Merge pull request #165 from VenusProtocol/feat/derivative-prices

.prettierrc.yaml

@@ -1,7 +1,7 @@
 {
   "arrowParens": avoid,
   "bracketSpacing": true,
-  "endOfLine": "auto",
+  "endOfLine": "lf",
   "importOrder": ["module-alias/register", "<THIRD_PARTY_MODULES>", "^[./]"],
   "importOrderParserPlugins": ["typescript"],
   "importOrderSeparation": true,

contracts/interfaces/IAnkrBNB.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IAnkrBNB {
+    function sharesToBonds(uint256 amount) external view returns (uint256);
+    function decimals() external view returns (uint8);
+}

contracts/interfaces/IEtherFiLiquidityPool.sol

@@ -0,0 +1,6 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IEtherFiLiquidityPool {
+    function amountForShare(uint256 _share) external view returns (uint256);
+}

contracts/interfaces/IPStakePool.sol

@@ -0,0 +1,14 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IPStakePool {
+    struct Data {
+        uint256 totalWei;
+        uint256 poolTokenSupply;
+    }
+
+    /**
+     * @dev The current exchange rate for converting stkBNB to BNB.
+     */
+    function exchangeRate() external view returns (Data memory);
+}

contracts/interfaces/IPendlePtOracle.sol

@@ -0,0 +1,13 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IPendlePtOracle {
+    function getPtToAssetRate(address market, uint32 duration) external view returns (uint256);
+    function getOracleState(
+        address market,
+        uint32 duration
+    )
+        external
+        view
+        returns (bool increaseCardinalityRequired, uint16 cardinalityRequired, bool oldestObservationSatisfied);
+}

contracts/interfaces/ISFrax.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface ISFrax {
+    function convertToAssets(uint256 shares) external view returns (uint256);
+    function decimals() external view returns (uint8);
+}

contracts/interfaces/ISfrxETH.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface ISfrxETH {
+    function convertToAssets(uint256 shares) external view returns (uint256);
+    function decimals() external view returns (uint8);
+}

contracts/interfaces/IStETH.sol

@@ -3,4 +3,5 @@ pragma solidity ^0.8.25;
 
 interface IStETH {
     function getPooledEthByShares(uint256 _sharesAmount) external view returns (uint256);
+    function decimals() external view returns (uint8);
 }

contracts/interfaces/IStaderStakeManager.sol

@@ -0,0 +1,6 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IStaderStakeManager {
+    function convertBnbXToBnb(uint256 _amount) external view returns (uint256);
+}

contracts/interfaces/ISynclubStakeManager.sol

@@ -0,0 +1,6 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface ISynclubStakeManager {
+    function convertSnBnbToBnb(uint256 _amount) external view returns (uint256);
+}

contracts/interfaces/IWBETH.sol

@@ -0,0 +1,7 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+interface IWBETH {
+    function exchangeRate() external view returns (uint256);
+    function decimals() external view returns (uint8);
+}

contracts/oracles/AnkrBNBOracle.sol

@@ -0,0 +1,31 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { IAnkrBNB } from "../interfaces/IAnkrBNB.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { EXP_SCALE } from "@venusprotocol/solidity-utilities/contracts/constants.sol";
+
+/**
+ * @title AnkrBNBOracle
+ * @author Venus
+ * @notice This oracle fetches the price of ankrBNB asset
+ */
+contract AnkrBNBOracle is CorrelatedTokenOracle {
+    /// @notice This is used as token address of BNB on BSC
+    address public constant NATIVE_TOKEN_ADDR = 0xbBbBBBBbbBBBbbbBbbBbbbbBBbBbbbbBbBbbBBbB;
+
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address ankrBNB,
+        address resilientOracle
+    ) CorrelatedTokenOracle(ankrBNB, NATIVE_TOKEN_ADDR, resilientOracle) {}
+
+    /**
+     * @notice Fetches the amount of BNB for 1 ankrBNB
+     * @return amount The amount of BNB for ankrBNB
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return IAnkrBNB(CORRELATED_TOKEN).sharesToBonds(EXP_SCALE);
+    }
+}

