/** * Source Code first verified at https://etherscan.io on Monday, March 25, 2019 (UTC) */ pragma solidity ^0.5.0; pragma experimental ABIEncoderV2; /** * @title SafeMath * @dev Unsigned math operations with safety checks that revert on error */ library SafeMath { /** * @dev Multiplies two unsigned integers, reverts on overflow. */ function mul(uint256 a, uint256 b) internal pure returns (uint256) { // Gas optimization: this is cheaper than requiring 'a' not being zero, but the // benefit is lost if 'b' is also tested. // See: https://github.com/OpenZeppelin/openzeppelin-solidity/pull/522 if (a == 0) { return 0; } uint256 c = a * b; require(c / a == b); return c; } /** * @dev Integer division of two unsigned integers truncating the quotient, reverts on division by zero. */ function div(uint256 a, uint256 b) internal pure returns (uint256) { // Solidity only automatically asserts when dividing by 0 require(b > 0); uint256 c = a / b; // assert(a == b * c + a % b); // There is no case in which this doesn't hold return c; } /** * @dev Subtracts two unsigned integers, reverts on overflow (i.e. if subtrahend is greater than minuend). */ function sub(uint256 a, uint256 b) internal pure returns (uint256) { require(b <= a); uint256 c = a - b; return c; } /** * @dev Adds two unsigned integers, reverts on overflow. */ function add(uint256 a, uint256 b) internal pure returns (uint256) { uint256 c = a + b; require(c >= a); return c; } /** * @dev Divides two unsigned integers and returns the remainder (unsigned integer modulo), * reverts when dividing by zero. */ function mod(uint256 a, uint256 b) internal pure returns (uint256) { require(b != 0); return a % b; } } /** * @title Ownable * @dev The Ownable contract has an owner address, and provides basic authorization control * functions, this simplifies the implementation of "user permissions". */ contract Ownable { address private _owner; event OwnershipTransferred(address indexed previousOwner, address indexed newOwner); /** * @dev The Ownable constructor sets the original `owner` of the contract to the sender * account. */ constructor () internal { _owner = msg.sender; emit OwnershipTransferred(address(0), _owner); } /** * @return the address of the owner. */ function owner() public view returns (address) { return _owner; } /** * @dev Throws if called by any account other than the owner. */ modifier onlyOwner() { require(isOwner()); _; } /** * @return true if `msg.sender` is the owner of the contract. */ function isOwner() public view returns (bool) { return msg.sender == _owner; } /** * @dev Allows the current owner to relinquish control of the contract. * @notice Renouncing to ownership will leave the contract without an owner. * It will not be possible to call the functions with the `onlyOwner` * modifier anymore. */ function renounceOwnership() public onlyOwner { emit OwnershipTransferred(_owner, address(0)); _owner = address(0); } /** * @dev Allows the current owner to transfer control of the contract to a newOwner. * @param newOwner The address to transfer ownership to. */ function transferOwnership(address newOwner) public onlyOwner { _transferOwnership(newOwner); } /** * @dev Transfers control of the contract to a newOwner. * @param newOwner The address to transfer ownership to. */ function _transferOwnership(address newOwner) internal { require(newOwner != address(0)); emit OwnershipTransferred(_owner, newOwner); _owner = newOwner; } } /** * @title ERC20 interface * @dev see https://github.com/ethereum/EIPs/issues/20 */ interface IERC20 { function transfer(address to, uint256 value) external returns (bool); function approve(address spender, uint256 value) external returns (bool); function transferFrom(address from, address to, uint256 value) external returns (bool); function totalSupply() external view returns (uint256); function balanceOf(address who) external view returns (uint256); function allowance(address owner, address spender) external view returns (uint256); event Transfer(address indexed from, address indexed to, uint256 value); event Approval(address indexed owner, address indexed spender, uint256 value); } // The functionality that all derivative contracts expose to the admin. interface AdminInterface { // Initiates the shutdown process, in case of an emergency. function emergencyShutdown() external; // A core contract method called immediately before or after any financial transaction. It pays fees and moves money // between margin accounts to make sure they reflect the NAV of the contract. function remargin() external; } // This interface allows contracts to query a verified, trusted price. interface OracleInterface { // Requests