Merge pull request #101 from hifi-finance/feat/uniswap-v3-price-feed

Add Uniswap V3 Price Feed

packages/constants/src/index.ts

@@ -1,6 +1,7 @@
 export * from "./addresses";
 export * from "./chains";
 export * from "./gas";
+export * from "./oracles";
 export * from "./prices";
 export * from "./protocol";
 export * from "./tokens";

packages/constants/src/oracles.ts

@@ -0,0 +1,9 @@
+import { BigNumber } from "@ethersproject/bignumber";
+
+export const DEFAULT_CARDINALITY: number = 144;
+export const DEFAULT_TWAP_INTERVAL: number = 1800;
+export const Q192: BigNumber = BigNumber.from("6277101735386680763835789423207666416102355444464034512896");
+export const TICKS = {
+  lowerBound: -798544800,
+  upperBound: 798544800,
+};

packages/errors/src/index.ts

@@ -7,6 +7,9 @@ export { OwnableErrors } from "./external";
 // flashSwap.ts
 export { FlashUniswapV2Errors, FlashUniswapV3Errors } from "./flashSwap";
 
+// oracles.ts
+export { UniswapV3PriceFeedErrors } from "./oracles";
+
 // protocol.ts
 export {
   BalanceSheetErrors,

packages/errors/src/oracles.ts

@@ -0,0 +1,5 @@
+export enum UniswapV3PriceFeedErrors {
+  QUOTE_ASSET_NOT_IN_POOL = "IUniswapV3PriceFeed__QuoteAssetNotInPool",
+  TWAP_CRITERIA_NOT_SATISFIED = "IUniswapV3PriceFeed__TwapCriteriaNotSatisfied",
+  MAX_PRICE_LESS_THAN_OR_EQUAL_TO_ZERO = "IUniswapV3PriceFeed__MaxPriceLessThanOrEqualToZero",
+}

packages/flash-swap/contracts/uniswap-v3/NoDelegateCall.sol

@@ -2,8 +2,7 @@
 // solhint-disable
 pragma solidity =0.7.6;
 
-/// @title Prevents delegatecall to a contract
-/// @notice Base contract that provides a modifier for preventing delegatecall to methods in a child contract
+/// @dev https://raw.githubusercontent.com/Uniswap/v3-core/v1.0.0/contracts/NoDelegateCall.sol
 abstract contract NoDelegateCall {
     /// @dev The original address of this contract
     address private immutable original;

packages/flash-swap/contracts/uniswap-v3/UniswapV3Pool.sol

@@ -28,6 +28,7 @@ import "@uniswap/v3-core/contracts/interfaces/callback/IUniswapV3MintCallback.so
 import "@uniswap/v3-core/contracts/interfaces/callback/IUniswapV3SwapCallback.sol";
 import "@uniswap/v3-core/contracts/interfaces/callback/IUniswapV3FlashCallback.sol";
 
+/// @dev https://raw.githubusercontent.com/Uniswap/v3-core/v1.0.0/contracts/UniswapV3Pool.sol
 contract UniswapV3Pool is IUniswapV3Pool, NoDelegateCall {
     using LowGasSafeMath for uint256;
     using LowGasSafeMath for int256;

packages/protocol/contracts/external/chainlink/IAggregatorV3.sol

@@ -4,7 +4,7 @@ pragma solidity >=0.8.4;
 /// @title IAggregatorV3
 /// @author Hifi
 /// @dev Forked from Chainlink
-/// github.com/smartcontractkit/chainlink/blob/v1.2.0/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol
+/// https://github.com/smartcontractkit/chainlink/blob/v1.2.0/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol
 interface IAggregatorV3 {
     function decimals() external view returns (uint8);
 

packages/protocol/contracts/external/uniswap/interfaces/IUniswapV3Pool.sol

@@ -0,0 +1,50 @@
+// SPDX-License-Identifier: GPL-2.0-or-later
+pragma solidity >=0.8.4;
+
+/// @title IUniswapV3Pool
+/// @author Hifi
+/// @dev Forked from Uniswap
+/// https://github.com/Uniswap/v3-core/blob/v1.0.0/contracts/interfaces/IUniswapV3Factory.sol
+interface IUniswapV3Pool {
+    function factory() external view returns (address);
+
+    function fee() external view returns (uint24);
+
+    function initialize(uint160 sqrtPriceX96) external;
+
+    function maxLiquidityPerTick() external view returns (uint128);
+
+    function observe(uint32[] calldata secondsAgos)
+        external
+        view
+        returns (int56[] memory tickCumulatives, uint160[] memory secondsPerLiquidityCumulativeX128s);
+
+    function observations(uint256 index)
+        external
+        view
+        returns (
+            uint32 blockTimestamp,
+            int56 tickCumulative,
+            uint160 secondsPerLiquidityCumulativeX128,
+            bool initialized
+        );
+
+    function slot0()
+        external
+        view
+        returns (
+            uint160 sqrtPriceX96,
+            int24 tick,
+            uint16 observationIndex,
+            uint16 observationCardinality,
+            uint16 observationCardinalityNext,
+            uint8 feeProtocol,
+            bool unlocked
+        );
+
+    function tickSpacing() external view returns (int24);
+
+    function token0() external view returns (address);
+
+    function token1() external view returns (address);
+}

