feat: fixed rate feed

contracts/oracles/ConstantPriceFeed.sol

@@ -0,0 +1,57 @@
+// SPDX-License-Identifier: BUSL-1.1
+// Gearbox Protocol. Generalized leverage for DeFi protocols
+// (c) Gearbox Foundation, 2024.
+pragma solidity ^0.8.23;
+
+import {IPriceFeed} from "@gearbox-protocol/core-v3/contracts/interfaces/base/IPriceFeed.sol";
+import {SanityCheckTrait} from "@gearbox-protocol/core-v3/contracts/traits/SanityCheckTrait.sol";
+import {IERC20Metadata} from "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
+import {IncorrectPriceException} from "@gearbox-protocol/core-v3/contracts/interfaces/IExceptions.sol";
+
+/// @title Constant price feed
+/// @notice A simple price feed that returns a constant value set in the constructor
+contract ConstantPriceFeed is IPriceFeed, SanityCheckTrait {
+    /// @notice Contract version
+    uint256 public constant override version = 3_10;
+
+    /// @notice Contract type
+    bytes32 public constant override contractType = "PRICE_FEED::CONSTANT";
+
+    /// @notice Answer precision (always 8 decimals for USD price feeds)
+    uint8 public constant override decimals = 8;
+
+    /// @notice Indicates that price oracle can skip checks for this price feed's answers
+    bool public constant override skipPriceCheck = true;
+
+    /// @notice The token address this price feed is for
+    address public immutable token;
+
+    /// @notice The constant price value to return
+    int256 public immutable price;
+
+    /// @notice Price feed description
+    string public description;
+
+    /// @notice Constructor
+    /// @param _token The token address this price feed is for
+    /// @param _price The constant price value to return (with 8 decimals)
+    constructor(address _token, int256 _price) nonZeroAddress(_token) {
+        if (_price <= 0) revert IncorrectPriceException();
+
+        token = _token;
+        price = _price;
+
+        string memory tokenSymbol = IERC20Metadata(_token).symbol();
+        description = string.concat(tokenSymbol, " / USD constant price feed");
+    }
+
+    /// @notice Serialized price feed parameters
+    function serialize() external view override returns (bytes memory) {
+        return abi.encode(token, price);
+    }
+
+    /// @notice Returns the constant USD price of the token with 8 decimals
+    function latestRoundData() external view override returns (uint80, int256 answer, uint256, uint256, uint80) {
+        return (0, price, 0, block.timestamp, 0);
+    }
+}

