diff --git a/contracts/external/pyth/PythAggregatorV3.sol b/contracts/external/pyth/PythAggregatorV3.sol new file mode 100644 index 00000000..8d8158f8 --- /dev/null +++ b/contracts/external/pyth/PythAggregatorV3.sol @@ -0,0 +1,93 @@ +// SPDX-License-Identifier: Apache 2 +pragma solidity ^0.8.0; + +import { PythStructs } from "../../interfaces/pyth/PythStructs.sol"; +import { IPyth } from "../../interfaces/pyth/IPyth.sol"; + +// This interface is forked from the Zerolend Adapter found here: +// https://github.com/zerolend/pyth-oracles/blob/master/contracts/PythAggregatorV3.sol +// Original license found under licenses/zerolend-pyth-oracles.md + +/** + * @title A port of the ChainlinkAggregatorV3 interface that supports Pyth price feeds + * @notice This does not store any roundId information on-chain. Please review the code before using this implementation. + * Users should deploy an instance of this contract to wrap every price feed id that they need to use. + */ +contract PythAggregatorV3 { + bytes32 public immutable priceId; + IPyth public immutable pyth; + + constructor(address _pyth, bytes32 _priceId) { + priceId = _priceId; + pyth = IPyth(_pyth); + } + + // Wrapper function to update the underlying Pyth price feeds. Not part of the AggregatorV3 interface but useful. + function updateFeeds(bytes[] calldata priceUpdateData) public payable { + // Update the prices to the latest available values and pay the required fee for it. The `priceUpdateData` data + // should be retrieved from our off-chain Price Service API using the `pyth-evm-js` package. + // See section "How Pyth Works on EVM Chains" below for more information. + uint fee = pyth.getUpdateFee(priceUpdateData); + pyth.updatePriceFeeds{ value: fee }(priceUpdateData); + + // refund remaining eth + payable(msg.sender).call{ value: address(this).balance }(""); + } + + function decimals() public view virtual returns (uint8) { + PythStructs.Price memory price = pyth.getPriceUnsafe(priceId); + return uint8(-1 * int8(price.expo)); + } + + function description() public pure returns (string memory) { + return "A port of a chainlink aggregator powered by pyth network feeds"; + } + + function version() public pure returns (uint256) { + return 1; + } + + function latestAnswer() public view virtual returns (int256) { + PythStructs.Price memory price = pyth.getPriceUnsafe(priceId); + return int256(price.price); + } + + function latestTimestamp() public view returns (uint256) { + PythStructs.Price memory price = pyth.getPriceUnsafe(priceId); + return price.publishTime; + } + + function latestRound() public view returns (uint256) { + // use timestamp as the round id + return latestTimestamp(); + } + + function getAnswer(uint256) public view returns (int256) { + return latestAnswer(); + } + + function getTimestamp(uint256) external view returns (uint256) { + return latestTimestamp(); + } + + function getRoundData( + uint80 _roundId + ) + external + view + returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound) + { + PythStructs.Price memory price = pyth.getPriceUnsafe(priceId); + return (_roundId, int256(price.price), price.publishTime, price.publishTime, _roundId); + } + + function latestRoundData() + external + view + returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound) + { + PythStructs.Price memory price = pyth.getPriceUnsafe(priceId); + roundId = uint80(price.publishTime); + return (roundId, int256(price.price), price.publishTime, price.publishTime, roundId); + } +} diff --git a/contracts/interfaces/pyth/IPyth.sol b/contracts/interfaces/pyth/IPyth.sol new file mode 100644 index 00000000..64545fee --- /dev/null +++ b/contracts/interfaces/pyth/IPyth.sol @@ -0,0 +1,143 @@ +// SPDX-License-Identifier: Apache-2.0 +pragma solidity ^0.8.0; + +import "./PythStructs.sol"; + +/// @title Consume prices from the Pyth Network (https://pyth.network/). +/// @dev Please refer to the guidance at https://docs.pyth.network/documentation/pythnet-price-feeds/best-practices for how to consume prices safely. +/// @author Pyth Data Association +interface IPyth { + /// @notice Returns the period (in seconds) that a price feed is considered valid since its publish time + function getValidTimePeriod() external view returns (uint256 validTimePeriod); + + /// @notice Returns the price and confidence interval. + /// @dev Reverts if the price has not been updated within the last `getValidTimePeriod()` seconds. + /// @param id The Pyth Price Feed ID of which to fetch the price and confidence interval. