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Deployed new oracle contract and managers #233

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6ec4033
deployed new oracle and managers
aalavandhan Nov 11, 2024
bf0c6b2
updated readme
aalavandhan Nov 25, 2024
a66d28f
Merge branch 'main' into deployment
aalavandhan Nov 25, 2024
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9 changes: 4 additions & 5 deletions spot-vaults/README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -5,15 +5,14 @@ This repository is a collection of vault strategies leveraging the SPOT system.
The official mainnet addresses are:

- Bill Broker (SPOT-USDC): [0xA088Aef966CAD7fE0B38e28c2E07590127Ab4ccB](https://etherscan.io/address/0xA088Aef966CAD7fE0B38e28c2E07590127Ab4ccB)
- WethWamplManager: [0x6785fa26191eb531c54fd093931f395c4b01b583](https://etherscan.io/address/0x6785fa26191eb531c54fd093931f395c4b01b583)
- UsdcSpotManager: [0x780eB92040bf24cd9BF993505390e88E8ED59935](https://etherscan.io/address/0x780eB92040bf24cd9BF993505390e88E8ED59935)
- SpotAppraiser: [0x965FBFebDA76d9AA11642C1d0074CdF02e546F3c](https://etherscan.io/address/0x965FBFebDA76d9AA11642C1d0074CdF02e546F3c) Used by the Bill Broker
- SpotCDRPricer: [0xa76df05BAb61444fa2C1c5c1e14A3aD912A00EbA](https://etherscan.io/address/0xa76df05BAb61444fa2C1c5c1e14A3aD912A00EbA) Used by the Charm USDC/SPOT auto manager
- WethWamplManager: [0x574fca658b4B59E965C0e5f74761AE0Ac41DA6a7](https://etherscan.io/address/0x574fca658b4B59E965C0e5f74761AE0Ac41DA6a7)
- UsdcSpotManager: [0x2f67158859Fe0f69f5773570eC60444Fe0c1693c](https://etherscan.io/address/0x2f67158859Fe0f69f5773570eC60444Fe0c1693c)
- SpotPricer: [0x0f8f519878c10ce36C6aAF89c1AeefaaDE5D7881](https://etherscan.io/address/0x0f8f519878c10ce36C6aAF89c1AeefaaDE5D7881)

The official testnet addresses are:

- Bill Broker (SPOT-USDC): [0xc3f6D1F1d253EdC8B34D78Bc6cDD2b3eEFAd76BD](https://sepolia.etherscan.io/address/0xc3f6D1F1d253EdC8B34D78Bc6cDD2b3eEFAd76BD)
- SpotAppraiser: [0x08c5b39F000705ebeC8427C1d64D6262392944EE](https://sepolia.etherscan.io/address/0x08c5b39F000705ebeC8427C1d64D6262392944EE)
- SpotAppraiser **(deprecated)**: [0x08c5b39F000705ebeC8427C1d64D6262392944EE](https://sepolia.etherscan.io/address/0x08c5b39F000705ebeC8427C1d64D6262392944EE)

## Install

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133 changes: 41 additions & 92 deletions spot-vaults/tasks/deploy.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -17,52 +17,44 @@ task("deploy:mocks").setAction(async function (args: TaskArguments, hre) {
await cpiOracle.mockData("1200000000000000000", true);
});

task("deploy:SpotAppraiser")
.addParam("perp", "the address of the perp token", undefined, types.string, false)
.addParam("usdOracle", "the address of the usd oracle", undefined, types.string, false)
.addParam("cpiOracle", "the address of the usd oracle", undefined, types.string, false)
.addParam("verify", "flag to set false for local deployments", true, types.boolean)
.setAction(async function (args: TaskArguments, hre) {
const deployer = (await hre.ethers.getSigners())[0];
console.log("Signer", await deployer.getAddress());

const { perp, usdOracle, cpiOracle } = args;

const SpotAppraiser = await hre.ethers.getContractFactory("SpotAppraiser");
const spotAppraiser = await SpotAppraiser.deploy(perp, usdOracle, cpiOracle);
console.log("spotAppraiser", spotAppraiser.target);

if (args.verify) {
await sleep(30);
await hre.run("verify:contract", {
address: spotAppraiser.target,
constructorArguments: [perp, usdOracle, cpiOracle],
});
} else {
console.log("Skipping verification");
}
});

