Feat/sip 184 merge develop

contracts/ExchangeRatesWithDexPricing.sol

@@ -10,13 +10,7 @@ contract ExchangeRatesWithDexPricing is ExchangeRates {
 
     bytes32 internal constant SETTING_DEX_PRICE_AGGREGATOR = "dexPriceAggregator";
 
-    constructor(
-        address _owner,
-        address _oracle,
-        address _resolver,
-        bytes32[] memory _currencyKeys,
-        uint[] memory _newRates
-    ) public ExchangeRates(_owner, _oracle, _resolver, _currencyKeys, _newRates) {}
+    constructor(address _owner, address _resolver) public ExchangeRates(_owner, _resolver) {}
 
     /* ========== SETTERS ========== */
 

contracts/Exchanger.sol

@@ -451,7 +451,13 @@ contract Exchanger is Owned, MixinSystemSettings, IExchanger {
             entry.roundIdForDest
         );
 
-        _ensureCanExchange(sourceCurrencyKey, sourceAmount, destinationCurrencyKey);
+        _ensureCanExchangeAtRound(
+            sourceCurrencyKey,
+            sourceAmount,
+            destinationCurrencyKey,
+            entry.roundIdForSrc,
+            entry.roundIdForDest
+        );
 
         // SIP-65: Decentralized Circuit Breaker
         // mutative call to suspend system if the rate is invalid
@@ -470,7 +476,12 @@ contract Exchanger is Owned, MixinSystemSettings, IExchanger {
             return (0, 0, IVirtualSynth(0));
         }
 
-        entry.exchangeFeeRate = _feeRateForExchange(sourceCurrencyKey, destinationCurrencyKey);
+        entry.exchangeFeeRate = _feeRateForExchangeAtRound(
+            sourceCurrencyKey,
+            destinationCurrencyKey,
+            entry.roundIdForSrc,
+            entry.roundIdForDest
+        );
 
         amountReceived = _deductFeesFromAmount(entry.destinationAmount, entry.exchangeFeeRate);
         // Note: `fee` is denominated in the destinationCurrencyKey.
@@ -620,6 +631,26 @@ contract Exchanger is Owned, MixinSystemSettings, IExchanger {
         require(!exchangeRates().anyRateIsInvalid(synthKeys), "Src/dest rate invalid or not found");
     }
 
+    function _ensureCanExchangeAtRound(
+        bytes32 sourceCurrencyKey,
+        uint sourceAmount,
+        bytes32 destinationCurrencyKey,
+        uint roundIdForSrc,
+        uint roundIdForDest
+    ) internal view {
+        require(sourceCurrencyKey != destinationCurrencyKey, "Can't be same synth");
+        require(sourceAmount > 0, "Zero amount");
+
+        bytes32[] memory synthKeys = new bytes32[](2);
+        synthKeys[0] = sourceCurrencyKey;
+        synthKeys[1] = destinationCurrencyKey;
+
+        uint[] memory roundIds = new uint[](2);
+        roundIds[0] = roundIdForSrc;
+        roundIds[1] = roundIdForDest;
+        require(!exchangeRates().anyRateIsInvalidAtRound(synthKeys, roundIds), "Src/dest rate invalid or not found");
+    }
+
     function _isSynthRateInvalid(bytes32 currencyKey, uint currentRate) internal view returns (bool) {
         if (currentRate == 0) {
             return true;
@@ -771,6 +802,31 @@ contract Exchanger is Owned, MixinSystemSettings, IExchanger {
         return _calculateFeeRateFromExchangeSynths(baseRate, sourceCurrencyKey, destinationCurrencyKey);
     }
 
