Feat: StakedaoEcrvPricer

SUMMARY.md

@@ -26,4 +26,5 @@
   * pricers
     * [ChainlinkPricer](docs/contracts-documentation/pricers/ChainlinkPricer.md)
     * [CompoundPricer](docs/contracts-documentation/pricers/CompoundPricer.md)
+    * [StakedaoEcrvPricer](docs/contracts-documentation/pricers/StakedaoEcrvPricer.md)
     * [YearnPricer](docs/contracts-documentation/pricers/YearnPricer.md)

contracts/interfaces/ICurve.sol

@@ -0,0 +1,16 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.6.10;
+pragma experimental ABIEncoderV2;
+
+interface ICurve {
+    function add_liquidity(uint256[2] memory amounts, uint256 minAmount) external payable returns (uint256);
+
+    function remove_liquidity_one_coin(
+        uint256 _token_amount,
+        int128 i,
+        uint256 _minAmount
+    ) external returns (uint256);
+
+    function get_virtual_price() external view returns (uint256);
+}

contracts/interfaces/IStakeDao.sol

@@ -0,0 +1,26 @@
+// SPDX-License-Identifier: MIT
+
+import {ERC20Interface} from "./ERC20Interface.sol";
+
+pragma solidity 0.6.10;
+pragma experimental ABIEncoderV2;
+
+interface IStakeDao {
+    function depositAll() external;
+
+    function deposit(uint256 amount) external;
+
+    function withdrawAll() external;
+
+    function withdraw(uint256 _shares) external;
+
+    function token() external returns (ERC20Interface);
+
+    function balanceOf(address account) external view returns (uint256);
+
+    function approve(address spender, uint256 amount) external returns (bool);
+
+    function transfer(address recipient, uint256 amount) external returns (bool);
+
+    function getPricePerFullShare() external view returns (uint256);
+}

contracts/pricers/StakedaoEcrvPricer.sol

@@ -0,0 +1,104 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.6.10;
+
+import {ERC20Interface} from "../interfaces/ERC20Interface.sol";
+import {ICurve} from "../interfaces/ICurve.sol";
+import {IStakeDao} from "../interfaces/IStakeDao.sol";
+import {OracleInterface} from "../interfaces/OracleInterface.sol";
+import {SafeMath} from "../packages/oz/SafeMath.sol";
+
+/**
+ * Error Codes
+ * P1: cannot deploy pricer, lpToken address cannot be 0
+ * P2: cannot deploy pricer, underlying address cannot be 0
+ * P3: cannot deploy pricer, oracle address cannot be 0
+ * P4: cannot deploy pricer, curve address cannot be 0
+ * P5: cannot retrieve price, underlying price is 0
+ * P6: cannot set expiry price in oracle, underlying price is 0 and has not been set
+ * P7: cannot retrieve historical prices, getHistoricalPrice has been deprecated
+ */
+
+/**
+ * @title StakedaoEcrvPricer
+ * @author Opyn Team
+ * @notice A Pricer contract for a Stakedao lpToken
+ */
+contract StakedaoEcrvPricer {
+    using SafeMath for uint256;
+
+    /// @notice curve pool
+    ICurve public curve;
+
+    /// @notice underlying asset for this lpToken
+    ERC20Interface public underlying;
+
+    /// @notice opyn oracle address
+    OracleInterface public oracle;
+
+    /// @notice lpToken that this pricer will a get price for
+    IStakeDao public lpToken;
+
+    /**
+     * @param _lpToken lpToken asset
+     * @param _underlying underlying asset for this lpToken
+     * @param _oracle Opyn Oracle contract address
+     * @param _curve curve pool contract address
+     */
+    constructor(
+        address _lpToken,
+        address _underlying,
+        address _oracle,
+        address _curve
+    ) public {
+        require(_lpToken != address(0), "P1");
+        require(_underlying != address(0), "P2");
+        require(_oracle != address(0), "P3");
+        require(_curve != address(0), "P4");
+
+        lpToken = IStakeDao(_lpToken);
+        underlying = ERC20Interface(_underlying);
+        oracle = OracleInterface(_oracle);
+        curve = ICurve(_curve);
+    }
+
+    /**
+     * @notice get the live price for the asset
+     * @dev overrides the getPrice function in OpynPricerInterface
+     * @return price of 1e8 lpToken in USD, scaled by 1e8
+     */
+    function getPrice() external view returns (uint256) {
+        uint256 underlyingPrice = oracle.getPrice(address(underlying));
+        require(underlyingPrice > 0, "P5");
+        return _underlyingPriceToYtokenPrice(underlyingPrice);
+    }
+
+    /**
+     * @notice set the expiry price in the oracle
+     * @dev requires that the underlying price has been set before setting a lpToken price
+     * @param _expiryTimestamp expiry to set a price for
+     */
+    function setExpiryPriceInOracle(uint256 _expiryTimestamp) external {
+        (uint256 underlyingPriceExpiry, ) = oracle.getExpiryPrice(address(underlying), _expiryTimestamp);
+        require(underlyingPriceExpiry > 0, "P6");
+        uint256 lpTokenPrice = _underlyingPriceToYtokenPrice(underlyingPriceExpiry);
+        oracle.setExpiryPrice(address(lpToken), _expiryTimestamp, lpTokenPrice);
+    }
+
+    /**
+     * @dev convert underlying price to lpToken price with the lpToken to underlying exchange rate
+     * @param _underlyingPrice price of 1 underlying token (ie 1e6 USDC, 1e18 WETH) in USD, scaled by 1e8
+     * @return price of 1e8 lpToken in USD, scaled by 1e8
+     */
+    function _underlyingPriceToYtokenPrice(uint256 _underlyingPrice) private view returns (uint256) {
+        uint256 pricePerShare = lpToken.getPricePerFullShare();
+        uint8 underlyingDecimals = 18;
+        uint256 curvePrice = curve.get_virtual_price();
+
+        return pricePerShare.mul(_underlyingPrice).mul(curvePrice).div(10**uint256(2 * underlyingDecimals));
+    }
+
+    function getHistoricalPrice(uint80) external pure returns (uint256, uint256) {
+        revert("P7");
+    }
+}

