funding rate arbitrage

JOJOexchange · Jan 10, 2024 · 4103ea6 · 4103ea6
1 parent adf7aca
commit 4103ea6
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Showing 2 changed files with 5 additions and 4 deletions.
diff --git a/deployment/ArbitrumSepoliaTestnet2023-12-16.json b/deployment/ArbitrumSepoliaTestnet2023-12-16.json
@@ -25,7 +25,7 @@
   "PrimaryAssetDecimal": 6,
   "SecondaryAsset": "0xDd29a69462a08006Fda068D090b44B045958C5B7",
   "FundingRateUpdateLimiter": "0x5f8e53f1306426ebd665fb800742d740e3d0acd1",
-  "DepositStableCoin": "0xe804cd55893a6066c21d1fa0f58a06309fb3d2ea",
+  "DepositStableCoinToDealer": "0xe804cd55893a6066c21d1fa0f58a06309fb3d2ea",
   "JUSDBank": "0xb0D9Ce393f3483449be357EF715a3492858f8a5E",
   "JUSDRepayHelper": "0x3755d362774fc08c30cdd1a305e1c8107e2046d2",
   "JUSDExchange": "0x33a317a875Bc23af2E083555E5E46e3ac559C40A",

diff --git a/src/FundingRateArbitrage.sol b/src/FundingRateArbitrage.sol
@@ -258,12 +258,12 @@ contract FundingRateArbitrage is Ownable {
     function deposit(uint256 amount) external {
         require(amount != 0, "deposit amount is zero");
         uint256 feeAmount = amount.decimalMul(depositFeeRate);
-        uint256 earnUSDCAmount = amount.decimalDiv(getIndex());
-        IERC20(usdc).transferFrom(msg.sender, address(this), amount);
         if (feeAmount > 0) {
             amount -= feeAmount;
-            IERC20(usdc).transfer(owner(), feeAmount);
+            IERC20(usdc).transferFrom(msg.sender, owner(), feeAmount);
         }
+        uint256 earnUSDCAmount = amount.decimalDiv(getIndex());
+        IERC20(usdc).transferFrom(msg.sender, address(this), amount);
         JOJODealer(jojoDealer).deposit(0, amount, msg.sender);
         earnUSDCBalance[msg.sender] += earnUSDCAmount;
         jusdOutside[msg.sender] += amount;
@@ -307,6 +307,7 @@ contract FundingRateArbitrage is Ownable {
             WithdrawalRequest storage request = withdrawalRequests[requestIDList[i]];
             require(!request.isExecuted, "request has been executed");
             uint256 USDCAmount = request.earnUSDCAmount.decimalMul(index);
+            require(USDCAmount >= withdrawSettleFee, "USDCAmount need to bigger than withdrawSettleFee");
             uint256 feeAmount = (USDCAmount - withdrawSettleFee).decimalMul(withdrawFeeRate) + withdrawSettleFee;
             if (feeAmount > 0) {
                 IERC20(usdc).transfer(owner(), feeAmount);