+    /// @notice Calculate the exchange fee for a given source and destination currency key
+    /// @param sourceCurrencyKey The source currency key
+    /// @param destinationCurrencyKey The destination currency key
+    /// @param roundIdForSrc The round id of the source currency.
+    /// @param roundIdForDest The round id of the target currency.
+    /// @return The exchange fee rate
+    /// @return The exchange dynamic fee rate
+    function _feeRateForExchangeAtRound(
+        bytes32 sourceCurrencyKey,
+        bytes32 destinationCurrencyKey,
+        uint roundIdForSrc,
+        uint roundIdForDest
+    ) internal view returns (uint exchangeFeeRate) {
+        // Get the exchange fee rate as per destination currencyKey
+        uint baseRate = getExchangeFeeRate(destinationCurrencyKey);
+        return
+            _calculateFeeRateFromExchangeSynthsAtRound(
+                baseRate,
+                sourceCurrencyKey,
+                destinationCurrencyKey,
+                roundIdForSrc,
+                roundIdForDest
+            );
+    }
+
     function _calculateFeeRateFromExchangeSynths(
         uint exchangeFeeRate,
         bytes32 sourceCurrencyKey,
@@ -786,19 +842,48 @@ contract Exchanger is Owned, MixinSystemSettings, IExchanger {
         return exchangeFeeRate;
     }
 
+    function _calculateFeeRateFromExchangeSynthsAtRound(
+        uint exchangeFeeRate,
+        bytes32 sourceCurrencyKey,
+        bytes32 destinationCurrencyKey,
+        uint roundIdForSrc,
+        uint roundIdForDest
+    ) internal view returns (uint) {
+        uint exchangeDynamicFeeRate = _getDynamicFeeForExchangeAtRound(destinationCurrencyKey, roundIdForDest);
+        exchangeDynamicFeeRate = exchangeDynamicFeeRate.add(
+            _getDynamicFeeForExchangeAtRound(sourceCurrencyKey, roundIdForSrc)
+        );
+        uint maxDynamicFee = getExchangeMaxDynamicFee();
+
+        exchangeFeeRate = exchangeFeeRate.add(exchangeDynamicFeeRate);
+        // Cap to max exchange dynamic fee
+        exchangeFeeRate = exchangeFeeRate > maxDynamicFee ? maxDynamicFee : exchangeFeeRate;
+        return exchangeFeeRate;
+    }
+
     /// @notice Get dynamic fee for a given currency key (SIP-184)
     /// @param currencyKey The given currency key
     /// @return The dyanmic fee
     function _getDynamicFeeForExchange(bytes32 currencyKey) internal view returns (uint dynamicFee) {
         // No dynamic fee for sUSD
-        if (currencyKey == sUSD) {
-            return 0;
-        }
+        if (currencyKey == sUSD) return 0;
+        (uint threshold, uint weightDecay, uint rounds) = getExchangeDynamicFeeData();
+        uint[] memory prices;
+        uint roundId = exchangeRates().getCurrentRoundId(currencyKey);
+        (prices, ) = exchangeRates().ratesAndUpdatedTimeForCurrencyLastNRounds(currencyKey, rounds, roundId);
+        dynamicFee = DynamicFee.getDynamicFee(prices, threshold, weightDecay);
+    }
+
+    /// @notice Get dynamic fee for a given currency key (SIP-184)
+    /// @param currencyKey The given currency key
+    /// @param roundId The round id
+    /// @return The dyanmic fee
+    function _getDynamicFeeForExchangeAtRound(bytes32 currencyKey, uint roundId) internal view returns (uint dynamicFee) {
+        // No dynamic fee for sUSD
+        if (currencyKey == sUSD) return 0;
         (uint threshold, uint weightDecay, uint rounds) = getExchangeDynamicFeeData();
         uint[] memory prices;
-        // Note: We are using cache round ID here for cheap read
-        uint currentRoundId = exchangeRates().currentRoundForRate(currencyKey);
-        (prices, ) = exchangeRates().ratesAndUpdatedTimeForCurrencyLastNRounds(currencyKey, rounds, currentRoundId);
+        (prices, ) = exchangeRates().ratesAndUpdatedTimeForCurrencyLastNRounds(currencyKey, rounds, roundId);
         dynamicFee = DynamicFee.getDynamicFee(prices, threshold, weightDecay);
     }
 

contracts/interfaces/IExchangeRates.sol

@@ -15,7 +15,7 @@ interface IExchangeRates {
 
     function anyRateIsInvalid(bytes32[] calldata currencyKeys) external view returns (bool);
 
-    function currentRoundForRate(bytes32 currencyKey) external view returns (uint);
+    function anyRateIsInvalidAtRound(bytes32[] calldata currencyKeys, uint[] calldata roundIds) external view returns (bool);
 
     function currenciesUsingAggregator(address aggregator) external view returns (bytes32[] memory);
 
