@gearbox-protocol/sdk 18.2.0-next.10 → 18.2.0-next.11

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Files changed (76) hide show
  1. package/dist/cjs/dev/AccountOpener.js +1 -1
  2. package/dist/cjs/dev/withdrawalUtils.js +1 -1
  3. package/dist/cjs/history/trace/extractTransfers.js +1 -1
  4. package/dist/cjs/onchain/accounts/CreditAccountsServiceV310.js +2 -2
  5. package/dist/cjs/onchain/accounts/liquidations/LiquidationsService.js +1 -1
  6. package/dist/cjs/onchain/accounts/withdrawal-compressor/RedemptionLoggerV310Contract.js +1 -2
  7. package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV310Contract.js +1 -2
  8. package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV311Contract.js +1 -2
  9. package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV313Contract.js +1 -1
  10. package/dist/cjs/onchain/base/TokensMeta.js +3 -3
  11. package/dist/cjs/onchain/core/createAddressProvider.js +1 -1
  12. package/dist/cjs/onchain/market/adapters/contracts/AccountMigratorAdapterContract.js +1 -1
  13. package/dist/cjs/onchain/market/adapters/contracts/ERC4626AdapterContract.js +1 -1
  14. package/dist/cjs/onchain/market/credit/CreditFacadeV310BaseContract.js +1 -1
  15. package/dist/cjs/onchain/market/pool/PoolV310Contract.js +1 -1
  16. package/dist/cjs/onchain/market/rwa/createDegenNFT.js +1 -1
  17. package/dist/cjs/onchain/market/zapper/IETHZapperContract.js +1 -2
  18. package/dist/cjs/onchain/market/zapper/ZapperContract.js +1 -1
  19. package/dist/cjs/onchain/preview/preview/previewPoolPositionOperation.js +2 -2
  20. package/dist/cjs/onchain/utils/viem/simulateWithPriceUpdates.js +1 -1
  21. package/dist/cjs/permissionless/api/index.js +26 -0
  22. package/dist/cjs/permissionless/api/oracles/PermissionlessOracles.js +191 -0
  23. package/dist/cjs/permissionless/api/oracles/index.js +28 -0
  24. package/dist/cjs/permissionless/api/oracles/schemas.js +17 -0
  25. package/dist/cjs/permissionless/api/oracles/score/formula.js +99 -0
  26. package/dist/cjs/permissionless/api/oracles/score/index.js +8 -0
  27. package/dist/cjs/permissionless/api/oracles/score/run.js +88 -0
  28. package/dist/cjs/permissionless/api/oracles/score/types.js +1 -0
  29. package/dist/cjs/permissionless/api/oracles/stress/classify.js +258 -0
  30. package/dist/cjs/permissionless/api/oracles/stress/index.js +22 -0
  31. package/dist/cjs/permissionless/api/oracles/stress/override.js +125 -0
  32. package/dist/cjs/permissionless/api/oracles/stress/run.js +432 -0
  33. package/dist/cjs/permissionless/api/oracles/stress/score.js +98 -0
  34. package/dist/cjs/permissionless/api/oracles/stress/types.js +1 -0
  35. package/dist/cjs/permissionless/index.js +27 -0
  36. package/dist/cjs/permissionless/utils/index.js +1 -0
  37. package/dist/cjs/permissionless/utils/price-update/get-prices.js +39 -0
  38. package/dist/cjs/permissionless/utils/price-update/index.js +1 -0
  39. package/dist/esm/permissionless/api/index.js +7 -1
  40. package/dist/esm/permissionless/api/oracles/PermissionlessOracles.js +193 -2
  41. package/dist/esm/permissionless/api/oracles/index.js +10 -1
  42. package/dist/esm/permissionless/api/oracles/schemas.js +16 -1
  43. package/dist/esm/permissionless/api/oracles/score/formula.js +96 -0
  44. package/dist/esm/permissionless/api/oracles/score/index.js +4 -0
  45. package/dist/esm/permissionless/api/oracles/score/run.js +87 -0
  46. package/dist/esm/permissionless/api/oracles/score/types.js +1 -0
  47. package/dist/esm/permissionless/api/oracles/stress/classify.js +256 -0
  48. package/dist/esm/permissionless/api/oracles/stress/index.js +6 -0
