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@vreff
vreff committed Aug 25, 2023
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380 changes: 191 additions & 189 deletions contracts/src/v0.8/dev/automation/upkeeps/MercuryRegistry.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -28,208 +28,210 @@ import "../../../ChainSpecificUtil.sol";
| - Optimize gas consumption. |
-+---------------------------------------------------------------------------------------------------------------------*/
contract MercuryRegistry is AutomationCompatibleInterface, FeedLookupCompatibleInterface {
// Feed object used for storing feed data.
// not included but contained in reports:
// - blocknumberUpperBound
// - upperBlockhash
// - blocknumberLowerBound
// - currentBlockTimestamp
struct Feed {
uint32 observationsTimestamp; // the timestamp of the most recent data assigned to this feed
int192 price; // the current price of the feed
int192 bid; // the current bid price of the feed
int192 ask; // the current ask price of the feed
string feedName; // the name of the feed
string feedId; // the id of the feed (hex encoded)
// Feed object used for storing feed data.
// not included but contained in reports:
// - blocknumberUpperBound
// - upperBlockhash
// - blocknumberLowerBound
// - currentBlockTimestamp
struct Feed {
uint32 observationsTimestamp; // the timestamp of the most recent data assigned to this feed
int192 price; // the current price of the feed
int192 bid; // the current bid price of the feed
int192 ask; // the current ask price of the feed
string feedName; // the name of the feed
string feedId; // the id of the feed (hex encoded)
}

// Report object obtained from off-chain Mercury server.
struct Report {
bytes32 feedId; // the feed Id of the report
uint32 observationsTimestamp; // the timestamp of when the data was observed
int192 price; // the median value of the OCR round
int192 bid; // the median bid of the OCR round
int192 ask; // the median ask if the OCR round
uint64 blocknumberUpperBound; // the highest block observed at the time the report was generated
bytes32 upperBlockhash; // the blockhash of the highest block observed
uint64 blocknumberLowerBound; // the lowest block observed at the time the report was generated
uint64 currentBlockTimestamp; // the timestamp of the highest block observed
}

event FeedUpdated(uint32 observationsTimestamp, int192 price, int192 bid, int192 ask, string feedId);

string constant c_feedParamKey = "feedIdHex"; // for Mercury v0.2 - format by which feeds are identified
string constant c_timeParamKey = "blockNumber"; // for Mercury v0.2 - format by which feeds are filtered to be sufficiently recent
IVerifierProxy immutable i_verifier; // for Mercury v0.2 - verifies off-chain reports

int192 constant scale = 1_000_000; // a scalar used for measuring deviation with precision
int192 s_deviationPercentagePPM; // acceptable deviatoin threshold - 1.5% = 15_000, 100% = 1_000_000, etc..
uint32 s_stalenessSeconds; // acceptable staleness threshold - 60 = 1 minute, 300 = 5 minutes, etc..

string[] public s_feeds; // list of feed Ids
mapping(string => Feed) public s_feedMapping; // mapping of feed Ids to stored feed data

constructor(
string[] memory feedIds,
string[] memory feedNames,
address verifier,
int192 deviationPercentagePPM,
uint32 stalenessSeconds
) {
i_verifier = IVerifierProxy(verifier);

// Ensure correctly formatted constructor arguments.
require(feedIds.length == feedNames.length, "incorrect constructor args");

// Store desired deviation threshold and staleness seconds.
s_deviationPercentagePPM = deviationPercentagePPM;
s_stalenessSeconds = stalenessSeconds;

// Store desired feeds.
s_feeds = feedIds;
for (uint256 i = 0; i < feedIds.length; i++) {
s_feedMapping[s_feeds[i]] = Feed({
feedName: feedNames[i],
feedId: feedIds[i],
price: 0,
bid: 0,
ask: 0,
observationsTimestamp: 0
});
}
}

