Add P1ChainlinkOracle (#253)

* Add P1ChainlinkOracle

* update client and tests

* CR: update decimals

* add files

* Fix test

* Update Artifacts

* Bump version

* Fix coverage

contracts/external/chainlink/I_Aggregator.sol

@@ -0,0 +1,41 @@
+/*
+
+    Copyright 2020 dYdX Trading 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 0.5.16;
+pragma experimental ABIEncoderV2;
+
+
+/**
+ * @title I_Aggregator
+ * @author dYdX
+ *
+ * Partial interface for a Chainlink Aggregator.
+ */
+interface I_Aggregator {
+
+    // ============ Getter Functions ============
+
+    /**
+     * @notice Get the most recent answer from the aggregator.
+     * @dev Warning: Will return 0 if no answer has been reached.
+     */
+    function latestAnswer()
+        external
+        view
+        returns (int256);
+}

contracts/protocol/v1/oracles/P1ChainlinkOracle.sol

@@ -0,0 +1,109 @@
+/*
+
+    Copyright 2020 dYdX Trading 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 0.5.16;
+pragma experimental ABIEncoderV2;
+
+import { I_Aggregator } from "../../../external/chainlink/I_Aggregator.sol";
+import { BaseMath } from "../../lib/BaseMath.sol";
+import { I_P1Oracle } from "../intf/I_P1Oracle.sol";
+
+
+/**
+ * @title P1ChainlinkOracle
+ * @author dYdX
+ *
+ * @notice P1Oracle that reads the price from a Chainlink aggregator.
+ */
+contract P1ChainlinkOracle is
+    I_P1Oracle
+{
+    using BaseMath for uint256;
+
+    // ============ Storage ============
+
+    // The underlying aggregator to get the price from.
+    address public _ORACLE_;
+
+    // The address with permission to read the oracle price.
+    address public _READER_;
+
+    // A constant factor to adjust the price by, as a fixed-point number with 18 decimal places.
+    uint256 public _ADJUSTMENT_;
+
+    // Compact storage for the above parameters.
+    mapping (address => bytes32) public _MAPPING_;
+
+    // ============ Constructor ============
+
+    constructor(
+        address oracle,
+        address reader,
+        uint96 adjustmentExponent
+    )
+        public
+    {
+        _ORACLE_ = oracle;
+        _READER_ = reader;
+        _ADJUSTMENT_ = 10 ** uint256(adjustmentExponent);
+
+        bytes32 oracleAndAdjustment =
+            bytes32(bytes20(oracle)) |
+            bytes32(uint256(adjustmentExponent));
+        _MAPPING_[reader] = oracleAndAdjustment;
+    }
+
+    // ============ Public Functions ============
+
+    /**
+     * @notice Returns the oracle price from the aggregator.
+     *
+     * @return The adjusted price as a fixed-point number with 18 decimals.
+     */
+    function getPrice()
+        external
+        view
+        returns (uint256)
+    {
+        bytes32 oracleAndExponent = _MAPPING_[msg.sender];
+        require(
+            oracleAndExponent != bytes32(0),
+            "P1ChainlinkOracle: Sender not authorized to get price"
+        );
+        (address oracle, uint256 adjustment) = getOracleAndAdjustment(oracleAndExponent);
+        int256 answer = I_Aggregator(oracle).latestAnswer();
+        require(
+            answer > 0,
+            "P1ChainlinkOracle: Invalid answer from aggregator"
+        );
+        uint256 rawPrice = uint256(answer);
+        return rawPrice.baseMul(adjustment);
+    }
+
+    function getOracleAndAdjustment(
+        bytes32 oracleAndExponent
+    )
+        private
+        pure
+        returns (address, uint256)
+    {
+        address oracle = address(bytes20(oracleAndExponent));
+        uint256 exponent = uint256(uint96(uint256(oracleAndExponent)));
+        return (oracle, 10 ** exponent);
+    }
+}

