Merge pull request #105 from laminar-protocol/full-chainlink-oracles

Add all chainlink oracles and testnet deployment config

Author: gorgos

artifacts/kovan/abi/MarginFlowProtocolConfig.json

@@ -542,13 +542,28 @@
         "internalType": "address",
         "name": "_protocol",
         "type": "address"
+      },
+      {
+        "internalType": "uint256",
+        "name": "_extremeCollateralRatio",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "_liquidationCollateralRatio",
+        "type": "uint256"
+      },
+      {
+        "internalType": "uint256",
+        "name": "_defaultCollateralRatio",
+        "type": "uint256"
       }
     ],
     "name": "initialize",
     "outputs": [],
     "stateMutability": "nonpayable",
     "type": "function",
-    "signature": "0x8f15b414"
+    "signature": "0x6ec2a96e"
   },
   {
     "inputs": [

artifacts/kovan/abi/SyntheticFlowToken.json

@@ -1,20 +1,26 @@
 {
   "baseToken": "0xbF7A7169562078c96f0eC1A8aFD6aE50f12e5A99",
   "cToken": "0x0A1e4D0B5c71B955c0a5993023fc48bA6E380496",
-  "moneyMarket": "0x4925c9B04329DFB4C1a758Be1246ADb727366860",
-  "iToken": "0x99AA95a0BBAFfda386489c818f2110EA984d7ebC",
-  "oracle": "0x7B01E27b89D7fF0Ce891E3b990Fd5f81eC67b25e",
-  "syntheticProtocol": "0x5D33d44AEAE8a3784c5Eac0A0bacfB0d85556BED",
-  "fEUR": "0x0CE323388b1A5b040baf033fbbB5b3ceF6FfB460",
-  "fJPY": "0x4F1Cca2cbf2E44A108a010DF36f398aF5f95624b",
-  "fXAU": "0x0DE89Fbd1D41D0feda36d93aA259eB84CE8cc272",
-  "fAAPL": "0xb354f12289AFcFcd8B1022b3D6638F668668515c",
-  "marginProtocol": "0x83717915a982F1a7EC120f2Ffb48Df703b75DCF7",
-  "marginProtocolSafety": "0x0FFA116E89f9fF2e9A47ae118eBa5011369C864B",
-  "marginProtocolConfig": "0xDB0079a15c3021FFcc9F34b45215534b6aD335b8",
-  "marginPoolRegistry": "0x190b0f3Aa96a474D67AF9255DC6893303c53774A",
-  "marginPool": "0xA7B0990bfeDA6f8FFB7b67873Add2B3F35C00287",
-  "marginPool2": "0x3E514eF4a4bc5b6e9893957f834bb5bb21048F0A",
-  "syntheticPool": "0x64796aE5cEA5aA2413946938dA90997748dB554F",
-  "syntheticPool2": "0x6c3DbDD23a7e9367E8F542e7C86785d46E3a644f"
+  "moneyMarket": "0x28A3ad47A5403376fa688ba9F1dA8dC9D374f084",
+  "iToken": "0x660A43C5e3D515b5279770B90C10bf8387386e76",
+  "oracle": "0x3726e065443c5677902665b0084959Ec4bC76447",
+  "syntheticProtocol": "0x4Ef4BaA04bb0506DcF742435a7e3A70c23c747A7",
+  "fEUR": "0x779DB2A890B7EbfFb9B38631Deb81C1febfB5361",
+  "fJPY": "0xf3Cdc6904Bf22EE0C5DF3C91378Ef32df4A4eA74",
+  "fCAD": "0x12015F48Ef76327397C86314Bcd14f0E41a446c7",
+  "fCHF": "0x71d11FB22D33A31B33fA123d684C9E9dE33E741F",
+  "fGBP": "0xc6D60d30a6504E5df86538Be84789b9dA0Fa6974",
+  "fAUD": "0x564bC9ee2808C7aDB2C88b9eb899988E0c9E802C",
+  "fUSOIL": "0x6faa090A838d95fB686c768dd4c3394386E66Ffd",
+  "fXAU": "0xE9a6d4dF338dce3a1F9701127EE2273fce9EC592",
+  "fBTC": "0x87d5f3c8DdE9621ce5d79c03E96F1d3a583dFb32",
+  "fETH": "0x029FB7Dca3C2d70cA14a8D4F78ce646e25BC8F46",
+  "marginProtocol": "0x10D09B705dd5162Bf50C38c1ac7b008E55cfE158",
+  "marginProtocolSafety": "0x491E03E8208ef5A23b9eEACB976A6CF17a35C4E9",
+  "marginProtocolConfig": "0xfc444961b454a761b48655ba2A4A47849B0Cd4Ae",
+  "marginPoolRegistry": "0x932626A69Ce19f63868D84DCA037086366E26fac",
+  "marginPoolACME": "0xc2452E6CF815dE52BE2CfB63E51E6DfFdCEA53a1",
+  "marginPoolGeneral": "0x7884f42F780b6942e29151F96EEFC287fF2A0172",
+  "syntheticPoolGeneral": "0x61A7645ef693Ea7740b121232Ddc7b874Be7Fa09",
+  "syntheticPoolXYZ": "0x2b1627CFF4Eb38C774Ec1008045CEd2C4776eEf6"
 }

