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[SC-1127][SC-1210] Update CurveOracle | Curve Rate Provider logic #169

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merged 5 commits into from
Aug 8, 2024
Merged

[SC-1127][SC-1210] Update CurveOracle | Curve Rate Provider logic #169

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474b48b
wip with curve_rate_provider logic reusing
zZoMROT Jul 31, 2024
ce9d889
Cleanup and add some checks
zZoMROT Aug 2, 2024
8fef235
Add measure gas test for current implementation
zZoMROT Aug 7, 2024
c29ba76
Fix linter
zZoMROT Aug 7, 2024
7737830
Fix tests
zZoMROT Aug 7, 2024
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11 changes: 11 additions & 0 deletions contracts/interfaces/ICurveMetaregistry.sol
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@@ -0,0 +1,11 @@
// SPDX-License-Identifier: MIT

pragma solidity 0.8.23;

// solhint-disable func-name-mixedcase

interface ICurveMetaregistry {
function find_pools_for_coins(address srcToken, address dstToken) external view returns (address[] memory);
function get_coin_indices(address _pool, address _from, address _to) external view returns (int128, int128, bool);
function get_underlying_balances(address _pool) external view returns (uint256[8] memory);
}
22 changes: 22 additions & 0 deletions contracts/interfaces/ICurvePool.sol
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// SPDX-License-Identifier: MIT

pragma solidity 0.8.23;

// solhint-disable func-name-mixedcase

interface ICurvePool {
function allowed_extra_profit() external view returns (uint256);
function get_rate_mul() external view returns (uint256);
}

interface IStableSwapMeta {
function get_dy_underlying(int128,int128,uint256) external view returns (uint256);
}

interface IStableSwap {
function get_dy(int128,int128,uint256) external view returns (uint256);
}

interface ICryptoSwap {
function get_dy(uint256,uint256,uint256) external view returns (uint256);
}
27 changes: 0 additions & 27 deletions contracts/interfaces/ICurveRegistry.sol
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This file was deleted.

17 changes: 0 additions & 17 deletions contracts/interfaces/ICurveSwap.sol
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207 changes: 68 additions & 139 deletions contracts/oracles/CurveOracle.sol
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Expand Up @@ -6,165 +6,94 @@ import "@openzeppelin/contracts/token/ERC20/ERC20.sol";
import "@openzeppelin/contracts/utils/math/Math.sol";
import "../interfaces/IOracle.sol";
import "../interfaces/ICurveProvider.sol";
import "../interfaces/ICurveRegistry.sol";
import "../interfaces/ICurveSwap.sol";
import "../interfaces/ICurveMetaregistry.sol";
import "../interfaces/ICurvePool.sol";
import "../libraries/OraclePrices.sol";
import "../helpers/Blacklist.sol";

contract CurveOracle is IOracle, Blacklist {
contract CurveOracle is IOracle {
using OraclePrices for OraclePrices.Data;
using Math for uint256;

enum CurveRegistryType {
MAIN_REGISTRY,
METAPOOL_FACTORY,
CRYPTOSWAP_REGISTRY,
CRYPTOPOOL_FACTORY,
METAREGISTRY,
CRVUSD_PLAIN_POOLS,
CURVE_TRICRYPTO_FACTORY,
STABLESWAP_FACTORY,
L2_FACTORY,
CRYPTO_FACTORY
}
IERC20 private constant _NONE = IERC20(0xFFfFfFffFFfffFFfFFfFFFFFffFFFffffFfFFFfF);
IERC20 private constant _ETH = IERC20(0xEeeeeEeeeEeEeeEeEeEeeEEEeeeeEeeeeeeeEEeE);
uint256 private constant _METAREGISTRY_ID = 7;

struct FunctionSelectorsInfo {
bytes4 balanceFunc;
bytes4 dyFuncInt128;
bytes4 dyFuncUint256;
ICurveMetaregistry public immutable CURVE_METAREGISTRY;
uint256 public immutable MAX_POOLS;

constructor(ICurveProvider curveProvider, uint256 maxPools) {
CURVE_METAREGISTRY = ICurveMetaregistry(curveProvider.get_address(_METAREGISTRY_ID));
MAX_POOLS = maxPools;
}

IERC20 private constant _NONE = IERC20(0xFFfFfFffFFfffFFfFFfFFFFFffFFFffffFfFFFfF);
function _getPoolType(address pool) private view returns (uint8) {
// 0 for stableswap, 1 for cryptoswap, 2 for LLAMMA.