contracts/oracles/BNBxOracle.sol

@@ -0,0 +1,40 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { IStaderStakeManager } from "../interfaces/IStaderStakeManager.sol";
+import { ensureNonzeroAddress } from "@venusprotocol/solidity-utilities/contracts/validators.sol";
+import { EXP_SCALE } from "@venusprotocol/solidity-utilities/contracts/constants.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+
+/**
+ * @title BNBxOracle
+ * @author Venus
+ * @notice This oracle fetches the price of BNBx asset
+ */
+contract BNBxOracle is CorrelatedTokenOracle {
+    /// @notice This is used as token address of BNB on BSC
+    address public constant NATIVE_TOKEN_ADDR = 0xbBbBBBBbbBBBbbbBbbBbbbbBBbBbbbbBbBbbBBbB;
+
+    /// @notice Address of StakeManager
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    IStaderStakeManager public immutable STAKE_MANAGER;
+
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address stakeManager,
+        address bnbx,
+        address resilientOracle
+    ) CorrelatedTokenOracle(bnbx, NATIVE_TOKEN_ADDR, resilientOracle) {
+        ensureNonzeroAddress(stakeManager);
+        STAKE_MANAGER = IStaderStakeManager(stakeManager);
+    }
+
+    /**
+     * @notice Fetches the amount of BNB for 1 BNBx
+     * @return price The amount of BNB for BNBx
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return STAKE_MANAGER.convertBnbXToBnb(EXP_SCALE);
+    }
+}

contracts/oracles/OneJumpOracle.sol

@@ -0,0 +1,43 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { ensureNonzeroAddress } from "@venusprotocol/solidity-utilities/contracts/validators.sol";
+import { OracleInterface } from "../interfaces/OracleInterface.sol";
+import { IERC20Metadata } from "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
+
+/**
+ * @title OneJumpOracle
+ * @author Venus
+ * @notice This oracle fetches the price of an asset in through an intermediate asset
+ */
+contract OneJumpOracle is CorrelatedTokenOracle {
+    /// @notice Address of the intermediate oracle
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    OracleInterface public immutable INTERMEDIATE_ORACLE;
+
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address correlatedToken,
+        address underlyingToken,
+        address resilientOracle,
+        address intermediateOracle
+    ) CorrelatedTokenOracle(correlatedToken, underlyingToken, resilientOracle) {
+        ensureNonzeroAddress(intermediateOracle);
+        INTERMEDIATE_ORACLE = OracleInterface(intermediateOracle);
+    }
+
+    /**
+     * @notice Fetches the amount of the underlying token for 1 correlated token, using the intermediate oracle
+     * @return amount The amount of the underlying token for 1 correlated token scaled by the underlying token decimals
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        uint256 underlyingDecimals = IERC20Metadata(UNDERLYING_TOKEN).decimals();
+        uint256 correlatedDecimals = IERC20Metadata(CORRELATED_TOKEN).decimals();
+
+        uint256 underlyingAmount = INTERMEDIATE_ORACLE.getPrice(CORRELATED_TOKEN);
+
+        return (underlyingAmount * (10 ** correlatedDecimals)) / (10 ** (36 - underlyingDecimals));
+    }
+}

contracts/oracles/PendleOracle.sol

@@ -0,0 +1,63 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { IPendlePtOracle } from "../interfaces/IPendlePtOracle.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { ensureNonzeroAddress, ensureNonzeroValue } from "@venusprotocol/solidity-utilities/contracts/validators.sol";
+
+/**
+ * @title PendleOracle
+ * @author Venus
+ * @notice This oracle fetches the price of a pendle token
+ */
+contract PendleOracle is CorrelatedTokenOracle {
+    /// @notice Address of the PT oracle
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    IPendlePtOracle public immutable PT_ORACLE;
+
+    /// @notice Address of the market
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    address public immutable MARKET;
+
+    /// @notice Twap duration for the oracle
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    uint32 public immutable TWAP_DURATION;
+
+    /// @notice Thrown if the duration is invalid
+    error InvalidDuration();
+
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address market,
+        address ptOracle,
+        address ptToken,
+        address underlyingToken,
+        address resilientOracle,
+        uint32 twapDuration
+    ) CorrelatedTokenOracle(ptToken, underlyingToken, resilientOracle) {
+        ensureNonzeroAddress(market);
+        ensureNonzeroAddress(ptOracle);
+        ensureNonzeroValue(twapDuration);
+
+        MARKET = market;
+        PT_ORACLE = IPendlePtOracle(ptOracle);
+        TWAP_DURATION = twapDuration;
+
+        (bool increaseCardinalityRequired, , bool oldestObservationSatisfied) = PT_ORACLE.getOracleState(
+            MARKET,
+            TWAP_DURATION
+        );
+        if (increaseCardinalityRequired || !oldestObservationSatisfied) {
+            revert InvalidDuration();
+        }
+    }
+
+    /**
+     * @notice Fetches the amount of underlying token for 1 pendle token
+     * @return amount The amount of underlying token for pendle token
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return PT_ORACLE.getPtToAssetRate(MARKET, TWAP_DURATION);
+    }
+}