contracts/test/external/Test_ChainlinkAggregator.sol

@@ -0,0 +1,56 @@
+/*
+
+    Copyright 2020 dYdX Trading 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 0.5.16;
+pragma experimental ABIEncoderV2;
+
+import { I_Aggregator } from "../../external/chainlink/I_Aggregator.sol";
+
+
+/**
+ * @title Test_ChainlinkAggregator
+ * @author dYdX
+ *
+ * Chainlink Aggregator for testing
+ */
+/* solium-disable-next-line camelcase */
+contract Test_ChainlinkAggregator is
+    I_Aggregator
+{
+    int256 public _ANSWER_ = 0;
+
+    // ============ Test Data Setter Functions ============
+
+    function setAnswer(
+        int256 newAnswer
+    )
+        external
+    {
+        _ANSWER_ = newAnswer;
+    }
+
+    // ============ Getter Functions ============
+
+    function latestAnswer()
+        external
+        view
+        returns (int256)
+    {
+        return _ANSWER_;
+    }
+}

migrations/2_deploy.js

@@ -19,9 +19,11 @@
 const {
   getChainId,
   isDevNetwork,
+  getChainlinkPriceOracleAddress,
   getMakerPriceOracleAddress,
   getDeployerAddress,
   getOracleAdjustment,
+  getChainlinkOracleAdjustmentExponent,
   getInverseOracleAdjustmentExponent,
   getTokenAddress,
   getWethAddress,
@@ -54,6 +56,7 @@ const P1Deleveraging = artifacts.require('P1Deleveraging');
 const P1Liquidation = artifacts.require('P1Liquidation');
 
 // Price Oracles
+const P1ChainlinkOracle = artifacts.require('P1ChainlinkOracle');
 const P1MakerOracle = artifacts.require('P1MakerOracle');
 const P1OracleInverter = artifacts.require('P1OracleInverter');
 const P1MirrorOracleETHUSD = artifacts.require('P1MirrorOracleETHUSD');
@@ -75,6 +78,7 @@ const TestSolo = artifacts.require('Test_Solo');
 const TestToken = artifacts.require('Test_Token');
 const TestToken2 = artifacts.require('Test_Token2');
 const TestMakerOracle = artifacts.require('Test_MakerOracle');
+const TestChainlinkAggregator = artifacts.require('Test_ChainlinkAggregator');
 const WETH9 = artifacts.require('WETH9');
 
 // ============ Main Migration ============
@@ -104,6 +108,7 @@ async function deployTestContracts(deployer, network) {
       deployer.deploy(TestToken),
       deployer.deploy(TestToken2),
       deployer.deploy(TestMakerOracle),
+      deployer.deploy(TestChainlinkAggregator),
       deployer.deploy(WETH9),
     ]);
   }
@@ -120,7 +125,11 @@ async function deployProtocol(deployer, network, accounts) {
 }
 
 async function deployOracles(deployer, network) {
-  // Deploy funding oracles and Maker oracle wrapper.
+  // Get external oracle addresses.
+  const chainlinkOracle = getChainlinkPriceOracleAddress(network, TestChainlinkAggregator);
+  const makerOracle = getMakerPriceOracleAddress(network, TestMakerOracle);
+
+  // Deploy funding oracles, Maker oracle wrapper, and Chainlink oracle wrapper.
   await Promise.all([
     deployer.deploy(
       P1FundingOracle,
@@ -130,19 +139,24 @@ async function deployOracles(deployer, network) {
       P1InverseFundingOracle,
       getFundingRateProviderAddress(network),
     ),
+    deployer.deploy(
+      P1ChainlinkOracle,
+      chainlinkOracle,
+      PerpetualProxy.address,
+      getChainlinkOracleAdjustmentExponent(network),
+    ),
     deployer.deploy(P1MakerOracle),
   ]);
 
