poke once a day, use struct, more changes #4
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@@ -17,29 +17,39 @@ | |||||
| pragma solidity ^0.8.16; | ||||||
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| interface PipLike { | ||||||
| function read() external view returns (uint128); // TODO: shouldn't this (and our function) return bytes32? https://github.com/makerdao/osm/blob/e36c874b4e14fba860e48c0cf99cd600c0c59efa/src/osm.sol#L150C49-L150C56 | ||||||
| function peek() external view returns (uint128, bool); // TODO: shouldn't this (and our function) return (bytes32, bool)? https://github.com/makerdao/osm/blob/e36c874b4e14fba860e48c0cf99cd600c0c59efa/src/osm.sol#L142 | ||||||
| } | ||||||
| // TODO: should we implement peep as well? (even if a dummy implementation) Scribe does - https://github.com/chronicleprotocol/scribe/blob/41f25a8a40f1a1d2ef62d6a073f98a3c57d23579/src/Scribe.sol#L276. | ||||||
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| contract StickyOracle { | ||||||
| mapping (address => uint256) public wards; | ||||||
| mapping (address => uint256) public buds; // whitelisted feed readers | ||||||
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| mapping (uint256 => Accumulator) accumulators; // daily sticky oracle price accumulators | ||||||
| uint128 cap; // max allowed price | ||||||
| uint128 pokePrice; // last price at which poke() was called | ||||||
| uint256 pokeDay; // last day at which poke() was called | ||||||
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| uint96 public slope = uint96(RAY); // maximum allowable price growth factor from the average value of a TWAP window (in RAY such that slope = (1 + {max growth rate}) * RAY) | ||||||
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There was a problem hiding this comment. What I was trying to say here is that, given that the TWAP is an unbiased smoothed estimate of the price at the time in the middle of the TWAP window, the
Suggested change
There was a problem hiding this comment. Ahh ok got it. Although I think it is easier to describe it as the multiplier of the TWAP. |
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| uint8 public lo; // how many days ago should the TWAP window start (exclusive), should be more than hi | ||||||
| uint8 public hi; // how many days ago should the TWAP window end (inclusive), should be less than lo and more than 0 | ||||||
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| PipLike public immutable pip; | ||||||
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| struct Accumulator { | ||||||
| uint256 val; | ||||||
| uint32 ts; | ||||||
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There was a problem hiding this comment. I'm not sure tracking the exact poke ts is worth the added poke cost (vs just using the eod ts). Generally if we expect the window to be much larger than 1 day (e.g. 30 days) the gain in precision is likely to be negligible (I did some quick approximation math to convince myself of it but might be good to test with actual values). There was a problem hiding this comment. Well the poke is only done once a day, so even if it's a matter of a few storage operations (probably less) I think it's negligible. There was a problem hiding this comment. Ok, though note that in the Uniswap example the timestamp is necessary as the accumulators are not indexed by days. That said I don't mind storing the ts here given the frequency of |
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| } | ||||||
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| event Rely(address indexed usr); | ||||||
| event Deny(address indexed usr); | ||||||
| event Kiss(address indexed usr); | ||||||
| event Diss(address indexed usr); | ||||||
| event File(bytes32 indexed what, uint256 data); | ||||||
| event Init(uint256 days_, uint128 pokePrice_); | ||||||
| event Void(); | ||||||
| event Poke(uint256 indexed day, uint128 cap, uint128 pokePrice_); | ||||||
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| constructor(address _pip) { | ||||||
| pip = PipLike(_pip); | ||||||
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@@ -77,77 +87,82 @@ contract StickyOracle { | |||||
| return a < b ? a : b; | ||||||
| } | ||||||
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| function _calcCap() internal view returns (uint128 cap_) { | ||||||
| uint256 today = block.timestamp / 1 days; | ||||||
