|
| 1 | + |
| 2 | +## Perpetual V1 |
| 3 | + |
| 4 | +## AMM代码解析 |
| 5 | + |
| 6 | +`IAMM`合约 |
| 7 | + |
| 8 | +// 交易方向： |
| 9 | + enum Dir { ADD_TO_AMM, REMOVE_FROM_AMM } |
| 10 | + |
| 11 | +// 开仓时将quoteAsset（usdc）转换成 baseAsset（eth） |
| 12 | +``` |
| 13 | + function swapInput( |
| 14 | + Dir _dir, |
| 15 | + Decimal.decimal calldata _quoteAssetAmount, |
| 16 | + Decimal.decimal calldata _baseAssetAmountLimit |
| 17 | + ) external returns (Decimal.decimal memory); |
| 18 | +``` |
| 19 | +// 关仓时候将baseAsset（eth）转换成 quoteAsset（usdc） |
| 20 | + function swapOutput( |
| 21 | + Dir _dir, |
| 22 | + Decimal.decimal calldata _baseAssetAmount, |
| 23 | + Decimal.decimal calldata _quoteAssetAmountLimit, |
| 24 | + bool _skipFluctuationCheck |
| 25 | + ) external returns (Decimal.decimal memory); |
| 26 | + |
| 27 | +**view 方法** |
| 28 | +``` |
| 29 | +//功能： 获取池子当前的现货价格； reserveA/reserveB |
| 30 | +- function getSpotPrice() external view returns (Decimal.decimal memory); |
| 31 | +
|
| 32 | +//功能： 获取池子当前的现货价格； |
| 33 | +- function getInputTwap(Dir _dir, Decimal.decimal calldata _quoteAssetAmount) |
| 34 | + external |
| 35 | + view |
| 36 | + returns (Decimal.decimal memory); |
| 37 | +
|
| 38 | +//根据TWAP价格获取quoteAsset数量 |
| 39 | +- function getOutputTwap(Dir _dir, Decimal.decimal calldata _baseAssetAmount) |
| 40 | + external |
| 41 | + view |
| 42 | + returns (Decimal.decimal memory); |
| 43 | +
|
| 44 | +// 根据池子的储备以及quoteAsset的数量计算出baseAsset数量。 swapInput的实现函数。 |
| 45 | + - function getInputPriceWithReserves( |
| 46 | + Dir _dir, |
| 47 | + Decimal.decimal memory _quoteAssetAmount, |
| 48 | + Decimal.decimal memory _quoteAssetPoolAmount, |
| 49 | + Decimal.decimal memory _baseAssetPoolAmount |
| 50 | + ) external pure returns (Decimal.decimal memory); |
| 51 | +
|
| 52 | +// 根据池子的储备以及baseAsset的数量计算出quoteAsset数量。 swapOutput的实现函数。 |
| 53 | +- function getOutputPriceWithReserves( |
| 54 | + Dir _dir, |
| 55 | + Decimal.decimal memory _baseAssetAmount, |
| 56 | + Decimal.decimal memory _quoteAssetPoolAmount, |
| 57 | + Decimal.decimal memory _baseAssetPoolAmount |
| 58 | + ) external pure returns (Decimal.decimal memory); |
| 59 | +
|
| 60 | +// 计算TWAP价格(方便计算pnl)，两种方式： |
| 61 | +// RESERVE_ASSET means price comes from quoteAssetReserve/baseAssetReserve ， 即时价格 |
| 62 | +// INPUT_ASSET means getInput/Output price with snapshot's reserve //交易价格 |
| 63 | +- function calcTwap(TwapPriceCalcParams memory _params, uint256 _interval) |
| 64 | +
|
| 65 | +
|
| 66 | +//根据TWAP价格用usdc换取eth， |
| 67 | +//计算持仓价值用positionNotional， 以及未实现盈利unrealizedPnl。 |
| 68 | +//（unrealizedPnlForLongPosition = positionNotional - openNotional） |
| 69 | +- function getInputTwap(Dir _dirOfQuote, Decimal.decimal memory _quoteAssetAmount) |
| 70 | +
|
| 71 | +//根据TWAP价格用eth换取usdc |
| 72 | +- function getOutputTwap(Dir _dirOfBase, Decimal.decimal memory _baseAssetAmount) |
| 73 | + public |
| 74 | +
|
| 75 | +``` |
| 76 | + |
| 77 | + |
| 78 | +**event:** |
| 79 | +``` |
| 80 | + event SwapInput(Dir dir, uint256 quoteAssetAmount, uint256 baseAssetAmount); |
| 81 | + event SwapOutput(Dir dir, uint256 quoteAssetAmount, uint256 baseAssetAmount); |
| 82 | +
|
| 83 | + event ReserveSnapshotted(uint256 quoteAssetReserve, uint256 baseAssetReserve, uint256 timestamp); |
| 84 | + event LiquidityChanged(uint256 quoteReserve, uint256 baseReserve, int256 cumulativeNotional); |
| 85 | +``` |
| 86 | + |
| 87 | + |
| 88 | + |
| 89 | +### AMM合约其他函数 |
| 90 | +1. 初始化函数 |
| 91 | +``` |
| 92 | + function initialize( |
| 93 | + uint256 _quoteAssetReserve, |
| 94 | + uint256 _baseAssetReserve, |
| 95 | + uint256 _tradeLimitRatio, |
| 96 | + uint256 _fundingPeriod, |
| 97 | + IPriceFeed _priceFeed, |
