Camelot v2 style oracle

.gitignore

@@ -1 +1,2 @@
 /out
+.env

.gitmodules

@@ -7,3 +7,6 @@
 [submodule "lib/ds-value"]
 	path = lib/ds-value
 	url = https://github.com/reflexer-labs/ds-value.git
+[submodule "lib/forge-std"]
+	path = lib/forge-std
+	url = https://github.com/foundry-rs/forge-std

script/Deploy.s.sol

@@ -0,0 +1,77 @@
+pragma experimental ABIEncoderV2;
+
+import {UniswapConverterBasicAveragePriceFeedMedianizer} from
+    "../src/UniswapConverterBasicAveragePriceFeedMedianizer.sol";
+import {Script} from "forge-std/Script.sol";
+import {MockRewardRelayer} from "../src/test/relayer/MockRewardRelayer.sol";
+import {Test} from "forge-std/Test.sol";
+import "ds-test/test.sol";
+
+// BROADCAST
+// source .env && forge script DeployUniswapConverterBasicAveragePriceFeedMedianizer --with-gas-price 2000000000 -vvvvv --rpc-url $ARB_MAINNET_RPC --broadcast --verify --etherscan-api-key $ARB_ETHERSCAN_API_KEY --sender $DEFAULT_KEY_PUBLIC_ADDRESS --account defaultKey
+
+// SIMULATE
+// source .env && forge script DeployUniswapConverterBasicAveragePriceFeedMedianizer --with-gas-price 2000000000 -vvvvv --rpc-url $ARB_MAINNET_RPC --sender $DEFAULT_KEY_PUBLIC_ADDRESS
+
+contract DeployUniswapConverterBasicAveragePriceFeedMedianizer is Script, DSTest {
+    UniswapConverterBasicAveragePriceFeedMedianizer public uniswapEPendleUsdMedianizer;
+    MockRewardRelayer noRewardRelayer;
+
+    address constant MAINNET_PENDLE_USD_DENOMINATED_ORACLE = 0x07f2b47d5Ca2ee488c1Fb013f8d63181e22B9dAa;
+    address constant MAINNET_CAMELOT_V2_FACTORY = 0x6EcCab422D763aC031210895C81787E87B43A652;
+    address constant MAINNET_E_PENDLE = 0x3EaBE18eAE267D1B57f917aBa085bb5906114600;
+    address constant MAINNET_PENDLE = 0x0c880f6761F1af8d9Aa9C466984b80DAb9a8c9e8;
+
+    uint256 uniswapMedianizerDefaultAmountIn = 1 ether;
+    uint256 uniswapMedianizerWindowSize = 86400; // 24 hours
+    uint256 converterScalingFactor = 1 ether;
+    uint8 uniswapMedianizerGranularity = 24; // 1 hour (ie. 86400 / 24 = 3600)
+
+    function run() public {
+        vm.startBroadcast();
+
+        uniswapEPendleUsdMedianizer = new UniswapConverterBasicAveragePriceFeedMedianizer(
+            MAINNET_PENDLE_USD_DENOMINATED_ORACLE,
+            MAINNET_CAMELOT_V2_FACTORY,
+            uniswapMedianizerDefaultAmountIn,
+            uniswapMedianizerWindowSize,
+            converterScalingFactor,
+            uniswapMedianizerGranularity
+        );
+
+        noRewardRelayer = new MockRewardRelayer();
+
+        uniswapEPendleUsdMedianizer.modifyParameters("relayer", address(noRewardRelayer));
+        uniswapEPendleUsdMedianizer.modifyParameters("targetToken", MAINNET_E_PENDLE);
+        uniswapEPendleUsdMedianizer.modifyParameters("denominationToken", MAINNET_PENDLE);
+
+        // vm.warp(now + 3599);
+
+        uniswapEPendleUsdMedianizer.updateResult(address(this));
+        // (uint256 uniTimestamp, uint256 price0Cumulative, uint256 price1Cumulative) =
+        //     uniswapEPendleUsdMedianizer.uniswapObservations(0);
+        // (uint256 medianPrice, bool isValid) = uniswapEPendleUsdMedianizer.getResultWithValidity();
+
+        // assertEq(uint256(uniswapEPendleUsdMedianizer.observationIndexOf(now)), 0);
+        // assertEq(medianPrice, 0);
+        // assertTrue(!isValid);
+        // assertEq(uniTimestamp, now);
+
+        // vm.warp(now + uniswapEPendleUsdMedianizer.periodSize());
+        // // vm.warp(block.timestamp + 30 minutes);
+        // uniswapEPendleUsdMedianizer.updateResult(address(0));
+        // (uint256 result,) = uniswapEPendleUsdMedianizer.getResultWithValidity();
+        // emit log_uint(result);
+
+        // emit log_uint(block.timestamp);
+        // // vm.warp(block.timestamp + 30 minutes);
+        // // vm.roll(100);
+        // vm.warp(now + 3599);
+
+        // emit log_uint(block.timestamp);
+
+        // uniswapEPendleUsdMedianizer.updateResult(address(0));
+
+        // uniswapEPendleUsdMedianizer.getResultWithValidity();
+    }
+}

