review: initial feedback and questions (#11)

.gas-snapshot

@@ -1,77 +1,77 @@
 FlagsLibTest:testGetDecimalDifference() (gas: 3974)
 FlagsLibTest:testIsCompositeRoute() (gas: 4341)
 FlagsLibTest:testPackSimplePrice(int8,uint256) (runs: 256, μ: 7791, ~: 7555)
-QueryProcessorTest:testFindNearestSample_CanFindExactValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 64954402, ~: 72638370)
-QueryProcessorTest:testFindNearestSample_CanFindIntermediateValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 65183381, ~: 74353868)
+QueryProcessorTest:testFindNearestSample_CanFindExactValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 66028796, ~: 73578593)
+QueryProcessorTest:testFindNearestSample_CanFindIntermediateValue(uint32,uint256,uint256,uint256) (runs: 256, μ: 65574840, ~: 74107585)
 QueryProcessorTest:testFindNearestSample_NotInitialized() (gas: 8937393461068805977)
-QueryProcessorTest:testFindNearestSample_OneSample(uint256) (runs: 256, μ: 80330, ~: 80360)
+QueryProcessorTest:testFindNearestSample_OneSample(uint256) (runs: 256, μ: 80329, ~: 80360)
 QueryProcessorTest:testGetInstantValue() (gas: 124248)
 QueryProcessorTest:testGetInstantValue_NotInitialized(uint256) (runs: 256, μ: 19397, ~: 19397)
-QueryProcessorTest:testGetInstantValue_NotInitialized_BeyondBufferSize(uint8,uint16) (runs: 256, μ: 68389670, ~: 68389600)
-QueryProcessorTest:testGetPastAccumulator_BufferEmpty(uint8) (runs: 256, μ: 27026, ~: 27087)
-QueryProcessorTest:testGetPastAccumulator_ExactMatch(uint32,uint256,uint256,uint16) (runs: 256, μ: 71445048, ~: 79233749)
-QueryProcessorTest:testGetPastAccumulator_ExactMatch_LatestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 70305328, ~: 78329546)
-QueryProcessorTest:testGetPastAccumulator_ExactMatch_OldestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 70335354, ~: 78361146)
-QueryProcessorTest:testGetPastAccumulator_ExtrapolatesBeyondLatest(uint32,uint256,uint256,uint256) (runs: 256, μ: 65156996, ~: 74325443)
-QueryProcessorTest:testGetPastAccumulator_InterpolatesBetweenPastAccumulators(uint32,uint256,uint256,uint256) (runs: 256, μ: 65191146, ~: 74359876)
-QueryProcessorTest:testGetPastAccumulator_InvalidAgo(uint32,uint256,uint256,uint256) (runs: 256, μ: 65148574, ~: 74317294)
-QueryProcessorTest:testGetPastAccumulator_QueryTooOld(uint32,uint256,uint256,uint256) (runs: 256, μ: 65160165, ~: 74326834)
-QueryProcessorTest:testGetTimeWeightedAverage(uint32,uint256,uint256,uint256,uint256) (runs: 256, μ: 103403746, ~: 113055688)
+QueryProcessorTest:testGetInstantValue_NotInitialized_BeyondBufferSize(uint8,uint16) (runs: 256, μ: 68389651, ~: 68389600)
+QueryProcessorTest:testGetPastAccumulator_BufferEmpty(uint8) (runs: 256, μ: 27030, ~: 27087)
+QueryProcessorTest:testGetPastAccumulator_ExactMatch(uint32,uint256,uint256,uint16) (runs: 256, μ: 71569162, ~: 78616628)
+QueryProcessorTest:testGetPastAccumulator_ExactMatch_LatestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 69854170, ~: 78381550)
+QueryProcessorTest:testGetPastAccumulator_ExactMatch_OldestAccumulator(uint32,uint256,uint256) (runs: 256, μ: 69884111, ~: 78413074)
