v1.5.1: Add Uniswap v3 TWAP as a fallback oracle to Chainlink (#152)

* Update coverage [skip ci] * Deploy LINK/USDC to base sepolia * v1.5 testnet redeploy to redo migration * Add SizeFactory and SizeRegistry (#5) * Add SizeFactory * Split factory/registry due to contract size limit * Create SizeRegistryFactoryTest * Add more tests for 2 markets * Test createMarket * Add more tests * Add fork test * Bump * Bump CI * Refactor SizeRegistryFactoryTest * Add isMarket function * Change description to percent instead of BP * Fix fork test * Use ISize and implementation in constructor * Add PriceFeed factory * Fix slither * Change _ by | on descriptions * Fix test * Remove unused code * v1.5 migration with `reinitialize` (#7) * Create migration function * Create NonTransferrableScaledTokenV1_5Test (WIP) * Attempt build * Fix circular dependency * Add Size deployment to SizeRegistry on tests * Pin foundry version * WIP * WIP + compiling * Alternate branch * Fix getUserView * Create withdrawV1_2 function * Do migration in a single reinitialize * Add testFork_ForkReinitializeV1_5_set_2_existing_markets * Create separate tests to check gas usage * Add v1.5 at the end of NonTransferrableScaledTokenV1_5 * Fix _testFork_ForkReinitializeV1_5_migrate * Rollback SizeDataView struct to not break integrations * Fix getMarketsDescriptions * Fix tests * Fix compilation warnings * Fix fork test * Attempt fix slither * fix slither * attempt fix slither * Fix slither * Fix slither * Add more consistency checks * Add more checks to reinitialize fn * Remove blank line * Add new methods * Add more tests * Disable slither calls-loop * Fix checks by using only scaled balances * Fix fork test * Fix CI * Add v1 token to /deprecated folder * Remove unused code * getBorrowATokensDescriptionsV1_5 * Fix README * Increase test coverage * Upgrade SizeView.version to v1.5 * Add withdraw checks * Fix tests * Add comment * Fix NonTransferrableScaledTokenV1_5.allowance * Create deposit/withdraw fork test * Deploy LINK/USDC to base sepolia * Deploy SizeRegistry, SizeFactory to base-sepolia * Update migration procedure * Add audit tests * Add per user checks * Fix recommendations from v1.5 review * Fix error * v1.5 libraries on prepare_crytic * Redeploy SizeFactory to base-sepolia * Update coverage [skip ci] * Deploy SizeFactory to production * "$@" * Add more information about the deployment process * Add Uniswap v3 oracle WIP * Done UniswapV3PriceFeed (does not compile) * Compiling * Fix SizeFactory tests * Add ChainlinkSequencerUptimeFeedTest * Fix tests * Finish UniswapV3PriceFeedTest * Fix PriceFeed tests * Add averageBlockTime to increase the cardinality * Fix unit tests * Add Custodia Security audit * Fix CI * Fix fork test * Restructure folders * Add IPriceFeedV1_5_1 interface * Ignore warnings from Aave v3 compilation * format * Remove unused code * Increase the coverage on price feeds to 100% * Change variable name from pool to uniswapV3Pool * Addresses issues from ChainDefenders review * Deploy SizeFactory v1.5.1 --------- Co-authored-by: Size <[email protected]>
SizeCredit · Dec 17, 2024 · 262c590 · 262c590
1 parent 936b3ff
commit 262c590
Show file tree

Hide file tree

Showing 51 changed files with 3,659 additions and 274 deletions.
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
@@ -211,7 +211,7 @@ jobs:
           path: |
             out/Size.sol/Size.json
             out/SizeFactory.sol/SizeFactory.json
-            out/IPriceFeed.sol/IPriceFeed.json
+            out/PriceFeed.sol/PriceFeed.json
             out/IPool.sol/IPool.json
             out/IERC20Metadata.sol/IERC20Metadata.json
             out/Errors.sol/Errors.json

diff --git a/.gitignore b/.gitignore
@@ -39,3 +39,6 @@ medusa
 
 # Custom
 selectors.txt
+
+# Typechain
+types/
diff --git a/.gitmodules b/.gitmodules
@@ -25,3 +25,9 @@
 [submodule "lib/halmos-cheatcodes"]
 	path = lib/halmos-cheatcodes
 	url = https://github.com/a16z/halmos-cheatcodes
+[submodule "lib/v3-periphery"]
+	path = lib/v3-periphery
+	url = https://github.com/Uniswap/v3-periphery
+[submodule "lib/v3-core"]
+	path = lib/v3-core
+	url = https://github.com/Uniswap/v3-core
diff --git a/README.md b/README.md
@@ -11,6 +11,8 @@ Target networks:
 