   // Deploy oracle inverter.
   await deployer.deploy(
     P1OracleInverter,
     P1MakerOracle.address,
-    PerpetualProxy.address, // TODO: Supply inverse perpetual address.
+    PerpetualProxy.address,
     getInverseOracleAdjustmentExponent(network),
   );
 
   // Deploy mirror oracle.
-  const makerOracle = getMakerPriceOracleAddress(network, TestMakerOracle);
   await deployer.deploy(
     P1MirrorOracleETHUSD,
     makerOracle,

migrations/helpers.js

@@ -74,6 +74,16 @@ function getPartiallyDelayedMultisigAddress(network) {
   throw new Error('Cannot find Admin Multisig');
 }
 
+function getChainlinkPriceOracleAddress(network, devContract) {
+  if (isMainnet(network)) {
+    return '0x2c1d072e956AFFC0D435Cb7AC38EF18d24d9127c'; // LINK-USD price aggregator
+  }
+  if (isDevNetwork(network)) {
+    return devContract.address;
+  }
+  throw new Error('Cannot find Chainlink price oracle');
+}
+
 function getMakerPriceOracleAddress(network, devContract) {
   if (isMainnet(network)) {
     return '0x064409168198A7E9108036D072eF59F923dEDC9A';
@@ -84,7 +94,7 @@ function getMakerPriceOracleAddress(network, devContract) {
   if (isDevNetwork(network)) {
     return devContract.address;
   }
-  throw new Error('Cannot find MakerPriceOracle');
+  throw new Error('Cannot find Maker price oracle');
 }
 
 function getDeployerAddress(network, accounts) {
@@ -107,6 +117,13 @@ function getOracleAdjustment(network) {
   throw new Error('Cannot find oracle adjustment');
 }
 
+function getChainlinkOracleAdjustmentExponent() {
+  // Aggregator provides “natural” price with 8 decimals of precision.
+  // PLINK uses 6 decimals (by convention).
+  // USDC uses 6 decimals.
+  return '28';
+}
+
 function getInverseOracleAdjustmentExponent(network) {
   if (isMainnet(network) || isKovan(network)) {
     return '30'; // 1e18
@@ -207,9 +224,11 @@ module.exports = {
   getChainId,
   isDevNetwork,
   getPartiallyDelayedMultisigAddress,
+  getChainlinkPriceOracleAddress,
   getMakerPriceOracleAddress,
   getDeployerAddress,
   getOracleAdjustment,
+  getChainlinkOracleAdjustmentExponent,
   getInverseOracleAdjustmentExponent,
   getTokenAddress,
   getWethAddress,

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@dydxprotocol/perpetual",
-  "version": "1.1.4",
+  "version": "1.2.0",
   "description": "Ethereum Smart Contracts and TypeScript library used for the dYdX Perpetual Contracts",
   "main": "dist/src/index.js",
   "types": "dist/src/index.d.ts",

scripts/Artifacts.ts

@@ -6,6 +6,7 @@ import { default as PerpetualProxy } from '../build/contracts/PerpetualProxy.jso
 import { default as PerpetualV1 } from '../build/contracts/PerpetualV1.json';
 import { default as P1FundingOracle } from '../build/contracts/P1FundingOracle.json';
 import { default as P1InverseFundingOracle } from '../build/contracts/P1InverseFundingOracle.json';
+import { default as P1ChainlinkOracle } from '../build/contracts/P1ChainlinkOracle.json';
 import { default as P1MakerOracle } from '../build/contracts/P1MakerOracle.json';
 import { default as P1MirrorOracleETHUSD } from '../build/contracts/P1MirrorOracleETHUSD.json';
 import { default as P1OracleInverter } from '../build/contracts/P1OracleInverter.json';
@@ -26,6 +27,7 @@ export default {
   PerpetualV1,
   P1FundingOracle,
   P1InverseFundingOracle,
+  P1ChainlinkOracle,
   P1MakerOracle,
   P1MirrorOracleETHUSD,
   P1OracleInverter,