draft steth pricer

.circleci/config.yml

@@ -24,7 +24,7 @@ workflows:
             - build
       - integration-test:
           requires:
-            - build
+            - unit-test
       # - e2e-test:
       #     context: COVERALLS_REPO_TOKEN
       #     requires:
@@ -38,6 +38,8 @@ workflows:
           context: COVERALLS_REPO_TOKEN
           requires:
             - unit-test
+            - integration-test
+            - coverage
 
 jobs:
 

contracts/core/Controller.sol

@@ -215,7 +215,7 @@ contract Controller is Initializable, OwnableUpgradeSafe, ReentrancyGuardUpgrade
     /**
      * @notice modifier to check if the system is not partially paused, where only redeem and settleVault is allowed
      */
-    modifier notPartiallyPaused {
+    modifier notPartiallyPaused() {
         _isNotPartiallyPaused();
 
         _;
@@ -224,7 +224,7 @@ contract Controller is Initializable, OwnableUpgradeSafe, ReentrancyGuardUpgrade
     /**
      * @notice modifier to check if the system is not fully paused, where no functionality is allowed
      */
-    modifier notFullyPaused {
+    modifier notFullyPaused() {
         _isNotFullyPaused();
 
         _;
@@ -233,7 +233,7 @@ contract Controller is Initializable, OwnableUpgradeSafe, ReentrancyGuardUpgrade
     /**
      * @notice modifier to check if sender is the fullPauser address
      */
-    modifier onlyFullPauser {
+    modifier onlyFullPauser() {
         require(msg.sender == fullPauser, "C1");
 
         _;
@@ -242,7 +242,7 @@ contract Controller is Initializable, OwnableUpgradeSafe, ReentrancyGuardUpgrade
     /**
      * @notice modifier to check if the sender is the partialPauser address
      */
-    modifier onlyPartialPauser {
+    modifier onlyPartialPauser() {
         require(msg.sender == partialPauser, "C2");
 
         _;

contracts/interfaces/STETHInterface.sol

@@ -0,0 +1,12 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.6.10;
+
+interface STETHInterface {
+    function name() external view returns (string memory);
+
+    function symbol() external view returns (string memory);
+
+    function decimals() external view returns (uint8);
+
+    function getPooledEthByShares(uint256 sharesAmount) external view returns (uint256);
+}

contracts/mocks/MockDumbERC20.sol

@@ -62,7 +62,7 @@ contract MockDumbERC20 {
         return true;
     }
 
-    function allowance(address owner, address spender) public virtual view returns (uint256) {
+    function allowance(address owner, address spender) public view virtual returns (uint256) {
         return _allowances[owner][spender];
     }
 

contracts/mocks/MockSTETHToken.sol

@@ -0,0 +1,21 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity 0.6.10;
+
+import {ERC20Upgradeable} from "../packages/oz/upgradeability/ERC20Upgradeable.sol";
+
+contract MockSTETHToken is ERC20Upgradeable {
+    mapping(uint256 => uint256) public getPooledEthByShares;
+
+    constructor(string memory _name, string memory _symbol) public {
+        __ERC20_init_unchained(_name, _symbol);
+        _setupDecimals(18);
+    }
+
+    function mint(address account, uint256 amount) public {
+        _mint(account, amount);
+    }
+
+    function setPooledEthByShares(uint256 _pooledEthByShares) external {
+        getPooledEthByShares[1 ether] = _pooledEthByShares;
+    }
+}

contracts/packages/oz/Context.sol

@@ -14,11 +14,11 @@ pragma solidity 0.6.10;
  * This contract is only required for intermediate, library-like contracts.
  */
 abstract contract Context {
-    function _msgSender() internal virtual view returns (address payable) {
+    function _msgSender() internal view virtual returns (address payable) {
         return msg.sender;
     }
 
-    function _msgData() internal virtual view returns (bytes memory) {
+    function _msgData() internal view virtual returns (bytes memory) {
         this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
         return msg.data;
     }

contracts/packages/oz/upgradeability/ERC20Upgradeable.sol

@@ -100,14 +100,14 @@ contract ERC20Upgradeable is Initializable, ContextUpgradeable, IERC20Upgradeabl
     /**
      * @dev See {IERC20-totalSupply}.
      */
-    function totalSupply() public override view returns (uint256) {
+    function totalSupply() public view override returns (uint256) {
         return _totalSupply;
     }
 
     /**
      * @dev See {IERC20-balanceOf}.
      */
-    function balanceOf(address account) public override view returns (uint256) {
+    function balanceOf(address account) public view override returns (uint256) {
         return _balances[account];
     }
 