| (uint96 slope_, uint8 lo_, uint8 hi_) = (slope, lo, hi); | ||||||
| require(hi_ > 0 && lo_ > hi_, "StickyOracle/invalid-window"); | ||||||
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| Accumulator memory acc_lo = accumulators[today - lo_]; | ||||||
| Accumulator memory acc_hi = accumulators[today - hi_]; | ||||||
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| return (acc_lo.val > 0 && acc_hi.val > 0) ? | ||||||
| uint128((acc_hi.val - acc_lo.val) * slope_ / (RAY * (acc_hi.ts - acc_lo.ts))) : | ||||||
| 0; | ||||||
| } | ||||||
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| // days_ is the number of daily samples to initialize on top of the current one | ||||||
| // days_ == N will fill up a window corresponding to [lo == N, hi == 1] along with the current day | ||||||
| // days_ should be selected carefully as too many iterations can cause the transaction to run out of gas | ||||||
| // if the initiated timespan is shorter than the [lo, hi] window the initial cap will just be used for longer | ||||||
| function init(uint256 days_) external auth returns(bool) { | ||||||
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| require(cap == 0, "StickyOracle/already-init"); | ||||||
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| (uint128 pokePrice_, bool has) = pip.peek(); // non-reverting to support calling from a spell | ||||||
| if (!has) return false; | ||||||
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| pokePrice = cap = pokePrice_; | ||||||
| uint256 pokeDay_ = pokeDay = block.timestamp / 1 days; | ||||||
| uint256 accumulatedVal = 0; | ||||||
| uint32 accumulatedTs = uint32(block.timestamp - days_ * 1 days); | ||||||
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| for (uint256 day = pokeDay_ - days_; day <= pokeDay_;) { | ||||||
| accumulators[day].val = accumulatedVal; | ||||||
| accumulators[day].ts = accumulatedTs; | ||||||
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| accumulatedVal += pokePrice_ * 1 days; | ||||||
| accumulatedTs += 1 days; | ||||||
| unchecked { ++day; } | ||||||
| } | ||||||
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| emit Init(days_, pokePrice_); | ||||||
| return true; | ||||||
| } | ||||||
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| function void() external auth { | ||||||
| cap = 0; | ||||||
| emit Void(); | ||||||
| } | ||||||
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| function poke() external { | ||||||
| uint256 today = block.timestamp / 1 days; | ||||||
| require(accumulators[today].val == 0, "StickyOracle/already-poked-today"); | ||||||
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| // calculate new cap if possible, otherwise use the current one | ||||||
| uint128 cap_ = cap; | ||||||
| require(cap_ > 0, "StickyOracle/cap-not-set"); | ||||||
| uint128 newCap = _calcCap(); | ||||||
| if (newCap > 0) cap = cap_ = newCap; | ||||||
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| // update accumulator | ||||||
| accumulators[today].val = accumulators[pokeDay].val + pokePrice * (block.timestamp - accumulators[pokeDay].ts); | ||||||
| accumulators[today].ts = uint32(block.timestamp); | ||||||
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| // store for next accumulator calc | ||||||
| uint128 pokePrice_ = pokePrice = _min(pip.read(), cap_); | ||||||
| pokeDay = today; | ||||||
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| emit Poke(today, cap, pokePrice_); | ||||||
| } | ||||||
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| function read() external view toll returns (uint128) { | ||||||
| uint128 cap_ = cap; | ||||||
| require(cap_ > 0, "StickyOracle/cap-not-set"); | ||||||
| return _min(pip.read(), cap_); | ||||||
| } | ||||||
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| function peek() external view toll returns (uint128, bool) { | ||||||
| uint128 cap_ = cap; | ||||||
| (uint128 cur, bool has) = pip.peek(); | ||||||
| return (_min(cur, cap_), has && cap_ > 0); | ||||||
| } | ||||||
| } | ||||||
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The main reason for using a
uint128type was to be able to packvalandagein the same slot (and avoid an explicit cast for a value which under the hood is anyway auint128in the pip/osm). But since these variables have been removed, feel free to use a bytes32 (like in the osm) or a uint256 (like in the pip).