contracts/oracles/curve/CurveTWAPPriceFeed.sol

@@ -0,0 +1,109 @@
+// SPDX-License-Identifier: BUSL-1.1
+// Gearbox Protocol. Generalized leverage for DeFi protocols
+// (c) Gearbox Foundation, 2024.
+pragma solidity ^0.8.23;
+
+import {ICurvePool} from "../../interfaces/curve/ICurvePool.sol";
+import {IPriceFeed} from "@gearbox-protocol/core-v3/contracts/interfaces/base/IPriceFeed.sol";
+import {WAD} from "@gearbox-protocol/core-v3/contracts/libraries/Constants.sol";
+import {PriceFeedValidationTrait} from "@gearbox-protocol/core-v3/contracts/traits/PriceFeedValidationTrait.sol";
+import {SanityCheckTrait} from "@gearbox-protocol/core-v3/contracts/traits/SanityCheckTrait.sol";
+import {Address} from "@openzeppelin/contracts/utils/Address.sol";
+import {IERC20Metadata} from "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
+
+/// @title Curve TWAP price feed
+/// @notice Computes price of coin 1 in a Curve pool in terms of units of coin 0, based on the pool's TWAP, which is then
+///         multiplied by the price of coin 0.
+contract CurveTWAPPriceFeed is IPriceFeed, PriceFeedValidationTrait, SanityCheckTrait {
+    using Address for address;
+
+    /// @notice Thrown when the curve oracle value is out of bounds
+    error CurveOracleOutOfBoundsException();
+
+    /// @notice Thrown when the upper bound is less than the lower bound passed in constructor
+    error UpperBoundTooLowException();
+
+    /// @notice Contract version
+    uint256 public constant override version = 3_10;
+
+    /// @notice Contract type
+    bytes32 public constant override contractType = "PRICE_FEED::CURVE_TWAP";
+
+    /// @notice Answer precision (always 8 decimals for USD price feeds)
+    uint8 public constant override decimals = 8;
+
+    /// @notice Indicates that price oracle can skip checks for this price feed's answers
+    bool public constant override skipPriceCheck = true;
+
+    /// @notice token token address
+    address public immutable token;
+
+    /// @notice Curve pool address
+    address public immutable pool;
+
+    /// @notice Coin 0 price feed address
+    address public immutable priceFeed;
+
+    /// @notice Staleness period for the coin 0 price feed
+    uint32 public immutable stalenessPeriod;
+
+    /// @notice Flag indicating if price feed checks can be skipped
+    bool public immutable skipCheck;
+
+    /// @notice Lower bound for the exchange rate
+    uint256 public immutable lowerBound;
+
+    /// @notice Upper bound for the exchange rate
+    uint256 public immutable upperBound;
+
+    /// @notice Price feed description
+    string public description;
+
+    /// @notice Constructor
+    /// @param _lowerBound Lower bound for the pool exchange rate
+    /// @param _upperBound Upper bound for the pool exchange rate (must be greater than lower bound)
+    /// @param _token Address of the coin 1 in the pool
+    /// @param _pool Address of the curve pool
+    /// @param _priceFeed Address of the coin 0 price feed
+    /// @param _stalenessPeriod Staleness period for the coin 0 price feed
+    constructor(
+        uint256 _lowerBound,
+        uint256 _upperBound,
+        address _token,
+        address _pool,
+        address _priceFeed,
+        uint32 _stalenessPeriod
+    ) nonZeroAddress(_token) nonZeroAddress(_pool) nonZeroAddress(_priceFeed) {
+        if (_upperBound < _lowerBound) revert UpperBoundTooLowException();
+
+        token = _token;
+        pool = _pool;
+        priceFeed = _priceFeed;
+        stalenessPeriod = _stalenessPeriod;
+        skipCheck = _validatePriceFeedMetadata(_priceFeed, _stalenessPeriod);
+        lowerBound = _lowerBound;
+        upperBound = _upperBound;
+
+        string memory tokenSymbol = IERC20Metadata(_token).symbol();
+        description = string.concat(tokenSymbol, " / USD Curve TWAP price feed");
+    }
+
+    /// @notice Serialized price feed parameters
+    function serialize() external view override returns (bytes memory) {
+        return abi.encode(token, pool, priceFeed, lowerBound, upperBound);
+    }
+
+    /// @notice Returns USD price of the token token with 8 decimals
+    function latestRoundData() external view override returns (uint80, int256 answer, uint256, uint256, uint80) {
+        uint256 exchangeRate = ICurvePool(pool).price_oracle();
+
+        if (exchangeRate < lowerBound) revert CurveOracleOutOfBoundsException();
+        if (exchangeRate > upperBound) exchangeRate = upperBound;
+
+        int256 underlyingPrice = _getValidatedPrice(priceFeed, stalenessPeriod, skipCheck);
+
+        answer = int256((exchangeRate * uint256(underlyingPrice)) / WAD);
+
+        return (0, answer, 0, 0, 0);
+    }
+}

contracts/test/suites/PriceFeedDeployer.sol

@@ -38,7 +38,7 @@ import {BPTStablePriceFeed} from "../../oracles/balancer/BPTStablePriceFeed.sol"
 import {BPTWeightedPriceFeed} from "../../oracles/balancer/BPTWeightedPriceFeed.sol";
 import {CurveCryptoLPPriceFeed} from "../../oracles/curve/CurveCryptoLPPriceFeed.sol";
 import {CurveStableLPPriceFeed} from "../../oracles/curve/CurveStableLPPriceFeed.sol";
-import {CurveUSDPriceFeed} from "../../oracles/curve/CurveUSDPriceFeed.sol";
+import {CurveTWAPPriceFeed} from "../../oracles/curve/CurveTWAPPriceFeed.sol";
 import {ERC4626PriceFeed} from "../../oracles/erc4626/ERC4626PriceFeed.sol";
 import {WstETHPriceFeed} from "../../oracles/lido/WstETHPriceFeed.sol";
 import {RedstonePriceFeed} from "../../oracles/updatable/RedstonePriceFeed.sol";
@@ -316,10 +316,11 @@ contract PriceFeedDeployer is Test, PriceFeedDataLive {
 
