Merge pull request #86 from mento-protocol/feature/static-value-breaker

feat(breaker): ValueDeltaBreaker

.github/workflows/publish_npm.yml

@@ -40,5 +40,5 @@ jobs:
 
       - name: "publish"
         run: npm publish --access public
-        env: 
-            NODE_AUTH_TOKEN: ${{secrets.NPM_AUTH_TOKEN}}
+        env:
+          NODE_AUTH_TOKEN: ${{secrets.NPM_AUTH_TOKEN}}

.gitignore

@@ -15,6 +15,7 @@
 *.log
 .DS_Store
 .pnp.*
+.tool-versions
 yarn-debug.log*
 yarn-error.log*
 

contracts/BreakerBox.sol

@@ -314,7 +314,7 @@ contract BreakerBox is IBreakerBox, Initializable, Ownable {
     if (info.tradingMode != 0) {
       IBreaker breaker = IBreaker(tradingModeBreaker[info.tradingMode]);
 
-      uint256 cooldown = breaker.getCooldown();
+      uint256 cooldown = breaker.getCooldown(rateFeedID);
 
       // If the cooldown == 0, then a manual reset is required.
       if (((cooldown > 0) && (cooldown + info.lastUpdatedTime) <= block.timestamp)) {

contracts/MedianDeltaBreaker.sol

@@ -2,6 +2,8 @@
 pragma solidity ^0.5.13;
 
 import { IBreaker } from "./interfaces/IBreaker.sol";
+import { WithCooldown } from "./common/breakers/WithCooldown.sol";
+import { WithThreshold } from "./common/breakers/WithThreshold.sol";
 
 import { ISortedOracles } from "./interfaces/ISortedOracles.sol";
 
@@ -16,91 +18,75 @@ import { FixidityLib } from "./common/FixidityLib.sol";
  *          more than a configured relative threshold from the previous one. If this
  *          breaker is triggered for a rate feed it should be set to no trading mode.
  */
-contract MedianDeltaBreaker is IBreaker, Ownable {
+contract MedianDeltaBreaker is IBreaker, WithCooldown, WithThreshold, Ownable {
   using SafeMath for uint256;
   using FixidityLib for FixidityLib.Fraction;
 
   /* ==================== State Variables ==================== */
-
-  // The amount of time that must pass before the breaker can be reset for a rate feed.
-  // Should be set to 0 to force a manual reset.
-  uint256 public cooldownTime;
-
-  // The default allowed threshold for the median rate change as a Fixidity fraction.
-  FixidityLib.Fraction public defaultRateChangeThreshold;
-
-  // Maps rate feed to a threshold.
-  mapping(address => FixidityLib.Fraction) public rateChangeThreshold;
-
   // Address of the Mento SortedOracles contract
   ISortedOracles public sortedOracles;
 
-  // Emitted when the default rate threshold is updated.
-  event DefaultRateChangeThresholdUpdated(uint256 defaultRateChangeThreshold);
-
-  // Emitted when the rate threshold is updated.
-  event RateChangeThresholdUpdated(address rateFeedID, uint256 rateChangeThreshold);
+  // The previous median recorded for a ratefeed.
+  mapping(address => uint256) public previousMedianRates;
 
   /* ==================== Constructor ==================== */
 
   constructor(
-    uint256 _cooldownTime,
+    uint256 _defaultCooldownTime,
     uint256 _defaultRateChangeThreshold,
+    ISortedOracles _sortedOracles,
     address[] memory rateFeedIDs,
     uint256[] memory rateChangeThresholds,
-    ISortedOracles _sortedOracles
+    uint256[] memory cooldownTimes
   ) public {
     _transferOwnership(msg.sender);
-    setCooldownTime(_cooldownTime);
-    setDefaultRateChangeThreshold(_defaultRateChangeThreshold);
     setSortedOracles(_sortedOracles);
-    setRateChangeThresholds(rateFeedIDs, rateChangeThresholds);
+
+    _setDefaultCooldownTime(_defaultCooldownTime);
+    _setDefaultRateChangeThreshold(_defaultRateChangeThreshold);
+    _setRateChangeThresholds(rateFeedIDs, rateChangeThresholds);
+    _setCooldownTimes(rateFeedIDs, cooldownTimes);
   }
 
