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@pblivin0x
pblivin0x committed Jan 4, 2024
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206 changes: 206 additions & 0 deletions external/abi/set/BoundedStepwiseLinearPriceAdapter.json
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{
"_format": "hh-sol-artifact-1",
"contractName": "BoundedStepwiseLinearPriceAdapter",
"sourceName": "contracts/protocol/integration/auction-price/BoundedStepwiseLinearPriceAdapter.sol",
"abi": [
{
"inputs": [
{
"internalType": "uint256",
"name": "_initialPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_slope",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_bucketSize",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_maxPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_minPrice",
"type": "uint256"
}
],
"name": "areParamsValid",
"outputs": [
{
"internalType": "bool",
"name": "",
"type": "bool"
}
],
"stateMutability": "pure",
"type": "function",
"gas": "0xa7d8c0"
},
{
"inputs": [
{
"internalType": "bytes",
"name": "_data",
"type": "bytes"
}
],
"name": "getDecodedData",
"outputs": [
{
"internalType": "uint256",
"name": "initialPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "slope",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "bucketSize",
"type": "uint256"
},
{
"internalType": "bool",
"name": "isDecreasing",
"type": "bool"
},
{
"internalType": "uint256",
"name": "maxPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "minPrice",
"type": "uint256"
}
],
"stateMutability": "pure",
"type": "function",
"gas": "0xa7d8c0"
},
{
"inputs": [
{
"internalType": "uint256",
"name": "_initialPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_slope",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_bucketSize",
"type": "uint256"
},
{
"internalType": "bool",
"name": "_isDecreasing",
"type": "bool"
},
{
"internalType": "uint256",
"name": "_maxPrice",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_minPrice",
"type": "uint256"
}
],
"name": "getEncodedData",
"outputs": [
{
"internalType": "bytes",
"name": "data",
"type": "bytes"
}
],
"stateMutability": "pure",
"type": "function",
"gas": "0xa7d8c0"
},
{
"inputs": [
{
"internalType": "address",
"name": "",
"type": "address"
},
{
"internalType": "address",
"name": "",
"type": "address"
},
{
"internalType": "uint256",
"name": "",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "_timeElapsed",
"type": "uint256"
},
{
"internalType": "uint256",
"name": "",
"type": "uint256"
},
{
"internalType": "bytes",
"name": "_priceAdapterConfigData",
"type": "bytes"
}
],
"name": "getPrice",
"outputs": [
{
"internalType": "uint256",
"name": "price",
"type": "uint256"
}
],
"stateMutability": "pure",
"type": "function",
"gas": "0xa7d8c0"
},
{
"inputs": [
{
"internalType": "bytes",
"name": "_priceAdapterConfigData",
"type": "bytes"
}
],
"name": "isPriceAdapterConfigDataValid",
"outputs": [
{
"internalType": "bool",
"name": "isValid",
"type": "bool"
}
],
"stateMutability": "pure",
"type": "function",
"gas": "0xa7d8c0"
}
],
"bytecode": "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",
"deployedBytecode": "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",
"linkReferences": {},
"deployedLinkReferences": {}
}
169 changes: 169 additions & 0 deletions external/contracts/set/BoundedStepwiseLinearPriceAdapter.sol
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// SPDX-License-Identifier: Apache-2.0
pragma solidity 0.8.17;

import { FixedPointMathLib } from "solady/src/utils/FixedPointMathLib.sol";

/**
* @title BoundedStepwiseLinearPriceAdapter
* @author Index Coop
* @notice Price adapter contract for the AuctionRebalanceModuleV1. It returns a price that
* increases or decreases linearly in steps over time, within a bounded range.
* The rate of change is constant.
* Price formula: price = initialPrice +/- slope * timeBucket
*/
contract BoundedStepwiseLinearPriceAdapter {

/**
* @dev Calculates and returns the linear price.
*
* @param _timeElapsed Time elapsed since the start of the auction.
* @param _priceAdapterConfigData Encoded bytes representing the linear function parameters.
*
* @return price The price calculated using the linear function.
*/
function getPrice(
address /* _setToken */,
address /* _component */,
uint256 /* _componentQuantity */,
uint256 _timeElapsed,
uint256 /* _duration */,
bytes memory _priceAdapterConfigData
)
external
pure
returns (uint256 price)
{
(
uint256 initialPrice,
uint256 slope,
uint256 bucketSize,
bool isDecreasing,
uint256 maxPrice,
uint256 minPrice
) = getDecodedData(_priceAdapterConfigData);

require(
areParamsValid(initialPrice, slope, bucketSize, maxPrice, minPrice),
"BoundedStepwiseLinearPriceAdapter: Invalid params"
);

uint256 bucket = _timeElapsed / bucketSize;

