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Add divergence check and max slippage #105

Merged
merged 22 commits into from
Jul 28, 2021
Merged

Add divergence check and max slippage #105

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3e2f232
Add divergence check on SwapsExternal
anon-xxs Jan 15, 2021
04d9f21
Add max slippage
anon-xxs Jan 18, 2021
fdc7d22
Add minReturn
anon-xxs Feb 12, 2021
4430643
Fix a minor bug
anon-xxs Feb 12, 2021
da42111
Update and optimize
anon-xxs Apr 19, 2021
b1922a9
Fix some minor issues and keep updated with main branch
anon-xxs Apr 19, 2021
b236333
Update PriceFeeds.sol
anon-xxs Apr 28, 2021
9d2a1ec
Update the test script for swap
anon-xxs Apr 30, 2021
44e9705
merge and fix conflict with the latest development branch
cwsnt May 5, 2021
9542a2d
Merge with latest development branch
cwsnt May 25, 2021
bc4760a
Add test cases for swapExternal & checkPriceDivergence with minReturn
cwsnt Jun 19, 2021
3a4687a
Prettier & lint
cwsnt Jun 19, 2021
4cffb55
SwapsExternal Test
smbsp Jun 25, 2021
58fe4d8
Auto format
smbsp Jun 25, 2021
b158ee8
merge with latest development branch & fix conflict
cwsnt Jun 28, 2021
9350f44
Format prettier
cwsnt Jun 29, 2021
9983437
Removed an unused param receiverAddress
smbsp Jun 30, 2021
33420a5
fix contract size too large issue
cwsnt Jun 30, 2021
7d36ca6
change LoanTokenLogicStandard contract address on testnet
cwsnt Jul 1, 2021
fed2096
Testnet - Redeploying SwapsUser
smbsp Jul 2, 2021
0368996
Reverting incorrect script
smbsp Jul 19, 2021
d309686
Revert back the receiver address for swaps external
cwsnt Jul 20, 2021
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393 changes: 241 additions & 152 deletions contracts/connectors/loantoken/LoanTokenLogicStandard.sol
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13 changes: 7 additions & 6 deletions contracts/feeds/PriceFeeds.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -120,6 +120,7 @@ contract PriceFeeds is Constants, Ownable {
if (globalPricingPaused) {
return 0;
}

(uint256 rate, uint256 precision) = _queryRate(sourceToken, destToken);

destAmount = sourceAmount.mul(rate).div(precision);
Expand Down Expand Up @@ -155,11 +156,9 @@ contract PriceFeeds is Constants, Ownable {

sourceToDestSwapRate = destAmount.mul(precision).div(sourceAmount);

uint256 spreadValue = sourceToDestSwapRate > rate ? sourceToDestSwapRate - rate : rate - sourceToDestSwapRate;

if (spreadValue != 0) {
if (rate > sourceToDestSwapRate) {
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Why is the case where rate < sourceToDestSwapRate is not considered anymore?

uint256 spreadValue = rate - sourceToDestSwapRate;
spreadValue = spreadValue.mul(10**20).div(sourceToDestSwapRate);

require(spreadValue <= maxSlippage, "price disagreement");
}
}
Expand Down Expand Up @@ -353,9 +352,11 @@ contract PriceFeeds is Constants, Ownable {
* @param isPaused The new status of pause (true/false).
* */
function setGlobalPricingPaused(bool isPaused) external onlyOwner {
globalPricingPaused = isPaused;
if (globalPricingPaused != isPaused) {
globalPricingPaused = isPaused;

emit GlobalPricingPaused(msg.sender, isPaused);
emit GlobalPricingPaused(msg.sender, isPaused);
}
}

/*
Expand Down
13 changes: 13 additions & 0 deletions contracts/modules/SwapsExternal.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -40,6 +40,7 @@ contract SwapsExternal is VaultController, SwapsUser {
function initialize(address target) external onlyOwner {
_setTarget(this.swapExternal.selector, target);
_setTarget(this.getSwapExpectedReturn.selector, target);
_setTarget(this.checkPriceDivergence.selector, target);
}

/**
Expand All @@ -66,9 +67,11 @@ contract SwapsExternal is VaultController, SwapsUser {
address returnToSender,
uint256 sourceTokenAmount,
uint256 requiredDestTokenAmount,
uint256 minReturn,
bytes memory swapData
) public payable nonReentrant returns (uint256 destTokenAmountReceived, uint256 sourceTokenAmountUsed) {
require(sourceTokenAmount != 0, "sourceTokenAmount == 0");
checkPriceDivergence(sourceToken, destToken, sourceTokenAmount, minReturn);

/// @dev Get payed value, be it rBTC or tokenized.
if (msg.value != 0) {
Expand Down Expand Up @@ -138,4 +141,14 @@ contract SwapsExternal is VaultController, SwapsUser {
) external view returns (uint256) {
return _swapsExpectedReturn(sourceToken, destToken, sourceTokenAmount);
}

function checkPriceDivergence(
address sourceToken,
address destToken,
uint256 sourceTokenAmount,
uint256 minReturn
) public view {
uint256 destTokenAmount = _swapsExpectedReturn(sourceToken, destToken, sourceTokenAmount);
require(destTokenAmount >= minReturn, "destTokenAmountReceived too low");
}
}
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