level-finance: get reserves

pkg/source/level-finance/abi/LiquidityPool.json

@@ -2482,5 +2482,18 @@
     "outputs": [],
     "stateMutability": "nonpayable",
     "type": "function"
+  },
+  {
+    "inputs": [],
+    "name": "getAllTranches",
+    "outputs": [
+      {
+        "internalType": "address[]",
+        "name": "tranches",
+        "type": "address[]"
+      }
+    ],
+    "stateMutability": "view",
+    "type": "function"
   }
 ]

pkg/source/level-finance/constant.go

@@ -1,6 +1,9 @@
 package levelfinance
 
-import "github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"
+import (
+	"github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"
+	"math/big"
+)
 
 const (
 	DexTypeLevelFinance = "level-finance"
@@ -28,5 +31,6 @@ const (
 var (
 	DefaultGas = Gas{Swap: 125000}
 
-	precision = bignumber.TenPowInt(10)
+	precision  = bignumber.TenPowInt(10)
+	minSwapFee = big.NewInt(10000000)
 )

pkg/source/level-finance/math.go

@@ -8,6 +8,8 @@ import (
 )
 
 func swap(tokenIn, tokenOut string, amountIn *big.Int, state *PoolState) (*big.Int, error) {
+	// Check allowSwap
+
 	if tokenIn == tokenOut {
 		return nil, ErrSameTokenSwap
 	}
@@ -33,15 +35,18 @@ func swap(tokenIn, tokenOut string, amountIn *big.Int, state *PoolState) (*big.I
 
 	rebalanceTranches(tokenInInfo, new(big.Int).Sub(amountIn, daoFee), tokenOutInfo, amountOutAfterFee, state)
 
+	// _validateMaxLiquidity
+
 	return amountOutAfterFee, nil
 }
 
 func calcSwapOutput(tokenIn, tokenOut *TokenInfo, amountIn *big.Int, state *PoolState) (*big.Int, *big.Int, error) {
 	priceIn := new(big.Int).Set(tokenIn.MinPrice)
 	priceOut := new(big.Int).Set(tokenOut.MaxPrice)
 	valueChange := new(big.Int).Mul(amountIn, priceIn)
-	feeIn := calcSwapFee(tokenIn, priceIn, valueChange, true, state)
-	feeOut := calcSwapFee(tokenOut, priceOut, valueChange, false, state)
+	isStableSwap := tokenIn.IsStableCoin && tokenOut.IsStableCoin
+	feeIn := calcSwapFee(isStableSwap, tokenIn, priceIn, valueChange, true, state)
+	feeOut := calcSwapFee(isStableSwap, tokenOut, priceOut, valueChange, false, state)
 
 	fee := feeIn
 	if feeIn.Cmp(feeOut) <= 0 {
@@ -66,9 +71,9 @@ func calcSwapOutput(tokenIn, tokenOut *TokenInfo, amountIn *big.Int, state *Pool
 	return amountOutAfterFee, feeAmount, nil
 }
 
-func calcSwapFee(token *TokenInfo, tokenPrice, valueChange *big.Int, isSwapIn bool, state *PoolState) *big.Int {
+func calcSwapFee(isStableSwap bool, token *TokenInfo, tokenPrice, valueChange *big.Int, isSwapIn bool, state *PoolState) *big.Int {
 	var baseSwapFee, taxBasicPoint *big.Int
-	if token.IsStableCoin {
+	if isStableSwap {
 		baseSwapFee = new(big.Int).Set(state.StableCoinBaseSwapFee)
 		taxBasicPoint = new(big.Int).Set(state.StableCoinTaxBasisPoint)
 	} else {
@@ -112,7 +117,11 @@ func calcFeeRate(token *TokenInfo, tokenPrice, valueChange, baseFee, taxBasicPoi
 			new(big.Int).Mul(taxBasicPoint, initDiff),
 			targetValue,
 		)
-		return zeroCapSub(baseFee, feeAdjust)
+		rate := zeroCapSub(baseFee, feeAdjust)
+		if rate.Cmp(minSwapFee) > 0 {
+			return rate
+		}
+		return new(big.Int).Set(minSwapFee)
 	} else {
 		avgDiff := new(big.Int).Div(
 			new(big.Int).Add(initDiff, nextDiff),
@@ -166,6 +175,7 @@ func calcTrancheSharesAmount(indexToken, collateralToken *TokenInfo, amount *big
 	maxShare := make(map[string]*big.Int, len(indexToken.TrancheAssets))
 
 	for trancheAddress := range indexToken.TrancheAssets {
+		reserves[trancheAddress] = big.NewInt(0)
 		asset := collateralToken.TrancheAssets[trancheAddress]
 		factors[trancheAddress] = big.NewInt(1)
 		if !indexToken.IsStableCoin {