+QueryProcessorTest:testGetPastAccumulator_ExtrapolatesBeyondLatest(uint32,uint256,uint256,uint256) (runs: 256, μ: 65548439, ~: 74079107)
+QueryProcessorTest:testGetPastAccumulator_InterpolatesBetweenPastAccumulators(uint32,uint256,uint256,uint256) (runs: 256, μ: 65582491, ~: 74113593)
+QueryProcessorTest:testGetPastAccumulator_InvalidAgo(uint32,uint256,uint256,uint256) (runs: 256, μ: 65540049, ~: 74070132)
+QueryProcessorTest:testGetPastAccumulator_QueryTooOld(uint32,uint256,uint256,uint256) (runs: 256, μ: 65551512, ~: 74080359)
+QueryProcessorTest:testGetTimeWeightedAverage(uint32,uint256,uint256,uint256,uint256) (runs: 256, μ: 105204511, ~: 113027711)
 QueryProcessorTest:testGetTimeWeightedAverage_BadSecs() (gas: 10995)
-ReservoirPriceOracleTest:testClearRoute() (gas: 52319)
-ReservoirPriceOracleTest:testClearRoute_AllWordsCleared() (gas: 155404)
-ReservoirPriceOracleTest:testDesignatePair() (gas: 29102)
-ReservoirPriceOracleTest:testDesignatePair_IncorrectPair() (gas: 21222)
-ReservoirPriceOracleTest:testDesignatePair_NotOwner() (gas: 17553)
-ReservoirPriceOracleTest:testDesignatePair_TokenOrderReversed() (gas: 30740)
+ReservoirPriceOracleTest:testClearRoute() (gas: 52160)
+ReservoirPriceOracleTest:testClearRoute_AllWordsCleared() (gas: 155162)
+ReservoirPriceOracleTest:testDesignatePair() (gas: 29119)
+ReservoirPriceOracleTest:testDesignatePair_IncorrectPair() (gas: 21206)
+ReservoirPriceOracleTest:testDesignatePair_NotOwner() (gas: 17531)
+ReservoirPriceOracleTest:testDesignatePair_TokenOrderReversed() (gas: 30802)
 ReservoirPriceOracleTest:testGasBountyAvailable(uint256) (runs: 256, μ: 9885, ~: 9881)
 ReservoirPriceOracleTest:testGasBountyAvailable_Zero() (gas: 8939)
-ReservoirPriceOracleTest:testGetLargestSafeQueryWindow() (gas: 8412)
-ReservoirPriceOracleTest:testGetLatest(uint32) (runs: 256, μ: 92856, ~: 92787)
-ReservoirPriceOracleTest:testGetLatest_Inverted() (gas: 96864)
-ReservoirPriceOracleTest:testGetPastAccumulators() (gas: 196417)
-ReservoirPriceOracleTest:testGetPastAccumulators_Inverted() (gas: 156850)
-ReservoirPriceOracleTest:testGetQuote(uint256,uint256) (runs: 256, μ: 35792, ~: 35904)
-ReservoirPriceOracleTest:testGetQuote_AmountInTooLarge() (gas: 12985)
-ReservoirPriceOracleTest:testGetQuote_BaseIsVault(uint256) (runs: 256, μ: 445074, ~: 444837)
-ReservoirPriceOracleTest:testGetQuote_ComplicatedDecimals() (gas: 10353280)
-ReservoirPriceOracleTest:testGetQuote_Inverse(uint256,uint256) (runs: 256, μ: 37978, ~: 38149)
-ReservoirPriceOracleTest:testGetQuote_MultipleHops() (gas: 114609)
-ReservoirPriceOracleTest:testGetQuote_MultipleHops_Inverse() (gas: 114842)
-ReservoirPriceOracleTest:testGetQuote_MultipleHops_PriceZero() (gas: 127427)
-ReservoirPriceOracleTest:testGetQuote_NoFallbackOracle() (gas: 16112)
-ReservoirPriceOracleTest:testGetQuote_PriceZero() (gas: 16519)
-ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_1HopRoute(uint256,uint256,address,address,uint8,uint8) (runs: 256, μ: 5328074, ~: 5328117)
-ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_2HopRoute(uint256,uint256,uint256,address,address,address,uint8,uint8,uint8) (runs: 256, μ: 10493915, ~: 10493914)