  49. package/dist/esm/permissionless/api/oracles/stress/override.js +119 -0
  50. package/dist/esm/permissionless/api/oracles/stress/run.js +427 -0
  51. package/dist/esm/permissionless/api/oracles/stress/score.js +95 -0
  52. package/dist/esm/permissionless/api/oracles/stress/types.js +1 -0
  53. package/dist/esm/permissionless/index.js +8 -2
  54. package/dist/esm/permissionless/utils/index.js +2 -2
  55. package/dist/esm/permissionless/utils/price-update/get-prices.js +39 -1
  56. package/dist/esm/permissionless/utils/price-update/index.js +2 -2
  57. package/dist/types/permissionless/api/index.d.ts +10 -2
  58. package/dist/types/permissionless/api/oracles/PermissionlessOracles.d.ts +115 -1
  59. package/dist/types/permissionless/api/oracles/index.d.ts +12 -2
  60. package/dist/types/permissionless/api/oracles/schemas.d.ts +47 -0
  61. package/dist/types/permissionless/api/oracles/score/formula.d.ts +46 -0
  62. package/dist/types/permissionless/api/oracles/score/index.d.ts +4 -0
  63. package/dist/types/permissionless/api/oracles/score/run.d.ts +21 -0
  64. package/dist/types/permissionless/api/oracles/score/types.d.ts +85 -0
  65. package/dist/types/permissionless/api/oracles/stress/classify.d.ts +57 -0
  66. package/dist/types/permissionless/api/oracles/stress/index.d.ts +6 -0
  67. package/dist/types/permissionless/api/oracles/stress/override.d.ts +59 -0
  68. package/dist/types/permissionless/api/oracles/stress/run.d.ts +73 -0
  69. package/dist/types/permissionless/api/oracles/stress/score.d.ts +57 -0
  70. package/dist/types/permissionless/api/oracles/stress/types.d.ts +272 -0
  71. package/dist/types/permissionless/api/oracles/types.d.ts +58 -0
  72. package/dist/types/permissionless/index.d.ts +11 -3
  73. package/dist/types/permissionless/utils/index.d.ts +2 -2
  74. package/dist/types/permissionless/utils/price-update/get-prices.d.ts +16 -0
  75. package/dist/types/permissionless/utils/price-update/index.d.ts +2 -2
  76. package/package.json +1 -1
@@ -32,6 +32,16 @@ const latestRoundDataAbi = [{
32
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  stateMutability: "view",
33
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  type: "function"
34
34
  }];
35
+ const decimalsAbi = [{
36
+ inputs: [],
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+ name: "decimals",
38
+ outputs: [{
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+ name: "",
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+ type: "uint8"
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+ }],
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+ stateMutability: "view",
43
+ type: "function"
44
+ }];
35
45
  function getLatestRoundDataCall(priceFeed) {
36
46
  return {
37
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  address: priceFeed,
@@ -41,6 +51,34 @@ function getLatestRoundDataCall(priceFeed) {
41
51
  };
42
52
  }
43
53
  /**
54
+ * The scale each feed's answer is in, in one multicall.
55
+ *
56
+ * Part of the Chainlink interface every feed in a Gearbox tree implements,
57
+ * and the only way to read an answer that is not an oracle's own: a feed an
58
+ * oracle holds reports 8 decimals by construction, while the feeds beneath a
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+ * composite are whatever was deployed — an ETH/USD aggregator at 8 and a
60
+ * rate leg at 18 sit under the same parent.
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+ *
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+ * `null` is a feed that would not answer, which a caller should treat as
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+ * unknown rather than defaulting it to 8.
