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This commit is contained in:
Noah Zinsmeister
2019-11-06 17:23:03 -05:00
parent 8cb70d07b2
commit 710adc3254
15 changed files with 399 additions and 315 deletions
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132
contracts/test/Oracle.sol
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@ -2,10 +2,12 @@ pragma solidity 0.5.12;
import "../interfaces/IUniswapV2.sol";
import "../libraries/Math.sol";
import "../libraries/SafeMath256.sol";
contract Oracle {
using Math for uint256;
using SafeMath256 for uint256;
enum OracleStates { NeedsInitialization, NeedsActivation, Active }
struct TokenData {
uint128 token0;
@ -13,79 +15,105 @@ contract Oracle {
}
struct TimeData {
uint64 blockNumber;
uint64 blockTimestamp;
uint128 blockNumber;
uint128 blockTimestamp;
}
address public exchange;
bool public initialized;
uint64 constant period = 1 days;
uint128 constant period = 1 days;
OracleStates private state = OracleStates.NeedsInitialization;
TokenData private reservesCumulative;
TimeData private lastUpdate;
TokenData private currentPrice;
constructor(address _exchange) public {
exchange = _exchange;
}
function _updateCurrentPrice(TokenData memory averages, uint64 timeElapsed) private {
TokenData memory nextPrice;
if (timeElapsed >= period || (currentPrice.token0 == 0 && currentPrice.token1 == 0)) {
nextPrice = averages;
} else {
nextPrice = TokenData({
token0: (currentPrice.token0 * (period - timeElapsed) + averages.token0 * timeElapsed) / period,
token1: (currentPrice.token1 * (period - timeElapsed) + averages.token1 * timeElapsed) / period
});
}
currentPrice = nextPrice;
function getReservesCumulative() private view returns (TokenData memory) {
IUniswapV2 uniswapV2 = IUniswapV2(exchange);
(uint128 reservesCumulativeToken0, uint128 reservesCumulativeToken1,,) = uniswapV2.getReservesCumulativeAndOverflows();
return TokenData({
token0: reservesCumulativeToken0,
token1: reservesCumulativeToken1
});
}
function getTimeData() private view returns (TimeData memory) {
return TimeData({
blockNumber: block.number.downcast128(),
blockTimestamp: block.timestamp.downcast128()
});
}
function initialize() external {
require(!initialized, "Oracle: ALREADY_INITIALIZED");
require(state == OracleStates.NeedsInitialization, "Oracle: DOES_NOT_NEED_INITIALIZATION");
IUniswapV2 uniswapV2 = IUniswapV2(exchange);
(uint128 reserveCumulativeToken0, uint128 reserveCumulativeToken1) = uniswapV2.getReservesCumulative();
reservesCumulative = getReservesCumulative();
lastUpdate = getTimeData();
reservesCumulative.token0 = reserveCumulativeToken0;
reservesCumulative.token1 = reserveCumulativeToken1;
lastUpdate.blockNumber = block.number.downcastTo64();
lastUpdate.blockTimestamp = block.timestamp.downcastTo64();
initialized = true;
state = OracleStates.NeedsActivation;
}
function updateCurrentPrice() external {
require(initialized, "Oracle: UNINITIALIZED");
function activate() external {
require(state == OracleStates.NeedsActivation, "Oracle: DOES_NOT_NEED_ACTIVATION");
uint64 blockNumber = block.number.downcastTo64();
// if we haven't updated this block yet...
if (blockNumber > lastUpdate.blockNumber) {
IUniswapV2 uniswapV2 = IUniswapV2(exchange);
(uint128 reserveCumulativeToken0, uint128 reserveCumulativeToken1) = uniswapV2.getReservesCumulative();
// get the current time, ensure it's been >=1 blocks since last update, and record the update
TimeData memory currentTime = getTimeData();
uint128 blocksElapsed = currentTime.blockNumber - lastUpdate.blockNumber;
require(blocksElapsed > 0, "Oracle: INSUFFICIENT_BLOCKS_PASSED");
lastUpdate = currentTime;
uint128 blocksElapsed = blockNumber - lastUpdate.blockNumber;
// get the current cumulative reserves, calculate the deltas, and record the new values
TokenData memory reservesCumulativeNext = getReservesCumulative();
TokenData memory deltas = TokenData({
token0: reservesCumulativeNext.token0 - reservesCumulative.token0,
token1: reservesCumulativeNext.token1 - reservesCumulative.token1
});
reservesCumulative = reservesCumulativeNext;
TokenData memory deltas = TokenData({
token0: reserveCumulativeToken0 - reservesCumulative.token0,
token1: reserveCumulativeToken1 - reservesCumulative.token1
// get the average price over the period and set it to the current price
currentPrice = TokenData({
token0: deltas.token0 / blocksElapsed,
token1: deltas.token1 / blocksElapsed
});
state = OracleStates.Active;
}
function update() external {
require(state == OracleStates.Active, "Oracle: INACTIVE");
// get the current time, ensure it's been >=1 blocks since last update, and record the update
TimeData memory currentTime = getTimeData();
uint128 blocksElapsed = currentTime.blockNumber - lastUpdate.blockNumber;
require(blocksElapsed > 0, "Oracle: INSUFFICIENT_BLOCKS_PASSED");
uint128 timeElapsed = currentTime.blockTimestamp - lastUpdate.blockTimestamp;
lastUpdate = currentTime;
// get the current cumulative reserves, calculate the deltas, and record the new values
TokenData memory reservesCumulativeNext = getReservesCumulative();
TokenData memory deltas = TokenData({
token0: reservesCumulativeNext.token0 - reservesCumulative.token0,
token1: reservesCumulativeNext.token1 - reservesCumulative.token1
});
reservesCumulative = reservesCumulativeNext;
// get the average price over the period
TokenData memory averages = TokenData({
token0: deltas.token0 / blocksElapsed,
token1: deltas.token1 / blocksElapsed
});
// update the current price with this information
if (timeElapsed < period) {
currentPrice = TokenData({
token0: (currentPrice.token0 * (period - timeElapsed) + averages.token0 * timeElapsed) / period,
token1: (currentPrice.token1 * (period - timeElapsed) + averages.token1 * timeElapsed) / period
});
TokenData memory averages = TokenData({
token0: deltas.token0 / blocksElapsed,
token1: deltas.token1 / blocksElapsed
});
uint64 blockTimestamp = block.timestamp.downcastTo64();
uint64 timeElapsed = blockTimestamp - lastUpdate.blockTimestamp;
_updateCurrentPrice(averages, timeElapsed);
reservesCumulative.token0 = reserveCumulativeToken0;
reservesCumulative.token1 = reserveCumulativeToken1;
lastUpdate.blockNumber = blockNumber;
lastUpdate.blockTimestamp = blockTimestamp;
} else {
currentPrice = averages;
}
}