-ReservoirPriceOracleTest:testGetQuote_SameBaseQuote(uint256,address) (runs: 256, μ: 8985, ~: 8985)
-ReservoirPriceOracleTest:testGetQuote_UseFallback() (gas: 37825)
-ReservoirPriceOracleTest:testGetQuote_ZeroIn() (gas: 39322)
-ReservoirPriceOracleTest:testGetQuotes(uint256,uint256) (runs: 256, μ: 33348, ~: 33460)
-ReservoirPriceOracleTest:testGetTimeWeightedAverage() (gas: 142014)
-ReservoirPriceOracleTest:testGetTimeWeightedAverage_Inverted() (gas: 121185)
+ReservoirPriceOracleTest:testGetLargestSafeQueryWindow() (gas: 8390)
+ReservoirPriceOracleTest:testGetLatest(uint32) (runs: 256, μ: 92808, ~: 92737)
+ReservoirPriceOracleTest:testGetLatest_Inverted() (gas: 96792)
+ReservoirPriceOracleTest:testGetPastAccumulators() (gas: 196359)
+ReservoirPriceOracleTest:testGetPastAccumulators_Inverted() (gas: 156800)
+ReservoirPriceOracleTest:testGetQuote(uint256,uint256) (runs: 256, μ: 35815, ~: 35927)
+ReservoirPriceOracleTest:testGetQuote_AmountInTooLarge() (gas: 13030)
+ReservoirPriceOracleTest:testGetQuote_BaseIsVault(uint256) (runs: 256, μ: 418332, ~: 418079)
+ReservoirPriceOracleTest:testGetQuote_ComplicatedDecimals() (gas: 10353271)
+ReservoirPriceOracleTest:testGetQuote_Inverse(uint256,uint256) (runs: 256, μ: 37979, ~: 38148)
+ReservoirPriceOracleTest:testGetQuote_MultipleHops() (gas: 114566)
+ReservoirPriceOracleTest:testGetQuote_MultipleHops_Inverse() (gas: 114799)
+ReservoirPriceOracleTest:testGetQuote_MultipleHops_PriceZero() (gas: 127407)
+ReservoirPriceOracleTest:testGetQuote_NoFallbackOracle() (gas: 21074)
+ReservoirPriceOracleTest:testGetQuote_PriceZero() (gas: 16564)
+ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_1HopRoute(uint256,uint256,address,address,uint8,uint8) (runs: 256, μ: 5328103, ~: 5328201)
+ReservoirPriceOracleTest:testGetQuote_RandomizeAllParam_2HopRoute(uint256,uint256,uint256,address,address,address,uint8,uint8,uint8) (runs: 256, μ: 10493966, ~: 10494003)
+ReservoirPriceOracleTest:testGetQuote_SameBaseQuote(uint256,address) (runs: 256, μ: 9030, ~: 9030)
+ReservoirPriceOracleTest:testGetQuote_UseFallback() (gas: 38776)
+ReservoirPriceOracleTest:testGetQuote_ZeroIn() (gas: 39390)
+ReservoirPriceOracleTest:testGetQuotes(uint256,uint256) (runs: 256, μ: 33326, ~: 33438)
+ReservoirPriceOracleTest:testGetTimeWeightedAverage() (gas: 141789)
+ReservoirPriceOracleTest:testGetTimeWeightedAverage_Inverted() (gas: 120964)
 ReservoirPriceOracleTest:testSetFallbackOracle_NotOwner() (gas: 11003)
-ReservoirPriceOracleTest:testSetRoute() (gas: 58936)
-ReservoirPriceOracleTest:testSetRoute_InvalidRoute() (gas: 18049)
-ReservoirPriceOracleTest:testSetRoute_InvalidRouteLength() (gas: 17655)
-ReservoirPriceOracleTest:testSetRoute_MultipleHops() (gas: 196333)
-ReservoirPriceOracleTest:testSetRoute_NotSorted() (gas: 12117)
-ReservoirPriceOracleTest:testSetRoute_OverwriteExisting() (gas: 162732)
-ReservoirPriceOracleTest:testSetRoute_SameToken() (gas: 12070)
-ReservoirPriceOracleTest:testUndesignatePair() (gas: 30318)
-ReservoirPriceOracleTest:testUndesignatePair_NotOwner() (gas: 15288)