docs/contracts-documentation/core/Controller.md

@@ -232,7 +232,7 @@ use donate() instead of direct transfer() to store the balance in assetBalance
 
 allows the partialPauser to toggle the systemPartiallyPaused variable and partially pause or partially unpause the system
 
-can only be called by the pauser
+can only be called by the partialPauser
 
 #### Parameters:
 
@@ -242,7 +242,7 @@ can only be called by the pauser
 
 allows the fullPauser to toggle the systemFullyPaused variable and fully pause or fully unpause the system
 
-can only be called by the pauser
+can only be called by the fullyPauser
 
 #### Parameters:
 

docs/contracts-documentation/interfaces/ICurve.md

@@ -0,0 +1,15 @@
+# `ICurve`
+
+## Functions:
+
+- `add_liquidity(uint256[2] amounts, uint256 minAmount) (external)`
+
+- `remove_liquidity_one_coin(uint256 _token_amount, int128 i, uint256 _minAmount) (external)`
+
+- `get_virtual_price() (external)`
+
+### Function `add_liquidity(uint256[2] amounts, uint256 minAmount) → uint256 external`
+
+### Function `remove_liquidity_one_coin(uint256 _token_amount, int128 i, uint256 _minAmount) → uint256 external`
+
+### Function `get_virtual_price() → uint256 external`

docs/contracts-documentation/interfaces/IStakeDao.md

@@ -0,0 +1,39 @@
+# `IStakeDao`
+
+## Functions:
+
+- `depositAll() (external)`
+
+- `deposit(uint256 amount) (external)`
+
+- `withdrawAll() (external)`
+
+- `withdraw(uint256 _shares) (external)`
+
+- `token() (external)`
+
+- `balanceOf(address account) (external)`
+
+- `approve(address spender, uint256 amount) (external)`
+
+- `transfer(address recipient, uint256 amount) (external)`
+
+- `getPricePerFullShare() (external)`
+
+### Function `depositAll() external`
+
+### Function `deposit(uint256 amount) external`
+
+### Function `withdrawAll() external`
+
+### Function `withdraw(uint256 _shares) external`
+
+### Function `token() → contract ERC20Interface external`
+
+### Function `balanceOf(address account) → uint256 external`
+
+### Function `approve(address spender, uint256 amount) → bool external`
+
+### Function `transfer(address recipient, uint256 amount) → bool external`
+
+### Function `getPricePerFullShare() → uint256 external`

docs/contracts-documentation/pricers/StakedaoEcrvPricer.md

@@ -0,0 +1,47 @@
+# `StakedaoEcrvPricer`
+
+A Pricer contract for a Stakedao lpToken
+
+## Functions:
+
+- `constructor(address _lpToken, address _underlying, address _oracle, address _curve) (public)`
+
+- `getPrice() (external)`
+
+- `setExpiryPriceInOracle(uint256 _expiryTimestamp) (external)`
+
+- `getHistoricalPrice(uint80) (external)`
+
+### Function `constructor(address _lpToken, address _underlying, address _oracle, address _curve) public`
+
+#### Parameters:
+
+- `_lpToken`: lpToken asset
+
+- `_underlying`: underlying asset for this lpToken
+
+- `_oracle`: Opyn Oracle contract address
+
+- `_curve`: curve pool contract address
+
+### Function `getPrice() → uint256 external`
+
+get the live price for the asset
+
+overrides the getPrice function in OpynPricerInterface
+
+#### Return Values:
+
+- price of 1e8 lpToken in USD, scaled by 1e8
+
+### Function `setExpiryPriceInOracle(uint256 _expiryTimestamp) external`
+
+set the expiry price in the oracle
+
+requires that the underlying price has been set before setting a lpToken price
+
+#### Parameters:
+
+- `_expiryTimestamp`: expiry to set a price for
+
+### Function `getHistoricalPrice(uint80) → uint256, uint256 external`