// SPDX-License-Identifier: GPL-2.0-or-later pragma solidity =0.7.6; pragma abicoder v2; import '../interfaces/IOracleSlippage.sol'; import '@pollum-io/v3-periphery/contracts/base/PeripheryImmutableState.sol'; import '@pollum-io/v3-periphery/contracts/base/BlockTimestamp.sol'; import '@pollum-io/v3-periphery/contracts/libraries/Path.sol'; import '@pollum-io/v3-periphery/contracts/libraries/PoolAddress.sol'; import '@pollum-io/v3-core/contracts/interfaces/IPegasysV3Pool.sol'; import '@pollum-io/v3-periphery/contracts/libraries/OracleLibrary.sol'; abstract contract OracleSlippage is IOracleSlippage, PeripheryImmutableState, BlockTimestamp { using Path for bytes; /// @dev Returns the tick as of the beginning of the current block, and as of right now, for the given pool. function getBlockStartingAndCurrentTick( IPegasysV3Pool pool ) internal view returns (int24 blockStartingTick, int24 currentTick) { uint16 observationIndex; uint16 observationCardinality; (, currentTick, observationIndex, observationCardinality, , , ) = pool.slot0(); // 2 observations are needed to reliably calculate the block starting tick require(observationCardinality > 1, 'NEO'); // If the latest observation occurred in the past, then no tick-changing trades have happened in this block // therefore the tick in `slot0` is the same as at the beginning of the current block. // We don't need to check if this observation is initialized - it is guaranteed to be. (uint32 observationTimestamp, int56 tickCumulative, , ) = pool.observations(observationIndex); if (observationTimestamp != uint32(_blockTimestamp())) { blockStartingTick = currentTick; } else { uint256 prevIndex = (uint256(observationIndex) + observationCardinality - 1) % observationCardinality; (uint32 prevObservationTimestamp, int56 prevTickCumulative, , bool prevInitialized) = pool.observations( prevIndex ); require(prevInitialized, 'ONI'); uint32 delta = observationTimestamp - prevObservationTimestamp; blockStartingTick = int24((tickCumulative - prevTickCumulative) / delta); } } /// @dev Virtual function to get pool addresses that can be overridden in tests. function getPoolAddress( address tokenA, address tokenB, uint24 fee ) internal view virtual returns (IPegasysV3Pool pool) { pool = IPegasysV3Pool(PoolAddress.computeAddress(factory, PoolAddress.getPoolKey(tokenA, tokenB, fee))); } /// @dev Returns the synthetic time-weighted average tick as of secondsAgo, as well as the current tick, /// for the given path. Returned synthetic ticks always represent tokenOut/tokenIn prices, /// meaning lower ticks are worse. function getSyntheticTicks( bytes memory path, uint32 secondsAgo ) internal view returns (int256 syntheticAverageTick, int256 syntheticCurrentTick) { bool lowerTicksAreWorse; uint256 numPools = path.numPools(); address previousTokenIn; for (uint256 i = 0; i < numPools; i++) { // this assumes the path is sorted in swap order (address tokenIn, address tokenOut, uint24 fee) = path.decodeFirstPool(); IPegasysV3Pool pool = getPoolAddress(tokenIn, tokenOut, fee); // get the average and current ticks for the current pool int256 averageTick; int256 currentTick; if (secondsAgo == 0) { // we optimize for the secondsAgo == 0 case, i.e. since the beginning of the block (averageTick, currentTick) = getBlockStartingAndCurrentTick(pool); } else { (averageTick, ) = OracleLibrary.consult(address(pool), secondsAgo); (, currentTick, , , , , ) = IPegasysV3Pool(pool).slot0(); } if (i == numPools - 1) { // if we're here, this is the last pool in the path, meaning tokenOut represents the // destination token. so, if tokenIn < tokenOut, then tokenIn is token0 of the last pool, // meaning the current running ticks are going to represent tokenOut/tokenIn prices. // so, the lower these prices get, the worse of a price the swap will get lowerTicksAreWorse = tokenIn < tokenOut; } else { // if we're here, we need to iterate over the next pool in the path path = path.skipToken(); previousTokenIn = tokenIn; } // accumulate the ticks derived from the current pool into the running synthetic ticks, // ensuring that intermediate tokens "cancel out" bool add = (i == 0) || (previousTokenIn < tokenIn ? tokenIn < tokenOut : tokenOut < tokenIn); if (add) { syntheticAverageTick += averageTick; syntheticCurrentTick += currentTick; } else { syntheticAverageTick -= averageTick; syntheticCurrentTick -= currentTick; } } // flip the sign of the ticks if necessary, to ensure that the lower ticks are always worse if (!lowerTicksAreWorse) { syntheticAverageTick *= -1; syntheticCurrentTick *= -1; } } /// @dev Cast a int256 to a int24, revert on overflow or underflow function toInt24(int256 y) private pure returns (int24 z) { require((z = int24(y)) == y); } /// @dev For each passed path, fetches the synthetic time-weighted average tick as of secondsAgo, /// as well as the current tick. Then, synthetic ticks from all paths are subjected to a weighted /// average, where the weights are the fraction of the total input amount allocated to each path. /// Returned synthetic ticks always represent tokenOut/tokenIn prices, meaning lower ticks are worse. /// Paths must all start and end in the same token. function getSyntheticTicks( bytes[] memory paths, uint128[] memory amounts, uint32 secondsAgo ) internal view returns (int256 averageSyntheticAverageTick, int256 averageSyntheticCurrentTick) { require(paths.length == amounts.length); OracleLibrary.WeightedTickData[] memory weightedSyntheticAverageTicks = new OracleLibrary.WeightedTickData[]( paths.length ); OracleLibrary.WeightedTickData[] memory weightedSyntheticCurrentTicks = new OracleLibrary.WeightedTickData[]( paths.length ); for (uint256 i = 0; i < paths.length; i++) { (int256 syntheticAverageTick, int256 syntheticCurrentTick) = getSyntheticTicks(paths[i], secondsAgo); weightedSyntheticAverageTicks[i].tick = toInt24(syntheticAverageTick); weightedSyntheticCurrentTicks[i].tick = toInt24(syntheticCurrentTick); weightedSyntheticAverageTicks[i].weight = amounts[i]; weightedSyntheticCurrentTicks[i].weight = amounts[i]; } averageSyntheticAverageTick = OracleLibrary.getWeightedArithmeticMeanTick(weightedSyntheticAverageTicks); averageSyntheticCurrentTick = OracleLibrary.getWeightedArithmeticMeanTick(weightedSyntheticCurrentTicks); } /// @inheritdoc IOracleSlippage function checkOracleSlippage( bytes memory path, uint24 maximumTickDivergence, uint32 secondsAgo ) external view override { (int256 syntheticAverageTick, int256 syntheticCurrentTick) = getSyntheticTicks(path, secondsAgo); require(syntheticAverageTick - syntheticCurrentTick < maximumTickDivergence, 'TD'); } /// @inheritdoc IOracleSlippage function checkOracleSlippage( bytes[] memory paths, uint128[] memory amounts, uint24 maximumTickDivergence, uint32 secondsAgo ) external view override { (int256 averageSyntheticAverageTick, int256 averageSyntheticCurrentTick) = getSyntheticTicks( paths, amounts, secondsAgo ); require(averageSyntheticAverageTick - averageSyntheticCurrentTick < maximumTickDivergence, 'TD'); } }