UniswapV3Price

Git Source

Inherits: PriceSubmodule

Title: UniswapV3Price

Author: 0xJem

forge-lint: disable-start(mixed-case-function)

Provides prices derived from the TWAP of a Uniswap V3 pool

State Variables

BASE_10_MAX_EXPONENT

The maximum number of decimals allowed for a token in order to prevent overflows

uint8 internal constant BASE_10_MAX_EXPONENT = 30

POOL_PARAMS_LENGTH

The expected length of the encoded pool parameters (address + uint32 = 64 bytes)

uint256 internal constant POOL_PARAMS_LENGTH = 64

POOL_ADDRESS_LENGTH

The expected length of the encoded pool address (32 bytes)

uint256 internal constant POOL_ADDRESS_LENGTH = 32

MIN_TICK

The minimum tick that can be used in a pool, as defined by UniswapV3 libraries

int24 internal constant MIN_TICK = -887272

MAX_TICK

The maximum tick that can be used in a pool, as defined by UniswapV3 libraries

int24 internal constant MAX_TICK = -MIN_TICK

AVERAGE_BLOCK_TIME_SECONDS

Assumed average block time used to estimate required observations for TWAP

uint32 public immutable AVERAGE_BLOCK_TIME_SECONDS

UNISWAP_V3_FACTORY

Canonical Uniswap V3 factory used for pool validation

address public immutable UNISWAP_V3_FACTORY

Functions

constructor

Initializes the submodule and records the assumed block time for TWAP cardinality checks.

Calls the Submodule(parent_) constructor to bind this feed to the parent PRICE module. This function will revert if:

• averageBlockTimeSeconds_ == 0 (UniswapV3_AverageBlockTimeInvalid)
• uniswapV3Factory_ == address(0) (UniswapV3_FactoryInvalid) Stores averageBlockTimeSeconds_ in AVERAGE_BLOCK_TIME_SECONDS, which is used by _checkObservationCardinality to compute minimum required pool cardinality.

constructor(Module parent_, uint32 averageBlockTimeSeconds_, address uniswapV3Factory_) Submodule(parent_);

Parameters

Name	Type	Description
parent_	Module	The PRICE module
averageBlockTimeSeconds_	uint32	The average block time used for cardinality checks
uniswapV3Factory_	address	The canonical Uniswap V3 factory

SUBKEYCODE

20 byte identifier for the submodule. First 5 bytes must match PARENT().

function SUBKEYCODE() public pure override returns (SubKeycode);

VERSION

function VERSION() public pure override returns (uint8 major, uint8 minor);

getTokenTWAP

Obtains the price of lookupToken_ in USD, using the TWAP from the specified Uniswap V3 oracle.

This function will revert if:

• The value of params.observationWindowSeconds is less than UniswapV3OracleHelper.TWAP_MIN_OBSERVATION_WINDOW
• Any token decimals or outputDecimals_ are high enough to cause an overflow
• Any tokens in the pool are not set
• lookupToken_ is not in the pool
• The calculated time-weighted tick is outside the bounds of int24 NOTE: as a UniswapV3 pool can be manipulated using multi-block MEV, the TWAP values can also be manipulated. Price feeds are a preferred source of price data. Use this function with caution. See https://chainsecurity.com/oracle-manipulation-after-merge/

function getTokenTWAP(address lookupToken_, uint8 outputDecimals_, bytes calldata params_)
    external
    view
    returns (uint256);

Parameters

Name	Type	Description
lookupToken_	address	The token to determine the price of.
outputDecimals_	uint8	The number of output decimals (assumed to be the same as PRICE decimals)
params_	bytes	Pool parameters of type UniswapV3Params

Returns

Name	Type	Description
<none>	uint256	uint256 Price in the scale of outputDecimals_

getTokenPrice

Obtains the price of lookupToken_ in USD, using the current Slot0 price from the specified Uniswap V3 oracle.

This function will revert if:

• Any token decimals or outputDecimals_ are high enough to cause an overflow
• Any tokens in the pool are not set
• lookupToken_ is not in the pool NOTE: as a UniswapV3 pool can be manipulated using multi-block MEV, the TWAP values can also be manipulated. Price feeds are a preferred source of price data. Use this function with caution. See https://chainsecurity.com/oracle-manipulation-after-merge/

function getTokenPrice(address lookupToken_, uint8 outputDecimals_, bytes calldata params_)
    external
    view
    returns (uint256);

Parameters

Name	Type	Description
lookupToken_	address	The token to determine the price of.
outputDecimals_	uint8	The number of output decimals (assumed to be the same as PRICE decimals)
params_	bytes	Encoded Uniswap V3 pool address (32 bytes)

Returns

Name	Type	Description
<none>	uint256	uint256 Price in the scale of outputDecimals_

_checkPoolAndTokenParams

Performs checks to ensure that the pool, the tokens, and the decimals are valid.

