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C4 univ3 fixes #122

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C4 univ3 fixes #122

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259b577
Fix ethIs0 for marketFeed, check one market token = WETH
mikeyrf Dec 10, 2021
72d6bd5
Save call to marketFeed.token0()
mikeyrf Dec 10, 2021
b543094
Fix ethIs0 for marketFeed, check one market token = WETH
mikeyrf Dec 10, 2021
39a2362
Save call to marketFeed.token0()
mikeyrf Dec 10, 2021
973fa01
Merge branch 'c4-univ3' of github.com:overlay-market/overlay-v1-core …
mikeyrf Dec 20, 2021
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18 changes: 11 additions & 7 deletions contracts/OverlayV1UniswapV3Market.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -45,9 +45,10 @@ contract OverlayV1UniswapV3Market is OverlayV1Market {
_priceFrameCap
) {

require(_microWindow < _macroWindow, "OVLV1:micro>=macro");

// immutables
eth = _eth;
ethIs0 = IUniswapV3Pool(_ovlFeed).token0() == _eth;
ovlFeed = _ovlFeed;
marketFeed = _marketFeed;
baseAmount = _baseAmount;
Expand All @@ -57,6 +58,9 @@ contract OverlayV1UniswapV3Market is OverlayV1Market {
address _token0 = IUniswapV3Pool(_marketFeed).token0();
address _token1 = IUniswapV3Pool(_marketFeed).token1();

require(_token0 == _eth || _token1 == _eth, "OVLV1:token!=WETH");

ethIs0 = _token0 == _eth;
base = _token0 != _quote ? _token0 : _token1;
quote = _token0 == _quote ? _token0 : _token1;

Expand All @@ -67,8 +71,8 @@ contract OverlayV1UniswapV3Market is OverlayV1Market {
);

_pricePoints.push(PricePoint(
_tick,
_tick,
_tick,
_tick,
0
));

Expand Down Expand Up @@ -141,16 +145,16 @@ contract OverlayV1UniswapV3Market is OverlayV1Market {
}

price_ = PricePoint(
_microTick,
_macroTick,
_microTick,
_macroTick,
computeDepth(_marketLiquidity, _ovlPrice)
);

}


/// @notice Arithmetic to get depth
/// @dev Derived from cnstant product formula X*Y=K and tailored
/// @dev Derived from cnstant product formula X*Y=K and tailored
/// to Uniswap V3 selective liquidity provision.
/// @param _marketLiquidity Amount of liquidity in market in ETH terms.
/// @param _ovlPrice Price of OVL against ETH.
Expand All @@ -163,7 +167,7 @@ contract OverlayV1UniswapV3Market is OverlayV1Market {
) {

depth_ = ((_marketLiquidity * 1e18) / _ovlPrice)
.mulUp(lmbda)
.mulUp(lmbda)
.divDown(2e18);

}
Expand Down
6 changes: 3 additions & 3 deletions contracts/shims/ComptrollerShim.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -64,7 +64,7 @@ contract ComptrollerShim is OverlayV1Comptroller {
microWindow = _priceWindowMicro;
marketFeed = _marketFeed;
ovlFeed = _ovlFeed;
ethIs0 = IUniswapV3Pool(_ovlFeed).token0() == _eth;
ethIs0 = IUniswapV3Pool(_marketFeed).token0() == _eth;

}

Expand All @@ -84,14 +84,14 @@ contract ComptrollerShim is OverlayV1Comptroller {
) {

depth_ = ((_marketLiquidity * 1e18) / _ovlPrice)
.mulUp(lmbda)
.mulUp(lmbda)
.divDown(2e18);

}

function readFeed () public view returns (
uint256 depth_
) {
) {

int56[] memory _ticks;
uint160[] memory _liqs;
Expand Down