Fixed DefaultReserveInterestRateStrategy

This commit is contained in:
The3D 2020-08-21 11:21:50 +02:00
parent d2848105f7
commit b93937f4fd

View File

@ -35,34 +35,34 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
LendingPoolAddressesProvider public immutable addressesProvider;
//base variable borrow rate when Utilization rate = 0. Expressed in ray
uint256 internal immutable baseVariableBorrowRate;
uint256 internal immutable _baseVariableBorrowRate;
//slope of the variable interest curve when utilization rate > 0 and <= OPTIMAL_UTILIZATION_RATE. Expressed in ray
uint256 internal immutable variableRateSlope1;
uint256 internal immutable _variableRateSlope1;
//slope of the variable interest curve when utilization rate > OPTIMAL_UTILIZATION_RATE. Expressed in ray
uint256 internal immutable variableRateSlope2;
uint256 internal immutable _variableRateSlope2;
//slope of the stable interest curve when utilization rate > 0 and <= OPTIMAL_UTILIZATION_RATE. Expressed in ray
uint256 internal immutable stableRateSlope1;
uint256 internal immutable _stableRateSlope1;
//slope of the stable interest curve when utilization rate > OPTIMAL_UTILIZATION_RATE. Expressed in ray
uint256 internal immutable stableRateSlope2;
uint256 internal immutable _stableRateSlope2;
constructor(
LendingPoolAddressesProvider _provider,
uint256 _baseVariableBorrowRate,
uint256 _variableRateSlope1,
uint256 _variableRateSlope2,
uint256 _stableRateSlope1,
uint256 _stableRateSlope2
LendingPoolAddressesProvider provider,
uint256 baseVariableBorrowRate,
uint256 variableRateSlope1,
uint256 variableRateSlope2,
uint256 stableRateSlope1,
uint256 stableRateSlope2
) public {
addressesProvider = _provider;
baseVariableBorrowRate = _baseVariableBorrowRate;
variableRateSlope1 = _variableRateSlope1;
variableRateSlope2 = _variableRateSlope2;
stableRateSlope1 = _stableRateSlope1;
stableRateSlope2 = _stableRateSlope2;
addressesProvider = provider;
_baseVariableBorrowRate = baseVariableBorrowRate;
_variableRateSlope1 = variableRateSlope1;
_variableRateSlope2 = variableRateSlope2;
_stableRateSlope1 = stableRateSlope1;
_stableRateSlope2 = stableRateSlope2;
}
/**
@ -70,115 +70,122 @@ contract DefaultReserveInterestRateStrategy is IReserveInterestRateStrategy {
*/
function getVariableRateSlope1() external view returns (uint256) {
return variableRateSlope1;
return _variableRateSlope1;
}
function getVariableRateSlope2() external view returns (uint256) {
return variableRateSlope2;
return _variableRateSlope2;
}
function getStableRateSlope1() external view returns (uint256) {
return stableRateSlope1;
return _stableRateSlope1;
}
function getStableRateSlope2() external view returns (uint256) {
return stableRateSlope2;
return _stableRateSlope2;
}
function getBaseVariableBorrowRate() external override view returns (uint256) {
return baseVariableBorrowRate;
return _baseVariableBorrowRate;
}
/**
* @dev calculates the interest rates depending on the available liquidity and the total borrowed.
* @param _reserve the address of the reserve
* @param _availableLiquidity the liquidity available in the reserve
* @param _totalBorrowsStable the total borrowed from the reserve a stable rate
* @param _totalBorrowsVariable the total borrowed from the reserve at a variable rate
* @param _averageStableBorrowRate the weighted average of all the stable rate borrows
* @param reserve the address of the reserve
* @param availableLiquidity the liquidity available in the reserve
* @param totalBorrowsStable the total borrowed from the reserve a stable rate
* @param totalBorrowsVariable the total borrowed from the reserve at a variable rate
* @param averageStableBorrowRate the weighted average of all the stable rate borrows
* @return currentLiquidityRate the liquidity rate
* @return currentStableBorrowRate stable borrow rate
* @return currentVariableBorrowRate variable borrow rate
**/
function calculateInterestRates(
address _reserve,
uint256 _availableLiquidity,
uint256 _totalBorrowsStable,
uint256 _totalBorrowsVariable,
uint256 _averageStableBorrowRate
address reserve,
uint256 availableLiquidity,
uint256 totalBorrowsStable,
uint256 totalBorrowsVariable,
uint256 averageStableBorrowRate
)