// Report object obtained from off-chain Mercury server.
struct Report {
bytes32 feedId; // the feed Id of the report
uint32 observationsTimestamp; // the timestamp of when the data was observed
int192 price; // the median value of the OCR round
int192 bid; // the median bid of the OCR round
int192 ask; // the median ask if the OCR round
uint64 blocknumberUpperBound; // the highest block observed at the time the report was generated
bytes32 upperBlockhash; // the blockhash of the highest block observed
uint64 blocknumberLowerBound; // the lowest block observed at the time the report was generated
uint64 currentBlockTimestamp; // the timestamp of the highest block observed
// Returns a user-defined batch of feed data, based on the on-chain state.
function getLatestFeedData(string[] memory feedIds) external view returns (Feed[] memory) {
Feed[] memory feeds = new Feed[](feedIds.length);
for (uint256 i = 0; i < feedIds.length; i++) {
feeds[i] = s_feedMapping[feedIds[i]];
}

event FeedUpdated(uint32 observationsTimestamp, int192 price, int192 bid, int192 ask, string feedId);

string constant c_feedParamKey = "feedIdHex"; // for Mercury v0.2 - format by which feeds are identified
string constant c_timeParamKey = "blockNumber"; // for Mercury v0.2 - format by which feeds are filtered to be sufficiently recent
IVerifierProxy immutable i_verifier; // for Mercury v0.2 - verifies off-chain reports

int192 constant scale = 1_000_000; // a scalar used for measuring deviation with precision
int192 s_deviationPercentagePPM; // acceptable deviatoin threshold - 1.5% = 15_000, 100% = 1_000_000, etc..
uint32 s_stalenessSeconds; // acceptable staleness threshold - 60 = 1 minute, 300 = 5 minutes, etc..

string[] public s_feeds; // list of feed Ids
mapping(string => Feed) public s_feedMapping; // mapping of feed Ids to stored feed data

constructor(
string[] memory feedIds,
string[] memory feedNames,
address verifier,
int192 deviationPercentagePPM,
uint32 stalenessSeconds
) {
i_verifier = IVerifierProxy(verifier);

// Ensure correctly formatted constructor arguments.
require(feedIds.length == feedNames.length, "incorrect constructor args");

// Store desired deviation threshold and staleness seconds.
s_deviationPercentagePPM = deviationPercentagePPM;
s_stalenessSeconds = stalenessSeconds;

// Store desired feeds.
s_feeds = feedIds;
for (uint256 i = 0; i < feedIds.length; i++) {
s_feedMapping[s_feeds[i]] =
Feed({feedName: feedNames[i], feedId: feedIds[i], price: 0, bid: 0, ask: 0, observationsTimestamp: 0});
}
return feeds;
}

// Invoke a feed lookup through the checkUpkeep function. Expected to run on a chron schedule.
function checkUpkeep(bytes calldata /* data */) external view override returns (bool, bytes memory) {
string[] memory feeds = s_feeds;
return revertForFeedLookup(feeds);
}

// Extracted from `checkUpkeep` for batching purposes.
function revertForFeedLookup(string[] memory feeds) public view returns (bool, bytes memory) {
uint256 blockNumber = ChainSpecificUtil.getBlockNumber();
revert FeedLookup(c_feedParamKey, feeds, c_timeParamKey, blockNumber, "EXTRA_DATA_FOR_FUTURE_FUNCTIONS_CALLS");
}

// Filter for feeds that have deviated sufficiently from their respective on-chain values, or where
// the on-chain values are sufficiently stale.
function checkCallback(
bytes[] memory values,
bytes memory lookupData
) external view override returns (bool, bytes memory) {
bytes[] memory filteredValues = new bytes[](values.length);
uint256 count = 0;
for (uint256 i = 0; i < values.length; i++) {
Report memory report = getReport(values[i]);
string memory feedId = bytes32ToHextString(abi.encodePacked(report.feedId));
Feed memory feed = s_feedMapping[feedId];
if (
(report.observationsTimestamp - feed.observationsTimestamp > s_stalenessSeconds) ||
deviationExceedsThreshold(feed.price, report.price)
) {
filteredValues[count] = values[i];
count++;
}
}

// Returns a user-defined batch of feed data, based on the on-chain state.
function getLatestFeedData(string[] memory feedIds) external view returns (Feed[] memory) {
Feed[] memory feeds = new Feed[](feedIds.length);
for (uint256 i = 0; i < feedIds.length; i++) {
feeds[i] = s_feedMapping[feedIds[i]];
}

return feeds;
}

// Invoke a feed lookup through the checkUpkeep function. Expected to run on a chron schedule.
function checkUpkeep(bytes calldata /* data */ ) external view override returns (bool, bytes memory) {
string[] memory feeds = s_feeds;
return revertForFeedLookup(feeds);
}