uint256 public immutable MAX_POOLS;
uint256 public immutable REGISTRIES_COUNT;
ICurveRegistry[11] public registries;
CurveRegistryType[11] public registryTypes;

constructor(
ICurveProvider _addressProvider,
uint256 _maxPools,
uint256[] memory _registryIds,
CurveRegistryType[] memory _registryTypes,
address[] memory initialBlacklist,
address owner
) Blacklist(initialBlacklist, owner) {
MAX_POOLS = _maxPools;
REGISTRIES_COUNT = _registryIds.length;
unchecked {
for (uint256 i = 0; i < REGISTRIES_COUNT; i++) {
registries[i] = ICurveRegistry(_addressProvider.get_address(_registryIds[i]));
registryTypes[i] = _registryTypes[i];
}
// check if cryptoswap
(bool success, bytes memory data) = pool.staticcall(abi.encodeWithSelector(ICurvePool.allowed_extra_profit.selector));
if (success && data.length >= 32) { // vyper could return redundant bytes
return 1;
}

// check if llamma
(success, data) = pool.staticcall(abi.encodeWithSelector(ICurvePool.get_rate_mul.selector));
if (success && data.length >= 32) { // vyper could return redundant bytes
return 2;
}

return 0;
}

function getRate(IERC20 srcToken, IERC20 dstToken, IERC20 connector, uint256 thresholdFilter) external view override returns (uint256 rate, uint256 weight) {
if(connector != _NONE) revert ConnectorShouldBeNone();

OraclePrices.Data memory ratesAndWeights = OraclePrices.init(MAX_POOLS);
FunctionSelectorsInfo memory info;
uint256 index = 0;
for (uint256 i = 0; i < REGISTRIES_COUNT && index < MAX_POOLS; i++) {
uint256 registryIndex = 0;
address pool = registries[i].find_pool_for_coins(address(srcToken), address(dstToken), registryIndex);
while (pool != address(0) && index < MAX_POOLS) {
if (blacklisted[pool]) {
pool = registries[i].find_pool_for_coins(address(srcToken), address(dstToken), ++registryIndex);
continue;
}
index++;
// call `get_coin_indices` and set (srcTokenIndex, dstTokenIndex, isUnderlying) variables
bool isUnderlying;
int128 srcTokenIndex;
int128 dstTokenIndex;
(bool success, bytes memory data) = address(registries[i]).staticcall(abi.encodeWithSelector(ICurveRegistry.get_coin_indices.selector, pool, address(srcToken), address(dstToken)));
if (success && data.length >= 64) {
if (
registryTypes[i] == CurveRegistryType.CRYPTOSWAP_REGISTRY ||
registryTypes[i] == CurveRegistryType.CRYPTOPOOL_FACTORY ||
registryTypes[i] == CurveRegistryType.CURVE_TRICRYPTO_FACTORY
) {
(srcTokenIndex, dstTokenIndex) = abi.decode(data, (int128, int128));
} else {
// registryTypes[i] == CurveRegistryType.MAIN_REGISTRY ||
// registryTypes[i] == CurveRegistryType.METAPOOL_FACTORY ||
// registryTypes[i] == CurveRegistryType.METAREGISTRY ||
// registryTypes[i] == CurveRegistryType.CRVUSD_PLAIN_POOLS ||
// registryTypes[i] == CurveRegistryType.STABLESWAP_FACTORY ||
// registryTypes[i] == CurveRegistryType.L2_FACTORY ||
// registryTypes[i] == CurveRegistryType.CRYPTO_FACTORY
(srcTokenIndex, dstTokenIndex, isUnderlying) = abi.decode(data, (int128, int128, bool));
}
} else {
pool = registries[i].find_pool_for_coins(address(srcToken), address(dstToken), ++registryIndex);
continue;
}
address[] memory pools = CURVE_METAREGISTRY.find_pools_for_coins(address(srcToken), address(dstToken));
if (pools.length == 0) {
return (0, 0);
}

if (!isUnderlying) {
info = FunctionSelectorsInfo({
balanceFunc: ICurveRegistry.get_balances.selector,
dyFuncInt128: ICurveSwapInt128.get_dy.selector,
dyFuncUint256: ICurveSwapUint256.get_dy.selector
});
} else {
info = FunctionSelectorsInfo({
balanceFunc: ICurveRegistry.get_underlying_balances.selector,
dyFuncInt128: ICurveSwapInt128.get_dy_underlying.selector,
dyFuncUint256: ICurveSwapUint256.get_dy_underlying.selector
});
}
uint256 amountIn;
if (srcToken == _ETH) {
amountIn = 10**18;
} else {
amountIn = 10**IERC20Metadata(address(srcToken)).decimals();
}