64
+ */
65
+ async function getFeedDecimals({ client, priceFeeds }) {
66
+ if (priceFeeds.length === 0) return {};
67
+ const results = await client.multicall({
68
+ contracts: priceFeeds.map((priceFeed) => ({
69
+ address: priceFeed,
70
+ abi: decimalsAbi,
71
+ functionName: "decimals",
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+ args: []
73
+ })),
74
+ allowFailure: true
75
+ });
76
+ return Object.fromEntries(priceFeeds.map((priceFeed, index) => {
77
+ const result = results[index];
78
+ return [priceFeed, result?.status === "success" ? Number(result.result) : null];
79
+ }));
80
+ }
81
+ /**
44
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  * What the feeds report as they stand, in one multicall.
45
83
  *
46
84
  * What {@link getPrices} does without the part that makes it expensive: no
@@ -107,5 +145,6 @@ async function getPrices({ client, priceFeeds, chunkSize = 10, gasLimit }) {
107
145
  }), {});
108
146
  }
109
147
  //#endregion
148
+ exports.getFeedDecimals = getFeedDecimals;
110
149
  exports.getLatestPrices = getLatestPrices;
111
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  exports.getPrices = getPrices;
@@ -2,6 +2,7 @@ Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
2
2
  const require_permissionless_utils_price_update_get_prices = require("./get-prices.js");
3
3
  const require_permissionless_utils_price_update_get_updatable_feeds = require("./get-updatable-feeds.js");
4
4
  const require_permissionless_utils_price_update_get_price_update_tx = require("./get-price-update-tx.js");
5
+ exports.getFeedDecimals = require_permissionless_utils_price_update_get_prices.getFeedDecimals;
5
6
  exports.getLatestPrices = require_permissionless_utils_price_update_get_prices.getLatestPrices;
6
7
  exports.getPriceUpdateTx = require_permissionless_utils_price_update_get_price_update_tx.getPriceUpdateTx;
7
8
  exports.getPrices = require_permissionless_utils_price_update_get_prices.getPrices;
@@ -6,10 +6,16 @@ import "./chains/index.js";
6
6
  import { deriveEffectiveStalenessPeriod } from "./deploy/effective-staleness.js";
7
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  import { DEFAULT_DEPLOY_SALT, PermissionlessDeploy, priceFeedSalt } from "./deploy/PermissionlessDeploy.js";
8
8
  import "./deploy/index.js";
9
+ import { classifySources, sourcesByFeed } from "./oracles/stress/classify.js";
10
+ import { UNBOUNDED_DOWN, UNBOUNDED_UP, groupOverride, perturb, rateStub, roundDataStub } from "./oracles/stress/override.js";
11
+ import { scoreGroup, slotHarm, verdictOf } from "./oracles/stress/score.js";
12
+ import { DEFAULT_SCENARIOS, RATE_FEED_TYPE, readForest, readRateTargets, runStressTest } from "./oracles/stress/run.js";
13
+ import { BOUND_WEIGHT, INDEPENDENCE_WEIGHT, scoreMarket } from "./oracles/score/formula.js";
14
+ import { runAssetScores } from "./oracles/score/run.js";
9
15
  import { GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles } from "./oracles/PermissionlessOracles.js";
10
16
  import { InstanceOwnerTransactions } from "./transactions/InstanceOwnerTransactions.js";
11
17
  import { GearboxPermissionless } from "./GearboxPermissionless.js";
12
18
  import "./oracles/index.js";
13
19
  import "./transactions/index.js";
14
20
  import "./types.js";
15
- export { ChainsNamespace, DEFAULT_DEPLOY_SALT, GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, GearboxPermissionless, InstanceOwnerTransactions, PermissionlessAnalytics, PermissionlessChainUnreachableError, PermissionlessDeploy, PermissionlessNotAttachedError, PermissionlessOracles, PriceFeedNotInStoreError, PriceFeedSaltMissingError, PriceFeedStalenessUnknownError, deriveEffectiveStalenessPeriod, priceFeedSalt };
