add Maker Price Oracle

contracts/external/maker/I_MakerOracle.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_MakerOracle
+ * @author dYdX
+ *
+ * Interface for the price oracles run by MakerDao
+ */
+interface I_MakerOracle {
+    // returns the current value (ETH/USD * 10**18) as a bytes32
+    function peek()
+        external
+        view
+        returns (bytes32, bool);
+
+    // requires a fresh price and then returns the current value
+    function read()
+        external
+        view
+        returns (bytes32);
+}

contracts/protocol/lib/TypedSignature.sol

@@ -1,6 +1,6 @@
 /*
 
-    Copyright 2019 dYdX Trading Inc.
+    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.

contracts/protocol/v1/oracles/P1MakerOracle.sol

@@ -0,0 +1,69 @@
+/*
+
+    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_MakerOracle } from "../../../external/maker/I_MakerOracle.sol";
+import { I_P1Oracle } from "../intf/I_P1Oracle.sol";
+
+
+/**
+ * @title P1MakerOracle
+ * @author dYdX
+ *
+ * P1Oracle that reads the price directly from a Maker V2 Oracle.
+ */
+contract P1MakerOracle is
+    I_P1Oracle
+{
+    // ============ Storage ============
+
+    address public _ORACLE_ADDRESS_;
+
+    address public _PERPETUAL_V1_;
+
+    // ============ Constructor ============
+
+    constructor(
+        address perpetualV1,
+        address oracleAddress
+    )
+        public
+    {
+        _PERPETUAL_V1_ = perpetualV1;
+        _ORACLE_ADDRESS_ = oracleAddress;
+    }
+
+    // ============ Public Functions ============
+
+    /**
+     * Returns the price of the underlying asset relative to the margin token.
+     */
+    function getPrice()
+        external
+        view
+        returns (uint256)
+    {
+        require(
+            msg.sender == _PERPETUAL_V1_,
+            "msg.sender must be PerpetualV1"
+        );
+        return uint256(I_MakerOracle(_ORACLE_ADDRESS_).read());
+    }
+}

contracts/test/external/Test_MakerOracle.sol

@@ -0,0 +1,77 @@
+/*
+
+    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_MakerOracle } from "../../external/maker/I_MakerOracle.sol";
+
+
+/**
+ * @title Test_MakerOracle
+ * @author dYdX
+ *
+ * MakerOracle for testing
+ */
+/* solium-disable-next-line camelcase */
+contract Test_MakerOracle is
+    I_MakerOracle
+{
+    uint256 public _PRICE_ = 0;
+    bool public _VALID_ = true;
+
+    // ============ Set Functions ============
+
+    function setPrice(
+        uint256 newPrice
+    )
+        external
+    {
+        _PRICE_ = newPrice;
+    }
+
+    function setValidity(
+        bool valid
+    )
+        external
+    {
+        _VALID_ = valid;
+    }
+
+    // ============ Get Functions ============
+
+    function read()
+        external
+        view
+        returns (bytes32)
+    {
+        require(
+            _VALID_,
+            "Median/invalid-price-feed"
+        );
+        return bytes32(_PRICE_);
+    }
+
+    function peek()
+        external
+        view
+        returns (bytes32, bool)
+    {
+        return (bytes32(_PRICE_), _VALID_);
+    }
+}

migrations/2_deploy.js

@@ -19,6 +19,7 @@
 const {
   getChainId,
   isDevNetwork,
+  getMakerPriceOracleAddress,
 } = require('./helpers');
 
 // ============ Contracts ============
@@ -35,13 +36,17 @@ const P1Orders = artifacts.require('P1Orders');
 const P1Deleveraging = artifacts.require('P1Deleveraging');
 const P1Liquidation = artifacts.require('P1Liquidation');
 
