Merge pull request #127 from liquity/link_aggregator

Link aggregator

Author: ricktobacco

README.md

@@ -285,9 +285,7 @@ The three main contracts - `BorrowerOperations.sol`, `TroveManager.sol` and `Sta
 
 `SortedTroves.sol` - a doubly linked list that stores addresses of trove owners, sorted by their individual collateral ratio (ICR). It inserts and re-inserts troves at the correct position, based on their ICR.
 
-**TODO: Description of PriceFeed.sol to be eventually updated.**
-
-`PriceFeed.sol` - Contains functionality for obtaining the current ETH:USD price, which the system uses for calculating collateral ratios. Currently, the price is a state variable that can be manually set by the admin. The PriceFeed contract will eventually store no price data, and when called from within other Liquity contracts, will automatically pull the current and decentralized ETH:USD price data from the Chainlink contract.
+`PriceFeed.sol` - Contains functionality for obtaining the current ETH:USD price, which the system uses for calculating collateral ratios.
 
 `HintHelpers.sol` - Helper contract, containing the read-only functionality for calculation of accurate hints to be supplied to borrower operations and redemptions.
 
@@ -307,12 +305,9 @@ Along with `StabilityPool.sol`, these contracts hold Ether and/or tokens for the
 
 ### PriceFeed and Oracle
 
-Liquity functions that require the most current ETH:USD price data fetch the price dynamically, as needed, via the core `PriceFeed.sol` contract.
-
-**TODO: To be updated**
-Currently, provisional plans are to use the Chainlink ETH:USD reference contract for the price data source, however, other options are under consideration.
+Liquity functions that require the most current ETH:USD price data fetch the price dynamically, as needed, via the core `PriceFeed.sol` contract using the Chainlink ETH:USD reference contract for the price data source, however, other options are under consideration.
 
-The current `PriceFeed.sol` contract is a placeholder and contains a manual price setter, `setPrice()`. Price can be manually set, and `getPrice()` returns the latest stored price. In the final deployed version, no price will be stored or set, and will only have a getter, `getLatestPrice()`, will fetch the latest ETH:USD price from the Chainlink reference contract.
+The current `PriceFeed.sol` contract has a `getPrice()` that through a helper method calls and asserts on an AggregatorV3 `getLatestRoundData()` and multiplies by 10^10 to get the required number of digits. The `PriceFeedTestnet.sol` contains additionally, a manual price setter, `setPrice()`. Price can be manually set, and `getPrice()` returns the latest stored price.
 
 ### Keeping a sorted list of troves ordered by ICR
 

package.json

@@ -24,7 +24,6 @@
     "check-abi": "yarn workspace @liquity/lib-ethers check-abi",
     "build": "run-s build:*",
     "build:dev-frontend": "yarn workspace @liquity/dev-frontend build",
-    "build:subgraph": "yarn workspace @liquity/subgraph build",
     "deploy": "yarn workspace @liquity/lib-ethers buidler deploy",
     "fuzzer": "yarn workspace @liquity/fuzzer fuzzer",
     "prepare": "run-s prepare:*",
@@ -35,7 +34,6 @@
     "prepare:lib-react": "yarn workspace @liquity/lib-react prepare",
     "prepare:lib-subgraph": "yarn workspace @liquity/lib-subgraph prepare",
     "prepare:providers": "yarn workspace @liquity/providers prepare",
-    "prepare:subgraph": "yarn workspace @liquity/subgraph prepare",
     "rebuild": "run-s prepare build",
     "save-live-version": "yarn workspace @liquity/lib-ethers save-live-version",
     "start-dev-chain": "run-s start-dev-chain:*",