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getPrice(bytes32 id) external view returns (PythStructs.Price memory price); + + /// @notice Returns the exponentially-weighted moving average price and confidence interval. + /// @dev Reverts if the EMA price is not available. + /// @param id The Pyth Price Feed ID of which to fetch the EMA price and confidence interval. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getEmaPrice(bytes32 id) external view returns (PythStructs.Price memory price); + + /// @notice Returns the price of a price feed without any sanity checks. + /// @dev This function returns the most recent price update in this contract without any recency checks. + /// This function is unsafe as the returned price update may be arbitrarily far in the past. + /// + /// Users of this function should check the `publishTime` in the price to ensure that the returned price is + /// sufficiently recent for their application. If you are considering using this function, it may be + /// safer / easier to use either `getPrice` or `getPriceNoOlderThan`. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getPriceUnsafe(bytes32 id) external view returns (PythStructs.Price memory price); + + /// @notice Returns the price that is no older than `age` seconds of the current time. + /// @dev This function is a sanity-checked version of `getPriceUnsafe` which is useful in + /// applications that require a sufficiently-recent price. Reverts if the price wasn't updated sufficiently + /// recently. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getPriceNoOlderThan(bytes32 id, uint256 age) external view returns (PythStructs.Price memory price); + + /// @notice Returns the exponentially-weighted moving average price of a price feed without any sanity checks. + /// @dev This function returns the same price as `getEmaPrice` in the case where the price is available. + /// However, if the price is not recent this function returns the latest available price. + /// + /// The returned price can be from arbitrarily far in the past; this function makes no guarantees that + /// the returned price is recent or useful for any particular application. + /// + /// Users of this function should check the `publishTime` in the price to ensure that the returned price is + /// sufficiently recent for their application. If you are considering using this function, it may be + /// safer / easier to use either `getEmaPrice` or `getEmaPriceNoOlderThan`. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getEmaPriceUnsafe(bytes32 id) external view returns (PythStructs.Price memory price); + + /// @notice Returns the exponentially-weighted moving average price that is no older than `age` seconds + /// of the current time. + /// @dev This function is a sanity-checked version of `getEmaPriceUnsafe` which is useful in + /// applications that require a sufficiently-recent price. Reverts if the price wasn't updated sufficiently + /// recently. + /// @return price - please read the documentation of PythStructs.Price to understand how to use this safely. + function getEmaPriceNoOlderThan(bytes32 id, uint256 age) external view returns (PythStructs.Price memory price); + + /// @notice Update price feeds with given update messages. + /// This method requires the caller to pay a fee in wei; the required fee can be computed by calling + /// `getUpdateFee` with the length of the `updateData` array. + /// Prices will be updated if they are more recent than the current stored prices. + /// The call will succeed even if the update is not the most recent. + /// @dev Reverts if the transferred fee is not sufficient or the updateData is invalid. + /// @param updateData Array of price update data. + function updatePriceFeeds(bytes[] calldata updateData) external payable; + + /// @notice Wrapper around updatePriceFeeds that rejects fast if a price update is not necessary. A price update is + /// necessary if the current on-chain publishTime is older than the given publishTime. It relies solely on the + /// given `publishTimes` for the price feeds and does not read the actual price update publish time within `updateData`. + /// + /// This method requires the caller to pay a fee in wei; the required fee can be computed by calling + /// `getUpdateFee` with the length of the `updateData` array. + /// + /// `priceIds` and `publishTimes` are two arrays with the same size that correspond to senders known publishTime + /// of each priceId when calling this method. If all of price feeds within `priceIds` have updated and have + /// a newer or equal publish time than the given publish time, it will reject the transaction to save gas. + /// Otherwise, it calls updatePriceFeeds method to update the prices. + /// + /// @dev