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Add Open Oracle v1 #138

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f75d294
Add Open Oracle v1
hayesgm Sep 8, 2020
fddc186
Updates for final deployment
hayesgm Sep 8, 2020
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1 change: 1 addition & 0 deletions .gitignore
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Expand Up @@ -10,3 +10,4 @@
yarn-error.log
junit.xml
coverage/*
.saddle_history
44 changes: 44 additions & 0 deletions contracts/v1/OpenOracleV1.sol
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// SPDX-License-Identifier: GPL-3.0

pragma solidity ^0.6.10;
pragma experimental ABIEncoderV2;

import "../Uniswap/UniswapAnchoredView.sol";

interface IPriceOracle {
function assetPrices(address) external returns (uint256);
function getPrices(address) external returns (uint256);
}

/**
* @title Open Oracle Adapater for v1 Interface
* @author Compound Labs, Inc.
*/
contract OpenOracleV1 is IPriceOracle {
UniswapAnchoredView public immutable openOracleView;

constructor(UniswapAnchoredView openOracleView_) public {
openOracleView = openOracleView_;
}

function getPrices(address asset) public override returns (uint256) {
UniswapConfig.TokenConfig memory ethConfig = openOracleView.getTokenConfigBySymbol("ETH");
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holy crow, good thing those get configs were public

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Yeah, otherwise this would have been way more complex to build

UniswapConfig.TokenConfig memory cTokenConfig = openOracleView.getTokenConfigByUnderlying(asset);
uint tokenPrice = openOracleView.getUnderlyingPrice(cTokenConfig.cToken);
uint ethPrice = openOracleView.getUnderlyingPrice(ethConfig.cToken);
require(ethPrice != 0, "eth price 0");
return mul(tokenPrice, 1e18) / ethPrice;
}

function assetPrices(address asset) public override returns (uint256) {
return getPrices(asset);
}

/// @dev Overflow proof multiplication
function mul(uint a, uint b) internal pure returns (uint) {
if (a == 0) return 0;
uint c = a * b;
require(c / a == b, "multiplication overflow");
return c;
}
}
70 changes: 70 additions & 0 deletions tests/OpenOracleV1Test.js
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const { setup } = require('./UniswapAnchoredViewTest.js');
const { keccak256, time } = require('./Helpers');
const BigNumber = require('bignumber.js');


describe('UniswapAnchoredView', () => {
let cToken;
let token;
let uniswapAnchoredView;
let postPrices;

describe('getUnderlyingPrice', () => {
beforeEach(async () => {
console.log("Hi");
({
cToken,
token,
postPrices,
uniswapAnchoredView,
} = await setup({isMockedView: true}));
});

it('should return reported WBTC price', async () => {
let openOracleV1 = await deploy('OpenOracleV1', [uniswapAnchoredView._address]);
const timestamp = time() - 5;
await send(uniswapAnchoredView, 'setAnchorPrice', ['ETH', 200e6]);
await send(uniswapAnchoredView, 'setAnchorPrice', ['BTC', 10000e6]);
await send(uniswapAnchoredView, 'setAnchorPrice', ['DAI', 1e6]);

const tx = await postPrices(timestamp, [[['ETH', 200], ['BTC', 10000], ['DAI', 1]]], ['ETH', 'BTC', 'DAI']);
const btcPrice = await call(uniswapAnchoredView, 'prices', [keccak256('BTC')]);

expect(btcPrice).numEquals(10000e6);
// priceInternal: returns 10000e6
// getUnderlyingPrice: 1e30 * 10000e6 / 1e8 = 1e32
let expected = new BigNumber('1e32');
expect(await call(uniswapAnchoredView, 'getUnderlyingPrice', [cToken.WBTC])).numEquals(expected.toFixed());

/*
BTC = 10000
ETH = 200
BTC/ETH = 50
Decimalized: 50e28 (18 - 6 decimals = 12 + 18)
*/
expect(
await call(openOracleV1, 'getPrices', [token.WBTC]))
.numEquals(new BigNumber('50e28').toFixed());