packages/contracts/contracts/Dependencies/AggregatorV3Interface.sol

@@ -0,0 +1,36 @@
+// SPDX-License-Identifier: MIT
+// Code from https://github.com/smartcontractkit/chainlink/blob/master/evm-contracts/src/v0.6/interfaces/AggregatorV3Interface.sol
+
+pragma solidity 0.6.11;
+
+interface AggregatorV3Interface {
+
+  function decimals() external view returns (uint8);
+  function description() external view returns (string memory);
+  function version() external view returns (uint256);
+
+  // getRoundData and latestRoundData should both raise "No data present"
+  // if they do not have data to report, instead of returning unset values
+  // which could be misinterpreted as actual reported values.
+  function getRoundData(uint80 _roundId)
+    external
+    view
+    returns (
+      uint80 roundId,
+      int256 answer,
+      uint256 startedAt,
+      uint256 updatedAt,
+      uint80 answeredInRound
+    );
+
+  function latestRoundData()
+    external
+    view
+    returns (
+      uint80 roundId,
+      int256 answer,
+      uint256 startedAt,
+      uint256 updatedAt,
+      uint80 answeredInRound
+    );
+}

packages/contracts/contracts/Interfaces/AggregatorInterface.sol

@@ -3,21 +3,6 @@
 pragma solidity 0.6.11;
 
 interface IPriceFeed {
-    
-    // --- Events ---
-    
-    event PriceUpdated(uint _newPrice);
-    event TroveManagerAddressChanged(address _troveManagerAddress);
-
-    // --- Functions ---
-    
-     function setAddresses(
-        address _troveManagerAddress,
-        address _priceAggregatorAddress,
-        address _priceAggregatorAddressTestnet
-    ) external;
-
-    function setPrice(uint _price) external returns (bool);
 
     function getPrice() external view returns (uint);
 }

packages/contracts/contracts/Interfaces/IDeployedAggregator.sol

@@ -2,64 +2,56 @@
 
 pragma solidity 0.6.11;
 
-import "./Interfaces/ITroveManager.sol";
 import "./Interfaces/IPriceFeed.sol";
-import "./Interfaces/IDeployedAggregator.sol";
-import "./Interfaces/AggregatorInterface.sol";
+import "./Dependencies/AggregatorV3Interface.sol";
 import "./Dependencies/SafeMath.sol";
 import "./Dependencies/Ownable.sol";
 import "./Dependencies/console.sol";
 
 /*
-*
-* Placeholder PriceFeed for development and testing.
-*
-* Will eventually be replaced by a contract that fetches the current price from the Chainlink ETH:USD aggregator
-* reference contract, and does not save price in a state variable.
-*
+* PriceFeed for mainnet deployment, to be connected to Chainlink's live ETH:USD aggregator reference contract.
 */
 contract PriceFeed is Ownable, IPriceFeed {
     using SafeMath for uint256;
 
-    uint256 public price = 200 * 1e18;  // initial ETH:USD price of 200
+    // Mainnet Chainlink aggregator
+    AggregatorV3Interface public priceAggregator;
 
-    address public troveManagerAddress;
-    address public priceAggregatorAddress; // unused  
-    address public priceAggregatorAddressTestnet; // unused
-
-    event PriceUpdated(uint256 _newPrice);
-    event TroveManagerAddressChanged(address _troveManagerAddress);
+    // Use to convert to 18-digit precision uints
+    uint constant public TARGET_DIGITS = 18;  
 
     // --- Dependency setters ---
 
     function setAddresses(
-        address _troveManagerAddress,
-        address _priceAggregatorAddress, // passed 0x0 in tests
-        address _priceAggregatorAddressTestnet // passed 0x0 in tests
+        address _priceAggregatorAddress
     )
         external
-        override
         onlyOwner
     {
-        troveManagerAddress = _troveManagerAddress;
-        priceAggregatorAddress = _priceAggregatorAddress;
-        priceAggregatorAddressTestnet = _priceAggregatorAddressTestnet;
-      
-        emit TroveManagerAddressChanged(_troveManagerAddress);
-
+        priceAggregator = AggregatorV3Interface(_priceAggregatorAddress);
         _renounceOwnership();
     }
 