This function will revert if:

• Any token decimals or outputDecimals_ are high enough to cause an overflow
• Any tokens in the pool are not set
• lookupToken_ is not in the pool

function _checkPoolAndTokenParams(address lookupToken_, uint8 outputDecimals_, IUniswapV3Pool pool_)
    internal
    view
    returns (address, uint8, uint8);

Parameters

Name	Type	Description
lookupToken_	address	The token to determine the price of
outputDecimals_	uint8	The decimals of baseToken
pool_	IUniswapV3Pool	The Uniswap V3 pool to use

Returns

Name	Type	Description
<none>	address	address Quote token
<none>	uint8	uint8 Quote token decimals
<none>	uint8	uint8 Lookup token decimals

_checkObservationCardinality

Validates the observation cardinality for a TWAP window.

Uses AVERAGE_BLOCK_TIME_SECONDS to derive the minimum cardinality required to service the requested lookback window. This function will revert if:

• Pool observation cardinality is below the minimum required cardinality (UniswapV3_ObservationCardinalityInsufficient)

function _checkObservationCardinality(IUniswapV3Pool pool_, uint32 observationWindowSeconds_) internal view;

Parameters

Name	Type	Description
pool_	IUniswapV3Pool	The pool used for the TWAP lookup
observationWindowSeconds_	uint32	The requested observation window in seconds

Errors

UniswapV3_ParamsInvalid

The provided parameters are invalid

error UniswapV3_ParamsInvalid(bytes params_);

Parameters

Name	Type	Description
params_	bytes	The encoded parameters

UniswapV3_AssetDecimalsOutOfBounds

The decimals of the asset are out of bounds

error UniswapV3_AssetDecimalsOutOfBounds(address asset_, uint8 assetDecimals_, uint8 maxDecimals_);

Parameters

Name	Type	Description
asset_	address	The address of the asset
assetDecimals_	uint8	The number of decimals of the asset
maxDecimals_	uint8	The maximum number of decimals allowed

UniswapV3_LookupTokenNotFound

The lookup token was not found in the pool

error UniswapV3_LookupTokenNotFound(address pool_, address asset_);

Parameters

Name	Type	Description
pool_	address	The address of the pool
asset_	address	The address of the asset

UniswapV3_OutputDecimalsOutOfBounds

The output decimals are out of bounds

error UniswapV3_OutputDecimalsOutOfBounds(uint8 outputDecimals_, uint8 maxDecimals_);

Parameters

Name	Type	Description
outputDecimals_	uint8	The number of decimals of the output
maxDecimals_	uint8	The maximum number of decimals allowed

UniswapV3_ParamsPoolInvalid

The pool specified in the parameters is invalid

error UniswapV3_ParamsPoolInvalid(uint8 paramsIndex_, address pool_);

Parameters

Name	Type	Description
paramsIndex_	uint8	The index of the parameter
pool_	address	The address of the pool

UniswapV3_PoolTokensInvalid

The pool tokens are invalid

error UniswapV3_PoolTokensInvalid(address pool_, uint8 tokenIndex_, address token_);

Parameters

Name	Type	Description
pool_	address	The address of the pool
tokenIndex_	uint8	The index of the token
token_	address	The address of the token

UniswapV3_PoolTypeInvalid

The pool is invalid

This is triggered if the pool reverted when called, and indicates that the feed address is not a UniswapV3 pool.

error UniswapV3_PoolTypeInvalid(address pool_);

Parameters

Name	Type	Description
pool_	address	The address of the pool

UniswapV3_FactoryInvalid

The provided Uniswap V3 factory is invalid

error UniswapV3_FactoryInvalid(address factory_);

Parameters

Name	Type	Description
factory_	address	The configured factory address

UniswapV3_PoolFactoryInvalid

The pool does not match the canonical Uniswap V3 factory's registered pool

error UniswapV3_PoolFactoryInvalid(address pool_, address expectedPool_, address factory_);

Parameters

Name	Type	Description
pool_	address	The provided pool address
expectedPool_	address	The pool returned by the canonical Uniswap V3 factory
factory_	address	The canonical Uniswap V3 factory

UniswapV3_ObservationCardinalityInsufficient

The pool has insufficient observation cardinality for the TWAP window

error UniswapV3_ObservationCardinalityInsufficient(
    address pool_, uint16 observationCardinality_, uint32 observationWindow_, uint32 minimumCardinality_
);

Parameters

Name	Type	Description
pool_	address	The address of the pool
observationCardinality_	uint16	Current observation cardinality on the pool
observationWindow_	uint32	Requested TWAP observation window in seconds
minimumCardinality_	uint32	Minimum cardinality required for the observation window

UniswapV3_AverageBlockTimeInvalid

The configured average block time is invalid

error UniswapV3_AverageBlockTimeInvalid(uint32 averageBlockTimeSeconds_);

Parameters

Name	Type	Description
averageBlockTimeSeconds_	uint32	The configured average block time in seconds

UniswapV3_PoolReentrancy

Triggered if pool_ is locked, which indicates re-entrancy

error UniswapV3_PoolReentrancy(address pool_);

Parameters

Name	Type	Description
pool_	address	The address of the affected Uniswap V3 pool

Structs

UniswapV3Params

The parameters for a Uniswap V3 pool

struct UniswapV3Params {
    IUniswapV3Pool pool;
    uint32 observationWindowSeconds;
}

Properties

Name	Type	Description
pool	IUniswapV3Pool	The address of the pool
observationWindowSeconds	uint32	The length of the TWAP observation window in seconds