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MerlinEgaliteMerlinEgalite
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Merge branch 'feat/chainlink' of github.com:morpho-labs/morpho-blue-oracles into merlin-review
2 parents 7abc4f2 + 0007653 commit 35d7992

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‎.gitmodules

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[submodule "lib/forge-std"]
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path = lib/forge-std
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url = https://github.com/foundry-rs/forge-std
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[submodule "lib/chainlink"]
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path = lib/chainlink
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url = https://github.com/smartcontractkit/chainlink
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[submodule "lib/morpho-blue"]
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path = lib/morpho-blue
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url = https://github.com/morpho-labs/morpho-blue

‎lib/chainlink

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‎lib/morpho-blue

‎src/ChainlinkOracle.sol

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// SPDX-License-Identifier: UNLICENSED
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pragma solidity 0.8.19;
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import {IOracle} from "morpho-blue/interfaces/IOracle.sol";
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import {AggregatorV3Interface, ChainlinkDataFeedLib} from "./libraries/ChainlinkDataFeedLib.sol";
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contract ChainlinkOracle is IOracle {
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using ChainlinkDataFeedLib for AggregatorV3Interface;
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/* CONSTANT */
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/// @notice First base feed.
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AggregatorV3Interface public immutable BASE_FEED_1;
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/// @notice Second base feed.
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AggregatorV3Interface public immutable BASE_FEED_2;
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/// @notice First quote feed.
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AggregatorV3Interface public immutable QUOTE_FEED_1;
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/// @notice Second quote feed.
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AggregatorV3Interface public immutable QUOTE_FEED_2;
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/// @notice Price scale factor, computed at contract creation.
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uint256 public immutable SCALE_FACTOR;
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/* CONSTRUCTOR */
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/// @param baseFeed1 First base feed. Pass address zero if the price = 1.
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/// @param baseFeed2 Second base feed. Pass address zero if the price = 1.
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/// @param quoteFeed1 First quote feed. Pass address zero if the price = 1.
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/// @param quoteFeed2 Second quote feed. Pass address zero if the price = 1.
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/// @param baseTokenDecimals Base token decimals.
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/// @param quoteTokenDecimals Quote token decimals.
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constructor(
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AggregatorV3Interface baseFeed1,
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AggregatorV3Interface baseFeed2,
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AggregatorV3Interface quoteFeed1,
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AggregatorV3Interface quoteFeed2,
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uint256 baseTokenDecimals,
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uint256 quoteTokenDecimals
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) {
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BASE_FEED_1 = baseFeed1;
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BASE_FEED_2 = baseFeed2;
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QUOTE_FEED_1 = quoteFeed1;
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QUOTE_FEED_2 = quoteFeed2;
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SCALE_FACTOR = 10
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** (
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36 + quoteTokenDecimals + quoteFeed1.getDecimals() + quoteFeed2.getDecimals() - baseFeed1.getDecimals()
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- baseFeed2.getDecimals() - baseTokenDecimals
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);
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}
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/* PRICE */
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/// @inheritdoc IOracle
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function price() external view returns (uint256) {
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return (BASE_FEED_1.getPrice() * BASE_FEED_2.getPrice() * SCALE_FACTOR)
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/ (QUOTE_FEED_1.getPrice() * QUOTE_FEED_2.getPrice());
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}
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}

‎src/chainlink/OracleFourFeeds.sol

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‎src/chainlink/OracleTwoFeeds.sol

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‎src/interfaces/AggregatorV3Interface.sol

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// SPDX-License-Identifier: MIT
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pragma solidity ^0.8.0;
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/// @dev From
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/// https://github.com/smartcontractkit/chainlink/blob/develop/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol.
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interface AggregatorV3Interface {
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function decimals() external view returns (uint8);
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function description() external view returns (string memory);
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function version() external view returns (uint256);
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function getRoundData(uint80 _roundId)
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external
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view
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returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound);
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function latestRoundData()
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external
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view
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returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound);
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}

‎src/chainlink/libraries/DataFeedLib.sol renamed to ‎src/libraries/ChainlinkDataFeedLib.sol