-    // --- Functions ---
-
-    function getPrice() external view override returns (uint256) {
+    /**
+     * Returns the latest price obtained from the Chainlink ETH:USD aggregator reference contract.
+     * https://docs.chain.link/docs/get-the-latest-price
+     */
+    function getPrice() public view override returns (uint) {
+        (, int priceAnswer,, uint timeStamp,) = priceAggregator.latestRoundData();
+    
+        require(timeStamp > 0 && timeStamp <= block.timestamp, "PriceFeed: price timestamp from aggregator is 0, or in future");
+        require(priceAnswer >= 0, "PriceFeed: price answer from aggregator is negative");
+        
+        uint8 answerDigits = priceAggregator.decimals();
+        uint price = uint256(priceAnswer);
+        
+        // currently the Aggregator returns an 8-digit precision, but we handle the case of future changes
+        if (answerDigits > TARGET_DIGITS) { 
+            price = price.div(10 ** (answerDigits - TARGET_DIGITS));
+        }
+        else if (answerDigits < TARGET_DIGITS) {
+            price = price.mul(10 ** (TARGET_DIGITS - answerDigits));
+        } 
         return price;
     }
-
-    // Manual external price setter.
-    function setPrice(uint256 _price) external override returns (bool) {
-        price = _price;
-        emit PriceUpdated(price);
-        return true;
-    }
 }

packages/contracts/contracts/Interfaces/IPriceFeed.sol

@@ -9,7 +9,7 @@ import "../DefaultPool.sol";
 import "../StabilityPool.sol";
 import "../CollSurplusPool.sol";
 import "../LUSDToken.sol";
-import "../PriceFeed.sol";
+import "./PriceFeedTestnet.sol";
 import "../SortedTroves.sol";
 import "./EchidnaProxy.sol";
 //import "../Dependencies/console.sol";
@@ -35,7 +35,7 @@ contract EchidnaTester {
     StabilityPool public stabilityPool;
     CollSurplusPool public collSurplusPool;
     LUSDToken public lusdToken;
-    PriceFeed priceFeed;
+    PriceFeedTestnet priceFeedTestnet;
     SortedTroves sortedTroves;
 
     EchidnaProxy[NUMBER_OF_ACTORS] public echidnaProxies;
@@ -53,19 +53,36 @@ contract EchidnaTester {
             address(stabilityPool),
             address(borrowerOperations)
         );
+
         collSurplusPool = new CollSurplusPool();
-        priceFeed = new PriceFeed();
+        priceFeedTestnet = new PriceFeedTestnet();
+
         sortedTroves = new SortedTroves();
 
-        troveManager.setAddresses(address(borrowerOperations), address(activePool), address(defaultPool), address(stabilityPool), address(collSurplusPool), address(priceFeed), address(lusdToken), address(sortedTroves), address(0));
+        troveManager.setAddresses(address(borrowerOperations), 
+            address(activePool), address(defaultPool), 
+            address(stabilityPool), address(collSurplusPool), 
+            address(priceFeedTestnet), address(lusdToken), 
+            address(sortedTroves), address(0));
 
-        borrowerOperations.setAddresses(address(troveManager), address(activePool), address(defaultPool), address(stabilityPool), address(collSurplusPool), address(priceFeed), address(sortedTroves), address(lusdToken), address(0));
-        activePool.setAddresses(address(borrowerOperations), address(troveManager), address(stabilityPool), address(defaultPool));
+        borrowerOperations.setAddresses(address(troveManager), 
+            address(activePool), address(defaultPool), 
+            address(stabilityPool), address(collSurplusPool), 
+            address(priceFeedTestnet), address(sortedTroves), 
+            address(lusdToken), address(0));
+
+        activePool.setAddresses(address(borrowerOperations), 
+            address(troveManager), address(stabilityPool), address(defaultPool));
+
         defaultPool.setAddresses(address(troveManager), address(activePool));
 
