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Renames Ovl for Ov #148

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Jan 16, 2024
Merged

Renames Ovl for Ov #148

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6f0c11a
Renames Ovl for Ov
magnetto90 Jan 16, 2024
d84ae11
Merge branch 'staging' into s/rename-token-2
magnetto90 Jan 16, 2024
cbda4bf
fix unused param
magnetto90 Jan 16, 2024
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4 changes: 2 additions & 2 deletions contracts/OverlayV1Market.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -633,14 +633,14 @@ contract OverlayV1Market is IOverlayV1Market, Pausable {
}

/// @dev bound on notional cap to mitigate front-running attack
/// @dev bound = lmbda * reserveInOvl
/// @dev bound = lmbda * reserveInOv
function frontRunBound(Oracle.Data memory data) public view returns (uint256) {
uint256 lmbda = params.get(Risk.Parameters.Lmbda);
return lmbda.mulDown(data.reserveOverMicroWindow);
}

/// @dev bound on notional cap to mitigate back-running attack
/// @dev bound = macroWindowInBlocks * reserveInOvl * 2 * delta
/// @dev bound = macroWindowInBlocks * reserveInOv * 2 * delta
function backRunBound(Oracle.Data memory data) public view returns (uint256) {
uint256 averageBlockTime = params.get(Risk.Parameters.AverageBlockTime);
uint256 window = (data.macroWindow * ONE) / averageBlockTime;
Expand Down
48 changes: 24 additions & 24 deletions contracts/feeds/uniswapv3/OverlayV1UniswapV3Feed.sol
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Expand Up @@ -41,7 +41,7 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {
uint256 _microWindow,
uint256 _macroWindow,
uint256 _cardinalityMarketMinimum,
uint256 _cardinalityOvlXMinimum
uint256 _cardinalityOvXMinimum
) OverlayV1Feed(_microWindow, _macroWindow) {
// determine X token
// need OV/X pool for ov vs X price to make reserve conversion from X => OV
Expand Down Expand Up @@ -72,9 +72,9 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {

// check observation cardinality large enough for market and
// ov pool on deploy
(, , , uint16 observationCardinalityOvlX, , , ) = IUniswapV3Pool(_ovXPool).slot0();
(, , , uint16 observationCardinalityOvX, , , ) = IUniswapV3Pool(_ovXPool).slot0();
require(
observationCardinalityOvlX >= _cardinalityOvlXMinimum,
observationCardinalityOvX >= _cardinalityOvXMinimum,
"OVV1: ovXCardinality < min"
);

Expand Down Expand Up @@ -134,35 +134,35 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {

// reserve calculation done over window: [now - microWindow, now]
// needs ovX price over micro to convert into OV terms from X
// get mean ticks of X in OV to convert reserveInX to reserveInOvl
int24 arithmeticMeanTickOvlX;
// get mean ticks of X in OV to convert reserveInX to reserveInOv
int24 arithmeticMeanTickOvX;
if (marketPool == ovXPool) {
// simply mean ticks over the micro window of market pool
// NOTE: saves the additional consult call to ovXPool
arithmeticMeanTickOvlX = arithmeticMeanTicksMarket[2];
arithmeticMeanTickOvX = arithmeticMeanTicksMarket[2];
} else {
// consult to ovX pool
// secondsAgo.length = 2; twaps.length = liqs.length = 1
(
uint32[] memory secondsAgosOvlX,
uint32[] memory windowsOvlX,
uint256[] memory nowIdxsOvlX
) = _inputsToConsultOvlXPool(microWindow);
(int24[] memory arithmeticMeanTicksOvlX, ) = consult(
uint32[] memory secondsAgosOvX,
uint32[] memory windowsOvX,
uint256[] memory nowIdxsOvX
) = _inputsToConsultOvXPool(microWindow);
(int24[] memory arithmeticMeanTicksOvX, ) = consult(
ovXPool,
secondsAgosOvlX,
windowsOvlX,
nowIdxsOvlX
secondsAgosOvX,
windowsOvX,
nowIdxsOvX
);
arithmeticMeanTickOvlX = arithmeticMeanTicksOvlX[0];
arithmeticMeanTickOvX = arithmeticMeanTicksOvX[0];
}

