Frax Convex Strategy with locked Frax Staked Convex LP tokens #1917
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| // SPDX-License-Identifier: MIT | ||
| pragma solidity ^0.8.0; | ||
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| interface IFraxConvexLocking { | ||
| /* ========== EVENTS ========== */ | ||
| event LockedAdditional( | ||
| address indexed user, | ||
| bytes32 kek_id, | ||
| uint256 amount | ||
| ); | ||
| event LockedLonger( | ||
| address indexed user, | ||
| bytes32 kek_id, | ||
| uint256 new_secs, | ||
| uint256 new_start_ts, | ||
| uint256 new_end_ts | ||
| ); | ||
| event StakeLocked( | ||
| address indexed user, | ||
| uint256 amount, | ||
| uint256 secs, | ||
| bytes32 kek_id, | ||
| address source_address | ||
| ); | ||
| event WithdrawLocked( | ||
| address indexed user, | ||
| uint256 liquidity, | ||
| bytes32 kek_id, | ||
| address destination_address | ||
| ); | ||
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| // Struct for the stake | ||
| struct LockedStake { | ||
| bytes32 kek_id; | ||
| uint256 start_timestamp; | ||
| uint256 liquidity; | ||
| uint256 ending_timestamp; | ||
| uint256 lock_multiplier; // 6 decimals of precision. 1x = 1000000 | ||
| } | ||
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| function curvePool() external view returns (address); | ||
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| function curveToken() external view returns (address); | ||
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| function earned(address account) | ||
| external | ||
| view | ||
| returns (uint256[] memory new_earned); | ||
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| function getAllRewardTokens() external view returns (address[] memory); | ||
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| function getReward(address destination_address) | ||
| external | ||
| returns (uint256[] memory); | ||
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| function getReward2(address destination_address, bool claim_extra_too) | ||
| external | ||
| returns (uint256[] memory); | ||
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| function getRewardForDuration() | ||
| external | ||
| view | ||
| returns (uint256[] memory rewards_per_duration_arr); | ||
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| function lastRewardClaimTime(address) external view returns (uint256); | ||
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| function lastUpdateTime() external view returns (uint256); | ||
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| function lockAdditional(bytes32 kek_id, uint256 addl_liq) external; | ||
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| function lockLonger(bytes32 kek_id, uint256 new_ending_ts) external; | ||
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| function lockMultiplier(uint256 secs) external view returns (uint256); | ||
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| function lockedLiquidityOf(address account) external view returns (uint256); | ||
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| function lockedStakes(address, uint256) | ||
| external | ||
| view | ||
| returns ( | ||
| bytes32 kek_id, | ||
| uint256 start_timestamp, | ||
| uint256 liquidity, | ||
| uint256 ending_timestamp, | ||
| uint256 lock_multiplier | ||
| ); | ||
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| function lockedStakesOf(address account) | ||
| external | ||
| view | ||
| returns (LockedStake[] memory); | ||
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| function lockedStakesOfLength(address account) | ||
| external | ||
| view | ||
| returns (uint256); | ||
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| function stakeLocked(uint256 liquidity, uint256 secs) | ||
| external | ||
| returns (bytes32); | ||
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| function withdrawLocked( | ||
| bytes32 kek_id, | ||
| address destination_address, | ||
| bool claim_rewards | ||
| ) external returns (uint256); | ||
| } |
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| // SPDX-License-Identifier: MIT | ||
| pragma solidity ^0.8.0; | ||
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| import { IERC20 } from "@openzeppelin/contracts/token/ERC20/IERC20.sol"; | ||
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| interface IFraxConvexStaking is IERC20 { | ||
| event Deposited( | ||
| address indexed _user, | ||
| address indexed _account, | ||
| uint256 _amount, | ||
| bool _wrapped | ||
| ); | ||
| event Withdrawn(address indexed _user, uint256 _amount, bool _unwrapped); | ||
| event RewardInvalidated(address _rewardToken); | ||