artifacts/kovan/deployment.json

@@ -459,11 +459,11 @@ contract MarginFlowProtocol is Initializable, UpgradeReentrancyGuard {
     ) internal {
         int256 heldSignum = _leverage > 0 ? int256(1) :  int256(-1);
         uint256 leveragedDebits = _leveragedHeld.mulPercent(_debitsPrice);
-        uint256 leveragedHeldInUsd = uint256(
+        uint256 leveragedDebitsInUsd = uint256(
             market.getUsdValue(_pair.base, int256(leveragedDebits))
         );
         uint256 marginHeld = uint256(
-            int256(leveragedHeldInUsd)
+            int256(leveragedDebitsInUsd)
                 .mul(_leverage > 0 ? int256(1) :  int256(-1))
                 .div(_leverage)
         );
@@ -474,14 +474,14 @@ contract MarginFlowProtocol is Initializable, UpgradeReentrancyGuard {
             poolLongPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.BASE] = poolLongPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.BASE]
                 .add(leveragedDebits);
             poolLongPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.USD] = poolLongPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.USD]
-                .add(leveragedHeldInUsd);
+                .add(leveragedDebitsInUsd);
         } else {
             poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.QUOTE] = poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.QUOTE]
                 .add(_leveragedHeld);
             poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.BASE] = poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.BASE]
                 .add(leveragedDebits);
             poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.USD] = poolShortPositionAccPerPair[_pool][_pair.base][_pair.quote][CurrencyType.USD]
-                .add(leveragedHeldInUsd);
+                .add(leveragedDebitsInUsd);
         }
 
         Position memory position = _createPosition(
@@ -490,7 +490,7 @@ contract MarginFlowProtocol is Initializable, UpgradeReentrancyGuard {
             _leverage,
             _leveragedHeld,
             leveragedDebits,
-            leveragedHeldInUsd,
+            leveragedDebitsInUsd,
             marginHeld
         );
 
@@ -508,7 +508,7 @@ contract MarginFlowProtocol is Initializable, UpgradeReentrancyGuard {
             _pair.base,
             _pair.quote,
             _leverage,
-            int256(leveragedHeldInUsd).mul(heldSignum.mul(-1)),
+            int256(leveragedDebitsInUsd).mul(heldSignum.mul(-1)),
             _debitsPrice.value
         );
     }

contracts/impls/margin/MarginFlowProtocol.sol

@@ -39,6 +39,7 @@ contract MarginFlowProtocolConfig is Initializable, UpgradeOwnable {
     uint256 public liquidityPoolELLLiquidateThreshold;
 
     function initialize(
+        uint256 _maxSpread,
         uint256 _initialMinLeverage,
         uint256 _initialMaxLeverage,
         uint256 _initialMinLeverageAmount,
@@ -52,13 +53,12 @@ contract MarginFlowProtocolConfig is Initializable, UpgradeOwnable {
     ) public initializer {
         UpgradeOwnable.initialize(msg.sender);
 
+        maxSpread = _maxSpread;
         minLeverage = _initialMinLeverage;
         maxLeverage = _initialMaxLeverage;
         minLeverageAmount = _initialMinLeverageAmount;
         swapRateUnit = _swapRateUnit;
 
-        maxSpread = 1 ether / 10; // 10% TODO: pick a justified value
-
         liquidityPoolENPMarginThreshold = _initialLiquidityPoolENPMarginThreshold;
         liquidityPoolELLMarginThreshold = _initialLiquidityPoolELLMarginThreshold;
         liquidityPoolENPLiquidateThreshold = _initialLiquidityPoolENPLiquidateThreshold;
@@ -124,8 +124,8 @@ contract MarginFlowProtocolConfig is Initializable, UpgradeOwnable {
      */
     function addTradingPair(address _base, address _quote, int256 _swapRateLong, int256 _swapRateShort) external onlyOwner {
         require(_base != address(0) && _quote != address(0) && _swapRateLong != 0 && _swapRateShort != 0, "0");
-        require(_base != _quote, "TP3");
         require(!tradingPairWhitelist[_base][_quote], "TP2");
+        require(_base != _quote, "TP3");
 
         currentSwapRates[_base][_quote][PositionType.LONG] = Percentage.SignedPercent(_swapRateLong);
         currentSwapRates[_base][_quote][PositionType.SHORT] = Percentage.SignedPercent(_swapRateShort);