// call `balanceFunc` (`get_balances` or `get_underlying_balances`) and decode results
uint256[] memory balances;
(success, data) = address(registries[i]).staticcall(abi.encodeWithSelector(info.balanceFunc, pool));
if (success && data.length >= 64) {
// registryTypes[i] == CurveRegistryType.MAIN_REGISTRY ||
// registryTypes[i] == CurveRegistryType.CRYPTOSWAP_REGISTRY ||
// registryTypes[i] == CurveRegistryType.METAREGISTRY
uint256 length = 8;
if (!isUnderlying) {
if (
registryTypes[i] == CurveRegistryType.METAPOOL_FACTORY ||
registryTypes[i] == CurveRegistryType.CRVUSD_PLAIN_POOLS ||
registryTypes[i] == CurveRegistryType.STABLESWAP_FACTORY ||
registryTypes[i] == CurveRegistryType.L2_FACTORY ||
registryTypes[i] == CurveRegistryType.CRYPTO_FACTORY
) {
length = 4;
} else if (registryTypes[i] == CurveRegistryType.CURVE_TRICRYPTO_FACTORY) {
length = 3;
} else if (registryTypes[i] == CurveRegistryType.CRYPTOPOOL_FACTORY) {
length = 2;
}
}

assembly ("memory-safe") { // solhint-disable-line no-inline-assembly
balances := data
mstore(balances, length)
}
} else {
pool = registries[i].find_pool_for_coins(address(srcToken), address(dstToken), ++registryIndex);
continue;
}
OraclePrices.Data memory ratesAndWeights = OraclePrices.init(pools.length);
for (uint256 k = 0; k < pools.length && ratesAndWeights.size < MAX_POOLS; k++) {
// get coin indices
int128 i;
int128 j;
bool isUnderlying = false;
(i, j, isUnderlying) = CURVE_METAREGISTRY.get_coin_indices(pools[k], address(srcToken), address(dstToken));

// get balances
uint256[8] memory balances = CURVE_METAREGISTRY.get_underlying_balances(pools[k]);
// skip if pool is too small
if (balances[uint128(i)] <= amountIn || balances[uint128(j)] == 0) {
continue;
}

uint256 w = (balances[uint128(srcTokenIndex)] * balances[uint128(dstTokenIndex)]).sqrt();
uint256 b0 = balances[uint128(srcTokenIndex)] / 10000;
uint256 b1 = balances[uint128(dstTokenIndex)] / 10000;

if (b0 != 0 && b1 != 0) {
(success, data) = pool.staticcall(abi.encodeWithSelector(info.dyFuncInt128, srcTokenIndex, dstTokenIndex, b0));
if (!success || data.length < 32) {
(success, data) = pool.staticcall(abi.encodeWithSelector(info.dyFuncUint256, uint128(srcTokenIndex), uint128(dstTokenIndex), b0));
}
if (success && data.length >= 32) { // vyper could return redundant bytes
b1 = abi.decode(data, (uint256));
ratesAndWeights.append(OraclePrices.OraclePrice(Math.mulDiv(b1, 1e18, b0), w));
}
// choose the right abi:
uint8 poolType = _getPoolType(pools[k]);
bytes4 selector;
if (poolType == 0 && isUnderlying) {
selector = IStableSwapMeta.get_dy_underlying.selector;
} else if (poolType == 0 && !isUnderlying) {
selector = IStableSwap.get_dy.selector;
} else {
selector = ICryptoSwap.get_dy.selector;
}
(bool success, bytes memory data) = pools[k].staticcall(abi.encodeWithSelector(selector, uint128(i), uint128(j), amountIn));
if (success && data.length >= 32) { // vyper could return redundant bytes
uint256 amountOut = abi.decode(data, (uint256));
if (amountOut > 0) {
rate = amountOut * 1e18 / amountIn;
weight = (balances[uint128(i)] * balances[uint128(j)]).sqrt();
ratesAndWeights.append(OraclePrices.OraclePrice(rate, weight));
}
pool = registries[i].find_pool_for_coins(address(srcToken), address(dstToken), ++registryIndex);
}
}
(rate, weight) = ratesAndWeights.getRateAndWeight(thresholdFilter);
return ratesAndWeights.getRateAndWeight(thresholdFilter);
}
}
33 changes: 33 additions & 0 deletions test/OffchainOracle.js
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@@ -1,4 +1,5 @@
const hre = require('hardhat');
const fs = require('fs');
const { ethers } = hre;
const { loadFixture } = require('@nomicfoundation/hardhat-network-helpers');
const { expect, ether, assertRoughlyEqualValues, deployContract } = require('@1inch/solidity-utils');
Expand Down Expand Up @@ -262,5 +263,37 @@ describe('OffchainOracle', function () {
const rateReverse = await offchainOracle.getRateWithCustomConnectors(tokens.wstETH, tokens.WETH, true, [], thresholdFilter);
assertRoughlyEqualValues(rateForward * rateReverse / BigInt(1e18), BigInt(1e18), 5e-18);
});