                     address pool = supportedContracts.addressOf(crvUSDPriceFeeds[i].pool);
                     address underlying = tokenTestSuite.addressOf(crvUSDPriceFeeds[i].underlying);
+
                     address pf = address(
-                        new CurveUSDPriceFeed(
-                            owner,
-                            ICurvePool(pool).get_virtual_price() * 99 / 100,
+                        new CurveTWAPPriceFeed(
+                            0,
+                            1e18,
                             token,
                             pool,
                             _getDeployedFeed(underlying, crvUSDPriceFeeds[i].reserve),

contracts/test/unit/ConstantPriceFeed.unit.t.sol

@@ -0,0 +1,71 @@
+// SPDX-License-Identifier: UNLICENSED
+// Gearbox Protocol. Generalized leverage for DeFi protocols
+// (c) Gearbox Foundation, 2024.
+pragma solidity ^0.8.23;
+
+import {Test} from "forge-std/Test.sol";
+import {ConstantPriceFeed} from "../../oracles/ConstantPriceFeed.sol";
+import {IERC20Metadata} from "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
+import {IncorrectPriceException} from "@gearbox-protocol/core-v3/contracts/interfaces/IExceptions.sol";
+
+contract ConstantPriceFeedUnitTest is Test {
+    ConstantPriceFeed priceFeed;
+    address token;
+    int256 constantPrice;
+
+    function setUp() public {
+        token = makeAddr("TOKEN");
+        constantPrice = 12345678; // $1.23456789 with 8 decimals
+
+        // Mock token symbol call
+        vm.mockCall(token, abi.encodeCall(IERC20Metadata.symbol, ()), abi.encode("TKN"));
+
+        priceFeed = new ConstantPriceFeed(token, constantPrice);
+    }
+
+    /// @notice U:[CPF-1]: Price feed initialization works as expected
+    function test_U_CPF_1_initialization() public {
+        assertEq(priceFeed.token(), token, "Incorrect token address");
+        assertEq(priceFeed.price(), constantPrice, "Incorrect constant price");
+        assertEq(priceFeed.description(), "TKN / USD constant price feed", "Incorrect description");
+        assertEq(priceFeed.decimals(), 8, "Incorrect decimals");
+        assertTrue(priceFeed.skipPriceCheck(), "skipPriceCheck should be true");
+        assertEq(priceFeed.contractType(), "PRICE_FEED::CONSTANT", "Incorrect contract type");
+    }
+
+    /// @notice U:[CPF-2]: Price feed returns constant price as expected
+    function test_U_CPF_2_latestRoundData() public {
+        (uint80 roundId, int256 answer, uint256 startedAt, uint256 updatedAt, uint80 answeredInRound) =
+            priceFeed.latestRoundData();
+
+        assertEq(roundId, 0, "Incorrect roundId");
+        assertEq(answer, constantPrice, "Incorrect price answer");
+        assertEq(startedAt, 0, "Incorrect startedAt");
+        assertEq(updatedAt, block.timestamp, "Incorrect updatedAt");
+        assertEq(answeredInRound, 0, "Incorrect answeredInRound");
+    }
+
+    /// @notice U:[CPF-3]: Price feed serialization works as expected
+    function test_U_CPF_3_serialize() public {
+        bytes memory serialized = priceFeed.serialize();
+        (address serializedToken, int256 serializedPrice) = abi.decode(serialized, (address, int256));
+
+        assertEq(serializedToken, token, "Incorrect serialized token");
+        assertEq(serializedPrice, constantPrice, "Incorrect serialized price");
+    }
+
+    /// @notice U:[CPF-4]: Price feed constructor validates parameters
+    function test_U_CPF_4_constructor_validation() public {
+        // Test with zero address token
+        vm.expectRevert();
+        new ConstantPriceFeed(address(0), constantPrice);
+
+        // Test with zero price
+        vm.expectRevert(IncorrectPriceException.selector);
+        new ConstantPriceFeed(token, 0);
+
+        // Test with negative price
+        vm.expectRevert(IncorrectPriceException.selector);
+        new ConstantPriceFeed(token, -1);
+    }
+}