// Protect against priceChange overflow
if (bucket > type(uint256).max / slope) {
return isDecreasing ? minPrice : maxPrice;
}

uint256 priceChange = bucket * slope;

if (isDecreasing) {
// Protect against price underflow
if (priceChange > initialPrice) {
return minPrice;
}
return FixedPointMathLib.max(initialPrice - priceChange, minPrice);
} else {
// Protect against price overflow
if (priceChange > type(uint256).max - initialPrice) {
return maxPrice;
}
return FixedPointMathLib.min(initialPrice + priceChange, maxPrice);
}
}

/**
* @dev Returns true if the price adapter is valid for the given parameters.
*
* @param _priceAdapterConfigData Encoded data for configuring the price adapter.
*
* @return isValid Boolean indicating if the adapter config data is valid.
*/
function isPriceAdapterConfigDataValid(
bytes memory _priceAdapterConfigData
)
external
pure
returns (bool isValid)
{
(
uint256 initialPrice,
uint256 slope,
uint256 bucketSize,
,
uint256 maxPrice,
uint256 minPrice
) = getDecodedData(_priceAdapterConfigData);

return areParamsValid(initialPrice, slope, bucketSize, maxPrice, minPrice);
}

/**
* @dev Returns true if the price adapter parameters are valid.
*
* @param _initialPrice Initial price of the auction
* @param _bucketSize Time elapsed between each bucket
* @param _maxPrice Maximum price of the auction
* @param _minPrice Minimum price of the auction
*/
function areParamsValid(
uint256 _initialPrice,
uint256 _slope,
uint256 _bucketSize,
uint256 _maxPrice,
uint256 _minPrice
)
public
pure
returns (bool)
{
return _initialPrice > 0
&& _slope > 0
&& _bucketSize > 0
&& _initialPrice <= _maxPrice
&& _initialPrice >= _minPrice;
}

/**
* @dev Returns the encoded data for the price curve parameters
*
* @param _initialPrice Initial price of the auction
* @param _slope Slope of the linear price change
* @param _bucketSize Time elapsed between each bucket
* @param _isDecreasing Flag for whether the price is decreasing or increasing
* @param _maxPrice Maximum price of the auction
* @param _minPrice Minimum price of the auction
*/
function getEncodedData(
uint256 _initialPrice,
uint256 _slope,
uint256 _bucketSize,
bool _isDecreasing,
uint256 _maxPrice,
uint256 _minPrice
)
external
pure
returns (bytes memory data)
{
return abi.encode(_initialPrice, _slope, _bucketSize, _isDecreasing, _maxPrice, _minPrice);
}

/**
* @dev Decodes the parameters from the provided bytes.
*
* @param _data Bytes encoded auction parameters
* @return initialPrice Initial price of the auction
* @return slope Slope of the linear price change
* @return bucketSize Time elapsed between each bucket
* @return isDecreasing Flag for whether the price is decreasing or increasing
* @return maxPrice Maximum price of the auction
* @return minPrice Minimum price of the auction
*/
function getDecodedData(bytes memory _data)
public
pure
returns (uint256 initialPrice, uint256 slope, uint256 bucketSize, bool isDecreasing, uint256 maxPrice, uint256 minPrice)
{
return abi.decode(_data, (uint256, uint256, uint256, bool, uint256, uint256));
}
}
3 changes: 3 additions & 0 deletions test/integration/ethereum/addresses.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -23,6 +23,8 @@ export const PRODUCTION_ADDRESSES = {
rETH2: "0x20BC832ca081b91433ff6c17f85701B6e92486c5",
sETH2: "0xFe2e637202056d30016725477c5da089Ab0A043A",
wbtc: "0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599",
swETH: "0xf951E335afb289353dc249e82926178EaC7DEd78",
ETHx: "0xA35b1B31Ce002FBF2058D22F30f95D405200A15b",
},
whales: {
stEth: "0xdc24316b9ae028f1497c275eb9192a3ea0f67022",
Expand Down Expand Up @@ -73,6 +75,7 @@ export const PRODUCTION_ADDRESSES = {
aaveV3LeverageStrategyExtension: "0x7d3f7EDD04916F3Cb2bC6740224c636B9AE43200",
aaveV3LeverageModule: "0x71E932715F5987077ADC5A7aA245f38841E0DcBe",
constantPriceAdapter: "0x13c33656570092555Bf27Bdf53Ce24482B85D992",
linearPriceAdapter: "0x237F7BBe0b358415bE84AB6d279D4338C0d026bB",
},
lending: {
aave: {
Expand Down
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