@@ -127,7 +127,7 @@ contract ERC20Upgradeable is Initializable, ContextUpgradeable, IERC20Upgradeabl
     /**
      * @dev See {IERC20-allowance}.
      */
-    function allowance(address owner, address spender) public virtual override view returns (uint256) {
+    function allowance(address owner, address spender) public view virtual override returns (uint256) {
         return _allowances[owner][spender];
     }
 

contracts/packages/oz/upgradeability/GSN/ContextUpgradeable.sol

@@ -22,11 +22,11 @@ abstract contract ContextUpgradeable is Initializable {
 
     function __Context_init_unchained() internal initializer {}
 
-    function _msgSender() internal virtual view returns (address payable) {
+    function _msgSender() internal view virtual returns (address payable) {
         return msg.sender;
     }
 
-    function _msgData() internal virtual view returns (bytes memory) {
+    function _msgData() internal view virtual returns (bytes memory) {
         this; // silence state mutability warning without generating bytecode - see https://github.com/ethereum/solidity/issues/2691
         return msg.data;
     }

contracts/packages/oz/upgradeability/Proxy.sol

@@ -12,7 +12,7 @@ abstract contract Proxy {
      * @dev Tells the address of the implementation where every call will be delegated.
      * @return address of the implementation to which it will be delegated
      */
-    function implementation() public virtual view returns (address);
+    function implementation() public view virtual returns (address);
 
     /**
      * @dev Fallback function allowing to perform a delegatecall to the given implementation.
@@ -30,12 +30,12 @@ abstract contract Proxy {
             returndatacopy(ptr, 0, size)
 
             switch result
-                case 0 {
-                    revert(ptr, size)
-                }
-                default {
-                    return(ptr, size)
-                }
+            case 0 {
+                revert(ptr, size)
+            }
+            default {
+                return(ptr, size)
+            }
         }
     }
 }

contracts/packages/oz/upgradeability/UpgradeabilityProxy.sol

@@ -23,7 +23,7 @@ contract UpgradeabilityProxy is Proxy {
      * @dev Tells the address of the current implementation
      * @return impl address of the current implementation
      */
-    function implementation() public override view returns (address impl) {
+    function implementation() public view override returns (address impl) {
         bytes32 position = implementationPosition;
         assembly {
             impl := sload(position)

contracts/packages/oz/upgradeability/erc20-permit/EIP712Upgradeable.sol

@@ -25,9 +25,8 @@ abstract contract EIP712Upgradeable is Initializable {
     /* solhint-disable var-name-mixedcase */
     bytes32 private _HASHED_NAME;
     bytes32 private _HASHED_VERSION;
-    bytes32 private constant _TYPE_HASH = keccak256(
-        "EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)"
-    );
+    bytes32 private constant _TYPE_HASH =
+        keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
 
     /* solhint-enable var-name-mixedcase */
 
@@ -102,7 +101,7 @@ abstract contract EIP712Upgradeable is Initializable {
      * NOTE: This function reads from storage by default, but can be redefined to return a constant value if gas costs
      * are a concern.
      */
-    function _EIP712NameHash() internal virtual view returns (bytes32) {
+    function _EIP712NameHash() internal view virtual returns (bytes32) {
         return _HASHED_NAME;
     }
 
@@ -112,7 +111,7 @@ abstract contract EIP712Upgradeable is Initializable {
      * NOTE: This function reads from storage by default, but can be redefined to return a constant value if gas costs
      * are a concern.
      */
-    function _EIP712VersionHash() internal virtual view returns (bytes32) {
+    function _EIP712VersionHash() internal view virtual returns (bytes32) {
         return _HASHED_VERSION;
     }
 

contracts/packages/oz/upgradeability/erc20-permit/ERC20PermitUpgradeable.sol

@@ -79,15 +79,15 @@ abstract contract ERC20PermitUpgradeable is
     /**
      * @dev See {IERC20Permit-nonces}.
      */
-    function nonces(address owner) public override view returns (uint256) {
+    function nonces(address owner) public view override returns (uint256) {
         return _nonces[owner].current();
     }
 
     /**
      * @dev See {IERC20Permit-DOMAIN_SEPARATOR}.
      */
     // solhint-disable-next-line func-name-mixedcase
-    function DOMAIN_SEPARATOR() external override view returns (bytes32) {
+    function DOMAIN_SEPARATOR() external view override returns (bytes32) {
         return _domainSeparatorV4();
     }
 

contracts/pricers/ChainlinkPricer.sol

@@ -80,7 +80,7 @@ contract ChainLinkPricer is OpynPricerInterface {
      * @dev overides the getPrice function in OpynPricerInterface
      * @return price of the asset in USD, scaled by 1e8
      */
-    function getPrice() external override view returns (uint256) {
+    function getPrice() external view override returns (uint256) {
         (, int256 answer, , , ) = aggregator.latestRoundData();
         require(answer > 0, "ChainLinkPricer: price is lower than 0");
         // chainlink's answer is already 1e8
@@ -92,7 +92,7 @@ contract ChainLinkPricer is OpynPricerInterface {
      * @param _roundId chainlink round id
      * @return round price and timestamp
      */
-    function getHistoricalPrice(uint80 _roundId) external override view returns (uint256, uint256) {
+    function getHistoricalPrice(uint80 _roundId) external view override returns (uint256, uint256) {
         (, int256 price, , uint256 roundTimestamp, ) = aggregator.getRoundData(_roundId);
         return (_scaleToBase(uint256(price)), roundTimestamp);
     }