-        stabilityPool.setAddresses(address(borrowerOperations), address(troveManager), address(activePool), address(lusdToken), address(sortedTroves), address(priceFeed), address(0));
-        collSurplusPool.setAddresses(address(borrowerOperations), address(troveManager), address(activePool));
-        priceFeed.setAddresses(address(troveManager), address(0), address(0));
+        stabilityPool.setAddresses(address(borrowerOperations), 
+            address(troveManager), address(activePool), address(lusdToken), 
+            address(sortedTroves), address(priceFeedTestnet), address(0));
+
+        collSurplusPool.setAddresses(address(borrowerOperations), 
+             address(troveManager), address(activePool));
+    
         sortedTroves.setParams(1e18, address(troveManager), address(borrowerOperations));
 
         for (uint i = 0; i < NUMBER_OF_ACTORS; i++) {
@@ -83,7 +100,7 @@ contract EchidnaTester {
         GAS_POOL_ADDRESS = troveManager.GAS_POOL_ADDRESS();
 
         // TODO:
-        priceFeed.setPrice(1e22);
+        priceFeedTestnet.setPrice(1e22);
     }
 
     // TroveManager
@@ -117,7 +134,7 @@ contract EchidnaTester {
     // Borrower Operations
 
     function getAdjustedETH(uint actorBalance, uint _ETH, uint ratio) internal view returns (uint) {
-        uint price = priceFeed.getPrice();
+        uint price = priceFeedTestnet.getPrice();
         require(price > 0);
         uint minETH = ratio.mul(LUSD_GAS_COMPENSATION).div(price);
         require(actorBalance > minETH);
@@ -126,7 +143,7 @@ contract EchidnaTester {
     }
 
     function getAdjustedLUSD(uint ETH, uint _LUSDAmount, uint ratio) internal view returns (uint) {
-        uint price = priceFeed.getPrice();
+        uint price = priceFeedTestnet.getPrice();
         uint LUSDAmount = _LUSDAmount;
         uint compositeDebt = LUSDAmount.add(LUSD_GAS_COMPENSATION);
         uint ICR = LiquityMath._computeCR(ETH, compositeDebt, price);
@@ -259,7 +276,7 @@ contract EchidnaTester {
     // PriceFeed
 
     function setPriceExt(uint256 _price) external {
-        bool result = priceFeed.setPrice(_price);
+        bool result = priceFeedTestnet.setPrice(_price);
         assert(result);
     }
 
@@ -283,7 +300,7 @@ contract EchidnaTester {
     }
 
     function echidna_troves_order() external view returns(bool) {
-        uint price = priceFeed.getPrice();
+        uint price = priceFeedTestnet.getPrice();
 
         address currentTrove = sortedTroves.getFirst();
         address nextTrove = sortedTroves.getNext(currentTrove);
@@ -360,11 +377,11 @@ contract EchidnaTester {
         if (address(lusdToken).balance > 0) {
             return false;
         }
-
-        if (address(priceFeed).balance > 0) {
+    
+        if (address(priceFeedTestnet).balance > 0) {
             return false;
         }
-
+        
         if (address(sortedTroves).balance > 0) {
             return false;
         }
@@ -374,7 +391,8 @@ contract EchidnaTester {
 
     // TODO: What should we do with this? Should it be allowed? Should it be a canary?
     function echidna_price() public view returns(bool) {
-        uint price = priceFeed.getPrice();
+        uint price = priceFeedTestnet.getPrice();
+        
         if (price == 0) {
             return false;
         }

packages/contracts/contracts/PriceFeed.sol

@@ -0,0 +1,26 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.6.11;
+
+import "../Interfaces/IPriceFeed.sol";
+
+/*
+* PriceFeed placeholder for testnet and development. The price is simply set manually and saved in a state 
+* variable. The contract does not connect to a live Chainlink price feed. 
+*/
+contract PriceFeedTestnet is IPriceFeed {
+    
+    uint256 private _price = 200 * 1e18;
+
+    // --- Functions ---
+
+    function getPrice() external view override returns (uint256) {
+        return _price;
+    }
+
+    // Manual external price setter.
+    function setPrice(uint256 price) external returns (bool) {
+        _price = price;
+        return true;
+    }
+}