the Oracle price for an identifier at a time. Returns the time at which a price will be available. // Returns 0 is the price is available now, and returns 2^256-1 if the price will never be available. Reverts if // the Oracle doesn't support this identifier. Only contracts registered in the Registry are authorized to call this // method. function requestPrice(bytes32 identifier, uint time) external returns (uint expectedTime); // Checks whether a price has been resolved. function hasPrice(bytes32 identifier, uint time) external view returns (bool hasPriceAvailable); // Returns the Oracle price for identifier at a time. Reverts if the Oracle doesn't support this identifier or if // the Oracle doesn't have a price for this time. Only contracts registered in the Registry are authorized to call // this method. function getPrice(bytes32 identifier, uint time) external view returns (int price); // Returns whether the Oracle provides verified prices for the given identifier. function isIdentifierSupported(bytes32 identifier) external view returns (bool isSupported); // An event fired when a request for a (identifier, time) pair is made. event VerifiedPriceRequested(bytes32 indexed identifier, uint indexed time); // An event fired when a verified price is available for a (identifier, time) pair. event VerifiedPriceAvailable(bytes32 indexed identifier, uint indexed time, int price); } interface RegistryInterface { struct RegisteredDerivative { address derivativeAddress; address derivativeCreator; } // Registers a new derivative. Only authorized derivative creators can call this method. function registerDerivative(address[] calldata counterparties, address derivativeAddress) external; // Adds a new derivative creator to this list of authorized creators. Only the owner of this contract can call // this method. function addDerivativeCreator(address derivativeCreator) external; // Removes a derivative creator to this list of authorized creators. Only the owner of this contract can call this // method. function removeDerivativeCreator(address derivativeCreator) external; // Returns whether the derivative has been registered with the registry (and is therefore an authorized participant // in the UMA system). function isDerivativeRegistered(address derivative) external view returns (bool isRegistered); // Returns a list of all derivatives that are associated with a particular party. function getRegisteredDerivatives(address party) external view returns (RegisteredDerivative[] memory derivatives); // Returns all registered derivatives. function getAllRegisteredDerivatives() external view returns (RegisteredDerivative[] memory derivatives); // Returns whether an address is authorized to register new derivatives. function isDerivativeCreatorAuthorized(address derivativeCreator) external view returns (bool isAuthorized); } contract Testable is Ownable { // Is the contract being run on the test network. Note: this variable should be set on construction and never // modified. bool public isTest; uint private currentTime; constructor(bool _isTest) internal { isTest = _isTest; if (_isTest) { currentTime = now; // solhint-disable-line not-rely-on-time } } modifier onlyIfTest { require(isTest); _; } function setCurrentTime(uint _time) external onlyOwner onlyIfTest { currentTime = _time; } function getCurrentTime() public view returns (uint) { if (isTest) { return currentTime; } else { return now; // solhint-disable-line not-rely-on-time } } } contract Withdrawable is Ownable { // Withdraws ETH from the contract. function withdraw(uint amount) external onlyOwner { msg.sender.transfer(amount); } // Withdraws ERC20 tokens from the contract. function withdrawErc20(address erc20Address, uint amount) external onlyOwner { IERC20 erc20 = IERC20(erc20Address); require(erc20.transfer(msg.sender, amount)); } } // Implements an oracle that allows the owner to push prices for queries that have been made. contract CentralizedOracle is OracleInterface, Withdrawable, Testable { using SafeMath for uint; // This contract doesn't implement the voting routine, and naively indicates that all requested prices will be // available in a week. uint constant private SECONDS_IN_WEEK = 60*60*24*7; // Represents an available price. Have to keep a separate bool to allow for price=0. struct Price { bool isAvailable; int price; // Time the verified price became available. uint verifiedTime; } // The two structs below are used in an array and mapping to keep track of prices that have been requested but are // not yet available. struct QueryIndex { bool isValid; uint index; } // Represents a (identifier, time) point that has been queried. struct