script/Skim.s.sol

@@ -0,0 +1,67 @@
+pragma solidity 0.6.7;
+pragma experimental ABIEncoderV2;
+
+import {Script} from "forge-std/Script.sol";
+import {Test} from "forge-std/Test.sol";
+
+import {UniswapConverterBasicAveragePriceFeedMedianizer} from
+    "../src/UniswapConverterBasicAveragePriceFeedMedianizer.sol";
+
+import {MockRewardRelayer} from "../src/test/relayer/MockRewardRelayer.sol";
+
+import {IUniswapV2Pair} from "../src/univ2/interfaces/IUniswapV2Pair.sol";
+import {IUniswapV2Factory} from "../src/univ2/interfaces/IUniswapV2Factory.sol";
+import {IERC20} from "../src/univ2/interfaces/IERC20.sol";
+import "forge-std/console2.sol";
+
+// BROADCAST
+// source .env && forge script Skim --with-gas-price 2000000000 -vvvvv --rpc-url $ARB_MAINNET_RPC --broadcast --verify --etherscan-api-key $ARB_ETHERSCAN_API_KEY --sender $DEFAULT_KEY_PUBLIC_ADDRESS --account defaultKey
+
+// SIMULATE
+// source .env && forge script Skim --with-gas-price 2000000000 -vvvvv --rpc-url $ARB_MAINNET_RPC --sender $DEFAULT_KEY_PUBLIC_ADDRESS
+
+contract Skim is Script, Test {
+    IUniswapV2Factory public camelotV2Factory;
+
+    IERC20 public token0;
+    IERC20 public token1;
+
+    address constant MAINNET_CAMELOT_V2_FACTORY = 0x6EcCab422D763aC031210895C81787E87B43A652;
+    address constant MAINNET_PENDLE = 0x0c880f6761F1af8d9Aa9C466984b80DAb9a8c9e8;
+    address constant MAINNET_E_PENDLE = 0x3EaBE18eAE267D1B57f917aBa085bb5906114600;
+
+    function run() public {
+        vm.startBroadcast();
+        camelotV2Factory = IUniswapV2Factory(MAINNET_CAMELOT_V2_FACTORY);
+
+        uint256 allPairsLength = camelotV2Factory.allPairsLength();
+
+        // for (uint256 i = 78; i < allPairsLength; i++) {
+        for (uint256 i = 151; i < 400; i++) {
+            address pairAddress = camelotV2Factory.allPairs(i);
+            IUniswapV2Pair pair = IUniswapV2Pair(pairAddress);
+
+            IERC20 token0 = IERC20(pair.token0());
+            IERC20 token1 = IERC20(pair.token1());
+
+            try pair.skim(msg.sender) {
+                uint256 balance0 = token0.balanceOf(msg.sender);
+                uint256 balance1 = token1.balanceOf(msg.sender);
+
+                if (balance0 != 0 || balance1 != 0) {
+                    emit log_named_address("Pair Address:", pairAddress);
+
+                    emit log_named_string("Token 0 Symbol:", token0.symbol());
+                    emit log_named_decimal_uint("Token 0 Balance:", balance0, 18);
+
+                    emit log_named_string("Token 1 Symbol:", token1.symbol());
+                    emit log_named_decimal_uint("Token 1 Balance:", balance1, 18);
+                }
+            } catch {}
+        }
+
+        vm.stopBroadcast();
+    }
+}
+
+// 0xC0658411564271c780a7B9C82eEd6E5F7d7b1804::skim fails due to decimals 6