contracts/impls/margin/MarginFlowProtocolConfig.sol

@@ -269,24 +269,24 @@ library MarginMarketLib {
         MarginFlowProtocol.TradingPair memory _pair,
         uint256[4] memory _pairValues
     ) public returns (int256) {
-        (int256 longUnrealized,) = getUnrealizedPlForParams(
+        (int256 longUnrealized,) = _pairValues[2] > 0 ? getUnrealizedPlForParams(
             self,
             _pool,
             _pair,
             int256(_pairValues[0]).mul(-1),
             int256(_pairValues[2]),
             1,
             0
-        );
-        (int256 shortUnrealized,) = getUnrealizedPlForParams(
+        ) : (int256(0), Percentage.Percent(0));
+        (int256 shortUnrealized,) = _pairValues[3] > 0 ? getUnrealizedPlForParams(
             self,
             _pool,
             _pair,
             int256(_pairValues[1]),
             int256(_pairValues[3]).mul(-1),
             -1,
             0
-        );
+        ) : (int256(0), Percentage.Percent(0));
 
         return longUnrealized.add(shortUnrealized);
     }
@@ -316,7 +316,7 @@ library MarginMarketLib {
     ) public returns (uint256, uint256, int256) {
         Percentage.Percent memory basePrice = Percentage.Percent(getPrice(self, address(self.moneyMarket.baseToken())));
 
-        uint256 net = (int256(_longUsd).sub(int256(_shortUsd)) >= 0
+        uint256 net = (_longUsd > _shortUsd
             ? uint256(int256(_longUsd).sub(int256(_shortUsd)))
             : uint256(-(int256(_longUsd).sub(int256(_shortUsd))))
         ).mulPercent(basePrice);

contracts/impls/margin/MarginMarketLib.sol

@@ -9,38 +9,43 @@ import "../../interfaces/PriceOracleInterface.sol";
 import "../../libs/upgrades/UpgradeOwnable.sol";
 
 contract ChainLinkOracle is ChainlinkClient, PriceOracleInterface, Initializable, UpgradeOwnable {
-    mapping (address => AggregatorInterface) private aggregators;
+    mapping (address => AggregatorInterface) public aggregators;
+    address public usdToken;
 
     function initialize(
         address _link,
-        address _eurRef,
-        address _jpyRef,
-        address _xauRef,
-        address _aaplRef,
-        address _eurToken,
-        address _jpyToken,
-        address _xauToken,
-        address _aaplToken
+        address _usdToken,
+        address[] memory _currencyReferences,
+        address[] memory _tokenReferences
     ) public initializer {
         UpgradeOwnable.initialize(msg.sender);
 
+        require(_currencyReferences.length == _tokenReferences.length, "Token count must match oracle count");
+
         if(_link == address(0)) {
             setPublicChainlinkToken();
         } else {
             setChainlinkToken(_link);
         }
 
-        aggregators[_eurToken] = AggregatorInterface(_eurRef);
-        aggregators[_jpyToken] = AggregatorInterface(_jpyRef);
-        aggregators[_xauToken] = AggregatorInterface(_xauRef);
-        aggregators[_aaplToken] = AggregatorInterface(_aaplRef);
+        usdToken = _usdToken;
+
+        for (uint256 i = 0; i < _currencyReferences.length; i++) {
+            aggregators[_tokenReferences[i]] = AggregatorInterface(_currencyReferences[i]);
+        }
     }
 
     function setOracleAddress(address _token, address _aggregator) public onlyOwner {
         aggregators[_token] = AggregatorInterface(_aggregator);
     }
 
     function getPrice(address _key) public override returns (uint256) {
+        if (_key == usdToken) {
+            return 1e18;
+        }
+
+        require(address(aggregators[_key]) != address(0), "Invalid token address for oracle");
+
         int256 price = aggregators[_key].latestAnswer();
         require(price > 0, "no price available");
 

contracts/impls/oracles/ChainLinkOracle.sol

@@ -41,7 +41,10 @@ contract SyntheticFlowToken is ProtocolOwnable, ERC20, ERC20DetailedUpgradable {
         string memory _name,
         string memory _symbol,
         MoneyMarketInterface _moneyMarket,
-        address _protocol
+        address _protocol,
+        uint _extremeCollateralRatio,
+        uint _liquidationCollateralRatio,
+        uint _defaultCollateralRatio
     ) public initializer {
         ProtocolOwnable.initialize(_protocol);
         ERC20DetailedUpgradable.initialize(_name, _symbol, 18);
@@ -50,10 +53,9 @@ contract SyntheticFlowToken is ProtocolOwnable, ERC20, ERC20DetailedUpgradable {
 
         moneyMarket.iToken().safeApprove(_protocol, MAX_UINT);
 
