Add draft StickyOracle

src/StickyOracle.sol

@@ -0,0 +1,130 @@
+// SPDX-FileCopyrightText: © 2023 Dai Foundation <www.daifoundation.org>
+// SPDX-License-Identifier: AGPL-3.0-or-later
+//
+// This program is free software: you can redistribute it and/or modify
+// it under the terms of the GNU Affero General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+// (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Affero General Public License for more details.
+//
+// You should have received a copy of the GNU Affero General Public License
+// along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+pragma solidity ^0.8.16;
+
+interface PipLike {
+    function read() external view returns (uint128);
+}
+
+contract StickyOracle {
+    mapping (address => uint256) public wards;
+    mapping (address => uint256) public buds;  // Whitelisted feed readers
+    mapping (uint16  => uint256) accumulators; // daily (eod) sticky oracle price accumulators
+
+    PipLike public immutable pip;
+
+    uint96 public slope = uint96(RAY); // maximum allowable price growth rate from center of TWAP window to now (in RAY)
+    uint8  public lo; // how many days ago should the TWAP window start (exclusive)
+    uint8  public hi; // how many days ago should the TWAP window end (inclusive)
+
+    uint128        val; // last poked price
+    uint32  public age; // time of last poke
+
+    struct Accumulator {
+        uint256 acc; // accumulator value at the end of the day
+    }
+
+    event Rely(address indexed usr);
+    event Deny(address indexed usr);
+    event Kiss(address indexed usr);
+    event Diss(address indexed usr);
+    event File(bytes32 indexed what, uint256 data);
+
+    constructor(
+        address _pip
+    ) {
+        pip = PipLike(_pip);
+
+        wards[msg.sender] = 1;
+        emit Rely(msg.sender);
+    }
+
+    modifier auth {
+        require(wards[msg.sender] == 1, "StickyOracle/not-authorized");
+        _;
+    }
+
+    modifier toll { 
+        require(buds[msg.sender] == 1, "StickyOracle/not-whitelisted"); 
+        _;
+    }
+
+    uint256 internal constant RAY = 10 ** 27;
+
+    function rely(address usr) external auth { wards[usr] = 1; emit Rely(usr); }
+    function deny(address usr) external auth { wards[usr] = 0; emit Deny(usr); }
+    function kiss(address usr) external auth { buds[usr]  = 1; emit Kiss(usr); }
+    function diss(address usr) external auth { buds[usr]  = 0; emit Diss(usr); }
+
+    function file(bytes32 what, uint256 data) external auth {
+        if (what == "slope") slope = uint96(data);
+        if (what == "lo")    lo    = uint8(data);
+        if (what == "hi")    hi    = uint8(data);
+        else revert("StickyOracle/file-unrecognized-param");
+        emit File(what, data);
+    }
+
+    function _getCap() internal view returns (uint256 cap) {
+        uint16 today = uint16(block.timestamp / 1 days);
+        (uint96 slope_, uint16 lo_, uint16 hi_) = (slope, lo, hi);
+        uint256 acc_lo = accumulators[today - lo_];
+        uint256 acc_hi = accumulators[today - hi_];
+
+        if (acc_lo == 0 || acc_hi == 0) return pip.read(); // TODO: do something smarter (use partial window or extrapolate missing daily accs)
+        return (acc_hi - acc_lo) * slope_ / (RAY * (lo_ - hi_) * 1 days);
+    }
+
+
+    function poke() public {
+        uint128 cur = pip.read();
+        uint16 today = uint16(block.timestamp / 1 days);
+        uint256 acc = accumulators[today];
+        (uint128 val_, uint32 age_) = (val, age);
+        uint256 newAcc;
+        if (acc == 0) { // first poke of the day
+            if (age_ > 0) {
+                uint16 prevDay = uint16(age_ / 1 days);
+                uint256 prevAcc = accumulators[prevDay];
+                newAcc = prevAcc + (
+                    val_ * (today - prevDay - 1) + // account for possibly missing daily pokes
+                    cur // optimistically assume this will be the last poke of the day
+                ) * 1 days;
+            } else {
+                newAcc = cur * 1 days; // optimistically assume this will be the last poke of the day
+            }
+        } else { // not the first poke of the day
+            uint256 eod = (today + 1) * 1 days; // TODO: check if not off-by-one
+            uint256 off = eod - age_; // period during which the accumulator value needs to be adjusted 
+            newAcc = acc + cur * off - val_ * off;
+        }
+        accumulators[today] = newAcc;
+        val = cur;
+        age = uint32(block.timestamp);
+    }
+
+    function read() external view toll returns (uint256) {
+        uint128 cur = pip.read();
+        uint256 cap = _getCap();
+        return cur < cap ? cur : cap;
+    }
+
+    function peek() external view toll returns (uint256, bool) {
+        uint128 cur = pip.read();
+        uint256 cap = _getCap();
+        return (cur < cap ? cur : cap, cur > 0);
+    }
+}

test/StickyOracle.t.sol

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+// SPDX-FileCopyrightText: © 2023 Dai Foundation <www.daifoundation.org>
+// SPDX-License-Identifier: AGPL-3.0-or-later
+//
+// This program is free software: you can redistribute it and/or modify
+// it under the terms of the GNU Affero General Public License as published by
+// the Free Software Foundation, either version 3 of the License, or
+// (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Affero General Public License for more details.
+//
+// You should have received a copy of the GNU Affero General Public License
+// along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+pragma solidity ^0.8.16;
+
+import "forge-std/Test.sol";
+
+import { StickyOracle } from "src/StickyOracle.sol";
+
+interface ChainlogLike {
+    function getAddress(bytes32) external view returns (address);
+}
+
+interface PipLike {
+    function read() external view returns (uint256);
+    function kiss(address) external;
+}
+
+contract StickyOracleTest is Test {
+
+    PipLike public medianizer;
+    StickyOracle public oracle;
+    uint256 public initialMedianizerPrice;
+
+    uint256 constant RAY = 10 ** 27;
+    address constant LOG = 0xdA0Ab1e0017DEbCd72Be8599041a2aa3bA7e740F;
+
+    address PAUSE_PROXY;
+    address PIP_MKR;
+
+    function setUp() public {
+        vm.createSelectFork(vm.envString("ETH_RPC_URL"));
+
+        PAUSE_PROXY = ChainlogLike(LOG).getAddress("MCD_PAUSE_PROXY");
+        PIP_MKR = ChainlogLike(LOG).getAddress("PIP_MKR");
+
+        medianizer = PipLike(PIP_MKR);
+
+        vm.startPrank(PAUSE_PROXY); 
+
+        oracle = new StickyOracle(PIP_MKR);
+        oracle.kiss(address(this));
+        medianizer.kiss(address(oracle));
+        medianizer.kiss(address(this));
+
+        vm.stopPrank();
+
+        initialMedianizerPrice = uint256(medianizer.read());
+        assertGt(initialMedianizerPrice, 0);
+    }
+
+    function testPoke() public {
+    }
+}