feat: add maxAge parameter to limit the staleness of a historical dat…

…a point Signed-off-by: Matt Rice <[email protected]>
UMAprotocol · May 20, 2024 · 4655cc0 · 4655cc0
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Showing 17 changed files with 63 additions and 12 deletions.
diff --git a/src/DiamondRootOval.sol b/src/DiamondRootOval.sol
@@ -75,13 +75,16 @@ abstract contract DiamondRootOval is IBaseController, IOval, IBaseOracleAdapter
      * @notice Time window that bounds how long the permissioned actor has to call the unlockLatestValue function after
      * a new source update is posted. If the permissioned actor does not call unlockLatestValue within this window of a
      * new source price, the latest value will be made available to everyone without going through an MEV-Share auction.
-     * @return lockWindow time in seconds.
      */
     function lockWindow() public view virtual returns (uint256);
 
     /**
      * @notice Max number of historical source updates to traverse when looking for a historic value in the past.
-     * @return maxTraversal max number of historical source updates to traverse.
      */
     function maxTraversal() public view virtual returns (uint256);
+
+    /**
+     * @notice Max age of a historical price that can be used instead of the current price.
+     */
+    function maxAge() public view virtual returns (uint256);
 }
diff --git a/src/adapters/source-adapters/ChainlinkSourceAdapter.sol b/src/adapters/source-adapters/ChainlinkSourceAdapter.sol
@@ -94,7 +94,9 @@ abstract contract ChainlinkSourceAdapter is DiamondRootOval {
             _searchRoundDataAt(timestamp, roundId, maxTraversal);
 
         // Validate returned data. If it is uninitialized we fallback to returning the current latest round data.
-        if (historicalUpdatedAt > 0) return (historicalAnswer, historicalUpdatedAt, historicalRoundId);
+        if (historicalUpdatedAt > block.timestamp - maxAge()) {
+            return (historicalAnswer, historicalUpdatedAt, historicalRoundId);
+        }
         return (answer, updatedAt, roundId);
     }
 

diff --git a/src/adapters/source-adapters/SnapshotSource.sol b/src/adapters/source-adapters/SnapshotSource.sol
@@ -55,8 +55,8 @@ abstract contract SnapshotSource is DiamondRootOval {
         // Attempt traversing historical snapshot data. This might still be newer or uninitialized.
         Snapshot memory historicalData = _searchSnapshotAt(timestamp, maxTraversal);
 
-        // Validate returned data. If it is uninitialized we fallback to returning the current latest round data.
-        if (historicalData.timestamp > 0) return historicalData;
+        // Validate returned data. If it is uninitialized or too old we fallback to returning the current latest round data.
+        if (historicalData.timestamp > block.timestamp - maxAge()) return historicalData;
         return latestData;
     }
 

diff --git a/src/controllers/BaseController.sol b/src/controllers/BaseController.sol
@@ -12,6 +12,7 @@ abstract contract BaseController is Ownable, Oval {
     // these don't need to be public since they can be accessed via the accessor functions below.
     uint256 private lockWindow_ = 60; // The lockWindow in seconds.
     uint256 private maxTraversal_ = 10; // The maximum number of rounds to traverse when looking for historical data.
+    uint256 private maxAge_ = 86400; // Default 1 day.
 
     mapping(address => bool) public unlockers;
 
@@ -66,6 +67,16 @@ abstract contract BaseController is Ownable, Oval {
         emit MaxTraversalSet(newMaxTraversal);
     }
 
+    /**
+     * @notice Enables the owner to set the maxAge.
+     * @param newMaxAge The maxAge to set
+     */
+    function setMaxAge(uint256 newMaxAge) public onlyOwner {
+        maxAge_ = newMaxAge;
+
+        emit MaxAgeSet(newMaxAge);
+    }
+
     /**
      * @notice Time window that bounds how long the permissioned actor has to call the unlockLatestValue function after
      * a new source update is posted. If the permissioned actor does not call unlockLatestValue within this window of a
@@ -83,4 +94,11 @@ abstract contract BaseController is Ownable, Oval {
     function maxTraversal() public view override returns (uint256) {
         return maxTraversal_;
     }
+
+    /**
+     * @notice Max age of a historical price that can be used instead of the current price.
+     */
+    function maxAge() public view override returns (uint256) {
+        return maxTraversal_;
+    }
 }
diff --git a/src/controllers/ImmutableController.sol b/src/controllers/ImmutableController.sol
@@ -13,12 +13,14 @@ import {Oval} from "../Oval.sol";
 abstract contract ImmutableController is Oval {
     uint256 private immutable LOCK_WINDOW; // The lockWindow in seconds.
     uint256 private immutable MAX_TRAVERSAL; // The maximum number of rounds to traverse when looking for historical data.
+    uint256 private immutable MAX_AGE;
 
     mapping(address => bool) public unlockers;
 