/*
ETH = 200
ETH = 200
ETH/ETH = 1
Decimalized: 1e18 (18 - 18 decimals = 0 + 18)
*/
expect(
await call(openOracleV1, 'getPrices', [token.WETH]))
.numEquals(new BigNumber('1e18').toFixed());

/*
DAI = 1
ETH = 200
DAI/ETH = 0.005
Decimalized: 0.005e18 (18 - 18 decimals = 0 + 18)
*/
expect(
await call(openOracleV1, 'getPrices', [token.DAI]))
.numEquals(new BigNumber('0.005e18').toFixed());
});
});
});
19 changes: 12 additions & 7 deletions tests/UniswapAnchoredViewTest.js
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Expand Up @@ -43,14 +43,14 @@ async function setup({isMockedView, freeze}) {
]);

const cToken = {ETH: address(1), DAI: address(2), REP: address(3), USDT: address(4), SAI: address(5), WBTC: address(6)};
const dummyAddress = address(0);
const token = {WETH: address(10), DAI: address(20), REP: address(30), USDT: address(40), SAI: address(50), WBTC: address(60)};
const tokenConfigs = [
{cToken: cToken.ETH, underlying: dummyAddress, symbolHash: keccak256('ETH'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: true},
{cToken: cToken.DAI, underlying: dummyAddress, symbolHash: keccak256('DAI'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: false},
{cToken: cToken.REP, underlying: dummyAddress, symbolHash: keccak256('REP'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockRepPair._address, isUniswapReversed: false},
{cToken: cToken.USDT, underlying: dummyAddress, symbolHash: keccak256('USDT'), baseUnit: uint(1e6), priceSource: PriceSource.FIXED_USD, fixedPrice: uint(1e6), uniswapMarket: address(0), isUniswapReversed: false},
{cToken: cToken.SAI, underlying: dummyAddress, symbolHash: keccak256('SAI'), baseUnit: uint(1e18), priceSource: PriceSource.FIXED_ETH, fixedPrice: uint(FIXED_ETH_AMOUNT), uniswapMarket: address(0), isUniswapReversed: false},
{cToken: cToken.WBTC, underlying: dummyAddress, symbolHash: keccak256('BTC'), baseUnit: uint(1e8), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: false},
{cToken: cToken.ETH, underlying: token.WETH, symbolHash: keccak256('ETH'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: true},
{cToken: cToken.DAI, underlying: token.DAI, symbolHash: keccak256('DAI'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: false},
{cToken: cToken.REP, underlying: token.REP, symbolHash: keccak256('REP'), baseUnit: uint(1e18), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockRepPair._address, isUniswapReversed: false},
{cToken: cToken.USDT, underlying: token.USDT, symbolHash: keccak256('USDT'), baseUnit: uint(1e6), priceSource: PriceSource.FIXED_USD, fixedPrice: uint(1e6), uniswapMarket: address(0), isUniswapReversed: false},
{cToken: cToken.SAI, underlying: token.SAI, symbolHash: keccak256('SAI'), baseUnit: uint(1e18), priceSource: PriceSource.FIXED_ETH, fixedPrice: uint(FIXED_ETH_AMOUNT), uniswapMarket: address(0), isUniswapReversed: false},
{cToken: cToken.WBTC, underlying: token.WBTC, symbolHash: keccak256('BTC'), baseUnit: uint(1e8), priceSource: PriceSource.REPORTER, fixedPrice: 0, uniswapMarket: mockPair._address, isUniswapReversed: false},
];

let uniswapAnchoredView;
Expand Down Expand Up @@ -89,6 +89,7 @@ async function setup({isMockedView, freeze}) {
anchorMantissa,
anchorPeriod,
cToken,
token,
mockPair,
postPrices,
priceData,
Expand Down Expand Up @@ -556,3 +557,7 @@ describe('UniswapAnchoredView', () => {
});
})
});

module.exports = {
setup
};