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compounding error #1186

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merged 4 commits into from
Aug 21, 2024
Merged

compounding error #1186

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be4a0f7
impl error addition
tbrent Aug 20, 2024
ae1c5f5
update comments
tbrent Aug 20, 2024
5c792b5
CHANGELOG
tbrent Aug 20, 2024
4ac79cd
better CHANGELOG
tbrent Aug 20, 2024
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5 changes: 5 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -60,6 +60,11 @@ All components: make Main the only component that can call `upgradeTo()`

Add `savedPegPrice` to `ICollateral` interface

- cbETH: Fix deploy script to use right defaultThreshold
- rETH: Fix deploy script to use right defaultThreshold
- wstETH: Fix deploy script to use right defaultThreshold
- sfrxETH: Fix deploy script to use right defaultThreshold

### Trading

- `GnosisTrade`
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8 changes: 4 additions & 4 deletions scripts/deployment/phase2-assets/collaterals/deploy_cbeth_collateral.ts
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Expand Up @@ -54,13 +54,13 @@ async function main() {
)) as CBEthCollateral__factory

const CBETH_ORACLE_ERROR = fp('0.01') // 1%
const oracleError = combinedError(fp('0.005'), CBETH_ORACLE_ERROR) // 0.5% & 1%
const oracleError = combinedError(fp('0.005'), CBETH_ORACLE_ERROR) // 0.5% + 1%

collateral = await CBETHCollateralFactory.connect(deployer).deploy(
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH!,
oracleError: oracleError.toString(), // 0.5% & 2%,
oracleError: oracleError.toString(), // 0.5% + 2%,
erc20: networkConfig[chainId].tokens.cbETH!,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '3600', // 1 hr,
Expand All @@ -82,13 +82,13 @@ async function main() {
)) as CBEthCollateralL2__factory

const CBETH_ORACLE_ERROR = fp('0.005') // 0.5%
const oracleError = combinedError(fp('0.0015'), CBETH_ORACLE_ERROR) // 0.15% & 0.5%
const oracleError = combinedError(fp('0.0015'), CBETH_ORACLE_ERROR) // 0.15% + 0.5%

collateral = await CBETHCollateralFactory.connect(deployer).deploy(
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH!,
oracleError: oracleError.toString(), // 0.15% & 0.5%,
oracleError: oracleError.toString(), // 0.15% + 0.5%,
erc20: networkConfig[chainId].tokens.cbETH!,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '1200', // 20 min
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4 changes: 2 additions & 2 deletions scripts/deployment/phase2-assets/collaterals/deploy_ethx_collateral.ts
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Expand Up @@ -52,13 +52,13 @@ async function main() {
'ETHxCollateral'
)

const oracleError = combinedError(ETH_ORACLE_ERROR, ETHX_ORACLE_ERROR) // 0.5% & 0.5%
const oracleError = combinedError(ETH_ORACLE_ERROR, ETHX_ORACLE_ERROR) // 0.5% + 0.5%

const collateral = <ETHxCollateral>await ETHxCollateralFactory.connect(deployer).deploy(
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.5% & 0.5%
oracleError: oracleError.toString(), // 0.5% + 0.5%
erc20: networkConfig[chainId].tokens.ETHx,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: ETH_ORACLE_TIMEOUT.toString(), // 1 hr,
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2 changes: 1 addition & 1 deletion scripts/deployment/phase2-assets/collaterals/deploy_lido_wsteth_collateral.ts
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Expand Up @@ -109,7 +109,7 @@ async function main() {
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: BASE_PRICE_FEEDS.stETH_ETH, // ignored
oracleError: BASE_ORACLE_ERROR.toString(), // 0.5% & 0.5% & 0.15%
oracleError: BASE_ORACLE_ERROR.toString(), // 0.5% + 0.5% + 0.15%
erc20: networkConfig[chainId].tokens.wstETH,
maxTradeVolume: fp('5e5').toString(), // $500k
oracleTimeout: BASE_FEEDS_TIMEOUT.stETH_ETH, // 86400, ignored
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4 changes: 2 additions & 2 deletions scripts/deployment/phase2-assets/collaterals/deploy_rocket_pool_reth_collateral.ts
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Expand Up @@ -62,13 +62,13 @@ async function main() {
)

