dydxprotocol/perpetual

Ethereum Smart Contracts and TypeScript library used for the dYdX Perpetual Contracts

perpetual's Issues

Add liquidations

• Contract
• JS Component
• Tests

Operator that can move funds between Perpetual and Solo

Add Orders

• Contract
• Javascript Component
• Tests

Set up testing contracts and modules

• In contracts/test/v1/ set up test contracts for the Funder, Oracle, Trader, and Vault.
• In src/lib/modules/ set up a Testing.ts file that helps us set the values for these contracts. You can use https://github.com/dydxprotocol/solo/blob/master/src/modules/testing/Testing.ts for inspiration
• This file should be used in src/Perpetual.ts
• Deploy these files in the migrations/2_deploy.js file if the network is a test network
• Write a setup file/function in test/helpers/ that helps set these as the contracts that are used by the protocol. We can use this at the start of most tests

Ensure accounts are unique

>= to >

Create npm package @dydxprotocol/perpetual

Decide if we should add a boolean flag to Liquidator to check positive/negative balance

One very strange edge case that could happen here is the sign of the position could be different when the transaction is sent, and when it is mined, so as a liquidator you could get the opposite of the trade you want (you could sell when you thought you were going to buy)

Maybe it's worth including a flag in the data as to what side the maker intends to take

Optimize gas tracker for tests

• Don't track gas usage if network id is mainnet
• Print out function names for gas usage in tests

Comment all functions in non-test files

• comment on all public interfaces
• comment on all public functions
• add comment dividers between public and private methods in files

Decide/Create backup trader contract

Use descriptive require statements when useful

• Undercollateralized account checks

Only set Test contracts as global operators if network is test or coverage

In deploy scripts

Update Maker BTC Price Oracle

Fix solc optimization when using sol-trace

When we run tests with ENABLE_SOL_TRACE the sol-trace library will do its own compilation step when running truffle test. I had to disable compiler optimization when compiling with Truffle to get the source maps used by sol-trace to match up with the Truffle-compiled contracts.

It seems like the optimizer setting in compiler.json is not being respected, even though the file is definitely read by @0x/sol-compiler and the useDockerisedSolc option is used.

See:

• utils/compiler.ts
• compileDockerAsync
• CompilerOptions

Add Trading Clients

Add something similar to: https://github.com/dydxprotocol/solo/blob/master/src/modules/Api.ts

Remove SolTrace changes

#25 adds contracts/Imports.sol to get sol-trace to compile successfully when running tests with ENABLE_SOL_TRACE=true.

The problem seems to be that @0x/sol-compiler doesn't detect sources in the same way as Truffle, and doesn't include these files when generating the config object passed as input to solc.

Ideally we can get rid of Imports.sol and fix this maybe either through configuration of the compiler via compiler.sol or by patching @0x/sol-compiler.

See:

• compiler.ts
• utils/compiler.ts
• CompilerOptions

Investigate flaky test failure for accounts order

See https://circleci.com/gh/dydxprotocol/workflows/perpetual/tree/ken%2Fsolidity-function-format

6 tests failed with:

Error: Returned error: VM Exception while processing transaction: revert Accounts must be sorted

Then passed when run a second time.

Allow Local Operators to Liquidate on behalf of a position

Can either check this in the base protocol or have the Liquidator contract do a get call to the base protocol (the second way is probably better)

Allow for depositing of margin funds into an interest-earning protocol

Consider alternative ways to build an insurance fund

Whether that's taking a percentage of all liquidations, etc.

We settled on not doing this for now, but something to consider

Make sure logging is clear and sufficient

Add `to` field to withdraw

Create LiquidatorProxy

Intelligently set the amount to liquidate such that the liquidating account does not become underwater after the liquidation

Don't allow duplicate addresses in Trade()

Consider Balances Cache

Don't allow trading and then deleveraging within the same call to `trade()`

Add permission protections to deleveraging

One solution: allow deleveraging of positions if not deleveraged within X time by the privileged actors

Decide if an amount is necessary to pass in to Deleverager

Antonio: "Is there a reason we need to allow the sender to specify the amount at all? Why not just always use Math.min(makerBalance.position, takerBalance.position)?"

I think it's fine as it gives more flexibility, but I'll let you make the decision Ken

Decide on resolution for if bug is found in contract

Create funding contract

Add sol-profiler

See if you can get this to run (might be easy now that sol-trace is working)

https://sol-profiler.com/

Add `hasAccountPermissions` check to P1Trades

Make functions external if they don't need to be public

Fix rounding in funding calculations and positive/negative values

Look into Cleaning up the Libraries

SingedInt
P1BalanceMath

Also: reassigning signedIndexDiff

Add tests for Deposit/Withdraw

Orders fee to a percentage rather than an absolute price amount

https://github.com/dydxprotocol/solo/blob/master/contracts/external/traders/CanonicalOrders.sol#L712

• Fix Collateralization check in Orders.ts
• Fix smart contract
• Fix tests

Add deleveraging

If an account has a negativeValue that is greater than it's positive value, then it is underwater. The Deleveraging contract should allow anyone to take one of these accounts and have it be subsumed by any other account that has the opposite position. This contract will be a P1Trader contract. The deleveraging should not be allowed to make either account "go past zero" in terms of their position size.

• Contract
• JS Component
• Tests

Release Zeppelin Audit

To release: Monday morning 4/20

Prepare Public Protocol Spec

Create a spec we can share publicly on the protocol

Update P1Trade's collateralization check to allow partial liquidations and deleverages

Allow Admin to set Min Collateral Value

• And test it

Should be within some validated range (shouldn't be below 100%)
Maybe shouldn't be able to be changed more than some percentage at a time

Figure out funding calculation

Create Onboarding Doc for Auditors

Investigate why checkout_and_install takes so long on CircleCI

Probably not loading the old cache correctly

Write Public Bug Bounty Post

Something similar to: https://uniswap.org/bug-bounty/

Another reference: https://medium.com/dydxderivatives/announcing-bug-bounties-for-the-dydx-margin-trading-protocol-d0c817d1cda4
We will still use OWASP so you can include that diagram

Coverage for Perpetual

solidity-coverage 0.6.x doesn't work with Solidity 0.6.0

solidity-coverage 0.7.x runs through truffle test which uses mocha which doesn't play nice with typescript, so we would have to compile the tests into a different folder and then run truffle test in there. We could move everything over to use mocha instead of jest

Open Source Perpetual Repo

To occur Monday morning 4/20

Consider Adding Delay to public Withdrawals / Trades

Consider adding a timelock on withdrawals / trades not sent by an admin account. Also would add a way for withdrawals to be performed by signed message

Create Oracle contract to read from Maker's BTC-USD Oracle

Maker requires this oracle to have a whitelist of addresses that can read from it (aka be the msg.sender)

So make it ownable and able to have a mapping of approved addresses to be approved/unapproved by the owner which will be our multisig

Maker BTC-USD oracle here https://etherscan.io/address/0x064409168198A7E9108036D072eF59F923dEDC9A