-ReservoirPriceOracleTest:testUpdatePriceDeviationThreshold(uint256) (runs: 256, μ: 21390, ~: 21152)
-ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold() (gas: 216785)
-ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_InsufficientReward(uint256) (runs: 256, μ: 205829, ~: 205771)
-ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_ZeroRecipient() (gas: 198455)
-ReservoirPriceOracleTest:testUpdatePrice_FirstUpdate() (gas: 205996)
-ReservoirPriceOracleTest:testUpdatePrice_IntermediateRoutes() (gas: 15872304)
-ReservoirPriceOracleTest:testUpdatePrice_PriceOutOfRange() (gas: 5355619)
-ReservoirPriceOracleTest:testUpdatePrice_WithinThreshold() (gas: 207028)
-ReservoirPriceOracleTest:testUpdateRewardGasAmount() (gas: 19033)
-ReservoirPriceOracleTest:testUpdateRewardGasAmount_NotOwner() (gas: 11006)
-ReservoirPriceOracleTest:testUpdateTwapPeriod(uint256) (runs: 256, μ: 21815, ~: 21892)
-ReservoirPriceOracleTest:testUpdateTwapPeriod_InvalidTwapPeriod(uint256) (runs: 256, μ: 17894, ~: 18208)
-ReservoirPriceOracleTest:testWritePriceCache(uint256) (runs: 256, μ: 30058, ~: 29821)
+ReservoirPriceOracleTest:testSetRoute() (gas: 58848)
+ReservoirPriceOracleTest:testSetRoute_InvalidRoute() (gas: 18005)
+ReservoirPriceOracleTest:testSetRoute_InvalidRouteLength() (gas: 17611)
+ReservoirPriceOracleTest:testSetRoute_MultipleHops() (gas: 196135)
+ReservoirPriceOracleTest:testSetRoute_NotSorted() (gas: 12095)
+ReservoirPriceOracleTest:testSetRoute_OverwriteExisting() (gas: 162578)
+ReservoirPriceOracleTest:testSetRoute_SameToken() (gas: 12048)
+ReservoirPriceOracleTest:testUndesignatePair() (gas: 30357)
+ReservoirPriceOracleTest:testUndesignatePair_NotOwner() (gas: 15332)
+ReservoirPriceOracleTest:testUpdatePriceDeviationThreshold(uint256) (runs: 256, μ: 21334, ~: 21085)
+ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold() (gas: 215402)
+ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_InsufficientReward(uint256) (runs: 256, μ: 204437, ~: 204648)
+ReservoirPriceOracleTest:testUpdatePrice_BeyondThreshold_ZeroRecipient() (gas: 197028)
+ReservoirPriceOracleTest:testUpdatePrice_FirstUpdate() (gas: 204525)
+ReservoirPriceOracleTest:testUpdatePrice_IntermediateRoutes() (gas: 15869132)
+ReservoirPriceOracleTest:testUpdatePrice_PriceOutOfRange() (gas: 5354102)
+ReservoirPriceOracleTest:testUpdatePrice_WithinThreshold() (gas: 205557)
+ReservoirPriceOracleTest:testUpdateRewardGasAmount() (gas: 19055)
+ReservoirPriceOracleTest:testUpdateRewardGasAmount_NotOwner() (gas: 10984)
+ReservoirPriceOracleTest:testUpdateTwapPeriod(uint256) (runs: 256, μ: 21793, ~: 21870)
+ReservoirPriceOracleTest:testUpdateTwapPeriod_InvalidTwapPeriod(uint256) (runs: 256, μ: 17858, ~: 18164)
+ReservoirPriceOracleTest:testWritePriceCache(uint256) (runs: 256, μ: 30030, ~: 29777)
 SamplesTest:testAccumulator() (gas: 3959)
 SamplesTest:testAccumulator_BadVariableRequest() (gas: 3523)
 SamplesTest:testInstant() (gas: 3909)

README.md

@@ -0,0 +1,90 @@
+# Reservoir Price Oracle
+
+The Reservoir Price Oracle is designed to work with
+[Euler Vault Kit](https://github.com/euler-xyz/euler-vault-kit) by implementing
+the `IPriceOracle` interface.