contracts/oracles/SFraxOracle.sol

@@ -0,0 +1,29 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { ISFrax } from "../interfaces/ISFrax.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { EXP_SCALE } from "@venusprotocol/solidity-utilities/contracts/constants.sol";
+
+/**
+ * @title SFraxOracle
+ * @author Venus
+ * @notice This oracle fetches the price of sFrax
+ */
+contract SFraxOracle is CorrelatedTokenOracle {
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address sFrax,
+        address frax,
+        address resilientOracle
+    ) CorrelatedTokenOracle(sFrax, frax, resilientOracle) {}
+
+    /**
+     * @notice Fetches the amount of FRAX for 1 sFrax
+     * @return amount The amount of FRAX for sFrax
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return ISFrax(CORRELATED_TOKEN).convertToAssets(EXP_SCALE);
+    }
+}

contracts/oracles/SFrxETHOracle.sol

@@ -0,0 +1,29 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { ISfrxETH } from "../interfaces/ISfrxETH.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { EXP_SCALE } from "@venusprotocol/solidity-utilities/contracts/constants.sol";
+
+/**
+ * @title SFrxETHOracle
+ * @author Venus
+ * @notice This oracle fetches the price of sfrxETH
+ */
+contract SFrxETHOracle is CorrelatedTokenOracle {
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address sfrxETH,
+        address frxETH,
+        address resilientOracle
+    ) CorrelatedTokenOracle(sfrxETH, frxETH, resilientOracle) {}
+
+    /**
+     * @notice Gets the frxETH for 1 sfrxETH
+     * @return amount Amount of frxETH
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return ISfrxETH(CORRELATED_TOKEN).convertToAssets(EXP_SCALE);
+    }
+}

contracts/oracles/SlisBNBOracle.sol

@@ -0,0 +1,40 @@
+// SPDX-License-Identifier: BSD-3-Clause
+pragma solidity 0.8.25;
+
+import { ISynclubStakeManager } from "../interfaces/ISynclubStakeManager.sol";
+import { ensureNonzeroAddress } from "@venusprotocol/solidity-utilities/contracts/validators.sol";
+import { CorrelatedTokenOracle } from "./common/CorrelatedTokenOracle.sol";
+import { EXP_SCALE } from "@venusprotocol/solidity-utilities/contracts/constants.sol";
+
+/**
+ * @title SlisBNBOracle
+ * @author Venus
+ * @notice This oracle fetches the price of slisBNB asset
+ */
+contract SlisBNBOracle is CorrelatedTokenOracle {
+    /// @notice This is used as token address of BNB on BSC
+    address public constant NATIVE_TOKEN_ADDR = 0xbBbBBBBbbBBBbbbBbbBbbbbBBbBbbbbBbBbbBBbB;
+
+    /// @notice Address of StakeManager
+    /// @custom:oz-upgrades-unsafe-allow state-variable-immutable
+    ISynclubStakeManager public immutable STAKE_MANAGER;
+
+    /// @notice Constructor for the implementation contract.
+    /// @custom:oz-upgrades-unsafe-allow constructor
+    constructor(
+        address stakeManager,
+        address slisBNB,
+        address resilientOracle
+    ) CorrelatedTokenOracle(slisBNB, NATIVE_TOKEN_ADDR, resilientOracle) {
+        ensureNonzeroAddress(stakeManager);
+        STAKE_MANAGER = ISynclubStakeManager(stakeManager);
+    }
+
+    /**
+     * @notice Fetches the amount of BNB for 1 slisBNB
+     * @return amount The amount of BNB for slisBNB
+     */
+    function _getUnderlyingAmount() internal view override returns (uint256) {
+        return STAKE_MANAGER.convertSnBnbToBnb(EXP_SCALE);
+    }
+}