-    constructor(uint256 _lockWindow, uint256 _maxTraversal, address[] memory _unlockers) {
+    constructor(uint256 _lockWindow, uint256 _maxTraversal, address[] memory _unlockers, uint256 _maxAge) {
         LOCK_WINDOW = _lockWindow;
         MAX_TRAVERSAL = _maxTraversal;
+        MAX_AGE = _maxAge;
         for (uint256 i = 0; i < _unlockers.length; i++) {
             unlockers[_unlockers[i]] = true;
 
@@ -27,6 +29,7 @@ abstract contract ImmutableController is Oval {
 
         emit LockWindowSet(_lockWindow);
         emit MaxTraversalSet(_maxTraversal);
+        emit MaxAgeSet(_maxAge);
     }
 
     /**
@@ -57,4 +60,11 @@ abstract contract ImmutableController is Oval {
     function maxTraversal() public view override returns (uint256) {
         return MAX_TRAVERSAL;
     }
+
+    /**
+     * @notice Max age of a historical price that can be used instead of the current price.
+     */
+    function maxAge() public view override returns (uint256) {
+        return MAX_AGE;
+    }
 }
diff --git a/src/interfaces/IBaseController.sol b/src/interfaces/IBaseController.sol
@@ -5,6 +5,7 @@ interface IBaseController {
     event LockWindowSet(uint256 indexed lockWindow);
     event MaxTraversalSet(uint256 indexed maxTraversal);
     event UnlockerSet(address indexed unlocker, bool indexed allowed);
+    event MaxAgeSet(uint256 indexed newMaxAge);
 
     function canUnlock(address caller, uint256 cachedLatestTimestamp) external view returns (bool);
 }
diff --git a/test/fork/aave/AaveV2.Liquidation.sol b/test/fork/aave/AaveV2.Liquidation.sol
@@ -20,7 +20,7 @@ interface Usdc is IERC20 {
 contract TestedOval is ImmutableController, ChainlinkSourceAdapter, ChainlinkDestinationAdapter {
     constructor(IAggregatorV3Source source, uint8 decimals, address[] memory unlockers)
         ChainlinkSourceAdapter(source)
-        ImmutableController(60, 10, unlockers)
+        ImmutableController(60, 10, unlockers, 86400)
         ChainlinkDestinationAdapter(decimals)
     {}
 }

diff --git a/test/fork/aave/AaveV3.Liquidation.sol b/test/fork/aave/AaveV3.Liquidation.sol
@@ -20,7 +20,7 @@ interface Usdc is IERC20 {
 contract TestedOval is ImmutableController, ChainlinkSourceAdapter, ChainlinkDestinationAdapter {
     constructor(IAggregatorV3Source source, uint8 decimals, address[] memory unlockers)
         ChainlinkSourceAdapter(source)
-        ImmutableController(60, 10, unlockers)
+        ImmutableController(60, 10, unlockers, 86400)
         ChainlinkDestinationAdapter(decimals)
     {}
 }

diff --git a/test/fork/adapters/ChainlinkSourceAdapter.sol b/test/fork/adapters/ChainlinkSourceAdapter.sol
@@ -20,6 +20,8 @@ contract TestedSourceAdapter is ChainlinkSourceAdapter {
     function lockWindow() public view virtual override returns (uint256) {}
 
     function maxTraversal() public view virtual override returns (uint256) {}
+
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract ChainlinkSourceAdapterTest is CommonTest {

diff --git a/test/fork/adapters/ChronicleMedianSourceAdapter.sol b/test/fork/adapters/ChronicleMedianSourceAdapter.sol
@@ -13,6 +13,7 @@ contract TestedSourceAdapter is ChronicleMedianSourceAdapter {
     function canUnlock(address caller, uint256 cachedLatestTimestamp) public view virtual override returns (bool) {}
     function lockWindow() public view virtual override returns (uint256) {}
     function maxTraversal() public view virtual override returns (uint256) {}
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract ChronicleMedianSourceAdapterTest is CommonTest {

diff --git a/test/fork/adapters/OSMSourceAdapter.sol b/test/fork/adapters/OSMSourceAdapter.sol
@@ -14,6 +14,7 @@ contract TestedSourceAdapter is OSMSourceAdapter {
     function canUnlock(address caller, uint256 cachedLatestTimestamp) public view virtual override returns (bool) {}
     function lockWindow() public view virtual override returns (uint256) {}
     function maxTraversal() public view virtual override returns (uint256) {}
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract OSMSourceAdapterTest is CommonTest {