@@ -85,8 +85,6 @@ interface IExchangeRates {
 
     function lastRateUpdateTimes(bytes32 currencyKey) external view returns (uint256);
 
-    function oracle() external view returns (address);
-
     function rateAndTimestampAtRound(bytes32 currencyKey, uint roundId) external view returns (uint rate, uint time);
 
     function rateAndUpdatedTime(bytes32 currencyKey) external view returns (uint rate, uint time);

contracts/interfaces/IExchanger.sol

@@ -1,4 +1,4 @@
-pragma solidity >=0.4.24;
+pragma solidity ^0.5.16;
 
 import "./IVirtualSynth.sol";
 

contracts/interfaces/IFlexibleStorage.sol

@@ -1,4 +1,4 @@
-pragma solidity >=0.4.24;
+pragma solidity ^0.5.16;
 
 // https://docs.synthetix.io/contracts/source/interfaces/iflexiblestorage
 interface IFlexibleStorage {

hardhat.config.js

@@ -65,5 +65,6 @@ module.exports = {
 	},
 	mocha: {
 		timeout: 120e3, // 120s
+		retries: 3,
 	},
 };

index.js

@@ -193,8 +193,8 @@ const defaults = {
 	},
 
 	ETHER_WRAPPER_MAX_ETH: w3utils.toWei('5000'),
-	ETHER_WRAPPER_MINT_FEE_RATE: w3utils.toWei('0.02'), // 200 bps
-	ETHER_WRAPPER_BURN_FEE_RATE: w3utils.toWei('0.0005'), // 5 bps
+	ETHER_WRAPPER_MINT_FEE_RATE: w3utils.toWei('0.005'), // 5 bps
+	ETHER_WRAPPER_BURN_FEE_RATE: '0',
 
 	// SIP-120
 	ATOMIC_MAX_VOLUME_PER_BLOCK: w3utils.toWei(`${2e5}`), // 200k

package.json

@@ -1,6 +1,6 @@
 {
 	"name": "synthetix",
-	"version": "2.55.0",
+	"version": "2.56.1",
 	"license": "MIT",
 	"author": "Synthetix",
 	"description": "The smart contracts which make up the Synthetix system. (synthetix.io)",
@@ -18,7 +18,7 @@
 		"prepublishOnly": "npm run describe && npm run pack",
 		"fork": "node --max-old-space-size=4096 ./node_modules/.bin/hardhat node",
 		"fork:mainnet": "node --max-old-space-size=4096 ./node_modules/.bin/hardhat node --target-network mainnet",
-		"test": "hardhat test",
+		"test": "node --max-old-space-size=4096 ./node_modules/.bin/hardhat test",
 		"describe": "hardhat describe",
 		"test:deployments": "mocha test/deployments -- --timeout 60000",
 		"test:etherscan": "node test/etherscan",

publish/assets.json

@@ -239,6 +239,12 @@
 		"sign": "",
 		"description": "DeFi Index"
 	},
+	"ETHBTC": {
+		"asset": "ETHBTC",
+		"category": "crypto",
+		"sign": "",
+		"description": "ETH / BTC"
+	},
 	"EUR": {
 		"asset": "EUR",
 		"category": "forex",

publish/deployed/kovan-ovm/config.json

@@ -181,5 +181,8 @@
 	},
 	"OwnerRelayOnOptimism": {
 		"deploy": false
+	},
+	"CollateralEth": {
+		"deploy": false
 	}
 }

publish/deployed/kovan-ovm/params.json

@@ -18,7 +18,7 @@
 			"SHORTS": ["sBTC", "sETH", "sLINK", "sUNI", "sAAVE"],
 			"MAX_DEBT": "75000000000000000000000000",
 			"MAX_SKEW_RATE": "200000000000000000",
-			"BASE_BORROW_RATE": "158443823",
+			"BASE_BORROW_RATE": "950662938",
 			"BASE_SHORT_RATE": "158443823"
 		}
 	},
@@ -32,5 +32,14 @@
 			"INTERACTION_DELAY": "0",
 			"COLLAPSE_FEE_RATE": "0"
 		}
+	},
+	{
+		"name": "COLLATERAL_ETH",
+		"value": {
+			"SYNTHS": ["sUSD"],
+			"MIN_CRATIO": "1200000000000000000",
+			"MIN_COLLATERAL": "100000000000000000",
+			"ISSUE_FEE_RATE": "0"
+		}
 	}
 ]