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// SPDX-License-Identifier: UNLICENSED
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pragma solidity ^0.8.0;
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import {AggregatorV3Interface} from "chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
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import {AggregatorV3Interface} from "../interfaces/AggregatorV3Interface.sol";
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import {ErrorsLib} from "./ErrorsLib.sol";
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/// @title DataFeedLib
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/// @title ChainlinkDataFeedLib
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/// @author Morpho Labs
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/// @custom:contact [email protected]
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/// @notice Library exposing functions to interact with a Chainlink-compliant feed.
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library DataFeedLib {
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library ChainlinkDataFeedLib {
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/// @dev Returns the latest price of a `feed`.
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/// @dev Performing some security checks and returns the latest price of a feed.
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/// @dev Performs some safety checks and returns the latest price of a feed.
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/// @dev When `feed` is the address zero, returns 1.
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function getPrice(AggregatorV3Interface feed) internal view returns (uint256) {
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if (address(feed) == address(0)) return 1;
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return uint256(answer);
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}
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/// @dev Returns `feed.decimals()` when `feed` is not the address zero, else returns 0.
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/// @dev Returns the number of decimals of a feed.
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/// @dev When `feed` is the address zero, returns 0.
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function getDecimals(AggregatorV3Interface feed) internal view returns (uint256) {
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if (address(feed) == address(0)) return 0;
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return feed.decimals();

‎src/chainlink/libraries/ErrorsLib.sol renamed to ‎src/libraries/ErrorsLib.sol

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‎test/chainlink/ChainlinkOracleTest.sol