21
+ export { BOUND_WEIGHT, ChainsNamespace, DEFAULT_DEPLOY_SALT, DEFAULT_SCENARIOS, GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, GearboxPermissionless, INDEPENDENCE_WEIGHT, InstanceOwnerTransactions, PermissionlessAnalytics, PermissionlessChainUnreachableError, PermissionlessDeploy, PermissionlessNotAttachedError, PermissionlessOracles, PriceFeedNotInStoreError, PriceFeedSaltMissingError, PriceFeedStalenessUnknownError, RATE_FEED_TYPE, UNBOUNDED_DOWN, UNBOUNDED_UP, classifySources, deriveEffectiveStalenessPeriod, groupOverride, perturb, priceFeedSalt, rateStub, readForest, readRateTargets, roundDataStub, runAssetScores, runStressTest, scoreGroup, scoreMarket, slotHarm, sourcesByFeed, verdictOf };
@@ -6,9 +6,11 @@ import "../../../onchain/index.js";
6
6
  import { AbstractOffchainNamespace } from "../../../offchain/AbstractOffchainNamespace.js";
7
7
  import "../../deployment/addresses.js";
8
8
  import { AddressProviderContract } from "../../bindings/address-provider.js";
9
- import { getLatestPrices, getPrices } from "../../utils/price-update/get-prices.js";
9
+ import { getFeedDecimals, getLatestPrices, getPrices } from "../../utils/price-update/get-prices.js";
10
10
  import { byCentrality, feedKey, pricesByFeed, toCap, totalQuotas } from "./enrich.js";
11
- import { assetDetailsSchema, assetSummariesSchema, priceFeedDetailsSchema, priceFeedStoresSchema } from "./schemas.js";
11
+ import { assetDetailsSchema, assetSummariesSchema, marketSlotsSchema, priceFeedDetailsSchema, priceFeedStoresSchema } from "./schemas.js";
12
+ import { runStressTest } from "./stress/run.js";
13
+ import { runAssetScores } from "./score/run.js";
12
14
  import { erc20Abi } from "viem";
13
15
  //#region src/permissionless/api/oracles/PermissionlessOracles.ts
14
16
  const GET_PRICES_GAS_LIMIT_BY_CHAIN_ID = { 143: 100000000n };
@@ -93,6 +95,31 @@ var PermissionlessOracles = class extends AbstractOffchainNamespace {
93
95
  });
94
96
  }
95
97
  /**
98
+ * Every market slot in force, with the feed holding it and what the market
99
+ * has riding on it.
100
+ *
101
+ * The chain's whole slot table, which {@link feed} and {@link asset} answer
102
+ * one subject's slice of. What reads it this way is analysis over every
103
+ * market at once — which feed holds which slot, and what breaks if it
104
+ * lies — and asking a feed at a time would be a few hundred requests for
105
+ * the same rows.
106
+ *
107
+ * Served as indexed, with nothing folded in: the quotas are in each
108
+ * market's own underlying, as everywhere else, and pricing them is
109
+ * {@link getPrices} over the `underlyingPriceFeed` column.
110
+ *
111
+ * ```ts
112
+ * const slots = await permissionless.oracles.slots({ chainId: 1 });
113
+ * ```
114
+ **/
115
+ async slots({ chainId } = {}) {
116
+ return this.getData({
117
+ path: "/pfs/slots",
118
+ query: { chainId: chainId?.toString() },
119
+ schema: marketSlotsSchema
120
+ });
121
+ }
122
+ /**
96
123
  * One feed of the store: what it is, which assets it may price, and which
97
124
  * market slots it currently fills.
98
125
  *
@@ -289,6 +316,111 @@ var PermissionlessOracles = class extends AbstractOffchainNamespace {
289
316
  }).sort(byCentrality);
290
317
  }
291
318
  /**
319
+ * What each source of price information can do to the chain's markets if it
320
+ * lies.