// reserve is the reserve in marketPool over micro window
// window: [now - microWindow, now]
uint256 reserve = getReserveInOvl(
uint256 reserve = getReserveInOv(
arithmeticMeanTicksMarket[2],
harmonicMeanLiquiditiesMarket[2],
arithmeticMeanTickOvlX
arithmeticMeanTickOvX
);

return
Expand Down Expand Up @@ -225,7 +225,7 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {
}

/// @dev returns input params needed for call to ovXPool consult
function _inputsToConsultOvlXPool(uint256 _microWindow)
function _inputsToConsultOvXPool(uint256 _microWindow)
private
pure
returns (
Expand All @@ -247,7 +247,7 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {

// window lengths for each cumulative differencing
// in terms of prices, will use for indexes
// 0: priceOvlXOverMicroWindow
// 0: priceOvXOverMicroWindow
windows[0] = uint32(_microWindow);

// index in secondsAgos which we treat as current time when differencing
Expand Down Expand Up @@ -332,14 +332,14 @@ contract OverlayV1UniswapV3Feed is IOverlayV1UniswapV3Feed, OverlayV1Feed {
}

/// @dev virtual balance of X in the pool in OV terms
function getReserveInOvl(
function getReserveInOv(
int24 arithmeticMeanTickMarket,
uint128 harmonicMeanLiquidityMarket,
int24 arithmeticMeanTickOvlX
) public view returns (uint256 reserveInOvl_) {
int24 arithmeticMeanTickOvX
) public view returns (uint256 reserveInOv_) {
uint256 reserveInX = getReserveInX(arithmeticMeanTickMarket, harmonicMeanLiquidityMarket);
uint256 amountOfXPerOvl = getQuoteAtTick(arithmeticMeanTickOvlX, ONE, ov, x);
reserveInOvl_ = FullMath.mulDiv(reserveInX, uint256(ONE), amountOfXPerOvl);
uint256 amountOfXPerOv = getQuoteAtTick(arithmeticMeanTickOvX, ONE, ov, x);
reserveInOv_ = FullMath.mulDiv(reserveInX, uint256(ONE), amountOfXPerOv);
}

/// @dev virtual balance of X in the pool
Expand Down
6 changes: 3 additions & 3 deletions contracts/interfaces/feeds/uniswapv3/IOverlayV1UniswapV3Feed.sol
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Expand Up @@ -43,11 +43,11 @@ interface IOverlayV1UniswapV3Feed is IOverlayV1Feed {
) external view returns (uint256 quoteAmount_);

// virtual balance of X in the pool in OV terms
function getReserveInOvl(
function getReserveInOv(
int24 arithmeticMeanTickMarket,
uint128 harmonicMeanLiquidityMarket,
int24 arithmeticMeanTickOvlX
) external view returns (uint256 reserveInOvl_);
int24 arithmeticMeanTickOvX
) external view returns (uint256 reserveInOv_);

// virtual balance of X in the pool
function getReserveInX(int24 arithmeticMeanTickMarket, uint128 harmonicMeanLiquidityMarket)
Expand Down
16 changes: 8 additions & 8 deletions tests/feeds/uniswapv3/test_latest.py
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Expand Up @@ -60,11 +60,11 @@ def test_latest_updates_data_on_first_call_for_quanto_feed(pool_daiweth_30bps,
reserves = []
has_reserve = True
for i in range(len(now_idxs)):
# NOTE: getQuoteAtTick(), getReserveInOvl() tested in test_views.py
# NOTE: getQuoteAtTick(), getReserveInOv() tested in test_views.py
price = quanto_feed.getQuoteAtTick(
market_avg_ticks[i], market_base_amount,
market_base_token, market_quote_token)
reserve = quanto_feed.getReserveInOvl(
reserve = quanto_feed.getReserveInOv(
market_avg_ticks[i], market_avg_liqs[i], ovweth_avg_ticks[i])

