a modified UQ104.104, though, we need to handle overflows.
// for the moment, we simply truncate these to 1 and uint208(-1), though it's likely we'll handle this slightly
// differently in the future
// we want to divide a modified UQ104.104 (the output of encode above) by an unencoded uint128 and return another
// modified UQ104.104. to do this, it's sufficient to divide the UQ104.104 by the unencoded value.
// since we want our output to fit in 208 bits, and behave consistently at the margins, we clamp this quotient
// within [1, uint208(-1)]
function qdiv(uint240 x, uint128 y) internal pure returns (uint240 z) {
z = x / y;
if (z == 0) {
z = 1;
} else if (z > uint208(-1)) {

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@ -1,28 +1,15 @@
pragma solidity 0.5.12;
interface IIncompatibleERC20 {
function transfer(address to, uint256 value) external;
}
contract SafeTransfer {
function safeTransfer(address token, address to, uint256 value) internal {
IIncompatibleERC20(token).transfer(to, value);
(bool success, bytes memory data) = token.call(abi.encodeWithSignature("transfer(address,uint256)", to, value));
bool result;
assembly {
switch returndatasize()
case 0 { // if there was no return data, treat the transfer as successful
result := 1
}
case 0x20 { // if the return data was 32 bytes long, return that value
returndatacopy(0, 0, 0x20)
result := mload(0)
}
default { // revert in all other cases
revert(0, 0)
}
require(success, "SafeTransfer: SWAP_FAILED");
if (data.length == 32) {
require(abi.decode(data, (bool)), "SafeTransfer: SWAP_FAILED");
} else if (data.length > 32) {
revert("SafeTransfer: SWAP_FAILED");
}
require(result, "SafeTransfer: SWAP_FAILED");
}
}