packages/protocol/contracts/external/uniswap/libraries/FullMath.sol

@@ -0,0 +1,131 @@
+// SPDX-License-Identifier: MIT
+// solhint-disable max-line-length, no-inline-assembly, reason-string
+pragma solidity ^0.8.4;
+
+/// @title FullMath
+/// @author Hifi
+/// @dev Forked from Euler
+/// https://github.com/euler-xyz/euler-contracts/blob/dfaa7788b17ac7c2a826a3ed242d7181998a778f/contracts/vendor/FullMath.sol
+library FullMath {
+    /// @notice Calculates floor(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0
+    /// @param a The multiplicand
+    /// @param b The multiplier
+    /// @param denominator The divisor
+    /// @return result The 256-bit result
+    /// @dev Credit to Remco Bloemen under MIT license https://xn--2-umb.com/21/muldiv
+    function mulDiv(
+        uint256 a,
+        uint256 b,
+        uint256 denominator
+    ) internal pure returns (uint256 result) {
+        unchecked {
+            // 512-bit multiply [prod1 prod0] = a * b
+            // Compute the product mod 2**256 and mod 2**256 - 1
+            // then use the Chinese Remainder Theorem to reconstruct
+            // the 512 bit result. The result is stored in two 256
+            // variables such that product = prod1 * 2**256 + prod0
+            uint256 prod0; // Least significant 256 bits of the product
+            uint256 prod1; // Most significant 256 bits of the product
+            assembly {
+                let mm := mulmod(a, b, not(0))
+                prod0 := mul(a, b)
+                prod1 := sub(sub(mm, prod0), lt(mm, prod0))
+            }
+
+            // Handle non-overflow cases, 256 by 256 division
+            if (prod1 == 0) {
+                require(denominator > 0);
+                assembly {
+                    result := div(prod0, denominator)
+                }
+                return result;
+            }
+
+            // Make sure the result is less than 2**256.
+            // Also prevents denominator == 0
+            require(denominator > prod1);
+
+            ///////////////////////////////////////////////
+            // 512 by 256 division.
+            ///////////////////////////////////////////////
+
+            // Make division exact by subtracting the remainder from [prod1 prod0]
+            // Compute remainder using mulmod
+            uint256 remainder;
+            assembly {
+                remainder := mulmod(a, b, denominator)
+            }
+            // Subtract 256 bit number from 512 bit number
+            assembly {
+                prod1 := sub(prod1, gt(remainder, prod0))
+                prod0 := sub(prod0, remainder)
+            }
+
+            // Factor powers of two out of denominator
+            // Compute largest power of two divisor of denominator.
+            // Always >= 1.
+            uint256 twos = denominator & (~denominator + 1);
+
+            // Divide denominator by power of two
+            assembly {
+                denominator := div(denominator, twos)
+            }
+
+            // Divide [prod1 prod0] by the factors of two
+            assembly {
+                prod0 := div(prod0, twos)
+            }
+            // Shift in bits from prod1 into prod0. For this we need
+            // to flip `twos` such that it is 2**256 / twos.
+            // If twos is zero, then it becomes one
+            assembly {
+                twos := add(div(sub(0, twos), twos), 1)
+            }
+            prod0 |= prod1 * twos;
+
+            // Invert denominator mod 2**256
+            // Now that denominator is an odd number, it has an inverse
+            // modulo 2**256 such that denominator * inv = 1 mod 2**256.
+            // Compute the inverse by starting with a seed that is correct
+            // correct for four bits. That is, denominator * inv = 1 mod 2**4
+            uint256 inv = (3 * denominator) ^ 2;
+            // Now use Newton-Raphson iteration to improve the precision.
+            // Thanks to Hensel's lifting lemma, this also works in modular
+            // arithmetic, doubling the correct bits in each step.
+            inv *= 2 - denominator * inv; // inverse mod 2**8
+            inv *= 2 - denominator * inv; // inverse mod 2**16
+            inv *= 2 - denominator * inv; // inverse mod 2**32
+            inv *= 2 - denominator * inv; // inverse mod 2**64
+            inv *= 2 - denominator * inv; // inverse mod 2**128
+            inv *= 2 - denominator * inv; // inverse mod 2**256
+
+            // Because the division is now exact we can divide by multiplying
+            // with the modular inverse of denominator. This will give us the
+            // correct result modulo 2**256. Since the precoditions guarantee
+            // that the outcome is less than 2**256, this is the final result.
+            // We don't need to compute the high bits of the result and prod1
+            // is no longer required.
+            result = prod0 * inv;
+            return result;
+        }
+    }
+
+    /// @notice Calculates ceil(a×b÷denominator) with full precision. Throws if result overflows a uint256 or denominator == 0
+    /// @param a The multiplicand
+    /// @param b The multiplier
+    /// @param denominator The divisor
+    /// @return result The 256-bit result
+    function mulDivRoundingUp(
+        uint256 a,
+        uint256 b,
+        uint256 denominator
+    ) internal pure returns (uint256 result) {
+        unchecked {
+            result = mulDiv(a, b, denominator);
+            if (mulmod(a, b, denominator) > 0) {
+                require(result < type(uint256).max);
+                result++;
+            }
+        }
+    }
+}