publish/deployed/kovan-ovm/versions.json

@@ -778,8 +778,9 @@
 			},
 			"Synthetix": {
 				"address": "0xCAA5c8e9E67BBa010D2D7F589F02d588Fb49f93D",
-				"status": "current",
-				"keccak256": "0xbbe79669c2586e5f0a7f35a0577d21b881e0e083b9fc297fa16d6c1de064c749"
+				"status": "replaced",
+				"keccak256": "0xbbe79669c2586e5f0a7f35a0577d21b881e0e083b9fc297fa16d6c1de064c749",
+				"replaced_in": "v2.56.0-alpha"
 			},
 			"DebtCache": {
 				"address": "0xCF4a31F3C7E245F8de884907aEFF1841C042cF41",
@@ -967,5 +968,41 @@
 				"keccak256": "0x582cac91f50cfefc154d67097081d0dd0d4877333df51c3cfe19485f80ef7e74"
 			}
 		}
+	},
+	"v2.56.0-alpha": {
+		"tag": "v2.56.0-alpha",
+		"fulltag": "v2.56.0-alpha",
+		"release": "Alhena",
+		"network": "kovan",
+		"date": "2021-12-07T16:13:13-05:00",
+		"commit": "79b5acd4a4557d9892409dad70f139f54cf5e6d5",
+		"contracts": {
+			"Synthetix": {
+				"address": "0x752b2e77769a8832E657CB9f7318543e03c13627",
+				"status": "replaced",
+				"keccak256": "0x87c92d55af4f4b01932ec25770439770836ed60b9652a3f4ab1ec6e0d82d302a",
+				"replaced_in": "v2.56.1-alpha"
+			}
+		}
+	},
+	"v2.56.1-alpha": {
+		"tag": "v2.56.1-alpha",
+		"fulltag": "v2.56.1-alpha",
+		"release": "Alhena",
+		"network": "kovan",
+		"date": "2021-12-15T05:19:57-05:00",
+		"commit": "64f28868700af3cbc1fae6522d7fd29d059d7577",
+		"contracts": {
+			"Synthetix": {
+				"address": "0x099B3881d63d3Eef0ec32783Aa64B726672213E2",
+				"status": "current",
+				"keccak256": "0x87c92d55af4f4b01932ec25770439770836ed60b9652a3f4ab1ec6e0d82d302a"
+			},
+			"CollateralEth": {
+				"address": "0xc7960401a5Ca5A201d41Cf6532C7d2803f8D5Ce4",
+				"status": "current",
+				"keccak256": "0xd83c3667bcacd4d33cf0fc649cee03d85e7d3914abb7ce6c9898e6ee1d66da81"
+			}
+		}
 	}
 }

publish/deployed/local-ovm/params.json

@@ -18,7 +18,7 @@
 			"SHORTS": ["sBTC", "sETH"],
 			"MAX_DEBT": "75000000000000000000000000",
 			"MAX_SKEW_RATE": "200000000000000000",
-			"BASE_BORROW_RATE": "158443823",
+			"BASE_BORROW_RATE": "950662938",
 			"BASE_SHORT_RATE": "158443823"
 		}
 	},
@@ -32,5 +32,14 @@
 			"INTERACTION_DELAY": "0",
 			"COLLAPSE_FEE_RATE": "0"
 		}
+	},
+	{
+		"name": "COLLATERAL_ETH",
+		"value": {
+			"SYNTHS": ["sUSD"],
+			"MIN_CRATIO": "1200000000000000000",
+			"MIN_COLLATERAL": "100000000000000000",
+			"ISSUE_FEE_RATE": "0"
+		}
 	}
 ]

publish/deployed/mainnet-ovm/config.json

@@ -160,5 +160,8 @@
 	},
 	"OwnerRelayOnOptimism": {
 		"deploy": false
+	},
+	"CollateralEth": {
+		"deploy": false
 	}
 }