Merge branch 'feat/chainlink' of github.com:morpho-labs/morpho-blue-o…

…racles into merlin-review

.gitmodules

@@ -1,9 +1,6 @@
 [submodule "lib/forge-std"]
 	path = lib/forge-std
 	url = https://github.com/foundry-rs/forge-std
-[submodule "lib/chainlink"]
-	path = lib/chainlink
-	url = https://github.com/smartcontractkit/chainlink
 [submodule "lib/morpho-blue"]
 	path = lib/morpho-blue
 	url = https://github.com/morpho-labs/morpho-blue

src/ChainlinkOracle.sol

@@ -0,0 +1,58 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity 0.8.19;
+
+import {IOracle} from "morpho-blue/interfaces/IOracle.sol";
+
+import {AggregatorV3Interface, ChainlinkDataFeedLib} from "./libraries/ChainlinkDataFeedLib.sol";
+
+contract ChainlinkOracle is IOracle {
+    using ChainlinkDataFeedLib for AggregatorV3Interface;
+
+    /* CONSTANT */
+
+    /// @notice First base feed.
+    AggregatorV3Interface public immutable BASE_FEED_1;
+    /// @notice Second base feed.
+    AggregatorV3Interface public immutable BASE_FEED_2;
+    /// @notice First quote feed.
+    AggregatorV3Interface public immutable QUOTE_FEED_1;
+    /// @notice Second quote feed.
+    AggregatorV3Interface public immutable QUOTE_FEED_2;
+    /// @notice Price scale factor, computed at contract creation.
+    uint256 public immutable SCALE_FACTOR;
+
+    /* CONSTRUCTOR */
+
+    /// @param baseFeed1 First base feed. Pass address zero if the price = 1.
+    /// @param baseFeed2 Second base feed. Pass address zero if the price = 1.
+    /// @param quoteFeed1 First quote feed. Pass address zero if the price = 1.
+    /// @param quoteFeed2 Second quote feed. Pass address zero if the price = 1.
+    /// @param baseTokenDecimals Base token decimals.
+    /// @param quoteTokenDecimals Quote token decimals.
+    constructor(
+        AggregatorV3Interface baseFeed1,
+        AggregatorV3Interface baseFeed2,
+        AggregatorV3Interface quoteFeed1,
+        AggregatorV3Interface quoteFeed2,
+        uint256 baseTokenDecimals,
+        uint256 quoteTokenDecimals
+    ) {
+        BASE_FEED_1 = baseFeed1;
+        BASE_FEED_2 = baseFeed2;
+        QUOTE_FEED_1 = quoteFeed1;
+        QUOTE_FEED_2 = quoteFeed2;
+        SCALE_FACTOR = 10
+            ** (
+                36 + quoteTokenDecimals + quoteFeed1.getDecimals() + quoteFeed2.getDecimals() - baseFeed1.getDecimals()
+                    - baseFeed2.getDecimals() - baseTokenDecimals
+            );
+    }
+
+    /* PRICE */
+
+    /// @inheritdoc IOracle
+    function price() external view returns (uint256) {
+        return (BASE_FEED_1.getPrice() * BASE_FEED_2.getPrice() * SCALE_FACTOR)
+            / (QUOTE_FEED_1.getPrice() * QUOTE_FEED_2.getPrice());
+    }
+}

src/interfaces/AggregatorV3Interface.sol

@@ -0,0 +1,22 @@
+// SPDX-License-Identifier: MIT
+pragma solidity ^0.8.0;
+
+/// @dev From
+/// https://github.com/smartcontractkit/chainlink/blob/develop/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol.
+interface AggregatorV3Interface {
+    function decimals() external view returns (uint8);
+
+    function description() external view returns (string memory);
+
+    function version() external view returns (uint256);
+
+    function getRoundData(uint80 _roundId)
+        external
+        view
+        returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound);
+
+    function latestRoundData()
+        external
+        view
+        returns (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound);
+}

src/chainlink/libraries/DataFeedLib.sol → src/libraries/ChainlinkDataFeedLib.sol

@@ -1,17 +1,17 @@
 // SPDX-License-Identifier: UNLICENSED
 pragma solidity ^0.8.0;
 