contracts/pricers/STETHPricer.sol

@@ -0,0 +1,82 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity 0.6.10;
+
+import {OracleInterface} from "../interfaces/OracleInterface.sol";
+import {OpynPricerInterface} from "../interfaces/OpynPricerInterface.sol";
+import {STETHInterface} from "../interfaces/STETHInterface.sol";
+import {ERC20Interface} from "../interfaces/ERC20Interface.sol";
+import {SafeMath} from "../packages/oz/SafeMath.sol";
+
+/**
+ * @notice A Pricer contract for a Yearn yToken
+ */
+contract STETHPricer is OpynPricerInterface {
+    using SafeMath for uint256;
+
+    /// @notice opyn oracle address
+    OracleInterface public oracle;
+
+    /// @notice stETH token
+    STETHInterface public stETH;
+
+    /// @notice underlying asset for this yToken
+    ERC20Interface public underlying;
+
+    /**
+     * @param _stETH stETH
+     * @param _underlying underlying asset for stETH
+     * @param _oracle Opyn Oracle contract address
+     */
+    constructor(
+        address _stETH,
+        address _underlying,
+        address _oracle
+    ) public {
+        require(_stETH != address(0), "STETHPricer: stETH address can not be 0");
+        require(_underlying != address(0), "STETHPricer: underlying address can not be 0");
+        require(_oracle != address(0), "STETHPricer: oracle address can not be 0");
+
+        stETH = STETHInterface(_stETH);
+        underlying = ERC20Interface(_underlying);
+        oracle = OracleInterface(_oracle);
+    }
+
+    /**
+     * @notice get the live price for the asset
+     * @dev overrides the getPrice function in OpynPricerInterface
+     * @return price of 1e18 stETH in USD, scaled by 1e18
+     */
+    function getPrice() external view override returns (uint256) {
+        uint256 underlyingPrice = oracle.getPrice(address(underlying));
+        require(underlyingPrice > 0, "STETHPricer: underlying price is 0");
+        return _underlyingPriceToSTETHPrice(underlyingPrice);
+    }
+
+    /**
+     * @notice set the expiry price in the oracle
+     * @dev requires that the underlying price has been set before setting a stETH price
+     * @param _expiryTimestamp expiry to set a price for
+     */
+    function setExpiryPriceInOracle(uint256 _expiryTimestamp) external {
+        (uint256 underlyingPriceExpiry, ) = oracle.getExpiryPrice(address(underlying), _expiryTimestamp);
+        require(underlyingPriceExpiry > 0, "STETHPricer: underlying price not set yet");
+        uint256 stETHPrice = _underlyingPriceToSTETHPrice(underlyingPriceExpiry);
+        oracle.setExpiryPrice(address(stETH), _expiryTimestamp, stETHPrice);
+    }
+
+    /**
+     * @dev convert underlying price to stETH price with the stETH to underlying exchange rate
+     * @param _underlyingPrice price of 1 underlying token (ie 1e18 WETH) in USD, scaled by 1e8
+     * @return price of 1e8 stETH in USD, scaled by 1e8
+     */
+    function _underlyingPriceToSTETHPrice(uint256 _underlyingPrice) private view returns (uint256) {
+        uint256 pricePerShare = stETH.getPooledEthByShares(1 ether);
+        uint8 underlyingDecimals = underlying.decimals();
+
+        return pricePerShare.mul(_underlyingPrice).div(10**uint256(underlyingDecimals));
+    }
+
+    function getHistoricalPrice(uint80 _roundId) external view override returns (uint256, uint256) {
+        revert("STETHPricer: Deprecated");
+    }
+}

contracts/pricers/YearnPricer.sol

@@ -46,7 +46,7 @@ contract YearnPricer is OpynPricerInterface {
      * @dev overrides the getPrice function in OpynPricerInterface
      * @return price of 1e8 yToken in USD, scaled by 1e8
      */
-    function getPrice() external override view returns (uint256) {
+    function getPrice() external view override returns (uint256) {
         uint256 underlyingPrice = oracle.getPrice(address(underlying));
         require(underlyingPrice > 0, "YearnPricer: underlying price is 0");
         return _underlyingPriceToYtokenPrice(underlyingPrice);
@@ -76,7 +76,7 @@ contract YearnPricer is OpynPricerInterface {
         return pricePerShare.mul(_underlyingPrice).div(10**uint256(underlyingDecimals));
     }
 
-    function getHistoricalPrice(uint80 _roundId) external override view returns (uint256, uint256) {
+    function getHistoricalPrice(uint80 _roundId) external view override returns (uint256, uint256) {
         revert("YearnPricer: Deprecated");
     }
 }