contracts/test/unit/curve/CurveTWAPPriceFeed.unit.t.sol

@@ -0,0 +1,91 @@
+// SPDX-License-Identifier: UNLICENSED
+// Gearbox Protocol. Generalized leverage for DeFi protocols
+// (c) Gearbox Foundation, 2024.
+pragma solidity ^0.8.23;
+
+import {PriceFeedUnitTestHelper} from "../PriceFeedUnitTestHelper.sol";
+
+import {CurvePoolMock} from "../../mocks/curve/CurvePoolMock.sol";
+
+import {ICurvePool} from "../../../interfaces/curve/ICurvePool.sol";
+import {CurveTWAPPriceFeed} from "../../../oracles/curve/CurveTWAPPriceFeed.sol";
+import {WAD} from "@gearbox-protocol/core-v3/contracts/libraries/Constants.sol";
+import {IERC20Metadata} from "@openzeppelin/contracts/token/ERC20/extensions/IERC20Metadata.sol";
+
+contract CurveTWAPPriceFeedUnitTest is PriceFeedUnitTestHelper {
+    CurveTWAPPriceFeed priceFeed;
+    CurvePoolMock curvePool;
+    address token;
+    uint256 lowerBound;
+    uint256 upperBound;
+
+    function setUp() public {
+        _setUp();
+
+        token = makeAddr("token");
+        vm.mockCall(token, abi.encodeCall(IERC20Metadata.symbol, ()), abi.encode("TOKEN"));
+
+        curvePool = new CurvePoolMock();
+        curvePool.hack_price_oracle(1.03 ether);
+
+        lowerBound = 1.02 ether;
+        upperBound = 1.05 ether;
+
+        priceFeed = new CurveTWAPPriceFeed(
+            lowerBound, upperBound, token, address(curvePool), address(underlyingPriceFeed), 1 days
+        );
+    }
+
+    /// @notice U:[CTWAP-1]: Price feed works as expected
+    function test_U_CTWAP_1_price_feed_works_as_expected() public {
+        // constructor
+        assertEq(priceFeed.token(), token, "Incorrect token address");
+        assertEq(priceFeed.pool(), address(curvePool), "Incorrect pool address");
+        assertEq(priceFeed.priceFeed(), address(underlyingPriceFeed), "Incorrect price feed");
+        assertEq(priceFeed.lowerBound(), lowerBound, "Incorrect lower bound");
+        assertEq(priceFeed.upperBound(), upperBound, "Incorrect upper bound");
+        assertEq(priceFeed.description(), "TOKEN / USD Curve TWAP price feed", "Incorrect description");
+
+        // latestRoundData
+        vm.expectCall(address(curvePool), abi.encodeCall(ICurvePool.price_oracle, ()));
+        (, int256 price,,,) = priceFeed.latestRoundData();
+        assertEq(price, int256((1.03 ether * 2e8) / WAD), "Incorrect price");
+    }
+
+    /// @notice U:[CTWAP-2]: Price feed handles exchange rate bounds properly
+    function test_U_CTWAP_2_price_feed_handles_exchange_rate_bounds() public {
+        // Test when exchange rate is below lower bound
+        curvePool.hack_price_oracle(1.01 ether); // Below lower bound
+        vm.expectRevert(CurveTWAPPriceFeed.CurveOracleOutOfBoundsException.selector);
+        priceFeed.latestRoundData();
+
+        // Test when exchange rate equals lower bound
+        curvePool.hack_price_oracle(lowerBound);
+        (, int256 price,,,) = priceFeed.latestRoundData();
+        assertEq(price, int256((lowerBound * 2e8) / WAD), "Incorrect price at lower bound");
+
+        // Test when exchange rate equals upper bound
+        curvePool.hack_price_oracle(upperBound);
+        (, int256 price2,,,) = priceFeed.latestRoundData();
+        assertEq(price2, int256((upperBound * 2e8) / WAD), "Incorrect price at upper bound");
+
+        // Test when exchange rate exceeds upper bound (should be capped)
+        curvePool.hack_price_oracle(1.06 ether); // Above upper bound
+        (, int256 price3,,,) = priceFeed.latestRoundData();
+        assertEq(price3, int256((upperBound * 2e8) / WAD), "Incorrect price when above upper bound");
+    }
+
+    /// @notice U:[CTWAP-3]: Price feed constructor validates bounds correctly
+    function test_U_CTWAP_3_constructor_validates_bounds() public {
+        // Test upper bound < lower bound
+        vm.expectRevert(CurveTWAPPriceFeed.UpperBoundTooLowException.selector);
+        new CurveTWAPPriceFeed(
+            lowerBound,
+            lowerBound - 1, // Upper less than lower
+            token,
+            address(curvePool),
+            address(underlyingPriceFeed),
+            1 days
+        );
+    }
+}