   /* ==================== Restricted Functions ==================== */
 
   /**
-   * @notice Sets the cooldownTime to the specified value.
-   * @param _cooldownTime The new cooldownTime value.
+   * @notice Sets the cooldown time to the specified value for a rate feed.
+   * @param rateFeedIDs the targeted rate feed.
+   * @param cooldownTimes The new cooldownTime value.
+   * @dev Should be set to 0 to force a manual reset.
+   */
+  function setCooldownTime(address[] calldata rateFeedIDs, uint256[] calldata cooldownTimes) external onlyOwner {
+    _setCooldownTimes(rateFeedIDs, cooldownTimes);
+  }
+
+  /**
+   * @notice Sets the cooldownTime to the specified value for a rate feed.
+   * @param cooldownTime The new cooldownTime value.
    * @dev Should be set to 0 to force a manual reset.
    */
-  function setCooldownTime(uint256 _cooldownTime) public onlyOwner {
-    cooldownTime = _cooldownTime;
-    emit CooldownTimeUpdated(_cooldownTime);
+  function setDefaultCooldownTime(uint256 cooldownTime) external onlyOwner {
+    _setDefaultCooldownTime(cooldownTime);
   }
 
   /**
    * @notice Sets rateChangeThreshold.
    * @param _defaultRateChangeThreshold The new rateChangeThreshold value.
    */
-  function setDefaultRateChangeThreshold(uint256 _defaultRateChangeThreshold) public onlyOwner {
-    defaultRateChangeThreshold = FixidityLib.wrap(_defaultRateChangeThreshold);
-    require(defaultRateChangeThreshold.lt(FixidityLib.fixed1()), "rate change threshold must be less than 1");
-    emit DefaultRateChangeThresholdUpdated(_defaultRateChangeThreshold);
+  function setDefaultRateChangeThreshold(uint256 _defaultRateChangeThreshold) external onlyOwner {
+    _setDefaultRateChangeThreshold(_defaultRateChangeThreshold);
   }
 
   /**
    * @notice Configures rate feed to rate shreshold pairs.
    * @param rateFeedIDs Collection of the addresses rate feeds.
    * @param rateChangeThresholds Collection of the rate thresholds.
    */
-  function setRateChangeThresholds(address[] memory rateFeedIDs, uint256[] memory rateChangeThresholds)
-    public
+  function setRateChangeThresholds(address[] calldata rateFeedIDs, uint256[] calldata rateChangeThresholds)
+    external
     onlyOwner
   {
-    require(
-      rateFeedIDs.length == rateChangeThresholds.length,
-      "rate feeds and rate change thresholds have to be the same length"
-    );
-    for (uint256 i = 0; i < rateFeedIDs.length; i++) {
-      if (rateFeedIDs[i] != address(0) && rateChangeThresholds[i] != 0) {
-        FixidityLib.Fraction memory _rateChangeThreshold = FixidityLib.wrap(rateChangeThresholds[i]);
-        require(sortedOracles.getOracles(rateFeedIDs[i]).length > 0, "rate feed ID does not exist as it has 0 oracles");
-        require(_rateChangeThreshold.lt(FixidityLib.fixed1()), "rate change threshold must be less than 1");
-        rateChangeThreshold[rateFeedIDs[i]] = _rateChangeThreshold;
-        emit RateChangeThresholdUpdated(rateFeedIDs[i], rateChangeThresholds[i]);
-      }
-    }
+    _setRateChangeThresholds(rateFeedIDs, rateChangeThresholds);
   }
 