 ## Audits
 
+- [2024-12-10 - ChainDefenders](./audits/2024-12-10-ChainDefenders.pdf)
+- [2024-11-13 - Custodia Security](./audits/2024-11-13-Custodia-Security.pdf)
 - [2024-06-10 - Code4rena](https://code4rena.com/reports/2024-06-size)
 - [2024-06-08 - Spearbit](./audits/2024-06-08-Spearbit.pdf)
 - [2024-03-26 - Solidified](./audits/2024-03-26-Solidified.pdf)
@@ -208,14 +210,11 @@ for i in {0..5}; do halmos --loop $i; done
 
 ## Known limitations
 
-- The protocol currently supports only a single market (USDC/ETH for borrow/collateral tokens)
 - The protocol does not support rebasing/fee-on-transfer tokens
-- The protocol does not support tokens with different decimals than the current market
 - The protocol only supports tokens compliant with the IERC20Metadata interface
 - The protocol only supports pre-vetted tokens
 - The protocol owner, KEEPER_ROLE, PAUSER_ROLE, and BORROW_RATE_UPDATER_ROLE are trusted
-- The protocol does not have any fallback oracles.
-- Price feeds must be redeployed and updated in case any Chainlink configuration changes (stale price timeouts, decimals, etc)
+- The protocol uses Uniswap TWAP as a fallback oracle in case Chainlink is stale.
 - In case Chainlink reports a wrong price, the protocol state cannot be guaranteed. This may cause incorrect liquidations, among other issues
 - In case the protocol is paused, the price of the collateral may change during the unpause event. This may cause unforseen liquidations, among other issues
 - It is not possible to pause individual functions. Nevertheless, BORROW_RATE_UPDATER_ROLE and admin functions are enabled even if the protocol is paused
@@ -268,43 +267,15 @@ If it does not work, try removing `--verify`
 
 ### Deployment checklist
 
+0. Due dilligence on borrow/collateral tokens: non-rebasing, IERC20Metadata
 1. Deploy
-2. Grant `KEEPER_ROLE` to keeper bot
-3. Grant `BORROW_RATE_UPDATER_ROLE` to updater bot
-4. Grant `PAUSER_ROLE` to pauser bot
+2. Grant `KEEPER_ROLE` to liquidation contract
+3. Grant `BORROW_RATE_UPDATER_ROLE` to bot
+4. Grant `PAUSER_ROLE` to bot, multisig signers
 
 ## Upgrade
 
 ```bash
 source .env.sepolia
 forge script script/Upgrade.s.sol --rpc-url $RPC_URL --gas-limit 30000000 --sender $DEPLOYER_ADDRESS --account $DEPLOYER_ACCOUNT --ffi --verify -vvvvv
 ```
-
-### v1.5 migration
-
-1. Deploy the SizeFactory
-
-```bash
-source .env
-export NETWORK_CONFIGURATION=base-sepolia-size-factory
-forge script script/DeploySizeFactory.s.sol --rpc-url $RPC_URL --gas-limit 30000000 --sender $DEPLOYER_ADDRESS --account $DEPLOYER_ACCOUNT --ffi --verify -vvvvv
-```
-
-2. Manually call `sizeFactory.addMarket` (x2), `sizeFactory.addPriceFeed` (x2)
-
-3. Manually call `sizeFactory.createBorrowATokenV1_5`
-
-4. Verify the correctness through `sizeFactory.get{Markets,PriceFeeds}Descriptions`
-
-5. Pause all markets
-
-6. Call `GetV1_5ReinitializeDataScript`
-
-```bash
-source .env
-forge script script/GetV1_5ReinitializeData.s.sol --rpc-url $RPC_URL --gas-limit 30000000 --sender $DEPLOYER_ADDRESS --account $DEPLOYER_ACCOUNT --ffi -vvvvv
-```
-
-7. Manually upgrade and reinitialize the markets: `size.upgradeToAndCall(sizeFactory.sizeImplementation(), "reinitialize")`
-
-8. Unpause all markets
diff --git a/audits/2024-11-13-Custodia-Security.pdf b/audits/2024-11-13-Custodia-Security.pdf
diff --git a/audits/2024-12-10-ChainDefenders.pdf b/audits/2024-12-10-ChainDefenders.pdf
diff --git a/broadcast/UpgradeSizeFactory.s.sol/8453/run-1734432794.json b/broadcast/UpgradeSizeFactory.s.sol/8453/run-1734432794.json
diff --git a/broadcast/UpgradeSizeFactory.s.sol/8453/run-latest.json b/broadcast/UpgradeSizeFactory.s.sol/8453/run-latest.json
diff --git a/deployments/base-production-size-factory.json b/deployments/base-production-size-factory.json
@@ -2,7 +2,7 @@
   "chainId": "8453",
   "commit": "e294ea5",
   "deployments": {
-    "SizeFactory-implementation": "0xFa64CC164b87De05382dD7EfB3B2236ce8D90709",
+    "SizeFactory-implementation": "0x3281853D11B6AdAFaa23d01652211F8170C7eF3c",
     "SizeFactory-proxy": "0x330Dc31dB45672c1F565cf3EC91F9a01f8f3DF0b"
   },
   "networkConfiguration": "base-production-size-factory",