task("deploy:SpotCDRPricer")
.addParam("perp", "the address of the perp token", undefined, types.string, false)
task("deploy:SpotPricer")
.addParam(
"wethWamplPool",
"the address of the weth-wampl univ3 pool",
undefined,
types.string,
false,
)
.addParam(
"usdcSpotPool",
"the address of the usdc-spot univ3 pool",
undefined,
types.string,
false,
)
.addParam("ethOracle", "the address of the eth oracle", undefined, types.string, false)
.addParam("usdOracle", "the address of the usd oracle", undefined, types.string, false)
.addParam("cpiOracle", "the address of the usd oracle", undefined, types.string, false)
.addParam("verify", "flag to set false for local deployments", true, types.boolean)
.setAction(async function (args: TaskArguments, hre) {
const deployer = (await hre.ethers.getSigners())[0];
console.log("Signer", await deployer.getAddress());

const { perp, usdOracle, cpiOracle } = args;
const { wethWamplPool, usdcSpotPool, ethOracle, usdOracle } = args;

const SpotCDRPricer = await hre.ethers.getContractFactory("SpotCDRPricer");
const spotCDRPricer = await SpotCDRPricer.deploy(perp, usdOracle, cpiOracle);
console.log("spotCDRPricer", spotCDRPricer.target);
const SpotPricer = await hre.ethers.getContractFactory("SpotPricer");
const spotPricer = await SpotPricer.deploy(
wethWamplPool,
usdcSpotPool,
ethOracle,
usdOracle,
);
console.log("spotPricer", spotPricer.target);

if (args.verify) {
await sleep(30);
await hre.run("verify:contract", {
address: spotCDRPricer.target,
constructorArguments: [perp, usdOracle, cpiOracle],
address: spotPricer.target,
constructorArguments: [wethWamplPool, usdcSpotPool, ethOracle, usdOracle],
});
} else {
console.log("Skipping verification");
Expand All @@ -86,23 +78,17 @@ task("deploy:BillBroker")
)
.addParam("usd", "the address of the usd token", undefined, types.string, false)
.addParam("perp", "the address of the perp token", undefined, types.string, false)
.addParam(
"pricingStrategy",
"the address of the pricing strategy",
undefined,
types.string,
false,
)
.addParam("oracle", "the address of the oracle", undefined, types.string, false)
.addParam("verify", "flag to set false for local deployments", true, types.boolean)
.setAction(async function (args: TaskArguments, hre) {
const deployer = (await hre.ethers.getSigners())[0];
console.log("Signer", await deployer.getAddress());

const { name, symbol, usd, perp, pricingStrategy } = args;
const { name, symbol, usd, perp, oracle } = args;
const BillBroker = await hre.ethers.getContractFactory("BillBroker");
const billBroker = await hre.upgrades.deployProxy(
BillBroker.connect(deployer),
[name, symbol, usd, perp, pricingStrategy],
[name, symbol, usd, perp, oracle],
{
initializer: "init(string,string,address,address,address)",
},
Expand All @@ -119,69 +105,32 @@ task("deploy:BillBroker")
}
});

task("deploy:WethWamplManager")
.addParam(
"vault",
"the address of the weth-wampl charm vault",
undefined,
types.string,
false,
)
.addParam("cpiOracle", "the address of the usd oracle", undefined, types.string, false)
.addParam("ethOracle", "the address of the eth oracle", undefined, types.string, false)
.addParam("verify", "flag to set false for local deployments", true, types.boolean)
.setAction(async function (args: TaskArguments, hre) {
const deployer = (await hre.ethers.getSigners())[0];
console.log("Signer", await deployer.getAddress());

const { vault, cpiOracle, ethOracle } = args;

const WethWamplManager = await hre.ethers.getContractFactory("WethWamplManager");
const manager = await WethWamplManager.deploy(vault, cpiOracle, ethOracle);
console.log("wethWamplManager", manager.target);

if (args.verify) {
await sleep(30);
await hre.run("verify:contract", {
address: manager.target,
constructorArguments: [vault, cpiOracle, ethOracle],
});
} else {
console.log("Skipping verification");
}
});

