BalancerV2 Feed

contracts/feeds/OverlayV1Feed.sol

@@ -18,12 +18,14 @@ abstract contract OverlayV1Feed is IOverlayV1Feed {
         feedFactory = msg.sender;
     }
 
-    /// @dev returns freshest possible data from oracle
+    /// @return Freshest possible data from oracle
     function latest() external view returns (Oracle.Data memory) {
         return _fetch();
     }
 
-    /// @dev fetches data from oracle. should be implemented differently
-    /// @dev for each feed type
+    /// @dev Fetches data from oracle.
+    /// @dev Should be implemented differently for every Oracle's feed type
+    /// @dev For each feed type
+    /// @return Freshest possible data from oracle
     function _fetch() internal view virtual returns (Oracle.Data memory);
 }

contracts/feeds/OverlayV1FeedFactory.sol

@@ -8,11 +8,14 @@ abstract contract OverlayV1FeedFactory is IOverlayV1FeedFactory {
     uint256 public immutable microWindow;
     uint256 public immutable macroWindow;
 
-    // registry of deployed feeds by factory
+    /// Registry of deployed feeds by factory
     mapping(address => bool) public isFeed;
 
+    /// Event emitted on newly deployed feed
     event FeedDeployed(address indexed user, address feed);
 
+    /// @param _microWindow Micro window to define TWAP over (typically 600s)
+    /// @param _macroWindow Macro window to define TWAP over (typically 3600s)
     constructor(uint256 _microWindow, uint256 _macroWindow) {
         // sanity checks on micro and macroWindow
         require(_microWindow > 0, "OVLV1: microWindow == 0");

contracts/feeds/balancerv2/OverlayV1BalancerV2Factory.sol

@@ -0,0 +1,83 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.10;
+
+import "@openzeppelin/contracts/token/ERC20/IERC20.sol";
+
+import "../../interfaces/feeds/balancerv2/IOverlayV1BalancerV2FeedFactory.sol";
+
+import "../../libraries/balancer/balancer-v2-monorepo/BalancerV2Tokens.sol";
+import "../../libraries/balancer/balancer-v2-monorepo/BalancerV2PoolInfo.sol";
+import "../OverlayV1FeedFactory.sol";
+import "./OverlayV1BalancerV2Feed.sol";
+
+contract OverlayV1BalancerV2Factory is IOverlayV1BalancerV2FeedFactory, OverlayV1FeedFactory {
+    using BalancerV2Tokens for BalancerV2Tokens.Info;
+    using BalancerV2PoolInfo for BalancerV2PoolInfo.Pool;
+    address public immutable ovlWethPool;
+    address public immutable ovl;
+
+    // registry of feeds; for a given (pool, base, quote, amount) pair, returns associated feed
+    mapping(address => mapping(address => mapping(address => mapping(uint128 => address))))
+        public getFeed;
+
+    /// @notice Constructs a new OverlayV1UniswapV3Factory contract for used to deploy new
+    /// @notice UniswapV3 feeds to be offered as a market
+    /// @param _ovlWethPool Address of OVL <-> WETH pool being offered as a market
+    /// @param _ovl Address of OVL tokens
+    /// @param _microWindow Micro window to define TWAP over (typically 600s)
+    /// @param _macroWindow Macro window to define TWAP over (typically 3600s)
+    constructor(
+        address _ovlWethPool,
+        address _ovl,
+        uint256 _microWindow,
+        uint256 _macroWindow
+    ) OverlayV1FeedFactory(_microWindow, _macroWindow) {
+        ovlWethPool = _ovlWethPool;
+        ovl = _ovl;
+    }
+
+    /// @notice Deploys a new OverlayV1BalancerV2Feed contract
+    /// @param marketPool Address of pool being offered as a market
+    /// @param marketBaseToken The base token address of the pool
+    /// @param marketQuoteToken The quote token address of the pool
+    /// @param marketBaseAmount TODO
+    function deployFeed(
+        address marketPool,
+        address marketBaseToken,
+        address marketQuoteToken,
+        uint128 marketBaseAmount,
+        BalancerV2Tokens.Info memory balancerV2Tokens
+    ) external returns (address feed_) {
+        require(
+            getFeed[marketPool][marketBaseToken][marketQuoteToken][marketBaseAmount] == address(0),
+            "OVLV1: feed already exists"
+        );
+
+        BalancerV2PoolInfo.Pool memory balancerV2Pool = BalancerV2PoolInfo.Pool(
+            marketPool,
+            ovlWethPool,
+            ovl,
+            marketBaseToken,
+            marketQuoteToken,
+            marketBaseAmount
+        );
+
+        // Use the CREATE2 opcode to deploy a new Feed contract.
+        // Will revert if feed which accepts (marketPool, marketBaseToken, marketQuoteToken,
+        // marketBaseAmount) in its constructor has already been deployed since salt would be the
+        // same and can't deploy with it twice.
+        feed_ = address(
+            new OverlayV1BalancerV2Feed{
+                salt: keccak256(
+                    abi.encode(marketPool, marketBaseToken, marketQuoteToken, marketBaseAmount)
+                )
+            }(balancerV2Pool, balancerV2Tokens, microWindow, macroWindow)
+        );
+
+        // store feed registry record for (marketPool, marketBaseToken, marketQuoteToken) combo
+        // and record address as deployed feed
+        getFeed[marketPool][marketBaseToken][marketQuoteToken][marketBaseAmount] = feed_;
+        isFeed[feed_] = true;
+        emit FeedDeployed(msg.sender, feed_);
+    }
+}