pkg/source/level-finance/pool_simulator.go

@@ -36,7 +36,14 @@ func NewPoolSimulator(entityPool entity.Pool) (*PoolSimulator, error) {
 			},
 		},
 		state: &PoolState{
-			TokenInfos: extra.TokenInfos,
+			TokenInfos:              extra.TokenInfos,
+			TotalWeight:             extra.TotalWeight,
+			VirtualPoolValue:        extra.VirtualPoolValue,
+			StableCoinBaseSwapFee:   extra.StableCoinBaseSwapFee,
+			StableCoinTaxBasisPoint: extra.StableCoinTaxBasisPoint,
+			BaseSwapFee:             extra.BaseSwapFee,
+			TaxBasisPoint:           extra.TaxBasisPoint,
+			DaoFee:                  extra.DaoFee,
 		},
 	}, nil
 }
@@ -74,8 +81,13 @@ func (p *PoolSimulator) UpdateBalance(params pool.UpdateBalanceParams) {
 	return
 }
 
+func (p *PoolSimulator) GetMetaInfo(tokenIn string, tokenOut string) interface{} {
+	return nil
+}
+
 func (p *PoolSimulator) deepCopyState(state *PoolState) *PoolState {
 	newState := &PoolState{
+		TokenInfos:              make(map[string]*TokenInfo),
 		TotalWeight:             new(big.Int).Set(state.TotalWeight),
 		VirtualPoolValue:        new(big.Int).Set(state.VirtualPoolValue),
 		StableCoinBaseSwapFee:   new(big.Int).Set(state.StableCoinBaseSwapFee),
@@ -88,6 +100,8 @@ func (p *PoolSimulator) deepCopyState(state *PoolState) *PoolState {
 		newState.TokenInfos[key] = &TokenInfo{
 			IsStableCoin:    value.IsStableCoin,
 			TargetWeight:    new(big.Int).Set(value.TargetWeight),
+			TrancheAssets:   make(map[string]*AssetInfo),
+			RiskFactor:      make(map[string]*big.Int),
 			TotalRiskFactor: new(big.Int).Set(value.TotalRiskFactor),
 			MinPrice:        new(big.Int).Set(value.MinPrice),
 			MaxPrice:        new(big.Int).Set(value.MaxPrice),