// Extracted from `checkUpkeep` for batching purposes.
function revertForFeedLookup(string[] memory feeds) public view returns (bool, bytes memory) {
uint256 blockNumber = ChainSpecificUtil.getBlockNumber();
revert FeedLookup(c_feedParamKey, feeds, c_timeParamKey, blockNumber, "EXTRA_DATA_FOR_FUTURE_FUNCTIONS_CALLS");
// Adjusts the lenght of the filteredValues array to `count` such that it
// does not have extra empty slots, in case some items were filtered.
assembly {
mstore(filteredValues, count)
}

// Filter for feeds that have deviated sufficiently from their respective on-chain values, or where
// the on-chain values are sufficiently stale.
function checkCallback(bytes[] memory values, bytes memory lookupData)
external
view
override
returns (bool, bytes memory)
{
bytes[] memory filteredValues = new bytes[](values.length);
uint256 count = 0;
for (uint256 i = 0; i < values.length; i++) {
Report memory report = getReport(values[i]);
string memory feedId = bytes32ToHextString(abi.encodePacked(report.feedId));
Feed memory feed = s_feedMapping[feedId];
if (
(report.observationsTimestamp - feed.observationsTimestamp > s_stalenessSeconds)
|| deviationExceedsThreshold(feed.price, report.price)
) {
filteredValues[count] = values[i];
count++;
}
}

// Adjusts the lenght of the filteredValues array to `count` such that it
// does not have extra empty slots, in case some items were filtered.
assembly {
mstore(filteredValues, count)
}

bytes memory performData = abi.encode(filteredValues, lookupData);
return (filteredValues.length > 0, performData);
bytes memory performData = abi.encode(filteredValues, lookupData);
return (filteredValues.length > 0, performData);
}

// Use deviated off-chain values to update on-chain state.
// TODO:
// - The implementation provided here is readable but crude. Remaining gas should be checked between iterations
// of the for-loop, and the failure of a single item should not cause the entire batch to revert.
function performUpkeep(bytes calldata performData) external override {
(bytes[] memory values /* bytes memory lookupData */, ) = abi.decode(performData, (bytes[], bytes));
for (uint256 i = 0; i < values.length; i++) {
// Verify and decode report.
i_verifier.verify(values[i]);
Report memory report = getReport(values[i]);
string memory feedId = bytes32ToHextString(abi.encodePacked(report.feedId));

// Feeds that have been removed between checkUpkeep and performUpkeep should not be updated.
require(bytes(s_feedMapping[feedId].feedId).length > 0, "feed removed");

// Sanity check. Stale reports should not get through, but ensure they do not cause a regression
// in the registry.
require(s_feedMapping[feedId].observationsTimestamp <= report.observationsTimestamp, "stale report");

// Assign new values to state.
s_feedMapping[feedId].bid = report.bid;
s_feedMapping[feedId].ask = report.ask;
s_feedMapping[feedId].price = report.price;
s_feedMapping[feedId].observationsTimestamp = report.observationsTimestamp;

// Emit log (not gas efficient to do this for each update).
emit FeedUpdated(report.observationsTimestamp, report.price, report.bid, report.ask, feedId);
}

// Use deviated off-chain values to update on-chain state.
// TODO:
// - The implementation provided here is readable but crude. Remaining gas should be checked between iterations
// of the for-loop, and the failure of a single item should not cause the entire batch to revert.
function performUpkeep(bytes calldata performData) external override {
(bytes[] memory values, /* bytes memory lookupData */ ) = abi.decode(performData, (bytes[], bytes));
for (uint256 i = 0; i < values.length; i++) {
// Verify and decode report.
i_verifier.verify(values[i]);
Report memory report = getReport(values[i]);
string memory feedId = bytes32ToHextString(abi.encodePacked(report.feedId));

// Feeds that have been removed between checkUpkeep and performUpkeep should not be updated.
require(bytes(s_feedMapping[feedId].feedId).length > 0, "feed removed");

// Sanity check. Stale reports should not get through, but ensure they do not cause a regression
// in the registry.
require(s_feedMapping[feedId].observationsTimestamp <= report.observationsTimestamp, "stale report");

// Assign new values to state.
s_feedMapping[feedId].bid = report.bid;
s_feedMapping[feedId].ask = report.ask;
s_feedMapping[feedId].price = report.price;
s_feedMapping[feedId].observationsTimestamp = report.observationsTimestamp;