task("deploy:UsdcSpotManager")
.addParam(
"vault",
"the address of the usdc-spot charm vault",
undefined,
types.string,
false,
)
task("deploy:CharmManager")
.addParam(
"spotAppraiser",
"the address of the spot appraiser",
"manager",
"the contract reference of the manager to be deployed",
undefined,
types.string,
false,
)
.addParam("vault", "the address of the charm vault", undefined, types.string, false)
.addParam("oracle", "the address of the meta oracle", undefined, types.string, false)
.addParam("verify", "flag to set false for local deployments", true, types.boolean)
.setAction(async function (args: TaskArguments, hre) {
const deployer = (await hre.ethers.getSigners())[0];
console.log("Signer", await deployer.getAddress());

const { vault, spotAppraiser } = args;
const { manager, vault, oracle } = args;

const UsdcSpotManager = await hre.ethers.getContractFactory("UsdcSpotManager");
const manager = await UsdcSpotManager.deploy(vault, spotAppraiser);
console.log("usdcSpotManager", manager.target);
const Factory = await hre.ethers.getContractFactory(manager);
const mgr = await Factory.deploy(vault, oracle);
console.log(manager, mgr.target);

if (args.verify) {
await sleep(30);
await hre.run("verify:contract", {
address: manager.target,
constructorArguments: [vault, spotAppraiser],
address: mgr.target,
constructorArguments: [vault, oracle],
});
} else {
console.log("Skipping verification");
Expand Down
113 changes: 84 additions & 29 deletions spot-vaults/tasks/info.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,68 @@ function pp(val, decimals) {
return parseFloat(ethers.formatUnits(val, decimals));
}

task("info:MetaOracle")
.addPositionalParam(
"address",
"the address of the meta oracle contract",
undefined,
types.string,
false,
)
.setAction(async function (args: TaskArguments, hre) {
const { address } = args;

const oracle = await hre.ethers.getContractAt("IMetaOracle", address);
const oracleDecimals = await oracle.decimals();
console.log("---------------------------------------------------------------");
console.log("MetaOracle:", oracle.target);

console.log("---------------------------------------------------------------");
const usdcPriceData = await oracle.usdcPrice.staticCall();
console.log("usdcPrice:", pp(usdcPriceData[0], oracleDecimals));

const ethPriceData = await oracle.ethUsdPrice.staticCall();
console.log("ethPrice:", pp(ethPriceData[0], oracleDecimals));

const wamplPriceData = await oracle.wamplUsdPrice.staticCall();
console.log("wamplPrice:", pp(wamplPriceData[0], oracleDecimals));

console.log("---------------------------------------------------------------");

const amplPriceData = await oracle.amplUsdPrice.staticCall();
console.log("amplPrice:", pp(amplPriceData[0], oracleDecimals));

const amplTargetPriceData = await oracle.amplTargetUsdPrice.staticCall();
console.log("amplTargetPrice:", pp(amplTargetPriceData[0], oracleDecimals));

const amplDeviationData = await oracle.amplPriceDeviation.staticCall();
console.log("amplDeviation:", pp(amplDeviationData[0], oracleDecimals));

console.log("---------------------------------------------------------------");

const spotPriceData = await oracle.spotUsdPrice.staticCall();
console.log("spotPrice:", pp(spotPriceData[0], oracleDecimals));

const spotFmvPriceData = await oracle.spotFmvUsdPrice.staticCall();
console.log("spotFmvPrice:", pp(spotFmvPriceData[0], oracleDecimals));

const spotDeviationData = await oracle.spotPriceDeviation.staticCall();
console.log("spotDeviation:", pp(spotDeviationData[0], oracleDecimals));

console.log("---------------------------------------------------------------");

const spotDeviation = pp(spotDeviationData[0], oracleDecimals);
const amplDeviation = pp(amplDeviationData[0], oracleDecimals);
const relativeDeviation = spotDeviation / amplDeviation;

console.log("relativeDeviation:", relativeDeviation);
console.log("noArbZone:", relativeDeviation > 0.9 && relativeDeviation < 1.025);
console.log("flashMintZone:", relativeDeviation >= 1.025);
console.log("flashRedeemZone:", relativeDeviation <= 0.9);

console.log("---------------------------------------------------------------");
});

task("info:BillBroker")
.addPositionalParam(
"address",
Expand All @@ -31,21 +93,20 @@ task("info:BillBroker")
const unitUsd = await billBroker.usdUnitAmt();
const unitPerp = await billBroker.perpUnitAmt();