diff --git a/foundry.toml b/foundry.toml
@@ -7,6 +7,7 @@
   no_match_test = 'testFork_'
   solc_version = '0.8.23'
   evm_version = 'shanghai'
+  ignored_warnings_from = ["lib/aave-v3-core"]
 
 [profile.fork]
   src = "src"

diff --git a/lib/v3-core b/lib/v3-core
diff --git a/lib/v3-periphery b/lib/v3-periphery
diff --git a/package.json b/package.json
@@ -3,6 +3,7 @@
   "description": "Size v2",
   "scripts": {
     "solhint": "solhint \"src/**/*.sol\"  --max-warnings 0",
+    "typechain": "npx typechain --target=ethers-v6",
     "get-libraries": "(j=$((0x10)); find src/libraries test/helpers/libraries -type f | sed 's/.*\\///' | sed 's/.sol//' | while read i; do echo -n \"($i,$(printf \"0x%x\" $j))\\n\";j=$((j+1));done) | paste -sd, -",
     "echidna-property": "echidna . --contract CryticTester --config echidna.yaml --test-mode property",
     "echidna-assertion": "echidna . --contract CryticTester --config echidna.yaml --test-mode assertion",

diff --git a/remappings.txt b/remappings.txt
@@ -9,3 +9,5 @@
 @crytic/properties=lib/properties
 @aave=lib/aave-v3-core/contracts
 halmos-cheatcodes=lib/halmos-cheatcodes/src
+@uniswap/v3-core=lib/v3-core
+@uniswap/v3-periphery=lib/v3-periphery
diff --git a/script/BaseScript.sol b/script/BaseScript.sol
@@ -5,6 +5,7 @@ import {EnumerableMap} from "@openzeppelin/contracts/utils/structs/EnumerableMap
 import {ISize} from "@src/interfaces/ISize.sol";
 import {SizeFactory} from "@src/v1.5/SizeFactory.sol";
 
+import {EnumerableMap} from "@openzeppelin/contracts/utils/structs/EnumerableMap.sol";
 import {IPriceFeed} from "@src/oracle/IPriceFeed.sol";
 import {ISizeV1_5} from "@src/v1.5/interfaces/ISizeV1_5.sol";
 import {Script} from "forge-std/Script.sol";

diff --git a/script/Deploy.s.sol b/script/Deploy.s.sol
@@ -56,29 +56,34 @@ contract DeployScript is BaseScript, Networks, Deploy {
         );
         parameters.push(
             Parameter({
-                key: "underlyingCollateralTokenAggregator",
-                value: Strings.toHexString(params.underlyingCollateralTokenAggregator)
+                key: "priceFeedParams.baseAggregator",
+                value: Strings.toHexString(address(params.priceFeedParams.baseAggregator))
             })
         );
         parameters.push(
             Parameter({
-                key: "underlyingBorrowTokenAggregator",
-                value: Strings.toHexString(params.underlyingBorrowTokenAggregator)
+                key: "priceFeedParams.quoteAggregator",
+                value: Strings.toHexString(address(params.priceFeedParams.quoteAggregator))
             })
         );
         parameters.push(
             Parameter({
-                key: "underlyingCollateralTokenHeartbeat",
-                value: Strings.toString(params.underlyingCollateralTokenHeartbeat)
+                key: "priceFeedParams.baseStalePriceInterval",
+                value: Strings.toString(params.priceFeedParams.baseStalePriceInterval)
             })
         );
         parameters.push(
             Parameter({
-                key: "underlyingBorrowTokenHeartbeat",
-                value: Strings.toString(params.underlyingBorrowTokenHeartbeat)
+                key: "priceFeedParams.quoteStalePriceInterval",
+                value: Strings.toString(params.priceFeedParams.quoteStalePriceInterval)
+            })
+        );
+        parameters.push(
+            Parameter({
+                key: "priceFeedParams.sequencerUptimeFeed",
+                value: Strings.toHexString(address(params.priceFeedParams.sequencerUptimeFeed))
             })
         );
-        parameters.push(Parameter({key: "sequencerUptimeFeed", value: Strings.toHexString(params.sequencerUptimeFeed)}));
         parameters.push(Parameter({key: "variablePool", value: Strings.toHexString(address(variablePool))}));
 