diff --git a/test/fork/adapters/PythSourceAdapter.sol b/test/fork/adapters/PythSourceAdapter.sol
@@ -18,6 +18,8 @@ contract TestedSourceAdapter is PythSourceAdapter {
     function lockWindow() public view virtual override returns (uint256) {}
 
     function maxTraversal() public view virtual override returns (uint256) {}
+
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract PythSourceAdapterTest is CommonTest {

diff --git a/test/fork/adapters/UnionSourceAdapter.sol b/test/fork/adapters/UnionSourceAdapter.sol
@@ -22,6 +22,8 @@ contract TestedSourceAdapter is UnionSourceAdapter {
     function lockWindow() public view virtual override returns (uint256) {}
 
     function maxTraversal() public view virtual override returns (uint256) {}
+
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract UnionSourceAdapterTest is CommonTest {

diff --git a/test/fork/adapters/UniswapAnchoredViewSourceAdapter.sol b/test/fork/adapters/UniswapAnchoredViewSourceAdapter.sol
@@ -17,6 +17,7 @@ contract TestedSourceAdapter is UniswapAnchoredViewSourceAdapter {
     function canUnlock(address caller, uint256 cachedLatestTimestamp) public view virtual override returns (bool) {}
     function lockWindow() public view virtual override returns (uint256) {}
     function maxTraversal() public view virtual override returns (uint256) {}
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract UniswapAnchoredViewSourceAdapterTest is CommonTest {

diff --git a/test/fork/compound/CompoundV2.Liquidation.sol b/test/fork/compound/CompoundV2.Liquidation.sol
@@ -27,7 +27,7 @@ interface Usdc is IERC20 {
 contract TestedOval is ImmutableController, UniswapAnchoredViewSourceAdapter, BaseDestinationAdapter {
     constructor(IUniswapAnchoredView source, address cToken, address[] memory unlockers)
         UniswapAnchoredViewSourceAdapter(source, cToken)
-        ImmutableController(60, 10, unlockers)
+        ImmutableController(60, 10, unlockers, 86400)
         BaseDestinationAdapter()
     {}
 }

diff --git a/test/unit/ImmutableController.sol b/test/unit/ImmutableController.sol
@@ -7,9 +7,15 @@ import {BaseDestinationAdapter} from "../../src/adapters/destination-adapters/Ba
 import {MockSourceAdapter} from "../mocks/MockSourceAdapter.sol";
 
 contract TestImmutableController is ImmutableController, MockSourceAdapter, BaseDestinationAdapter {
-    constructor(uint8 decimals, uint256 _lockWindow, uint256 _maxTraversal, address[] memory _unlockers)
+    constructor(
+        uint8 decimals,
+        uint256 _lockWindow,
+        uint256 _maxTraversal,
+        address[] memory _unlockers,
+        uint256 _maxAge
+    )
         MockSourceAdapter(decimals)
-        ImmutableController(_lockWindow, _maxTraversal, _unlockers)
+        ImmutableController(_lockWindow, _maxTraversal, _unlockers, _maxAge)
         BaseDestinationAdapter()
     {}
 }
@@ -19,6 +25,7 @@ contract OvalUnlockLatestValue is CommonTest {
     uint256 lockWindow = 60;
     uint256 maxTraversal = 10;
     address[] unlockers;
+    uint256 maxAge = 86400;
 
     uint256 lastUnlockTime = 1690000000;
 
@@ -28,7 +35,7 @@ contract OvalUnlockLatestValue is CommonTest {
         unlockers.push(permissionedUnlocker);
 
         vm.startPrank(owner);
-        immutableController = new TestImmutableController(decimals, lockWindow, maxTraversal, unlockers);
+        immutableController = new TestImmutableController(decimals, lockWindow, maxTraversal, unlockers, maxAge);
         vm.stopPrank();
     }
 

diff --git a/test/unit/adapters/BoundedUnionSource.SelectBoundedPrice.sol b/test/unit/adapters/BoundedUnionSource.SelectBoundedPrice.sol
@@ -39,6 +39,7 @@ contract TestBoundedUnionSource is BoundedUnionSourceAdapter {
 
     function lockWindow() public view virtual override returns (uint256) {}
     function maxTraversal() public view virtual override returns (uint256) {}
+    function maxAge() public view virtual override returns (uint256) {}
 }
 
 contract MinimalChainlinkAdapter {