+
+This oracle provides a geometric mean price between two assets, averaged across
+a period. The geometric mean has a useful property whereby we can get the
+inverse price by simply taking the reciprocal. Something that arithmetic mean
+prices do not provide.
+
+Powered the built-in on-chain price oracle of Reservoir's [AMM](https://github.com/reservoir-labs/amm-core).
+
+## Interfaces
+
+For more information on the `IPriceOracle` interface, refer to Euler's [documentation](https://github.com/euler-xyz/euler-price-oracle?tab=readme-ov-file#ipriceoracle).
+
+For direct usages of the oracle, refer to
+[IReservoirPriceOracle.sol](src/interfaces/IReservoirPriceOracle.sol) for
+methods to obtain raw data from the AMM pairs.
+
+## Usage
+
+### Install
+
+To install Price Oracles in a [Foundry](https://github.com/foundry-rs/foundry) project:
+
+```sh
+forge install reservoir-labs/oracle
+```
+
+### Development
+
+Clone the repo:
+
+```sh
+git clone https://github.com/reservoir-labs/oracle.git && cd oracle
+```
+
+Install forge dependencies:
+
+```sh
+forge install
+```
+
+[Optional] Install Node.js dependencies:
+
+```sh
+npm install
+```
+
+Compile the contracts:
+
+```sh
+forge build
+```
+
+### Testing
+
+The repo contains 3 types of tests: unit, large, and integration.
+
+To run all tests:
+
+```sh
+npm run test:all
+```
+
+### Linting
+
+To run lint on solidity, json, and markdown, run:
+
+```sh
+npm run lint
+```
+
+Separate `.solhint.json` files exist for `src/` and `test/`.
+
+## Security vulnerability disclosure
+
+Please report suspected security vulnerabilities in private to
+[security@reservoir.fi](security@reservoir.fi). Please do NOT create publicly
+viewable issues for suspected security vulnerabilities.
+
+## Audits
+
+These contracts have been audited by TBD and TBD auditing firm.
+
+## License
+
+The Euler Price Oracles code is licensed under the [GPL-3.0-or-later](LICENSE) license.

package.json

@@ -53,7 +53,7 @@
     "submodule:check": "cd lib && find . -mindepth 1 -maxdepth 1 -type d -exec bash -c 'cd \"{}\" && pwd && ../../scripts/git-master-diff.sh && echo' \\;",
     "submodule:reset": "git submodule update --recursive",
     "test": "npm run test:unit",
-    "test:all": "npm run test:unit && npm run test:integration",
+    "test:all": "npm run test:unit && npm run test:unit-large && npm run test:integration",
     "test:integration": "export FOUNDRY_PROFILE=integration && forge test",
     "test:unit": "forge test",
     "test:unit-large": "export FOUNDRY_PROFILE=large-test && forge test"