| event RewardRedirected(address indexed _account, address _forward); | ||
| event RewardAdded(address _token); | ||
| event Shutdown(); | ||
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| struct EarnedData { | ||
| address token; | ||
| uint256 amount; | ||
| } | ||
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| function collateralVault() external view returns (address); | ||
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| function convexBooster() external view returns (address); | ||
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| function convexPool() external view returns (address); | ||
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| function convexPoolId() external view returns (uint256); | ||
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| function convexToken() external view returns (address); | ||
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| function curveToken() external view returns (address); | ||
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| function deposit(uint256 _amount, address _to) external; | ||
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| function earned(address _account) | ||
| external | ||
| returns (EarnedData[] memory claimable); | ||
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| function getReward(address _account, address _forwardTo) external; | ||
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| function getReward(address _account) external; | ||
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| function isShutdown() external view returns (bool); | ||
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| function rewardLength() external view returns (uint256); | ||
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| function rewardRedirect(address) external view returns (address); | ||
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| function rewards(uint256) | ||
| external | ||
| view | ||
| returns ( | ||
| address reward_token, | ||
| address reward_pool, | ||
| uint256 reward_integral, | ||
| uint256 reward_remaining | ||
| ); | ||
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| function stake(uint256 _amount, address _to) external; | ||
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| function totalBalanceOf(address _account) external view returns (uint256); | ||
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| function withdraw(uint256 _amount) external; | ||
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| function withdrawAndUnwrap(uint256 _amount) external; | ||
| } |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,139 @@ | ||
| // SPDX-License-Identifier: MIT | ||
| pragma solidity ^0.8.0; | ||
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| import { AggregatorV3Interface } from "../interfaces/chainlink/AggregatorV3Interface.sol"; | ||
| import { StableMath } from "../utils/StableMath.sol"; | ||
| import "@openzeppelin/contracts/utils/math/Math.sol"; | ||
| import { SafeCast } from "@openzeppelin/contracts/utils/math/SafeCast.sol"; | ||
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| /** | ||
| * @notice Price feed when the feed of 2 oracle prices need combining to achieve desired result. | ||
| * | ||
| * @dev multiplying oracle pair prices has combining properties. E.g. price FXS/USD multiplied by | ||
| * USD/ETH results effectively in FXS/ETH price. Since oracle prices express asset on the left priced | ||
| * by the asset on the right, we sometimes need to reverse prices in order to achieve desired results. | ||
| * ETH/USD reversed is USD/ETH. | ||
| * | ||
| * In our first usage of this contract we required FXS/ETH price. It can be derived using FXS/USD and | ||
| * ETH/USD prices. Since we need the latter reversed to get the desired result we configure the contract | ||
| * by using FXS/USD as feed 0 and USD/ETH (reversed from ETH/USD) as feed 1. | ||
| * | ||
| * IMPORTANT: It is important to consider that combining 2 Oracle price feeds increases their | ||
| * error rate using addition. Meaning if feed 0 has error rate of X and feed 1 error rate of Y | ||
| * the resulting error rate is X + Y. E.g. | ||
| * - FXS/ETH combines FXS/USD (possible deviation 2%), ETH/USD (possible deviation 0.5%) resulting in | ||
| * FXS/USD having possible deviation of 2.5% | ||
| */ | ||
| contract PriceFeedPair is AggregatorV3Interface { | ||
| using SafeCast for uint256; | ||
| using SafeCast for int256; | ||
| using StableMath for uint256; | ||
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| // Fields to make it compatible with `AggregatorV3Interface` | ||
| uint8 public constant override decimals = 18; | ||
| string public constant override description = ""; | ||