// Emit log (not gas efficient to do this for each update).
emit FeedUpdated(report.observationsTimestamp, report.price, report.bid, report.ask, feedId);
}
}

// Decodes a mercury respone into an on-chain object. Thanks @mikestone!!
function getReport(bytes memory signedReport) internal pure returns (Report memory) {
(
/* bytes32[3] memory reportContext */
,
bytes memory reportData,
/* bytes32[] memory rs */
,
/* bytes32[] memory ss */
,
/* bytes32 rawVs */
) = abi.decode(signedReport, (bytes32[3], bytes, bytes32[], bytes32[], bytes32));

Report memory report = abi.decode(reportData, (Report));
return report;
}

// Check if the off-chain value has deviated sufficiently from the on-chain value to justify an update.
// `scale` is used to ensure precision is not lost.
function deviationExceedsThreshold(int192 onChain, int192 offChain) public view returns (bool) {
// Compute absolute difference between the on-chain and off-chain values.
int192 scaledDifference = (onChain - offChain) * scale;
if (scaledDifference < 0) {
scaledDifference = -scaledDifference;
}

// Compare to the allowed deviation from the on-chain value.
int192 deviationMax = ((onChain * scale) * s_deviationPercentagePPM) / scale;
return scaledDifference > deviationMax;
}

// Decodes a mercury respone into an on-chain object. Thanks @mikestone!!
function getReport(bytes memory signedReport) internal pure returns (Report memory) {
/*
* bytes32[3] memory reportContext,
* bytes memory reportData,
* bytes32[] memory rs,
* bytes32[] memory ss,
* bytes32 rawVs
**/
(, bytes memory reportData, , , ) = abi.decode(signedReport, (bytes32[3], bytes, bytes32[], bytes32[], bytes32));

Report memory report = abi.decode(reportData, (Report));
return report;
}

// Check if the off-chain value has deviated sufficiently from the on-chain value to justify an update.
// `scale` is used to ensure precision is not lost.
function deviationExceedsThreshold(int192 onChain, int192 offChain) public view returns (bool) {
// Compute absolute difference between the on-chain and off-chain values.
int192 scaledDifference = (onChain - offChain) * scale;
if (scaledDifference < 0) {
scaledDifference = -scaledDifference;
}

// Helper function to reconcile a difference in formatting:
// - Automation passes feedId into their off-chain lookup function as a string.
// - Mercury stores feedId in their reports as a bytes32.
function bytes32ToHextString(bytes memory buffer) internal pure returns (string memory) {
bytes memory converted = new bytes(buffer.length * 2);
bytes memory _base = "0123456789abcdef";
for (uint256 i = 0; i < buffer.length; i++) {
converted[i * 2] = _base[uint8(buffer[i]) / _base.length];
converted[i * 2 + 1] = _base[uint8(buffer[i]) % _base.length];
}
return string(abi.encodePacked("0x", converted));
// Compare to the allowed deviation from the on-chain value.
int192 deviationMax = ((onChain * scale) * s_deviationPercentagePPM) / scale;
return scaledDifference > deviationMax;
}

// Helper function to reconcile a difference in formatting:
// - Automation passes feedId into their off-chain lookup function as a string.
// - Mercury stores feedId in their reports as a bytes32.
function bytes32ToHextString(bytes memory buffer) internal pure returns (string memory) {
bytes memory converted = new bytes(buffer.length * 2);
bytes memory _base = "0123456789abcdef";
for (uint256 i = 0; i < buffer.length; i++) {
converted[i * 2] = _base[uint8(buffer[i]) / _base.length];
converted[i * 2 + 1] = _base[uint8(buffer[i]) % _base.length];
}
return string(abi.encodePacked("0x", converted));
}
}

interface IVerifierProxy {
/**
* @notice Verifies that the data encoded has been signed
* correctly by routing to the correct verifier, and bills the user if applicable.
* @param payload The encoded data to be verified, including the signed
* report and any metadata for billing.
* @return verifiedReport The encoded report from the verifier.
*/
function verify(bytes calldata payload) external payable returns (bytes memory verifiedReport);
/**
* @notice Verifies that the data encoded has been signed
* correctly by routing to the correct verifier, and bills the user if applicable.
* @param payload The encoded data to be verified, including the signed
* report and any metadata for billing.
* @return verifiedReport The encoded report from the verifier.
*/
function verify(bytes calldata payload) external payable returns (bytes memory verifiedReport);
}
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