   /**
@@ -115,14 +101,6 @@ contract MedianDeltaBreaker is IBreaker, Ownable {
 
   /* ==================== View Functions ==================== */
 
-  /**
-   * @notice Gets the cooldown time for the breaker.
-   * @return Returns the time in seconds.
-   */
-  function getCooldown() external view returns (uint256) {
-    return cooldownTime;
-  }
-
   /**
    * @notice  Check if the current median report rate for a rate feed change, relative
    *          to the last median report, is greater than the configured threshold.
@@ -131,17 +109,18 @@ contract MedianDeltaBreaker is IBreaker, Ownable {
    * @return  triggerBreaker  A bool indicating whether or not this breaker
    *                          should be tripped for the rate feed.
    */
-  function shouldTrigger(address rateFeedID) public view returns (bool triggerBreaker) {
-    uint256 previousMedian = sortedOracles.previousMedianRate(rateFeedID);
+  function shouldTrigger(address rateFeedID) public returns (bool triggerBreaker) {
+    (uint256 currentMedian, ) = sortedOracles.medianRate(rateFeedID);
+
+    uint256 previousMedian = previousMedianRates[rateFeedID];
+    previousMedianRates[rateFeedID] = currentMedian;
+
     if (previousMedian == 0) {
-      // Previous median will be 0 if this rate feed is new and has not had at least two median updates yet.
+      // Previous median will be 0 the first time rate is checked.
       return false;
     }
 
-    (uint256 currentMedian, ) = sortedOracles.medianRate(rateFeedID);
-
-    // Check if current median is within allowed threshold of last median
-    triggerBreaker = !isWithinThreshold(previousMedian, currentMedian, rateFeedID);
+    return exceedsThreshold(previousMedian, currentMedian, rateFeedID);
   }
 
   /**
@@ -150,38 +129,7 @@ contract MedianDeltaBreaker is IBreaker, Ownable {
    * @return  resetBreaker A bool indicating whether or not
    *          this breaker can be reset for the given rate feed.
    */
-  function shouldReset(address rateFeedID) external view returns (bool resetBreaker) {
+  function shouldReset(address rateFeedID) external returns (bool resetBreaker) {
     return !shouldTrigger(rateFeedID);
   }
-
-  /**
-   * @notice Checks if the specified current median rate is within the allowed threshold.
-   * @param prevRate The previous median rate.
-   * @param currentRate The current median rate.
-   * @param rateFeedID The specific rate ID to check threshold for.
-   * @return  Returns a bool indicating whether or not the current rate
-   *          is within the allowed threshold.
-   */
-  function isWithinThreshold(
-    uint256 prevRate,
-    uint256 currentRate,
-    address rateFeedID
-  ) public view returns (bool) {
-    uint256 allowedThreshold = defaultRateChangeThreshold.unwrap();
-
-    uint256 rateSpecificThreshold = rateChangeThreshold[rateFeedID].unwrap();
-
-    // checks if a given rate feed id has a threshold set and reassignes it
-    if (rateSpecificThreshold != 0) allowedThreshold = rateSpecificThreshold;
-
-    uint256 fixed1 = FixidityLib.fixed1().unwrap();
-
-    uint256 maxPercent = uint256(fixed1).add(allowedThreshold);
-    uint256 maxValue = (prevRate.mul(maxPercent)).div(10**24);
-
-    uint256 minPercent = uint256(fixed1).sub(allowedThreshold);
-    uint256 minValue = (prevRate.mul(minPercent)).div(10**24);
-
-    return (currentRate >= minValue && currentRate <= maxValue);
-  }
 }

contracts/SortedOracles.sol

@@ -38,7 +38,6 @@ contract SortedOracles is ISortedOracles, ICeloVersionedContract, Ownable, Initi
   mapping(address => uint256) public tokenReportExpirySeconds;
 
   IBreakerBox public breakerBox;
-  mapping(address => uint256) public previousMedianRate;
 
   event OracleAdded(address indexed token, address indexed oracleAddress);
   event OracleRemoved(address indexed token, address indexed oracleAddress);
@@ -245,7 +244,6 @@ contract SortedOracles is ISortedOracles, ICeloVersionedContract, Ownable, Initi
     emit OracleReported(token, msg.sender, now, value);
     uint256 newMedian = rates[token].getMedianValue();
     if (newMedian != originalMedian) {
-      previousMedianRate[token] = originalMedian;
       emit MedianUpdated(token, newMedian);
     }
 
@@ -375,7 +373,6 @@ contract SortedOracles is ISortedOracles, ICeloVersionedContract, Ownable, Initi
     emit OracleReportRemoved(token, oracle);
     uint256 newMedian = rates[token].getMedianValue();
     if (newMedian != originalMedian) {
-      previousMedianRate[token] = newMedian;
       emit MedianUpdated(token, newMedian);
     }
   }