| uint256 public constant override version = 1; | ||
| address public immutable addressFeed0; | ||
| address public immutable addressFeed1; | ||
| bool public immutable reverseFeed0; | ||
| bool public immutable reverseFeed1; | ||
| uint8 internal immutable decimalsFeed0; | ||
| uint8 internal immutable decimalsFeed1; | ||
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| error PriceFeedAddressError(address _address); | ||
| error PriceFeedsMatchError(); | ||
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| constructor( | ||
| address _addressFeed0, | ||
| address _addressFeed1, | ||
| bool _reverseFeed0, | ||
| bool _reverseFeed1 | ||
| ) { | ||
| if (_addressFeed0 == address(0)) { | ||
| revert PriceFeedAddressError(_addressFeed0); | ||
| } | ||
| if (_addressFeed1 == address(0)) { | ||
| revert PriceFeedAddressError(_addressFeed1); | ||
| } | ||
| if (_addressFeed0 == _addressFeed1) { | ||
| revert PriceFeedsMatchError(); | ||
| } | ||
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| decimalsFeed0 = AggregatorV3Interface(_addressFeed0).decimals(); | ||
| decimalsFeed1 = AggregatorV3Interface(_addressFeed1).decimals(); | ||
| addressFeed0 = _addressFeed0; | ||
| addressFeed1 = _addressFeed1; | ||
| reverseFeed0 = _reverseFeed0; | ||
| reverseFeed1 = _reverseFeed1; | ||
| } | ||
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| function _calculatePrice(int256 priceFeed0, int256 priceFeed1) | ||
| internal | ||
| view | ||
| returns (int256) | ||
| { | ||
| uint256 price0 = priceFeed0.toUint256().scaleBy(18, decimalsFeed0); | ||
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| if (reverseFeed0) { | ||
| price0 = uint256(1e18).divPrecisely(price0); | ||
| } | ||
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| uint256 price1 = priceFeed1.toUint256().scaleBy(18, decimalsFeed1); | ||
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| if (reverseFeed1) { | ||
| price1 = uint256(1e18).divPrecisely(price1); | ||
| } | ||
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| return price0.mulTruncate(price1).toInt256(); | ||
| } | ||
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| /** | ||
| * @notice This function exists to make the contract compatible | ||
| * with AggregatorV3Interface (which OETHOracleRouter uses to | ||
| * get the price). | ||
| **/ | ||
| function latestRoundData() | ||
| external | ||
| view | ||
| override | ||
| returns ( | ||
| uint80, | ||
| int256 price, | ||
| uint256, | ||
| uint256 updatedAt, | ||
| uint80 | ||
| ) | ||
| { | ||
| // slither-disable-next-line unused-return | ||
| (, int256 _price0, , uint256 updatedAt0, ) = AggregatorV3Interface( | ||
| addressFeed0 | ||
| ).latestRoundData(); | ||
| // slither-disable-next-line unused-return | ||
| (, int256 _price1, , uint256 updatedAt1, ) = AggregatorV3Interface( | ||
| addressFeed1 | ||
| ).latestRoundData(); | ||
| updatedAt = Math.min(updatedAt0, updatedAt1); | ||
| price = _calculatePrice(_price0, _price1); | ||
| } | ||
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| /** | ||
| * @notice This function exists to make the contract compatible | ||
| * with AggregatorV3Interface. The two oracles don't have rounds | ||
| * in sync and for that reason we can not query arbitrary oracle | ||
| * round and combine it. | ||
| **/ | ||
| function getRoundData(uint80) | ||
| external | ||
| pure | ||
| override | ||
| returns ( | ||
| uint80, | ||
| int256 price, | ||
| uint256, | ||
| uint256 updatedAt, | ||
| uint80 | ||
| ) | ||
| { | ||
| revert("No data present"); | ||
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| } | ||
| } | ||
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@sparrowDom @naddison36 Thinking about this, one potential concern I have is that
latestRoundof one feed can be way off from the other feed. Would it make sense to compare theupdatedAtvalues and make sure both the updates aren't too far off?Like if FXS<>USD was last updated 24h ago and ETH<>USD 1h ago, I don't think it'd be very reliable to use this price. Especially if there was too much of market movement/price action in the past 24h. More so, since this is a generic contract
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Another way to do this for FXS<>ETH pair would be just use Uniswap V3's TWAP (by doing something similar to what we do on AuraPriceFeed): https://blog.uniswap.org/uniswap-v3-oracles
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We've discussed this on discord and figured out that the errors of multiple oracle price feeds stack. E.g. 2% error and 0.5% error price feeds result in 2.5% error price feed. We are OK keeping it like that for now, but still important to consider.