QueryPoint { bytes32 identifier; uint time; } // The set of identifiers the oracle can provide verified prices for. mapping(bytes32 => bool) private supportedIdentifiers; // Conceptually we want a (time, identifier) -> price map. mapping(bytes32 => mapping(uint => Price)) private verifiedPrices; // The mapping and array allow retrieving all the elements in a mapping and finding/deleting elements. // Can we generalize this data structure? mapping(bytes32 => mapping(uint => QueryIndex)) private queryIndices; QueryPoint[] private requestedPrices; // Registry to verify that a derivative is approved to use the Oracle. RegistryInterface private registry; constructor(address _registry, bool _isTest) public Testable(_isTest) { registry = RegistryInterface(_registry); } // Enqueues a request (if a request isn't already present) for the given (identifier, time) pair. function requestPrice(bytes32 identifier, uint time) external returns (uint expectedTime) { // Ensure that the caller has been registered with the Oracle before processing the request. require(registry.isDerivativeRegistered(msg.sender)); require(supportedIdentifiers[identifier]); Price storage lookup = verifiedPrices[identifier][time]; if (lookup.isAvailable) { // We already have a price, return 0 to indicate that. return 0; } else if (queryIndices[identifier][time].isValid) { // We already have a pending query, don't need to do anything. return getCurrentTime().add(SECONDS_IN_WEEK); } else { // New query, enqueue it for review. queryIndices[identifier][time] = QueryIndex(true, requestedPrices.length); requestedPrices.push(QueryPoint(identifier, time)); emit VerifiedPriceRequested(identifier, time); return getCurrentTime().add(SECONDS_IN_WEEK); } } // Pushes the verified price for a requested query. function pushPrice(bytes32 identifier, uint time, int price) external onlyOwner { verifiedPrices[identifier][time] = Price(true, price, getCurrentTime()); emit VerifiedPriceAvailable(identifier, time, price); QueryIndex storage queryIndex = queryIndices[identifier][time]; require(queryIndex.isValid, "Can't push prices that haven't been requested"); // Delete from the array. Instead of shifting the queries over, replace the contents of `indexToReplace` with // the contents of the last index (unless it is the last index). uint indexToReplace = queryIndex.index; delete queryIndices[identifier][time]; uint lastIndex = requestedPrices.length.sub(1); if (lastIndex != indexToReplace) { QueryPoint storage queryToCopy = requestedPrices[lastIndex]; queryIndices[queryToCopy.identifier][queryToCopy.time].index = indexToReplace; requestedPrices[indexToReplace] = queryToCopy; } requestedPrices.length = requestedPrices.length.sub(1); } // Adds the provided identifier as a supported identifier. function addSupportedIdentifier(bytes32 identifier) external onlyOwner { if(!supportedIdentifiers[identifier]) { supportedIdentifiers[identifier] = true; emit AddSupportedIdentifier(identifier); } } // Calls emergencyShutdown() on the provided derivative. function callEmergencyShutdown(address derivative) external onlyOwner { AdminInterface admin = AdminInterface(derivative); admin.emergencyShutdown(); } // Calls remargin() on the provided derivative. function callRemargin(address derivative) external onlyOwner { AdminInterface admin = AdminInterface(derivative); admin.remargin(); } // Checks whether a price has been resolved. function hasPrice(bytes32 identifier, uint time) external view returns (bool hasPriceAvailable) { // Ensure that the caller has been registered with the Oracle before processing the request. require(registry.isDerivativeRegistered(msg.sender)); require(supportedIdentifiers[identifier]); Price storage lookup = verifiedPrices[identifier][time]; return lookup.isAvailable; } // Gets a price that has already been resolved. function getPrice(bytes32 identifier, uint time) external view returns (int price) { // Ensure that the caller has been registered with the Oracle before processing the request. require(registry.isDerivativeRegistered(msg.sender)); require(supportedIdentifiers[identifier]); Price storage lookup = verifiedPrices[identifier][time]; require(lookup.isAvailable); return lookup.price; } // Gets the queries that still need verified prices. function getPendingQueries() external view onlyOwner returns (QueryPoint[] memory queryPoints) { return requestedPrices; } // Whether the oracle provides verified prices for the provided identifier. function isIdentifierSupported(bytes32 identifier) external view returns (bool isSupported) { return supportedIdentifiers[identifier]; } event AddSupportedIdentifier(bytes32 indexed identifier); }