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// SPDX-License-Identifier: UNLICENSED
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pragma solidity ^0.8.0;
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import "forge-std/Test.sol";
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import "src/ChainlinkOracle.sol";
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import "src/libraries/ErrorsLib.sol";
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AggregatorV3Interface constant feedZero = AggregatorV3Interface(address(0));
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// 8 decimals of precision
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AggregatorV3Interface constant btcUsdFeed = AggregatorV3Interface(0xF4030086522a5bEEa4988F8cA5B36dbC97BeE88c);
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// 8 decimals of precision
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AggregatorV3Interface constant usdcUsdFeed = AggregatorV3Interface(0x8fFfFfd4AfB6115b954Bd326cbe7B4BA576818f6);
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// 18 decimals of precision
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AggregatorV3Interface constant btcEthFeed = AggregatorV3Interface(0xdeb288F737066589598e9214E782fa5A8eD689e8);
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// 8 decimals of precision
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AggregatorV3Interface constant wBtcBtcFeed = AggregatorV3Interface(0xfdFD9C85aD200c506Cf9e21F1FD8dd01932FBB23);
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// 18 decimals of precision
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AggregatorV3Interface constant stEthEthFeed = AggregatorV3Interface(0x86392dC19c0b719886221c78AB11eb8Cf5c52812);
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// 18 decimals of precision
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AggregatorV3Interface constant usdcEthFeed = AggregatorV3Interface(0x986b5E1e1755e3C2440e960477f25201B0a8bbD4);
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// 8 decimals of precision
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AggregatorV3Interface constant ethUsdFeed = AggregatorV3Interface(0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419);
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contract FakeAggregator {
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int256 public answer;
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function setAnwser(int256 newAnswer) external {
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answer = newAnswer;
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}
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function latestRoundData() external view returns (uint80, int256, uint256, uint256, uint80) {
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return (0, answer, 0, 0, 0);
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}
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function decimals() external pure returns (uint256) {
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return 8;
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}
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}
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contract ChainlinkOracleTest is Test {
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function setUp() public {
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vm.createSelectFork(vm.envString("ETH_RPC_URL"));
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}
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function testOracleWbtcUsdc() public {
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ChainlinkOracle oracle = new ChainlinkOracle(wBtcBtcFeed, btcUsdFeed, usdcUsdFeed, feedZero, 8, 6);
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(, int256 firstBaseAnswer,,,) = wBtcBtcFeed.latestRoundData();
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(, int256 secondBaseAnswer,,,) = btcUsdFeed.latestRoundData();
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(, int256 quoteAnswer,,,) = usdcUsdFeed.latestRoundData();
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assertEq(
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oracle.price(),
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(uint256(firstBaseAnswer) * uint256(secondBaseAnswer) * 10 ** (36 + 8 + 6 - 8 - 8 - 8))
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/ uint256(quoteAnswer)
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);
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}
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function testOracleUsdcWbtc() public {
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ChainlinkOracle oracle = new ChainlinkOracle(usdcUsdFeed, feedZero, wBtcBtcFeed, btcUsdFeed, 6, 8);
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(, int256 baseAnswer,,,) = usdcUsdFeed.latestRoundData();
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(, int256 firstQuoteAnswer,,,) = wBtcBtcFeed.latestRoundData();
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(, int256 secondQuoteAnswer,,,) = btcUsdFeed.latestRoundData();
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assertEq(
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oracle.price(),
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(uint256(baseAnswer) * 10 ** (36 + 8 + 8 + 8 - 6 - 8))
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/ (uint256(firstQuoteAnswer) * uint256(secondQuoteAnswer))
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);
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}
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function testOracleWbtcEth() public {
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ChainlinkOracle oracle = new ChainlinkOracle(wBtcBtcFeed, btcEthFeed, feedZero, feedZero, 8, 18);
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(, int256 firstBaseAnswer,,,) = wBtcBtcFeed.latestRoundData();
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(, int256 secondBaseAnswer,,,) = btcEthFeed.latestRoundData();
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assertEq(oracle.price(), (uint256(firstBaseAnswer) * uint256(secondBaseAnswer) * 10 ** (36 + 18 - 8 - 8 - 18)));
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}
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function testOracleStEthUsdc() public {
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ChainlinkOracle oracle = new ChainlinkOracle(stEthEthFeed, feedZero, usdcEthFeed, feedZero, 18, 6);
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(, int256 baseAnswer,,,) = stEthEthFeed.latestRoundData();
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(, int256 quoteAnswer,,,) = usdcEthFeed.latestRoundData();
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assertEq(oracle.price(), uint256(baseAnswer) * 10 ** (36 + 18 + 6 - 18 - 18) / uint256(quoteAnswer));
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}
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function testOracleEthUsd() public {
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ChainlinkOracle oracle = new ChainlinkOracle(ethUsdFeed, feedZero, feedZero, feedZero, 18, 0);
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(, int256 expectedPrice,,,) = ethUsdFeed.latestRoundData();
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assertEq(oracle.price(), uint256(expectedPrice) * 10 ** (36 - 18 - 8));
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}
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function testOracleStEthEth() public {
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ChainlinkOracle oracle = new ChainlinkOracle(stEthEthFeed, feedZero, feedZero, feedZero, 18, 18);
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(, int256 expectedPrice,,,) = stEthEthFeed.latestRoundData();
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assertEq(oracle.price(), uint256(expectedPrice) * 10 ** (36 + 18 - 18 - 18));
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assertApproxEqRel(oracle.price(), 1e36, 0.01 ether);
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}
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function testOracleEthStEth() public {
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ChainlinkOracle oracle = new ChainlinkOracle(feedZero, feedZero, stEthEthFeed, feedZero, 18, 18);
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(, int256 expectedPrice,,,) = stEthEthFeed.latestRoundData();
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assertEq(oracle.price(), 10 ** (36 + 18 + 18 - 18) / uint256(expectedPrice));
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assertApproxEqRel(oracle.price(), 1e36, 0.01 ether);
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}
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function testOracleUsdcUsd() public {
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ChainlinkOracle oracle = new ChainlinkOracle(usdcUsdFeed, feedZero, feedZero, feedZero, 6, 0);
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assertApproxEqRel(oracle.price(), 1e36 / 1e6, 0.01 ether);
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}
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function testNegativeAnswer(int256 price) public {
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price = bound(price, type(int256).min, -1);
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FakeAggregator aggregator = new FakeAggregator();
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ChainlinkOracle oracle =
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new ChainlinkOracle(AggregatorV3Interface(address(aggregator)), feedZero, feedZero, feedZero, 18, 0);
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aggregator.setAnwser(price);
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vm.expectRevert(bytes(ErrorsLib.NEGATIVE_ANSWER));
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oracle.price();
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}
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}

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