+// Price Oracles
+const P1MakerOracle = artifacts.require('P1MakerOracle');
+
 // Test Contracts
 const TestLib = artifacts.require('Test_Lib');
 const TestP1Funder = artifacts.require('Test_P1Funder');
 const TestP1Monolith = artifacts.require('Test_P1Monolith');
 const TestP1Oracle = artifacts.require('Test_P1Oracle');
 const TestP1Trader = artifacts.require('Test_P1Trader');
 const TestToken = artifacts.require('Test_Token');
+const TestMakerOracle = artifacts.require('Test_MakerOracle');
 
 // ============ Main Migration ============
 
@@ -51,8 +56,8 @@ const migration = async (deployer, network, accounts) => {
     deployProtocol(deployer, network, accounts),
   ]);
 
-  await deployOracles(deployer, network, accounts);
-  await deployTraders(deployer, network, accounts);
+  await deployOracles(deployer, network);
+  await deployTraders(deployer, network);
 };
 
 module.exports = migration;
@@ -68,6 +73,7 @@ async function deployTestContracts(deployer, network) {
       deployer.deploy(TestP1Oracle),
       deployer.deploy(TestP1Trader),
       deployer.deploy(TestToken),
+      deployer.deploy(TestMakerOracle),
     ]);
   }
 }
@@ -82,10 +88,17 @@ async function deployProtocol(deployer, network, accounts) {
   );
 }
 
-async function deployOracles(deployer) {
-  await deployer.deploy(
-    P1FundingOracle,
-  );
+async function deployOracles(deployer, network) {
+  await Promise.all([
+    deployer.deploy(
+      P1FundingOracle,
+    ),
+    deployer.deploy(
+      P1MakerOracle,
+      PerpetualProxy.address,
+      getMakerPriceOracleAddress(network, TestMakerOracle.address),
+    ),
+  ]);
 }
 
 async function deployTraders(deployer, network) {

migrations/deployed.json

@@ -0,0 +1 @@
+{}

migrations/helpers.js

@@ -64,7 +64,29 @@ function verifyNetwork(network) {
   }
 }
 
+function getPartiallyDelayedMultisigAddress(network) {
+  if (isMainnet(network)) {
+    return '0xba2906b18B069b40C6D2CAFd392E76ad479B1B53';
+  }
+  if (isKovan(network)) {
+    return '0x3d62d8b3ef034e0fde7de8fec4f557a3e6e4efa1';
+  }
+  throw new Error('Cannot find Admin Multisig');
+}
+
+function getMakerPriceOracleAddress(network, devAddress) {
+  if (isMainnet(network)) {
+    return '0x064409168198A7E9108036D072eF59F923dEDC9A';
+  }
+  if (isDevNetwork(network)) {
+    return devAddress;
+  }
+  throw new Error('Cannot find MakerPriceOracle');
+}
+
 module.exports = {
   getChainId,
   isDevNetwork,
+  getPartiallyDelayedMultisigAddress,
+  getMakerPriceOracleAddress,
 };

package.json

@@ -23,10 +23,11 @@
     "lint:sol": "solium -d contracts/",
     "lint:dydx": "python util/lintcontracts.py",
     "docker_node": "ganache-cli -i 1313 -d -k=istanbul -p 8545 -h 0.0.0.0 --db=/home/.ganache",
-    "deploy": "truffle migrate --network=$NETWORK --reset",
+    "deploy": "truffle migrate --network=$NETWORK --reset && npm run save_deployed_addresses",
     "deploy_test": "npm run reset_test_evm && NETWORK=test npm run deploy && npm run snapshot_test_evm",
     "migrate": "truffle migrate",
     "reset_test_evm": "node scripts/reset-test-evm.js",
+    "save_deployed_addresses": "ts-node ./scripts/SaveDeployedAddresses.ts",
     "snapshot_test_evm": "node scripts/snapshot-test-evm.js"
   },
   "repository": {