| 98 | + bytes32 _priceFeedKey, |
| 99 | + address _quoteAsset, |
| 100 | + uint256 _fluctuationLimitRatio, |
| 101 | + uint256 _tollRatio, |
| 102 | + uint256 _spreadRatio |
| 103 | + ) |
| 104 | +``` |
| 105 | + |
| 106 | +2.cumulativeNotional： |
| 107 | +cumulativeNotional即累加的_quoteAssetAmount； |
| 108 | +``` |
| 109 | + cumulativeNotional = cumulativeNotional.addD(_quoteAssetAmount); |
| 110 | +``` |
| 111 | + |
| 112 | +**settleFunding** |
| 113 | +``` |
| 114 | +function settleFunding() external override onlyOpen onlyCounterParty returns (SignedDecimal.signedDecimal memory) { |
| 115 | + require(_blockTimestamp() >= nextFundingTime, "settle funding too early"); |
| 116 | +
|
| 117 | + // premium = twapMarketPrice - twapIndexPrice |
| 118 | + // timeFraction = fundingPeriod(1 hour) / 1 day |
| 119 | + // premiumFraction = premium * timeFraction |
| 120 | + Decimal.decimal memory underlyingPrice = getUnderlyingTwapPrice(spotPriceTwapInterval); |
| 121 | + SignedDecimal.signedDecimal memory premium = |
| 122 | + MixedDecimal.fromDecimal(getTwapPrice(spotPriceTwapInterval)).subD(underlyingPrice); |
| 123 | + SignedDecimal.signedDecimal memory premiumFraction = premium.mulScalar(fundingPeriod).divScalar(int256(1 days)); |
| 124 | +
|
| 125 | + // update funding rate = premiumFraction / twapIndexPrice |
| 126 | + updateFundingRate(premiumFraction, underlyingPrice); |
| 127 | +
|
| 128 | + // in order to prevent multiple funding settlement during very short time after network congestion |
| 129 | + uint256 minNextValidFundingTime = _blockTimestamp().add(fundingBufferPeriod); |
| 130 | +
|
| 131 | + // floor((nextFundingTime + fundingPeriod) / 3600) * 3600 |
| 132 | + uint256 nextFundingTimeOnHourStart = nextFundingTime.add(fundingPeriod).div(1 hours).mul(1 hours); |
| 133 | +
|
| 134 | + // max(nextFundingTimeOnHourStart, minNextValidFundingTime) |
| 135 | + nextFundingTime = nextFundingTimeOnHourStart > minNextValidFundingTime |
| 136 | + ? nextFundingTimeOnHourStart |
| 137 | + : minNextValidFundingTime; |
| 138 | +
|
| 139 | + // DEPRECATED only for backward compatibility before we upgrade ClearingHouse |
| 140 | + // reset funding related states |
| 141 | + baseAssetDeltaThisFundingPeriod = SignedDecimal.zero(); |
| 142 | +
|
| 143 | + return premiumFraction; |
| 144 | + } |
| 145 | +``` |
| 146 | + |
| 147 | +**查询AMM状态** |
| 148 | +``` |
| 149 | +function getAmmStates(address _amm) external view returns (AmmStates memory) { |
| 150 | + Amm amm = Amm(_amm); |
| 151 | + (bool getSymbolSuccess, bytes memory quoteAssetSymbolData) = |
| 152 | + address(amm.quoteAsset()).staticcall(abi.encodeWithSignature("symbol()")); |
| 153 | + (Decimal.decimal memory quoteAssetReserve, Decimal.decimal memory baseAssetReserve) = amm.getReserve(); |
| 154 | +
|
| 155 | + bytes32 priceFeedKey = amm.priceFeedKey(); |
| 156 | + return |
| 157 | + AmmStates({ |
| 158 | + quoteAssetReserve: quoteAssetReserve.toUint(), |
| 159 | + baseAssetReserve: baseAssetReserve.toUint(), |
| 160 | + //每次交易最大比率 |
| 161 | + tradeLimitRatio: amm.tradeLimitRatio(), |
| 162 | + // 资金费率周期 |
| 163 | + fundingPeriod: amm.fundingPeriod(), |
| 164 | + //喂价 |
| 165 | + priceFeed: address(amm.priceFeed()), |
| 166 | + // |
| 167 | + priceFeedKey: priceFeedKey, |
| 168 | + quoteAssetSymbol: getSymbolSuccess ? abi.decode(quoteAssetSymbolData, (string)) : "", |
| 169 | + baseAssetSymbol: bytes32ToString(priceFeedKey) |
| 170 | + }); |
| 171 | + } |
| 172 | +
|
| 173 | +``` |
| 174 | + |
| 175 | +### 质押 |
| 176 | + |
| 177 | + |
| 178 | +## 参考链接 |
| 179 | +头等仓：https://mp.weixin.qq.com/s/Oq7g3_AjRP4Of__K9Gp_bw |
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