prices.append(price)
Expand Down Expand Up @@ -102,11 +102,11 @@ def test_latest_updates_data_on_first_call_for_inverse_feed(pool_uniweth_30bps,
reserves = []
has_reserve = True
for i in range(len(now_idxs)):
# NOTE: getQuoteAtTick(), getReserveInOvl() tested in test_views.py
# NOTE: getQuoteAtTick(), getReserveInOv() tested in test_views.py
price = inverse_feed.getQuoteAtTick(
market_avg_ticks[i], market_base_amount,
market_base_token, market_quote_token)
reserve = inverse_feed.getReserveInOvl(
reserve = inverse_feed.getReserveInOv(
market_avg_ticks[i], market_avg_liqs[i], ovweth_avg_ticks[i])

prices.append(price)
Expand Down Expand Up @@ -148,11 +148,11 @@ def test_latest_updates_data_on_many_calls_for_quanto_feed(pool_daiweth_30bps,
reserves = []
has_reserve = True
for i in range(len(now_idxs)):
# NOTE: getQuoteAtTick(), getReserveInOvl() tested in test_views.py
# NOTE: getQuoteAtTick(), getReserveInOv() tested in test_views.py
price = quanto_feed.getQuoteAtTick(
market_avg_ticks[i], market_base_amount,
market_base_token, market_quote_token)
reserve = quanto_feed.getReserveInOvl(
reserve = quanto_feed.getReserveInOv(
market_avg_ticks[i], market_avg_liqs[i], ovweth_avg_ticks[i])

prices.append(price)
Expand Down Expand Up @@ -229,11 +229,11 @@ def test_latest_updates_data_on_many_calls_for_inverse_feed(pool_uniweth_30bps,
reserves = []
has_reserve = True
for i in range(len(now_idxs)):
# NOTE: getQuoteAtTick(), getReserveInOvl() tested in test_views.py
# NOTE: getQuoteAtTick(), getReserveInOv() tested in test_views.py
price = inverse_feed.getQuoteAtTick(
market_avg_ticks[i], market_base_amount,
market_base_token, market_quote_token)
reserve = inverse_feed.getReserveInOvl(
reserve = inverse_feed.getReserveInOv(
market_avg_ticks[i], market_avg_liqs[i], ovweth_avg_ticks[i])

prices.append(price)
Expand Down
2 changes: 1 addition & 1 deletion tests/feeds/uniswapv3/test_views.py
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Expand Up @@ -110,7 +110,7 @@ def test_get_reserve_in_ov(uni, weth, quanto_feed):

expect_reserve_in_ov = int(expect_reserve
* base_amount_ovweth / price_ovweth)
actual_reserve_in_ov = quanto_feed.getReserveInOvl(tick_market, liquidity,
actual_reserve_in_ov = quanto_feed.getReserveInOv(tick_market, liquidity,
tick_ovweth)
assert approx(expect_reserve_in_ov) == actual_reserve_in_ov

Expand Down
2 changes: 1 addition & 1 deletion tests/markets/test_oi_cap.py
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Expand Up @@ -28,7 +28,7 @@ def test_cap_notional_back_run_bound(market, feed):
average_block_time = market.params(RiskParameter.AVERAGE_BLOCK_TIME.value)
_, _, macro_window, _, _, _, reserve_micro, _ = data

# check back run bound is macroWindowInBlocks * reserveInOvl * 2 * delta
# check back run bound is macroWindowInBlocks * reserveInOv * 2 * delta
# when has reserve
window = Decimal(macro_window) / Decimal(average_block_time)
expect = int(Decimal(2) * delta * Decimal(reserve_micro) * window)
Expand Down
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