-        // TODO: from constructor parameter
-        extremeCollateralRatio = Percentage.fromFraction(1, 100);
-        liquidationCollateralRatio = Percentage.fromFraction(5, 100);
-        defaultCollateralRatio = Percentage.fromFraction(10, 100);
+        extremeCollateralRatio = Percentage.Percent(_extremeCollateralRatio);
+        liquidationCollateralRatio = Percentage.Percent(_liquidationCollateralRatio);
+        defaultCollateralRatio = Percentage.Percent(_defaultCollateralRatio);
     }
 
     function setLiquidationCollateralRatio(uint percent) external onlyProtocol {

contracts/impls/synthetic/SyntheticFlowToken.sol

@@ -43,7 +43,7 @@ const flowMarginProtocolSafetyContract = new web3.eth.Contract(
   flowMarginProtocolSafetyAddress,
 );
 
-const poolAddress = deployment.marginPool;
+const poolAddress = deployment.marginPoolGeneral;
 const poolContract = new web3.eth.Contract(poolAbi as any, poolAddress);
 
 const oracleAddress = deployment.oracle;
@@ -61,7 +61,6 @@ const tokenStringToAddress = {
   EUR: deployment.fEUR,
   JPY: deployment.fJPY,
   AUX: deployment.fXAU,
-  AAPL: deployment.fAAPL,
 };
 
 const accountOf = (name: string): Account => {
@@ -101,7 +100,7 @@ const transferUsd = async (to: string, amount: BN): Promise<any> => {
 const parseCurrency = (amount: string): string => {
   const parsed = amount.replace('F', 'f');
 
-  return deployment[parsed as 'fEUR' | 'fJPY' | 'fXAU' | 'fAAPL'];
+  return deployment[parsed as 'fEUR' | 'fJPY' | 'fXAU'];
 };
 
 const parseAmount = (amount: string): BN => {
@@ -508,10 +507,10 @@ Then(
 
     const swapRate = parseSwapRate(additionalSwapRate);
     const currentLongSwapRate = await flowMarginProtocolConfigContract.methods
-      .currentSwapRates(baseAddress, quoteAddress, true)
+      .currentSwapRates(baseAddress, quoteAddress, '0')
       .call();
     const currentShortSwapRate = await flowMarginProtocolConfigContract.methods
-      .currentSwapRates(baseAddress, quoteAddress, false)
+      .currentSwapRates(baseAddress, quoteAddress, '1')
       .call();
     const newLongSwapRate = new BN(currentLongSwapRate).add(swapRate);
     const newShortwapRate = new BN(currentShortSwapRate).add(swapRate);
@@ -728,6 +727,21 @@ Given('margin liquidity pool margin call', async (table: TableDefinition) => {
 Then('margin liquidity pool liquidate', async (table: TableDefinition) => {
   for (const [result] of table.rows()) {
     try {
+      const enpThreshold = await flowMarginProtocolConfigContract.methods
+        .liquidityPoolENPLiquidateThreshold()
+        .call();
+      const ellThreshold = await flowMarginProtocolConfigContract.methods
+        .liquidityPoolELLLiquidateThreshold()
+        .call();
+      const enpAndEll = await flowMarginProtocolSafetyContract.methods
+        .getEnpAndEll(poolAddress)
+        .call();
+      console.log({
+        enp: enpAndEll['0'].toString(),
+        ell: enpAndEll['1'].toString(),
+        enpThreshold: enpThreshold.toString(),
+        ellThreshold: ellThreshold.toString(),
+      });
       await sendTx({
         contractMethod: flowMarginProtocolSafetyContract.methods.liquidateLiquidityPool(
           poolAddress,
@@ -737,7 +751,11 @@ Then('margin liquidity pool liquidate', async (table: TableDefinition) => {
       if (result !== 'Ok')
         expect.fail(`Pool liquidation call should have reverted, but didnt!`);
 
+      console.log('Before force close 1');
+
       const alicePositionCount = await forceCloseForPool(alice, 0);
+
+      console.log('Before force close 2');
       await forceCloseForPool(bob, alicePositionCount);
     } catch (error) {
       if (result === 'Ok')

cucumber/step-definitions/margin.steps.ts

@@ -0,0 +1,20 @@
+module.exports = callback => {
+  async function getFaucetDai() {
+    const FaucetInterface = artifacts.require('FaucetInterface');
+    const FaucetInterfaceContract = await FaucetInterface.at(
+      '0xbf7a7169562078c96f0ec1a8afd6ae50f12e5a99',
+    );
+
+    await FaucetInterfaceContract.allocateTo(
+      '0x15ae150d7dC03d3B635EE90b85219dBFe071ED35',
+      '100000000000000000000000000',
+    );
+  }
+
+  getFaucetDai()
+    .then(() => {
+      console.log('Successfully finished!');
+      callback();
+    })
+    .catch(error => console.log({ error }));
+};