src/Perpetual.ts

@@ -30,6 +30,7 @@ import { Admin } from './modules/Admin';
 import { Deleveraging } from './modules/Deleveraging';
 import { FinalSettlement } from './modules/FinalSettlement';
 import { FundingOracle } from './modules/FundingOracle';
+import { PriceOracle } from './modules/PriceOracle';
 import { Liquidation } from './modules/Liquidation';
 import { Getters } from './modules/Getters';
 import { Margin } from './modules/Margin';
@@ -47,6 +48,7 @@ export class Perpetual {
   public deleveraging: Deleveraging;
   public finalSettlement: FinalSettlement;
   public fundingOracle: FundingOracle;
+  public priceOracle: PriceOracle;
   public liquidation: Liquidation;
   public getters: Getters;
   public logs: Logs;
@@ -67,6 +69,7 @@ export class Perpetual {
     this.deleveraging = new Deleveraging(this.contracts);
     this.finalSettlement = new FinalSettlement(this.contracts);
     this.fundingOracle = new FundingOracle(this.contracts);
+    this.priceOracle = new PriceOracle(this.contracts);
     this.liquidation = new Liquidation(this.contracts);
     this.getters = new Getters(this.contracts);
     this.logs = new Logs(this.contracts, this.web3);

src/modules/Contracts.ts

@@ -34,6 +34,7 @@ const jsonFolder = `../../${process.env.COVERAGE ? '.coverage_artifacts' : 'buil
 const perpetualProxyJson = require(`${jsonFolder}PerpetualProxy.json`);
 const perpetualV1Json = require(`${jsonFolder}PerpetualV1.json`);
 const p1FundingOracleJson = require(`${jsonFolder}P1FundingOracle.json`);
+const p1MakerOracleJson = require(`${jsonFolder}P1MakerOracle.json`);
 const p1OrdersJson = require(`${jsonFolder}P1Orders.json`);
 const p1DeleveragingJson = require(`${jsonFolder}P1Deleveraging.json`);
 const p1LiquidationJson = require(`${jsonFolder}P1Liquidation.json`);
@@ -43,6 +44,7 @@ const testP1MonolithJson = require(`${jsonFolder}Test_P1Monolith.json`);
 const testP1OracleJson = require(`${jsonFolder}Test_P1Oracle.json`);
 const testP1TraderJson = require(`${jsonFolder}Test_P1Trader.json`);
 const testTokenJson = require(`${jsonFolder}Test_Token.json`);
+const testMakerOracleJson = require(`${jsonFolder}Test_MakerOracle.json`);
 
 import {
   address,
@@ -73,6 +75,7 @@ export class Contracts {
   public perpetualProxy: Contract;
   public perpetualV1: Contract;
   public p1FundingOracle: Contract;
+  public p1MakerOracle: Contract;
   public p1Orders: Contract;
   public p1Deleveraging: Contract;
   public p1Liquidation: Contract;
@@ -84,6 +87,7 @@ export class Contracts {
   public testP1Oracle: Contract;
   public testP1Trader: Contract;
   public testToken: Contract;
+  public testMakerOracle: Contract;
 
   constructor(
     provider: Provider,
@@ -106,6 +110,7 @@ export class Contracts {
     this.perpetualProxy = this.addMainContract(perpetualProxyJson);
     this.perpetualV1 = this.addMainContract(perpetualV1Json);
     this.p1FundingOracle = this.addMainContract(p1FundingOracleJson);
+    this.p1MakerOracle = this.addMainContract(p1MakerOracleJson);
     this.p1Orders = this.addMainContract(p1OrdersJson);
     this.p1Deleveraging = this.addMainContract(p1DeleveragingJson);
     this.p1Liquidation = this.addMainContract(p1LiquidationJson);
@@ -117,6 +122,7 @@ export class Contracts {
     this.testP1Oracle = this.addTestContract(testP1OracleJson);
     this.testP1Trader = this.addTestContract(testP1TraderJson);
     this.testToken = this.addTestContract(testTokenJson);
+    this.testMakerOracle = this.addTestContract(testMakerOracleJson);
 
     this.setProvider(provider, networkId);
     this.setDefaultAccount(this.web3.eth.defaultAccount);