Feat: StakedaoEcrvPricer

SUMMARY.md

@@ -26,4 +26,5 @@
   * pricers
     * [ChainlinkPricer](docs/contracts-documentation/pricers/ChainlinkPricer.md)
     * [CompoundPricer](docs/contracts-documentation/pricers/CompoundPricer.md)
+    * [StakedaoPricer](docs/contracts-documentation/pricers/StakedaoPricer.md)
     * [YearnPricer](docs/contracts-documentation/pricers/YearnPricer.md)

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/ICurve.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.6.10;
+
+interface ICurve {
+    function get_virtual_price() external view returns (uint256);
+}

contracts/interfaces/IStakeDao.sol

@@ -0,0 +1,10 @@
+// SPDX-License-Identifier: MIT
+
+import {ERC20Interface} from "./ERC20Interface.sol";
+
+pragma solidity 0.6.10;
+pragma experimental ABIEncoderV2;
+
+interface IStakeDao {
+    function getPricePerFullShare() 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/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/StakedaoPricer.sol

@@ -0,0 +1,104 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity 0.6.10;
+
+import {ICurve} from "../interfaces/ICurve.sol";
+import {IStakeDao} from "../interfaces/IStakeDao.sol";
+import {OracleInterface} from "../interfaces/OracleInterface.sol";
+import {SafeMath} from "../packages/oz/SafeMath.sol";
+
+/**
+ * Error Codes
+ * P1: cannot deploy pricer, lpToken address cannot be 0
+ * P2: cannot deploy pricer, underlying address cannot be 0
+ * P3: cannot deploy pricer, oracle address cannot be 0
+ * P4: cannot deploy pricer, curve address cannot be 0
+ * P5: cannot retrieve price, underlying price is 0
+ * P6: cannot set expiry price in oracle, underlying price is 0 and has not been set
+ * P7: cannot retrieve historical prices, getHistoricalPrice has been deprecated
+ */
+
+/**
+ * @title StakedaoPricer
+ * @author Opyn Team
+ * @notice A Pricer contract for a Stakedao lpToken
+ */
+contract StakedaoPricer {
+    using SafeMath for uint256;
+
+    /// @notice curve pool
+    ICurve public curve;
+
+    /// @notice lpToken that this pricer will a get price for
+    IStakeDao public lpToken;
+
+    /// @notice opyn oracle address
+    OracleInterface public oracle;
+
+    /// @notice underlying asset for this lpToken
+    address public underlying;
+
+    /**
+     * @param _lpToken lpToken asset
+     * @param _underlying underlying asset for this lpToken
+     * @param _oracle Opyn Oracle contract address
+     * @param _curve curve pool contract address
+     */
+    constructor(
+        address _lpToken,
+        address _underlying,
+        address _oracle,
+        address _curve
+    ) public {
+        require(_lpToken != address(0), "P1");
+        require(_underlying != address(0), "P2");
+        require(_oracle != address(0), "P3");
+        require(_curve != address(0), "P4");
+
+        lpToken = IStakeDao(_lpToken);
+        underlying = _underlying;
+        oracle = OracleInterface(_oracle);
+        curve = ICurve(_curve);
+    }
+
+    /**
+     * @notice get the live price for the asset
+     * @dev overrides the getPrice function in OpynPricerInterface
+     * @return price of 1 lpToken in USD, scaled by 1e8
+     */
+    function getPrice() external view returns (uint256) {
+        uint256 underlyingPrice = oracle.getPrice(address(underlying));
+        require(underlyingPrice > 0, "P5");
+        return _underlyingPriceToYtokenPrice(underlyingPrice);
+    }
+
+    /**
+     * @notice set the expiry price in the oracle
+     * @dev requires that the underlying price has been set before setting a lpToken price
+     * @param _expiryTimestamp expiry to set a price for
+     */
+    function setExpiryPriceInOracle(uint256 _expiryTimestamp) external {
+        (uint256 underlyingPriceExpiry, ) = oracle.getExpiryPrice(underlying, _expiryTimestamp);
+        require(underlyingPriceExpiry > 0, "P6");
+        uint256 lpTokenPrice = _underlyingPriceToYtokenPrice(underlyingPriceExpiry);
+        oracle.setExpiryPrice(address(lpToken), _expiryTimestamp, lpTokenPrice);
+    }
+
+    /**
+     * @dev convert underlying price to lpToken price with the lpToken to underlying exchange rate
+     * @param _underlyingPrice price of 1 underlying token (hardcoded 1e18 for WETH) in USD, scaled by 1e8
+     * @return price of 1 lpToken in USD, scaled by 1e8
+     */
+    function _underlyingPriceToYtokenPrice(uint256 _underlyingPrice) private view returns (uint256) {
+        uint256 pricePerShare = lpToken.getPricePerFullShare(); // 18 decimals
+        uint256 curvePrice = curve.get_virtual_price(); // 18 decimals
+
+        // scale by 1e36 to return price of 1 lpToken in USD, scaled by 1e8
+        // assumes underlyingPrice is 1e8, curve price is 1e18, pricePerShare is 1e18
+        return pricePerShare.mul(_underlyingPrice).mul(curvePrice).div(1e36);
+    }
+
+    function getHistoricalPrice(uint80) external pure returns (uint256, uint256) {
+        revert("P7");
+    }
+}

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");
     }
 }

docs/contracts-documentation/core/Controller.md

@@ -232,7 +232,7 @@ use donate() instead of direct transfer() to store the balance in assetBalance
 
 allows the partialPauser to toggle the systemPartiallyPaused variable and partially pause or partially unpause the system
 
-can only be called by the pauser
+can only be called by the partialPauser
 
 #### Parameters:
 
@@ -242,7 +242,7 @@ can only be called by the pauser
 
 allows the fullPauser to toggle the systemFullyPaused variable and fully pause or fully unpause the system
 
-can only be called by the pauser
+can only be called by the fullyPauser
 
 #### Parameters:
 

docs/contracts-documentation/interfaces/ICurve.md

@@ -0,0 +1,15 @@
+# `ICurve`
+
+## Functions:
+
+- `add_liquidity(uint256[2] amounts, uint256 minAmount) (external)`
+
+- `remove_liquidity_one_coin(uint256 _token_amount, int128 i, uint256 _minAmount) (external)`
+
+- `get_virtual_price() (external)`
+
+### Function `add_liquidity(uint256[2] amounts, uint256 minAmount) → uint256 external`
+
+### Function `remove_liquidity_one_coin(uint256 _token_amount, int128 i, uint256 _minAmount) → uint256 external`
+
+### Function `get_virtual_price() → uint256 external`