-import {AggregatorV3Interface} from "chainlink/contracts/src/v0.8/interfaces/AggregatorV3Interface.sol";
+import {AggregatorV3Interface} from "../interfaces/AggregatorV3Interface.sol";
 
 import {ErrorsLib} from "./ErrorsLib.sol";
 
-/// @title DataFeedLib
+/// @title ChainlinkDataFeedLib
 /// @author Morpho Labs
 /// @custom:contact [email protected]
 /// @notice Library exposing functions to interact with a Chainlink-compliant feed.
-library DataFeedLib {
+library ChainlinkDataFeedLib {
     /// @dev Returns the latest price of a `feed`.
-    /// @dev Performing some security checks and returns the latest price of a feed.
+    /// @dev Performs some safety checks and returns the latest price of a feed.
     /// @dev When `feed` is the address zero, returns 1.
     function getPrice(AggregatorV3Interface feed) internal view returns (uint256) {
         if (address(feed) == address(0)) return 1;
@@ -20,7 +20,8 @@ library DataFeedLib {
         return uint256(answer);
     }
 
-    /// @dev Returns `feed.decimals()` when `feed` is not the address zero, else returns 0.
+    /// @dev Returns the number of decimals of a feed.
+    /// @dev When `feed` is the address zero, returns 0.
     function getDecimals(AggregatorV3Interface feed) internal view returns (uint256) {
         if (address(feed) == address(0)) return 0;
         return feed.decimals();