external
override
view
returns (
uint256 currentLiquidityRate,
uint256 currentStableBorrowRate,
uint256 currentVariableBorrowRate
uint256,
uint256,
uint256
)
{
uint256 totalBorrows = _totalBorrowsStable.add(_totalBorrowsVariable);
uint256 totalBorrows = totalBorrowsStable.add(totalBorrowsVariable);
uint256 currentVariableBorrowRate = 0;
uint256 currentStableBorrowRate = 0;
uint256 currentLiquidityRate = 0;
uint256 utilizationRate = (totalBorrows == 0 && _availableLiquidity == 0)
uint256 utilizationRate = (totalBorrows == 0 && availableLiquidity == 0)
? 0
: totalBorrows.rayDiv(_availableLiquidity.add(totalBorrows));
: totalBorrows.rayDiv(availableLiquidity.add(totalBorrows));
currentStableBorrowRate = ILendingRateOracle(addressesProvider.getLendingRateOracle())
.getMarketBorrowRate(_reserve);
.getMarketBorrowRate(reserve);
if (utilizationRate > OPTIMAL_UTILIZATION_RATE) {
uint256 excessUtilizationRateRatio = utilizationRate.sub(OPTIMAL_UTILIZATION_RATE).rayDiv(
EXCESS_UTILIZATION_RATE
);
currentStableBorrowRate = currentStableBorrowRate.add(stableRateSlope1).add(
stableRateSlope2.rayMul(excessUtilizationRateRatio)
currentStableBorrowRate = currentStableBorrowRate.add(_stableRateSlope1).add(
_stableRateSlope2.rayMul(excessUtilizationRateRatio)
);
currentVariableBorrowRate = baseVariableBorrowRate.add(variableRateSlope1).add(
variableRateSlope2.rayMul(excessUtilizationRateRatio)
currentVariableBorrowRate = _baseVariableBorrowRate.add(_variableRateSlope1).add(
_variableRateSlope2.rayMul(excessUtilizationRateRatio)
);
} else {
currentStableBorrowRate = currentStableBorrowRate.add(
stableRateSlope1.rayMul(utilizationRate.rayDiv(OPTIMAL_UTILIZATION_RATE))
_stableRateSlope1.rayMul(utilizationRate.rayDiv(OPTIMAL_UTILIZATION_RATE))
);
currentVariableBorrowRate = baseVariableBorrowRate.add(
utilizationRate.rayDiv(OPTIMAL_UTILIZATION_RATE).rayMul(variableRateSlope1)
currentVariableBorrowRate = _baseVariableBorrowRate.add(
utilizationRate.rayDiv(OPTIMAL_UTILIZATION_RATE).rayMul(_variableRateSlope1)
);
}
currentLiquidityRate = getOverallBorrowRateInternal(
_totalBorrowsStable,
_totalBorrowsVariable,
totalBorrowsStable,
totalBorrowsVariable,
currentVariableBorrowRate,
_averageStableBorrowRate
averageStableBorrowRate
)
.rayMul(utilizationRate);
return (currentLiquidityRate,
currentStableBorrowRate,
currentVariableBorrowRate);
}
/**
* @dev calculates the overall borrow rate as the weighted average between the total variable borrows and total stable borrows.
* @param _totalBorrowsStable the total borrowed from the reserve a stable rate
* @param _totalBorrowsVariable the total borrowed from the reserve at a variable rate
* @param _currentVariableBorrowRate the current variable borrow rate
* @param _currentAverageStableBorrowRate the weighted average of all the stable rate borrows
* @param totalBorrowsStable the total borrowed from the reserve a stable rate
* @param totalBorrowsVariable the total borrowed from the reserve at a variable rate
* @param currentVariableBorrowRate the current variable borrow rate
* @param currentAverageStableBorrowRate the weighted average of all the stable rate borrows
* @return the weighted averaged borrow rate
**/
function getOverallBorrowRateInternal(
uint256 _totalBorrowsStable,
uint256 _totalBorrowsVariable,
uint256 _currentVariableBorrowRate,
uint256 _currentAverageStableBorrowRate
uint256 totalBorrowsStable,
uint256 totalBorrowsVariable,
uint256 currentVariableBorrowRate,
uint256 currentAverageStableBorrowRate
) internal pure returns (uint256) {
uint256 totalBorrows = _totalBorrowsStable.add(_totalBorrowsVariable);
uint256 totalBorrows = totalBorrowsStable.add(totalBorrowsVariable);
if (totalBorrows == 0) return 0;
uint256 weightedVariableRate = _totalBorrowsVariable.wadToRay().rayMul(
_currentVariableBorrowRate
uint256 weightedVariableRate = totalBorrowsVariable.wadToRay().rayMul(
currentVariableBorrowRate
);
uint256 weightedStableRate = _totalBorrowsStable.wadToRay().rayMul(
_currentAverageStableBorrowRate
uint256 weightedStableRate = totalBorrowsStable.wadToRay().rayMul(
currentAverageStableBorrowRate
);
uint256 overallBorrowRate = weightedVariableRate.add(weightedStableRate).rayDiv(