pkg/source/level-finance/pool_simulator_test.go

@@ -0,0 +1,43 @@
+package levelfinance_test
+
+import (
+	"github.com/KyberNetwork/kyberswap-dex-lib/pkg/entity"
+	levelfinance "github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/level-finance"
+	"github.com/KyberNetwork/kyberswap-dex-lib/pkg/source/pool"
+	"github.com/KyberNetwork/kyberswap-dex-lib/pkg/util/bignumber"
+	"github.com/stretchr/testify/assert"
+	"testing"
+)
+
+func TestCalcAmountOut(t *testing.T) {
+	levelFinancePool, err := levelfinance.NewPoolSimulator(entity.Pool{
+		Address:  "0x73c3a78e5ff0d216a50b11d51b262ca839fcfe17",
+		Exchange: "level-finance",
+		Type:     "level-finance",
+		Reserves: entity.PoolReserves{"779313577917429145001279", "1386752187018865380131"},
+		Tokens: []*entity.PoolToken{
+			{
+				Address:  "0x2170ed0880ac9a755fd29b2688956bd959f933f8",
+				Decimals: 18,
+			},
+			{
+				Address:  "0x55d398326f99059ff775485246999027b3197955",
+				Decimals: 18,
+			},
+		},
+		Extra: "{\"oracle\":\"0x347a868537c96650608b0C38a40d65fA8668bb61\",\"tokenInfos\":{\"0x0e09fabb73bd3ade0a17ecc321fd13a19e81ce82\":{\"isStableCoin\":false,\"targetWeight\":0,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":0,\"reserveAmount\":0},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":0,\"reserveAmount\":0},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":1515612264199876,\"reserveAmount\":0}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":100000,\"minPrice\":1525411950000,\"maxPrice\":1525411950000},\"0x2170ed0880ac9a755fd29b2688956bd959f933f8\":{\"isStableCoin\":false,\"targetWeight\":25000,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":88409477196046758709,\"reserveAmount\":3758081405615144417},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":1273285914369262213583,\"reserveAmount\":19626301909258985334},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":25056795453556407839,\"reserveAmount\":4829823313157371109}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":1,\"minPrice\":1800186152960000,\"maxPrice\":1800186152960000},\"0x55d398326f99059ff775485246999027b3197955\":{\"isStableCoin\":true,\"targetWeight\":41000,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":184341536385327250951544,\"reserveAmount\":29495041636499676110955},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":521599008999365338023501,\"reserveAmount\":14800885608374279815880},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":73373032532736556026234,\"reserveAmount\":35744357844692178501361}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":0,\"minPrice\":1000270130000,\"maxPrice\":1000270130000},\"0x7130d2a12b9bcbfae4f2634d864a1ee1ce3ead9c\":{\"isStableCoin\":false,\"targetWeight\":30800,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":5816697803176260078,\"reserveAmount\":3383010407777685588},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":111906233603518278521,\"reserveAmount\":4501534065981811378},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":4938928540475400967,\"reserveAmount\":3832600695744573765}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":1,\"minPrice\":34699370809700000,\"maxPrice\":34699370809700000},\"0xbb4cdb9cbd36b01bd1cbaebf2de08d9173bc095c\":{\"isStableCoin\":false,\"targetWeight\":3000,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":359302236490299536203,\"reserveAmount\":103226605503390418504},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":454243991764384413972,\"reserveAmount\":7741757526752034806},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":264772809488184251242,\"reserveAmount\":140152480740415789817}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":1,\"minPrice\":230162156910000,\"maxPrice\":230162156910000},\"0xe9e7cea3dedca5984780bafc599bd69add087d56\":{\"isStableCoin\":true,\"targetWeight\":0,\"trancheAssets\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":{\"poolAmount\":0,\"reserveAmount\":0},\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":{\"poolAmount\":0,\"reserveAmount\":0},\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":{\"poolAmount\":4351267527855370,\"reserveAmount\":0}},\"riskFactor\":{\"0x4265af66537F7BE1Ca60Ca6070D97531EC571BDd\":0,\"0xB5C42F84Ab3f786bCA9761240546AA9cEC1f8821\":0,\"0xcC5368f152453D497061CB1fB578D2d3C54bD0A0\":0},\"totalRiskFactor\":0,\"minPrice\":1000370160000,\"maxPrice\":1000370160000}},\"totalWeight\":99800,\"virtualPoolValue\":7631639747905684688745700698456428608,\"stableCoinBaseSwapFee\":1000000,\"stableCoinTaxBasisPoint\":5000000,\"baseSwapFee\":25000000,\"taxBasisPoint\":40000000,\"daoFee\":5500000000}",
+	})
+
+	assert.Nil(t, err)
+
+	result, err := levelFinancePool.CalcAmountOut(
+		pool.TokenAmount{
+			Token:  "0x2170ed0880ac9a755fd29b2688956bd959f933f8",
+			Amount: bignumber.NewBig10("1000000000000000000"),
+		},
+		"0x55d398326f99059ff775485246999027b3197955",
+	)
+
+	assert.Nil(t, err)
+	assert.Equal(t, "1789789741024165775187", result.TokenAmountOut.Amount.String())
+}

pkg/source/level-finance/pool_tracker.go

@@ -141,8 +141,8 @@ func (d *PoolTracker) GetNewPoolState(
 
 	var tranches = make([]common.Address, 0)
 	if d.config.ChainID == int(valueobject.ChainIDBSC) {
+		tranches = make([]common.Address, trancheLength.Int64())
 		for i := 0; i < int(trancheLength.Int64()); i++ {
-			tranches = append(tranches, common.Address{})
 			calls.AddCall(&ethrpc.Call{
 				ABI:    LiquidityPoolAbi,
 				Target: p.Address,
@@ -209,7 +209,6 @@ func (d *PoolTracker) GetNewPoolState(
 		return entity.Pool{}, err
 	}
 
-	reserves := make(entity.PoolReserves, len(p.Tokens))
 	var extra = Extra{
 		Oracle:           oracle.Hex(),
 		TotalWeight:      totalWeight,
@@ -255,6 +254,12 @@ func (d *PoolTracker) GetNewPoolState(
 		return entity.Pool{}, err
 	}
 
+	reserves := make([]string, len(p.Tokens))
+	for i, token := range p.Tokens {
+		reserve := d.getReserve(extra.TokenInfos[token.Address])
+		reserves[i] = reserve.PoolAmount.String()
+	}
+
 	p.Extra = string(extraBytes)
 	p.Reserves = reserves
 	p.Timestamp = time.Now().Unix()
@@ -266,3 +271,15 @@ func (d *PoolTracker) GetNewPoolState(
 
 	return p, nil
 }
+
+func (d *PoolTracker) getReserve(token *TokenInfo) *AssetInfo {
+	asset := &AssetInfo{
+		PoolAmount:    big.NewInt(0),
+		ReserveAmount: big.NewInt(0),
+	}
+	for _, tranche := range token.TrancheAssets {
+		asset.PoolAmount = new(big.Int).Add(asset.PoolAmount, tranche.PoolAmount)
+		asset.ReserveAmount = new(big.Int).Add(asset.ReserveAmount, tranche.ReserveAmount)
+	}
+	return asset
+}