const pricingStrategy = await hre.ethers.getContractAt(
"SpotAppraiser",
await billBroker.pricingStrategy.staticCall(),
const oracle = await hre.ethers.getContractAt(
"SpotPricer",
// await billBroker.oracle.staticCall(),
"0x0f8f519878c10ce36C6aAF89c1AeefaaDE5D7881",
);
const pricingStrategyDecimals = await pricingStrategy.decimals();
const oracleDecimals = await oracle.decimals();
console.log("---------------------------------------------------------------");
console.log("pricingStrategy:", pricingStrategy.target);
console.log("owner:", await pricingStrategy.owner());
const usdPriceCall = await pricingStrategy.usdPrice.staticCall();
console.log("usdPrice:", pp(usdPriceCall[0], pricingStrategyDecimals));
console.log("oracle:", oracle.target);
const usdPriceCall = await oracle.usdPrice.staticCall();
console.log("usdPrice:", pp(usdPriceCall[0], oracleDecimals));
console.log("usdPriceValid:", usdPriceCall[1]);
const perpPriceCall = await pricingStrategy.perpPrice.staticCall();
console.log("perpPrice:", pp(perpPriceCall[0], pricingStrategyDecimals));
const perpPriceCall = await oracle.perpUsdPrice.staticCall();
console.log("perpPrice:", pp(perpPriceCall[0], oracleDecimals));
console.log("perpPriceValid:", perpPriceCall[1]);
console.log("isSpotHealthy:", await pricingStrategy.isSPOTHealthy.staticCall());
console.log("---------------------------------------------------------------");
console.log("BillBroker:", billBroker.target);
console.log("owner:", await billBroker.owner());
Expand Down Expand Up @@ -143,24 +204,15 @@ task("info:WethWamplManager")
const { address } = args;

const manager = await hre.ethers.getContractAt("WethWamplManager", address);
const oracle = await hre.ethers.getContractAt("IMetaOracle", await manager.oracle());
const managerDecimals = await manager.decimals();
console.log("---------------------------------------------------------------");
console.log("WethWamplManager:", manager.target);
console.log("owner:", await manager.owner());
console.log("cpiOracle:", await manager.cpiOracle());
console.log("ethOracle:", await manager.ethOracle());
console.log("oracle:", oracle.target);

console.log("---------------------------------------------------------------");
const ethPriceData = await manager.getEthUSDPrice();
console.log("ethPrice:", pp(ethPriceData[0], managerDecimals));

const wamplPrice = await manager.getWamplUSDPrice(ethPriceData[0]);
console.log("wamplPrice:", pp(wamplPrice, managerDecimals));

const amplPrice = await manager.getAmplUSDPrice(ethPriceData[0]);
console.log("amplPrice:", pp(amplPrice, managerDecimals));

const r = await manager.computeDeviationFactor.staticCall();
const r = await oracle.amplPriceDeviation.staticCall();
const deviation = r[0];
console.log("dataValid:", r[1]);
console.log("isOverweightWampl:", await manager.isOverweightWampl());
Expand Down Expand Up @@ -193,22 +245,25 @@ task("info:UsdcSpotManager")
const { address } = args;

const manager = await hre.ethers.getContractAt("UsdcSpotManager", address);
const oracle = await hre.ethers.getContractAt("IMetaOracle", await manager.oracle());
const managerDecimals = await manager.decimals();
console.log("---------------------------------------------------------------");
console.log("UsdcSpotManager:", manager.target);
console.log("owner:", await manager.owner());
console.log("oracle:", oracle.target);

console.log("---------------------------------------------------------------");
const spotPrice = await manager.getSpotUSDPrice();
console.log("spotPrice:", pp(spotPrice, managerDecimals));

const r = await manager.computeDeviationFactor.staticCall();
const r = await oracle.spotPriceDeviation.staticCall();
const deviation = r[0];
console.log("dataValid:", r[1]);
console.log("isOverweightSpot:", await manager.isOverweightSpot());
console.log("prevDeviation:", pp(await manager.prevDeviation(), managerDecimals));
console.log("prevWithinActiveZone:", await manager.prevWithinActiveZone());
console.log("withinActiveZone:", await manager.activeZone(deviation));
console.log("deviation:", pp(deviation, managerDecimals));

console.log(
"fullRangePerc:",
pp(await manager.activeFullRangePerc(), managerDecimals),
);
let rebalanceActive = true;
try {
await manager.rebalance.staticCall();
Expand Down
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