src/UniswapConverterBasicAveragePriceFeedMedianizer.sol

@@ -225,7 +225,7 @@ contract UniswapConverterBasicAveragePriceFeedMedianizer is GebMath, UniswapV2Li
     **/
     function getFirstObservationsInWindow()
       private view returns (UniswapObservation storage firstUniswapObservation, ConverterFeedObservation storage firstConverterFeedObservation) {
-        uint8 observationIndex = observationIndexOf(now);
+        uint8 observationIndex = observationIndexOf(block.timestamp);
         // No overflow issue. If observationIndex + 1 overflows, result is still zero
         uint8 firstObservationIndex   = (observationIndex + 1) % granularity;
         firstUniswapObservation       = uniswapObservations[firstObservationIndex];
@@ -241,7 +241,7 @@ contract UniswapConverterBasicAveragePriceFeedMedianizer is GebMath, UniswapV2Li
           UniswapObservation storage firstUniswapObservation,
         ) = getFirstObservationsInWindow();
 
-        uint timeElapsedSinceFirstUniObservation = subtract(now, firstUniswapObservation.timestamp);
+        uint timeElapsedSinceFirstUniObservation = subtract(block.timestamp, firstUniswapObservation.timestamp);
         // We can only fetch a brand new median price if there's been enough price data gathered
         if (both(timeElapsedSinceFirstUniObservation <= windowSize, timeElapsedSinceFirstUniObservation >= windowSize - periodSize * 2)) {
           (address token0,) = sortTokens(targetToken, denominationToken);
@@ -321,14 +321,14 @@ contract UniswapConverterBasicAveragePriceFeedMedianizer is GebMath, UniswapV2Li
         address finalFeeReceiver = (feeReceiver == address(0)) ? msg.sender : feeReceiver;
 
         // Update the converter's median price first
-        try converterFeed.updateResult(finalFeeReceiver) {}
-        catch (bytes memory converterRevertReason) {
-          emit FailedConverterFeedUpdate(converterRevertReason);
-        }
+        // try converterFeed.updateResult(finalFeeReceiver) {}
+        // catch (bytes memory converterRevertReason) {
+        //   emit FailedConverterFeedUpdate(converterRevertReason);
+        // }
 
         // Get the observation for the current period
-        uint8 observationIndex         = observationIndexOf(now);
-        uint256 timeElapsedSinceLatest = subtract(now, uniswapObservations[observationIndex].timestamp);
+        uint8 observationIndex         = observationIndexOf(block.timestamp);
+        uint256 timeElapsedSinceLatest = subtract(block.timestamp, uniswapObservations[observationIndex].timestamp);
         // We only want to commit updates once per period (i.e. windowSize / granularity)
         require(timeElapsedSinceLatest > periodSize, "UniswapConverterBasicAveragePriceFeedMedianizer/not-enough-time-elapsed");
 
@@ -349,7 +349,7 @@ contract UniswapConverterBasicAveragePriceFeedMedianizer is GebMath, UniswapV2Li
 
         // Calculate latest medianPrice
         medianPrice    = getMedianPrice(uniswapPrice0Cumulative, uniswapPrice1Cumulative);
-        lastUpdateTime = now;
+        lastUpdateTime = block.timestamp;
         updates        = addition(updates, 1);
 
         emit UpdateResult(medianPrice, lastUpdateTime);
@@ -375,11 +375,11 @@ contract UniswapConverterBasicAveragePriceFeedMedianizer is GebMath, UniswapV2Li
         require(hasValidValue, "UniswapConverterBasicAveragePriceFeedMedianizer/invalid-converter-price-feed");
 
         // Add converter observation
-        latestConverterFeedObservation.timestamp   = now;
+        latestConverterFeedObservation.timestamp   = block.timestamp;
         latestConverterFeedObservation.price       = priceFeedValue;
 