test/chainlink/ChainlinkOracleTest.sol

@@ -0,0 +1,117 @@
+// SPDX-License-Identifier: UNLICENSED
+pragma solidity ^0.8.0;
+
+import "forge-std/Test.sol";
+import "src/ChainlinkOracle.sol";
+import "src/libraries/ErrorsLib.sol";
+
+AggregatorV3Interface constant feedZero = AggregatorV3Interface(address(0));
+// 8 decimals of precision
+AggregatorV3Interface constant btcUsdFeed = AggregatorV3Interface(0xF4030086522a5bEEa4988F8cA5B36dbC97BeE88c);
+// 8 decimals of precision
+AggregatorV3Interface constant usdcUsdFeed = AggregatorV3Interface(0x8fFfFfd4AfB6115b954Bd326cbe7B4BA576818f6);
+// 18 decimals of precision
+AggregatorV3Interface constant btcEthFeed = AggregatorV3Interface(0xdeb288F737066589598e9214E782fa5A8eD689e8);
+// 8 decimals of precision
+AggregatorV3Interface constant wBtcBtcFeed = AggregatorV3Interface(0xfdFD9C85aD200c506Cf9e21F1FD8dd01932FBB23);
+// 18 decimals of precision
+AggregatorV3Interface constant stEthEthFeed = AggregatorV3Interface(0x86392dC19c0b719886221c78AB11eb8Cf5c52812);
+// 18 decimals of precision
+AggregatorV3Interface constant usdcEthFeed = AggregatorV3Interface(0x986b5E1e1755e3C2440e960477f25201B0a8bbD4);
+// 8 decimals of precision
+AggregatorV3Interface constant ethUsdFeed = AggregatorV3Interface(0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419);
+
+contract FakeAggregator {
+    int256 public answer;
+
+    function setAnwser(int256 newAnswer) external {
+        answer = newAnswer;
+    }
+
+    function latestRoundData() external view returns (uint80, int256, uint256, uint256, uint80) {
+        return (0, answer, 0, 0, 0);
+    }
+
+    function decimals() external pure returns (uint256) {
+        return 8;
+    }
+}
+
+contract ChainlinkOracleTest is Test {
+    function setUp() public {
+        vm.createSelectFork(vm.envString("ETH_RPC_URL"));
+    }
+
+    function testOracleWbtcUsdc() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(wBtcBtcFeed, btcUsdFeed, usdcUsdFeed, feedZero, 8, 6);
+        (, int256 firstBaseAnswer,,,) = wBtcBtcFeed.latestRoundData();
+        (, int256 secondBaseAnswer,,,) = btcUsdFeed.latestRoundData();
+        (, int256 quoteAnswer,,,) = usdcUsdFeed.latestRoundData();
+        assertEq(
+            oracle.price(),
+            (uint256(firstBaseAnswer) * uint256(secondBaseAnswer) * 10 ** (36 + 8 + 6 - 8 - 8 - 8))
+                / uint256(quoteAnswer)
+        );
+    }
+
+    function testOracleUsdcWbtc() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(usdcUsdFeed, feedZero, wBtcBtcFeed, btcUsdFeed, 6, 8);
+        (, int256 baseAnswer,,,) = usdcUsdFeed.latestRoundData();
+        (, int256 firstQuoteAnswer,,,) = wBtcBtcFeed.latestRoundData();
+        (, int256 secondQuoteAnswer,,,) = btcUsdFeed.latestRoundData();
+        assertEq(
+            oracle.price(),
+            (uint256(baseAnswer) * 10 ** (36 + 8 + 8 + 8 - 6 - 8))
+                / (uint256(firstQuoteAnswer) * uint256(secondQuoteAnswer))
+        );
+    }
+
+    function testOracleWbtcEth() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(wBtcBtcFeed, btcEthFeed, feedZero, feedZero, 8, 18);
+        (, int256 firstBaseAnswer,,,) = wBtcBtcFeed.latestRoundData();
+        (, int256 secondBaseAnswer,,,) = btcEthFeed.latestRoundData();
+        assertEq(oracle.price(), (uint256(firstBaseAnswer) * uint256(secondBaseAnswer) * 10 ** (36 + 18 - 8 - 8 - 18)));
+    }
+
+    function testOracleStEthUsdc() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(stEthEthFeed, feedZero, usdcEthFeed, feedZero, 18, 6);
+        (, int256 baseAnswer,,,) = stEthEthFeed.latestRoundData();
+        (, int256 quoteAnswer,,,) = usdcEthFeed.latestRoundData();
+        assertEq(oracle.price(), uint256(baseAnswer) * 10 ** (36 + 18 + 6 - 18 - 18) / uint256(quoteAnswer));
+    }
+
+    function testOracleEthUsd() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(ethUsdFeed, feedZero, feedZero, feedZero, 18, 0);
+        (, int256 expectedPrice,,,) = ethUsdFeed.latestRoundData();
+        assertEq(oracle.price(), uint256(expectedPrice) * 10 ** (36 - 18 - 8));
+    }
+
+    function testOracleStEthEth() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(stEthEthFeed, feedZero, feedZero, feedZero, 18, 18);
+        (, int256 expectedPrice,,,) = stEthEthFeed.latestRoundData();
+        assertEq(oracle.price(), uint256(expectedPrice) * 10 ** (36 + 18 - 18 - 18));
+        assertApproxEqRel(oracle.price(), 1e36, 0.01 ether);
+    }
+
+    function testOracleEthStEth() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(feedZero, feedZero, stEthEthFeed, feedZero, 18, 18);
+        (, int256 expectedPrice,,,) = stEthEthFeed.latestRoundData();
+        assertEq(oracle.price(), 10 ** (36 + 18 + 18 - 18) / uint256(expectedPrice));
+        assertApproxEqRel(oracle.price(), 1e36, 0.01 ether);
+    }
+
+    function testOracleUsdcUsd() public {
+        ChainlinkOracle oracle = new ChainlinkOracle(usdcUsdFeed, feedZero, feedZero, feedZero, 6, 0);
+        assertApproxEqRel(oracle.price(), 1e36 / 1e6, 0.01 ether);
+    }
+
+    function testNegativeAnswer(int256 price) public {
+        price = bound(price, type(int256).min, -1);
+        FakeAggregator aggregator = new FakeAggregator();
+        ChainlinkOracle oracle =
+            new ChainlinkOracle(AggregatorV3Interface(address(aggregator)), feedZero, feedZero, feedZero, 18, 0);
+        aggregator.setAnwser(price);
+        vm.expectRevert(bytes(ErrorsLib.NEGATIVE_ANSWER));
+        oracle.price();
+    }
+}