fix order pricing

gmx-io · May 8, 2023 · 3243138 · 3243138
1 parent 5f422e5
commit 3243138
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Showing 16 changed files with 133 additions and 332 deletions.
diff --git a/contracts/error/Errors.sol b/contracts/error/Errors.sol
@@ -109,6 +109,7 @@ library Errors {
     error InvalidOraclePrice(address token);
     error InvalidSignerMinMaxPrice(uint256 minPrice, uint256 maxPrice);
     error InvalidMedianMinMaxPrice(uint256 minPrice, uint256 maxPrice);
+    error DuplicateTokenPrice(address token);
     error NonEmptyTokensWithPrices(uint256 tokensWithPricesLength);
     error EmptyPriceFeed(address token);
     error PriceAlreadySet(address token, uint256 minPrice, uint256 maxPrice);
@@ -121,7 +122,6 @@ library Errors {
 
     // OracleModule errors
     error InvalidPrimaryPricesForSimulation(uint256 primaryTokensLength, uint256 primaryPricesLength);
-    error InvalidSecondaryPricesForSimulation(uint256 secondaryTokensLength, uint256 secondaryPricesLength);
     error EndOfOracleSimulation();
 
     // OracleUtils errors
@@ -131,9 +131,6 @@ library Errors {
     error InvalidSignature(address recoveredSigner, address expectedSigner);
 
     error EmptyPrimaryPrice(address token);
-    error EmptySecondaryPrice(address token);
-    error EmptyLatestPrice(address token);
-    error EmptyCustomPrice(address token);
 
     error OracleBlockNumbersAreNotEqual(uint256[] oracleBlockNumbers, uint256 expectedBlockNumber);
     error OracleBlockNumbersAreSmallerThanRequired(uint256[] oracleBlockNumbers, uint256 expectedBlockNumber);
@@ -146,16 +143,11 @@ library Errors {
     // BaseOrderUtils errors
     error EmptyOrder();
     error UnsupportedOrderType();
-    error InvalidLimitOrderPrices(
-        uint256 primaryPrice,
+    error InvalidOrderPrices(
+        uint256 primaryPriceMin,
+        uint256 primaryPriceMax,
         uint256 triggerPrice,
-        bool shouldValidateSmallerPrimaryPrice
-    );
-    error InvalidStopLossOrderPrices(
-        uint256 primaryPrice,
-        uint256 secondaryPrice,
-        uint256 triggerPrice,
-        bool shouldValidateAscendingPrice
+        uint256 orderType
     );
     error PriceImpactLargerThanOrderSize(int256 priceImpactUsdForPriceAdjustment, uint256 sizeDeltaUsd);
     error OrderNotFulfillableDueToPriceImpact(uint256 price, uint256 acceptablePrice);

diff --git a/contracts/exchange/OrderHandler.sol b/contracts/exchange/OrderHandler.sol
@@ -261,11 +261,9 @@ contract OrderHandler is BaseOrderHandler {
             errorSelector == Errors.DisabledFeature.selector ||
             errorSelector == Errors.InvalidKeeperForFrozenOrder.selector ||
             errorSelector == Errors.UnsupportedOrderType.selector ||
-            // the transaction is reverted for InvalidLimitOrderPrices and
-            // InvalidStopLossOrderPrices errors since since the oracle prices
+            // the transaction is reverted for InvalidOrderPrices since the oracle prices
             // do not fulfill the specified trigger price
-            errorSelector == Errors.InvalidLimitOrderPrices.selector ||
-            errorSelector == Errors.InvalidStopLossOrderPrices.selector
+            errorSelector == Errors.InvalidOrderPrices.selector
         ) {
             ErrorUtils.revertWithCustomError(reasonBytes);
         }

diff --git a/contracts/market/MarketUtils.sol b/contracts/market/MarketUtils.sol
@@ -232,19 +232,6 @@ library MarketUtils {
         revert Errors.UnableToGetCachedTokenPrice(token, market.marketToken);
     }
 
-    // @dev return the latest prices for the market tokens
-    // the secondary price for market.indexToken is overwritten for certain order
-    // types, use this value instead of the primary price for positions
-    // @param oracle Oracle
-    // @param market the market values
-    function getMarketPricesForPosition(Oracle oracle, Market.Props memory market) internal view returns (MarketPrices memory) {
-        return MarketPrices(
-            oracle.getLatestPrice(market.indexToken),
-            oracle.getLatestPrice(market.longToken),
-            oracle.getLatestPrice(market.shortToken)
-        );
-    }
-
     // @dev return the primary prices for the market tokens
     // @param oracle Oracle
     // @param market the market values

diff --git a/contracts/oracle/Oracle.sol b/contracts/oracle/Oracle.sol
@@ -85,15 +85,7 @@ contract Oracle is RoleModule {
     // this is used in clearAllPrices to help ensure that all token prices
     // set in setPrices are cleared after use
     EnumerableSet.AddressSet internal tokensWithPrices;
-    // prices for the same token can be sent multiple times in one txn
-    // the prices can be for different block numbers
-    // the first occurrence of the token's price will be stored in primaryPrices
-    // the second occurrence will be stored in secondaryPrices
     mapping(address => Price.Props) public primaryPrices;
-    mapping(address => Price.Props) public secondaryPrices;
-    // customPrices can be used to store custom price values
-    // these prices will be cleared in clearAllPrices
-    mapping(address => Price.Props) public customPrices;
 
     constructor(
         RoleStore _roleStore,
@@ -253,28 +245,12 @@ contract Oracle is RoleModule {
         primaryPrices[token] = price;
     }
 