         parameters.push(Parameter({key: "fragmentationFee", value: Strings.toString(params.fragmentationFee)}));

diff --git a/script/Deploy.sol b/script/Deploy.sol
@@ -4,6 +4,7 @@ pragma solidity 0.8.23;
 import {IPool} from "@aave/interfaces/IPool.sol";
 
 import {WadRayMath} from "@aave/protocol/libraries/math/WadRayMath.sol";
+import {AggregatorV3Interface} from "@chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
 
 import "@crytic/properties/contracts/util/Hevm.sol";
 import {ERC1967Proxy} from "@openzeppelin/contracts/proxy/ERC1967/ERC1967Proxy.sol";
@@ -15,7 +16,7 @@ import {PoolMock} from "@test/mocks/PoolMock.sol";
 
 import {IPriceFeed} from "@src/oracle/IPriceFeed.sol";
 
-import {PriceFeed} from "@src/oracle/PriceFeed.sol";
+import {PriceFeed, PriceFeedParams} from "@src/oracle/v1.5.1/PriceFeed.sol";
 
 import {PriceFeedMock} from "@test/mocks/PriceFeedMock.sol";
 
@@ -189,18 +190,12 @@ abstract contract Deploy {
         variablePool = IPool(_networkParams.variablePool);
 
         if (
-            _networkParams.underlyingCollateralTokenAggregator == address(0)
-                && _networkParams.underlyingBorrowTokenAggregator == address(0)
+            _networkParams.priceFeedParams.baseAggregator == AggregatorV3Interface(address(0))
+                && _networkParams.priceFeedParams.quoteAggregator == AggregatorV3Interface(address(0))
         ) {
             priceFeed = new PriceFeedMock(_owner);
         } else {
-            priceFeed = new PriceFeed(
-                _networkParams.underlyingCollateralTokenAggregator,
-                _networkParams.underlyingBorrowTokenAggregator,
-                _networkParams.sequencerUptimeFeed,
-                _networkParams.underlyingCollateralTokenHeartbeat,
-                _networkParams.underlyingBorrowTokenHeartbeat
-            );
+            priceFeed = new PriceFeed(_networkParams.priceFeedParams);
         }
 
         if (_networkParams.variablePool == address(0)) {

diff --git a/script/GetChainlinkAggregatorInformation.s.sol b/script/GetChainlinkAggregatorInformation.s.sol
@@ -0,0 +1,47 @@
+// SPDX-License-Identifier: MIT
+pragma solidity 0.8.23;
+
+import {EnumerableMap} from "@openzeppelin/contracts/utils/structs/EnumerableMap.sol";
+import {console} from "forge-std/Script.sol";
+
+import {Vm} from "forge-std/Vm.sol";
+
+import {BaseScript} from "@script/BaseScript.sol";
+import {Deploy} from "@script/Deploy.sol";
+import {Networks} from "@script/Networks.sol";
+
+contract GetChainlinkAggregatorInformationScript is BaseScript, Networks, Deploy {
+    EnumerableMap.AddressToUintMap addresses;
+
+    function setUp() public {}
+
+    event NewRound(uint256 roundId, address startedBy, uint256 startedAt);
+
+    function run() public ignoreGas {
+        uint256 deploymentBlock = 17147278;
+        address aggregator = 0x330eC3210511cC8f5A87A737A08905092e033AF3;
+
+        bytes32[] memory topics = new bytes32[](1);
+        topics[0] = NewRound.selector;
+
+        uint256 toBlock = vm.getBlockNumber();
+        uint256 fromBlock = deploymentBlock;
+        uint256 batchSize = 100_000;
+
+        Vm.EthGetLogs[] memory logs;
+
+        while (fromBlock < toBlock) {
+            uint256 endBlock = (fromBlock + batchSize > toBlock) ? toBlock : fromBlock + batchSize;
+
+            logs = vm.eth_getLogs(fromBlock, endBlock, aggregator, topics);
+
+            for (uint256 j = 0; j < logs.length; j++) {
+                Vm.EthGetLogs memory log = logs[j];
+                uint64 blockNumber = log.blockNumber;
+                console.log("%s", blockNumber);
+            }
+
+            fromBlock = endBlock + 1;
+        }
+    }
+}