Trigger Simplification for Manager Consumption

contracts/managers/lib/Oscillator.sol

@@ -0,0 +1,52 @@
+/*
+    Copyright 2019 Set Labs Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+*/
+
+pragma solidity 0.5.7;
+pragma experimental "ABIEncoderV2";
+
+
+/**
+ * @title Oscillator
+ * @author Set Protocol
+ *
+ * Library of utility functions to deal with oscillator-related functionality.
+ */
+library Oscillator {
+
+    enum State { UPPER, LOWER, NEUTRAL }
+
+    // Oscillator bounds typically between 0 and 100
+    struct Bounds {
+        uint256 lower;
+        uint256 upper;
+    }
+
+    /*
+     * Returns upper of value is greater or equal to upper bound.
+     * Returns lower if lower than lower bound, and neutral if in between.
+     */
+    function getState(
+        Bounds storage _bounds,
+        uint256 _value
+    )
+        internal
+        view
+        returns(State)
+    {
+        return _value >= _bounds.upper ? State.UPPER : 
+            _value < _bounds.lower ? State.LOWER : State.NEUTRAL;
+    }
+}

contracts/managers/triggers/ITrigger.sol

@@ -24,48 +24,13 @@ pragma experimental "ABIEncoderV2";
  * Interface for interacting with PriceTrigger contracts
  */
 interface ITrigger {
-
-    event TriggerFlipped(
-        bool _flipTo,
-        uint256 _triggerFlippedIndex,
-        uint256 _timestamp
-    );
-
     /*
      * Returns bool indicating whether the current market conditions are bullish.
      *
-     * @return             The percentage of base asset to be allocated to
+     * @return             Boolean whether condition is bullish
      */
     function isBullish()
         external
         view
         returns (bool);
-
-    /*
-     * For triggers that require confirmation, start the confirmation period.
-     */
-    function initialTrigger()
-        external;
-
-    /*
-     * Confirm the signal.
-     */
-    function confirmTrigger()
-        external;
-
-    /*
-     * Check if initialTrigger can be successfully called.
-     */
-    function canInitialTrigger()
-        external
-        view
-        returns (bool);
-
-    /*
-     * Check if confirmTrigger can be successfully called.
-     */
-    function canConfirmTrigger()
-        external
-        view
-        returns (bool);
 }

contracts/managers/triggers/MovingAverageCrossoverTrigger.sol

@@ -0,0 +1,75 @@
+/*
+    Copyright 2019 Set Labs Inc.
+
+    Licensed under the Apache License, Version 2.0 (the "License");
+    you may not use this file except in compliance with the License.
+    You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+    Unless required by applicable law or agreed to in writing, software
+    distributed under the License is distributed on an "AS IS" BASIS,
+    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+    See the License for the specific language governing permissions and
+    limitations under the License.
+*/
+
+pragma solidity 0.5.7;
+pragma experimental "ABIEncoderV2";
+
+import { SafeMath } from "openzeppelin-solidity/contracts/math/SafeMath.sol";
+
+import { ITrigger } from "./ITrigger.sol";
+import { IOracle } from "../../meta-oracles/interfaces/IOracle.sol";
+import { IMetaOracleV2 } from "../../meta-oracles/interfaces/IMetaOracleV2.sol";
+
+
+/**
+ * @title MovingAverageCrossoverTrigger
+ * @author Set Protocol
+ *
+ * Implementing the ITrigger interface, this contract is queried by a
+ * RebalancingSetToken Manager to determine if the market is in a bullish 
+ * state by checking if the the trading pair price is above or below a moving average.
+ */
+contract MovingAverageCrossoverTrigger is
+    ITrigger
+{
+    using SafeMath for uint256;
+
+    /* ============ State Variables ============ */
+    IMetaOracleV2 public movingAveragePriceFeedInstance;
+    IOracle public assetPairOracleInstance;
+    uint256 public movingAverageDays;
+
+    /*
+     * MovingAverageCrossoverTrigger constructor.
+     *
+     * @param  _movingAveragePriceFeedInstance      The address of MA price feed
+     * @param  _assetPairOracleInstance             The address of risk asset oracle
+     * @param  _movingAverageDays                   The amount of days to use in moving average calculation
+     */
+    constructor(
+        IMetaOracleV2 _movingAveragePriceFeedInstance,
+        IOracle _assetPairOracleInstance,
+        uint256 _movingAverageDays
+    )
+        public
+    {
+        movingAveragePriceFeedInstance = _movingAveragePriceFeedInstance;
+        assetPairOracleInstance = _assetPairOracleInstance;
+        movingAverageDays = _movingAverageDays;
+    }
+
+    /* ============ External ============ */
+
+    /*
+     * If asset pair price greater than moving average return true, else return false
+     */
+    function isBullish() external view returns (bool) {
+        uint256 movingAverage = movingAveragePriceFeedInstance.read(movingAverageDays);
+        uint256 assetPairPrice = assetPairOracleInstance.read();
+
+        return assetPairPrice > movingAverage;  
+    }
+}