         // Add Uniswap observation
-        latestUniswapObservation.timestamp        = now;
+        latestUniswapObservation.timestamp        = block.timestamp;
         latestUniswapObservation.price0Cumulative = uniswapPrice0Cumulative;
         latestUniswapObservation.price1Cumulative = uniswapPrice1Cumulative;
 

src/test/UniswapConsecutiveSlotsPriceFeedMedianizer.t.sol

@@ -1,7 +1,7 @@
 pragma solidity 0.6.7;
 
 import "ds-test/test.sol";
-import "ds-weth/weth9.sol";
+import "ds-weth/src/weth9.sol";
 import "ds-token/token.sol";
 import "geb-treasury-reimbursement/relayer/IncreasingRewardRelayer.sol";
 

src/test/UniswapConverterBasicAveragePriceFeedMedianizer.t.sol

@@ -1,7 +1,7 @@
 pragma solidity 0.6.7;
 
 import "ds-test/test.sol";
-import "ds-weth/weth9.sol";
+import "ds-weth/src/weth9.sol";
 import "ds-token/token.sol";
 import "geb-treasury-reimbursement/relayer/IncreasingRewardRelayer.sol";
 

src/test/UniswapV3MedianizerMainnet.t.sol

@@ -1,7 +1,7 @@
 pragma solidity 0.6.7;
 
 import "ds-test/test.sol";
-import "ds-weth/weth9.sol";
+import "ds-weth/src/weth9.sol";
 import "ds-token/token.sol";
 
 import "../univ3/UniswapV3Pool.sol";

src/test/relayer/MockRewardRelayer.sol

@@ -0,0 +1,7 @@
+pragma solidity 0.6.7;
+
+contract MockRewardRelayer {
+    constructor() public {}
+
+    function reimburseCaller(address feeReceiver) external {}
+}

src/univ2/libs/UniswapV2OracleLibrary.sol

@@ -1,7 +1,7 @@
 pragma solidity 0.6.7;
 
-import '../interfaces/IUniswapV2Pair.sol';
-import './FixedPointMath.sol';
+import "../interfaces/IUniswapV2Pair.sol";
+import "./FixedPointMath.sol";
 
 // Contract with helper methods for oracles that are concerned with computing average prices
 contract UniswapV2OracleLibrary is FixedPointMath {
@@ -11,23 +11,27 @@ contract UniswapV2OracleLibrary is FixedPointMath {
     }
 
     // Produces the cumulative price using counterfactuals to save gas and avoid a call to sync.
-    function currentCumulativePrices(
-        address pair
-    ) internal view returns (uint price0Cumulative, uint price1Cumulative, uint32 blockTimestamp) {
+    function currentCumulativePrices(address pair)
+        internal
+        view
+        returns (uint256 price0Cumulative, uint256 price1Cumulative, uint32 blockTimestamp)
+    {
         blockTimestamp = currentBlockTimestamp();
-        price0Cumulative = IUniswapV2Pair(pair).price0CumulativeLast();
-        price1Cumulative = IUniswapV2Pair(pair).price1CumulativeLast();
+        // price0Cumulative = IUniswapV2Pair(pair).price0CumulativeLast();
+        // price1Cumulative = IUniswapV2Pair(pair).price1CumulativeLast();
 
         // if time has elapsed since the last update on the pair, mock the accumulated price values
         (uint112 reserve0, uint112 reserve1, uint32 blockTimestampLast) = IUniswapV2Pair(pair).getReserves();
-        if (blockTimestampLast != blockTimestamp) {
-            // subtraction overflow is desired
-            uint32 timeElapsed = blockTimestamp - blockTimestampLast;
-            // addition overflow is desired
-            // counterfactual
-            price0Cumulative += uint(frac(reserve1, reserve0)._x) * timeElapsed;
-            // counterfactual
-            price1Cumulative += uint(frac(reserve0, reserve1)._x) * timeElapsed;
-        }
+        // if (blockTimestampLast != blockTimestamp) {
+        //     // subtraction overflow is desired
+        //     uint32 timeElapsed = blockTimestamp - blockTimestampLast;
+        //     // addition overflow is desired
+        //     // counterfactual
+        //     price0Cumulative += uint(frac(reserve1, reserve0)._x) * timeElapsed;
+        //     // counterfactual
+        //     price1Cumulative += uint(frac(reserve0, reserve1)._x) * timeElapsed;
+        // }
+        price0Cumulative = reserve0;
+        price1Cumulative = reserve1;
     }
 }