const RETH_ORACLE_ERROR = fp('0.02')
const oracleError = combinedError(fp('0.005'), RETH_ORACLE_ERROR) // 0.5% & 2%
const oracleError = combinedError(fp('0.005'), RETH_ORACLE_ERROR) // 0.5% + 2%

const collateral = <RethCollateral>await RethCollateralFactory.connect(deployer).deploy(
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.5% & 2%
oracleError: oracleError.toString(), // 0.5% + 2%
erc20: networkConfig[chainId].tokens.rETH,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '3600', // 1 hr,
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2 changes: 1 addition & 1 deletion scripts/deployment/phase2-assets/collaterals/deploy_sfrax_eth.ts
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Expand Up @@ -47,7 +47,7 @@ async function main() {
)

const SFRAXETH_ORACLE_ERROR = fp('0.0002')
const oracleError = combinedError(fp('0.005'), SFRAXETH_ORACLE_ERROR) // 0.5% & 0.02%
const oracleError = combinedError(fp('0.005'), SFRAXETH_ORACLE_ERROR) // 0.5% + 0.02%

const collateral = <SFraxEthCollateral>await SFraxEthCollateralFactory.connect(deployer).deploy(
{
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2 changes: 1 addition & 1 deletion scripts/deployment/utils.ts
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Expand Up @@ -14,7 +14,7 @@ export const priceTimeout = bn('604800') // 1 week
export const revenueHiding = fp('1e-6') // 1 part in a million

export const combinedError = (x: BigNumber, y: BigNumber): BigNumber => {
return fp('1').add(x).mul(fp('1').add(y)).div(fp('1')).sub(fp('1'))
return x.add(y)
}

export const validatePrerequisites = async (deployments: IDeployments) => {
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8 changes: 4 additions & 4 deletions scripts/verification/collateral-plugins/verify_cbeth.ts
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Expand Up @@ -28,7 +28,7 @@ async function main() {
/******** Verify Coinbase staked ETH - CBETH **************************/
if (!baseL2Chains.includes(hre.network.name)) {
const CBETH_ORACLE_ERROR = fp('0.01')
const oracleError = combinedError(fp('0.005'), CBETH_ORACLE_ERROR) // 0.5% & 1%
const oracleError = combinedError(fp('0.005'), CBETH_ORACLE_ERROR) // 0.5% + 1%

await verifyContract(
chainId,
Expand All @@ -37,7 +37,7 @@ async function main() {
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.5% & 2%
oracleError: oracleError.toString(), // 0.5% + 2%
erc20: networkConfig[chainId].tokens.cbETH!,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '3600', // 1 hr
Expand All @@ -53,15 +53,15 @@ async function main() {
)
} else if (chainId == '8453' || chainId == '84531') {
const CBETH_ORACLE_ERROR = fp('0.005')
const oracleError = combinedError(fp('0.0015'), CBETH_ORACLE_ERROR) // 0.15% & 0.5%
const oracleError = combinedError(fp('0.0015'), CBETH_ORACLE_ERROR) // 0.15% + 0.5%
await verifyContract(
chainId,
deployments.collateral.cbETH,
[
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.15% & 0.5%,
oracleError: oracleError.toString(), // 0.15% + 0.5%,
erc20: networkConfig[chainId].tokens.cbETH!,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '1200', // 20 min
Expand Down
4 changes: 2 additions & 2 deletions scripts/verification/collateral-plugins/verify_ethx.ts
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Expand Up @@ -33,15 +33,15 @@ async function main() {
deployments = <IAssetCollDeployments>getDeploymentFile(assetCollDeploymentFilename)