it.skip('measure gas of current implementation', async function () {
// NOTE: This test is skipped because it is too slow. Change hardhat config `mocha > timeout > 360000` to run it.
const gasEstimator = await deployContract('GasEstimator');

const offchainOracleDeployment = JSON.parse(fs.readFileSync('deployments/mainnet/OffchainOracle.json', 'utf8'));
const offchainOracle = await ethers.getContractAt('OffchainOracle', offchainOracleDeployment.address);

// Uncomment and edit it to test with replaced oracles
// const [,account] = await ethers.getSigners();
// const ownerAddress = offchainOracleDeployment.args[5];
// const curveOracle = await deployContract('CurveOracle', [Curve.provider, Curve.maxPools]);
// await account.sendTransaction({ to: ownerAddress, value: ether('100') });
// const owner = await ethers.getImpersonatedSigner(ownerAddress);
// const curveOracleDeployment = JSON.parse(fs.readFileSync(`deployments/mainnet/CurveOracle.json`, 'utf8'));
// await offchainOracle.connect(owner).removeOracle(curveOracleDeployment.address, '0');
// await offchainOracle.connect(owner).addOracle(curveOracle, '0');

const getRateToEthResult = await gasEstimator.gasCost(
await offchainOracle.getAddress(),
offchainOracle.interface.encodeFunctionData('getRateToEthWithThreshold', [tokens.DAI, true, thresholdFilter]),
);
console.log(`OffchainOracle getRateToEthWithThreshold(DAI,true,${thresholdFilter}): ${getRateToEthResult.gasUsed}`);
expect(getRateToEthResult.success).to.eq(true);

const getRateResult = await gasEstimator.gasCost(
await offchainOracle.getAddress(),
offchainOracle.interface.encodeFunctionData('getRateWithThreshold', [tokens.USDC, tokens.USDe, true, thresholdFilter]),
);
console.log(`OffchainOracle getRateWithThreshold(USDC,USDe,true,${thresholdFilter}): ${getRateResult.gasUsed}`);
expect(getRateResult.success).to.eq(true);
});
});
});
25 changes: 1 addition & 24 deletions test/helpers.js
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Expand Up @@ -82,19 +82,6 @@ const contracts = {
chaiPot: '0x197E90f9FAD81970bA7976f33CbD77088E5D7cf7',
};

const CurveRegistryType = {
MAIN_REGISTRY: 0,
METAPOOL_FACTORY: 1,
CRYPTOSWAP_REGISTRY: 2,
CRYPTOPOOL_FACTORY: 3,
METAREGISTRY: 4,
CRVUSD_PLAIN_POOLS: 5,
CURVE_TRICRYPTO_FACTORY: 6,
STABLESWAP_FACTORY: 7,
L2_FACTORY: 8,
CRYPTO_FACTORY: 9,
};

const deployParams = {
AaveWrapperV2: {
lendingPool: '0x7d2768dE32b0b80b7a3454c06BdAc94A69DDc7A9',
Expand Down Expand Up @@ -129,18 +116,8 @@ const deployParams = {
initcodeHash: '0x96e8ac4277198ff8b6f785478aa9a39f403cb768dd02cbee326c3e7da348845f',
},
Curve: {
provider: '0x0000000022D53366457F9d5E68Ec105046FC4383',
provider: '0x5ffe7FB82894076ECB99A30D6A32e969e6e35E98',
maxPools: 100,
registryIds: [0, 3, 5, 6, 7, 8, 11],
registryTypes: [
CurveRegistryType.MAIN_REGISTRY,
CurveRegistryType.METAPOOL_FACTORY,
CurveRegistryType.CRYPTOSWAP_REGISTRY,
CurveRegistryType.CRYPTOPOOL_FACTORY,
CurveRegistryType.METAREGISTRY,
CurveRegistryType.CRVUSD_PLAIN_POOLS,
CurveRegistryType.CURVE_TRICRYPTO_FACTORY,
],
},
Dodo: {
dodoZoo: '0x3A97247DF274a17C59A3bd12735ea3FcDFb49950',
Expand Down
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