-    // @dev set the secondary price
-    // @param token the token to set the price for
-    // @param price the price value to set to
-    function setSecondaryPrice(address token, Price.Props memory price) external onlyController {
-        secondaryPrices[token] = price;
-    }
-
-    // @dev set a custom price
-    // @param token the token to set the price for
-    // @param price the price value to set to
-    function setCustomPrice(address token, Price.Props memory price) external onlyController {
-        customPrices[token] = price;
-    }
-
     // @dev clear all prices
     function clearAllPrices() external onlyController {
         uint256 length = tokensWithPrices.length();
         for (uint256 i; i < length; i++) {
             address token = tokensWithPrices.at(0);
             delete primaryPrices[token];
-            delete secondaryPrices[token];
-            delete customPrices[token];
             tokensWithPrices.remove(token);
         }
     }
@@ -307,59 +283,6 @@ contract Oracle is RoleModule {
         return price;
     }
 
-    // @dev get the secondary price of a token
-    // @param token the token to get the price for
-    // @return the secondary price of a token
-    function getSecondaryPrice(address token) external view returns (Price.Props memory) {
-        if (token == address(0)) { return Price.Props(0, 0); }
-
-        Price.Props memory price = secondaryPrices[token];
-        if (price.isEmpty()) {
-            revert Errors.EmptySecondaryPrice(token);
-        }
-
-        return price;
-    }
-
-    // @dev get the latest price of a token
-    // @param token the token to get the price for
-    // @return the latest price of a token
-    function getLatestPrice(address token) external view returns (Price.Props memory) {
-        if (token == address(0)) { return Price.Props(0, 0); }
-
-        Price.Props memory customPrice = customPrices[token];
-
-        // treat the custom price as a latest price for consistency in cases where
-        // the trigger price or acceptable price is used as the custom price
-        if (!customPrice.isEmpty()) {
-            return customPrice;
-        }
-
-        Price.Props memory secondaryPrice = secondaryPrices[token];
-
-        if (!secondaryPrice.isEmpty()) {
-            return secondaryPrice;
-        }
-
-        Price.Props memory primaryPrice = primaryPrices[token];
-        if (!primaryPrice.isEmpty()) {
-            return primaryPrice;
-        }
-
-        revert Errors.EmptyLatestPrice(token);
-    }
-
-    // @dev get the custom price of a token
-    // @param token the token to get the price for
-    // @return the custom price of a token
-    function getCustomPrice(address token) external view returns (Price.Props memory) {
-        Price.Props memory price = customPrices[token];
-        if (price.isEmpty()) {
-            revert Errors.EmptyCustomPrice(token);
-        }
-        return price;
-    }
-
     // @dev get the stable price of a token
     // @param dataStore DataStore
     // @param token the token to get the price for
@@ -542,21 +465,16 @@ contract Oracle is RoleModule {
                 revert Errors.InvalidMedianMinMaxPrice(medianMinPrice, medianMaxPrice);
             }
 
-            if (primaryPrices[reportInfo.token].isEmpty()) {
-                emitOraclePriceUpdated(eventEmitter, reportInfo.token, medianMinPrice, medianMaxPrice, true, false);
+            if (!primaryPrices[reportInfo.token].isEmpty()) {
+                revert Errors.DuplicateTokenPrice(reportInfo.token);
+            }
 
-                primaryPrices[reportInfo.token] = Price.Props(
-                    medianMinPrice,
-                    medianMaxPrice
-                );
-            } else {
-                emitOraclePriceUpdated(eventEmitter, reportInfo.token, medianMinPrice, medianMaxPrice, false, false);
+            emitOraclePriceUpdated(eventEmitter, reportInfo.token, medianMinPrice, medianMaxPrice, true, false);
 
-                secondaryPrices[reportInfo.token] = Price.Props(
-                    medianMinPrice,
-                    medianMaxPrice
-                );
-            }
+            primaryPrices[reportInfo.token] = Price.Props(
+                medianMinPrice,
+                medianMaxPrice
+            );
 
             tokensWithPrices.add(reportInfo.token);
         }

diff --git a/contracts/oracle/OracleModule.sol b/contracts/oracle/OracleModule.sol
@@ -53,22 +53,12 @@ contract OracleModule {
             revert Errors.InvalidPrimaryPricesForSimulation(params.primaryTokens.length, params.primaryPrices.length);
         }
 
-        if (params.secondaryTokens.length != params.secondaryPrices.length) {
-            revert Errors.InvalidSecondaryPricesForSimulation(params.secondaryTokens.length, params.secondaryPrices.length);
-        }
-
         for (uint256 i; i < params.primaryTokens.length; i++) {
             address token = params.primaryTokens[i];
             Price.Props memory price = params.primaryPrices[i];
             oracle.setPrimaryPrice(token, price);
         }
 
-        for (uint256 i; i < params.secondaryTokens.length; i++) {
-            address token = params.secondaryTokens[i];
-            Price.Props memory price = params.secondaryPrices[i];
-            oracle.setSecondaryPrice(token, price);
-        }
-
         _;
 
         revert Errors.EndOfOracleSimulation();

diff --git a/contracts/oracle/OracleUtils.sol b/contracts/oracle/OracleUtils.sol
@@ -44,8 +44,6 @@ library OracleUtils {
     struct SimulatePricesParams {
         address[] primaryTokens;
         Price.Props[] primaryPrices;
-        address[] secondaryTokens;
-        Price.Props[] secondaryPrices;
     }
 
     struct ReportInfo {
@@ -283,18 +281,6 @@ library OracleUtils {
             return true;
         }
 
-        if (errorSelector == Errors.EmptySecondaryPrice.selector) {
-            return true;
-        }
-
-        if (errorSelector == Errors.EmptyLatestPrice.selector) {
-            return true;
-        }
-
-        if (errorSelector == Errors.EmptyCustomPrice.selector) {
-            return true;
-        }
-
         return false;
     }