Reverts if update is not needed or the transferred fee is not sufficient or the updateData is invalid. + /// @param updateData Array of price update data. + /// @param priceIds Array of price ids. + /// @param publishTimes Array of publishTimes. `publishTimes[i]` corresponds to known `publishTime` of `priceIds[i]` + function updatePriceFeedsIfNecessary( + bytes[] calldata updateData, + bytes32[] calldata priceIds, + uint64[] calldata publishTimes + ) external payable; + + /// @notice Returns the required fee to update an array of price updates. + /// @param updateData Array of price update data. + /// @return feeAmount The required fee in Wei. + function getUpdateFee(bytes[] calldata updateData) external view returns (uint256 feeAmount); + + /// @notice Parse `updateData` and return price feeds of the given `priceIds` if they are all published + /// within `minPublishTime` and `maxPublishTime`. + /// + /// You can use this method if you want to use a Pyth price at a fixed time and not the most recent price; + /// otherwise, please consider using `updatePriceFeeds`. This method may store the price updates on-chain, if they + /// are more recent than the current stored prices. + /// + /// This method requires the caller to pay a fee in wei; the required fee can be computed by calling + /// `getUpdateFee` with the length of the `updateData` array. + /// + /// + /// @dev Reverts if the transferred fee is not sufficient or the updateData is invalid or there is + /// no update for any of the given `priceIds` within the given time range. + /// @param updateData Array of price update data. + /// @param priceIds Array of price ids. + /// @param minPublishTime minimum acceptable publishTime for the given `priceIds`. + /// @param maxPublishTime maximum acceptable publishTime for the given `priceIds`. + /// @return priceFeeds Array of the price feeds corresponding to the given `priceIds` (with the same order). + function parsePriceFeedUpdates( + bytes[] calldata updateData, + bytes32[] calldata priceIds, + uint64 minPublishTime, + uint64 maxPublishTime + ) external payable returns (PythStructs.PriceFeed[] memory priceFeeds); + + /// @notice Similar to `parsePriceFeedUpdates` but ensures the updates returned are + /// the first updates published in minPublishTime. That is, if there are multiple updates for a given timestamp, + /// this method will return the first update. This method may store the price updates on-chain, if they + /// are more recent than the current stored prices. + /// + /// + /// @dev Reverts if the transferred fee is not sufficient or the updateData is invalid or there is + /// no update for any of the given `priceIds` within the given time range and uniqueness condition. + /// @param updateData Array of price update data. + /// @param priceIds Array of price ids. + /// @param minPublishTime minimum acceptable publishTime for the given `priceIds`. + /// @param maxPublishTime maximum acceptable publishTime for the given `priceIds`. + /// @return priceFeeds Array of the price feeds corresponding to the given `priceIds` (with the same order). + function parsePriceFeedUpdatesUnique( + bytes[] calldata updateData, + bytes32[] calldata priceIds, + uint64 minPublishTime, + uint64 maxPublishTime + ) external payable returns (PythStructs.PriceFeed[] memory priceFeeds); +} diff --git a/contracts/interfaces/pyth/PythStructs.sol b/contracts/interfaces/pyth/PythStructs.sol new file mode 100644 index 00000000..faab10d1 --- /dev/null +++ b/contracts/interfaces/pyth/PythStructs.sol @@ -0,0 +1,33 @@ +// SPDX-License-Identifier: Apache-2.0 +pragma solidity ^0.8.0; + +contract PythStructs { + // A price with a degree of uncertainty, represented as a price +- a confidence interval. + // + // The confidence interval roughly corresponds to the standard error of a normal distribution. + // Both the price and confidence are stored in a fixed-point numeric representation, + // `x * (10^expo)`, where `expo` is the exponent. + // + // Please refer to the documentation at https://docs.pyth.network/documentation/pythnet-price-feeds/best-practices for how + // to how this price safely. + struct Price { + // Price + int64 price; + // Confidence interval around the price + uint64 conf; + // Price exponent + int32 expo; + // Unix timestamp describing when the price was published + uint256 publishTime; + } + + // PriceFeed represents a current aggregate price from pyth publisher feeds. + struct PriceFeed { + // The price ID. + bytes32 id; + // Latest available price + Price price; + // Latest available exponentially-weighted moving average price + Price emaPrice; + } +}