/******** Verify Stader ETH - ETHx **************************/
const oracleError = combinedError(ETH_ORACLE_ERROR, ETHX_ORACLE_ERROR) // 0.5% & 0.5%
const oracleError = combinedError(ETH_ORACLE_ERROR, ETHX_ORACLE_ERROR) // 0.5% + 0.5%
await verifyContract(
chainId,
deployments.collateral.ETHx,
[
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.5% & 0.5%
oracleError: oracleError.toString(), // 0.5% + 0.5%
erc20: networkConfig[chainId].tokens.ETHx,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: ETH_ORACLE_TIMEOUT.toString(), // 1 hr,
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4 changes: 2 additions & 2 deletions scripts/verification/collateral-plugins/verify_reth.ts
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Expand Up @@ -27,15 +27,15 @@ async function main() {

/******** Verify Rocket-Pool ETH - rETH **************************/
const RETH_ORACLE_ERROR = fp('0.02')
const oracleError = combinedError(fp('0.005'), RETH_ORACLE_ERROR) // 0.5% & 2%
const oracleError = combinedError(fp('0.005'), RETH_ORACLE_ERROR) // 0.5% + 2%
await verifyContract(
chainId,
deployments.collateral.rETH,
[
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: networkConfig[chainId].chainlinkFeeds.ETH,
oracleError: oracleError.toString(), // 0.5% & 2%,
oracleError: oracleError.toString(), // 0.5% + 2%,
erc20: networkConfig[chainId].tokens.rETH,
maxTradeVolume: fp('1e6').toString(), // $1m,
oracleTimeout: '3600', // 1 hr,
Expand Down
2 changes: 1 addition & 1 deletion scripts/verification/collateral-plugins/verify_sfrax_eth.ts
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Expand Up @@ -27,7 +27,7 @@ async function main() {

/******** Verify sFRAX **************************/
const SFRAXETH_ORACLE_ERROR = fp('0.0002')
const oracleError = combinedError(fp('0.005'), SFRAXETH_ORACLE_ERROR) // 0.5% & 0.02%
const oracleError = combinedError(fp('0.005'), SFRAXETH_ORACLE_ERROR) // 0.5% + 0.02%

await verifyContract(
chainId,
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2 changes: 1 addition & 1 deletion scripts/verification/collateral-plugins/verify_wsteth.ts
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Expand Up @@ -63,7 +63,7 @@ async function main() {
{
priceTimeout: priceTimeout.toString(),
chainlinkFeed: BASE_PRICE_FEEDS.stETH_ETH, // ignored
oracleError: BASE_ORACLE_ERROR.toString(), // 0.5% & 0.5% & 0.15%
oracleError: BASE_ORACLE_ERROR.toString(), // 0.5% + 0.5% + 0.15%
erc20: networkConfig[chainId].tokens.wstETH,
maxTradeVolume: fp('5e5').toString(), // $500k
oracleTimeout: BASE_FEEDS_TIMEOUT.stETH_ETH, // 86400, ignored
Expand Down
4 changes: 2 additions & 2 deletions test/integration/mainnet-test/IssuancePremium.test.ts
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Expand Up @@ -117,7 +117,7 @@ describeFork(`ETH+ Issuance Premium - Mainnet Forking P${IMPLEMENTATION}`, funct

// SFraxEthCollateral
const SFraxEthCollateralFactory = await hre.ethers.getContractFactory('SFraxEthCollateral')
let oracleError = combinedError(fp('0.005'), fp('0.0002')) // 0.5% & 0.02%
let oracleError = combinedError(fp('0.005'), fp('0.0002')) // 0.5% + 0.02%
const newSfrxETH = <SFraxEthCollateral>await SFraxEthCollateralFactory.deploy(
{
priceTimeout: '604800',
Expand Down Expand Up @@ -158,7 +158,7 @@ describeFork(`ETH+ Issuance Premium - Mainnet Forking P${IMPLEMENTATION}`, funct

// RethCollateral
const RethCollateralFactory = await hre.ethers.getContractFactory('RethCollateral')
oracleError = combinedError(fp('0.005'), fp('0.02')) // 0.5% & 2%
oracleError = combinedError(fp('0.005'), fp('0.02')) // 0.5% + 2%
const newRETH = <RethCollateral>await RethCollateralFactory.deploy(
{
priceTimeout: '604800',
Expand Down
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