321
+ *
322
+ * The feeds under a chain's oracles are partitioned by where their numbers
323
+ * actually come from — Chainlink, Redstone, Pyth, Lido, Curve, each vault's
324
+ * own issuer — on the grounds that a source fails as a whole: whoever
325
+ * trusts one Chainlink aggregator trusts the operator behind all of them.
326
+ * Each group is then made to report a multiple of what it reports now, and
327
+ * every feed the markets read is read again inside that same call.
328
+ *
329
+ * No fork and no harness. The lie is a state override on an `eth_call`, so
330
+ * the composite feeds above it, their bounds and the oracle's own checks all
331
+ * run as deployed, against real state, at the current block — what comes
332
+ * back is what the market would have read.
333
+ *
334
+ * Each slot is scored by how its collateral moved *against its market's own
335
+ * underlying*, because that is what an account is valued by: a group that
336
+ * moves both legs has moved nothing. Beyond the two unbounded ends, each
337
+ * group is bisected for the multiple at which something first breaks, which
338
+ * is the figure that separates a source held in check by a bound from one
339
+ * nothing is checking.
340
+ *
341
+ * ```ts
342
+ * const report = await permissionless.oracles.stressTest({ chainId: 1 });
343
+ * for (const group of report.groups) {
344
+ * console.log(group.verdict);
345
+ * }
346
+ * ```
347
+ *
348
+ * Report {@link StressReport.unidentifiedUsd} alongside anything taken from
349
+ * this: it is the quota priced through a source the partition could only
350
+ * name after its own description, and nothing says what that fails with.
351
+ *
352
+ * Reads the chain directly, so the client has to have attached — see
353
+ * {@link GearboxPermissionless.attach}. Costs one request for the slots and
354
+ * then, per group, one `eth_call` per scenario plus the bisection's; a whole
355
+ * chain comes to a minute or so, and `thresholds: false` cuts it to seconds.
356
+ *
357
+ * @throws When the client has not attached, when the chain has no client
358
+ * configured, or when no PriceFeedCompressor is deployed on it — none of the
359
+ * three leaves anything to simulate.
360
+ **/
361
+ /**
362
+ * Every asset's score out of 10 for how its markets guard its price.
363
+ *
364
+ * A market scores 10 when its reserve feed is a second feed on other
365
+ * sources than the main one, and one of the two is bounded — a
366
+ * `BoundedPriceFeed` or a Gearbox LP feed. It loses 6 points as the two
367
+ * feeds' sources overlap — all of them if there is no reserve, it is a
368
+ * `ZeroPriceFeed`, or it is the main feed again — and 5 if neither is
369
+ * bounded. An asset scores its worst running market that takes it as
370
+ * collateral.
371
+ *
372
+ * Read off the chain, one multicall of feed trees per chain, so the score
373
+ * is of the trees as they stand rather than as last indexed. A chain with
374
+ * no client configured is left out with a warning rather than failing the
375
+ * rest.
376
+ *
377
+ * ```ts
378
+ * const scores = await permissionless.oracles.assetScores({ chainId: 1 });
379
+ * ```
380
+ *
381
+ * @throws {PermissionlessNotAttachedError} before
382
+ * {@link GearboxPermissionless.attach} has resolved.
383
+ **/
384
+ async assetScores({ chainId } = {}) {
385
+ const slots = await this.slots({ chainId });
386
+ const byChain = /* @__PURE__ */ new Map();
387
+ for (const slot of slots) byChain.set(slot.chainId, [...byChain.get(slot.chainId) ?? [], slot]);
388
+ return (await Promise.all([...byChain].map(async ([id, chainSlots]) => {
389
+ let client;
390
+ try {
391
+ client = this.#chains.client(id);
392
+ } catch (e) {
393
+ this.logger?.warn(`chain ${id} has no client, leaving its assets unscored: ${describe(e)}`);
394
+ return [];
395
+ }
396
+ try {
397
+ const compressor = await new AddressProviderContract("0xF7f0a609BfAb9a0A98786951ef10e5FE26cC1E38", client).getLatestVersionAddress(AP_PRICE_FEED_COMPRESSOR);
398
+ return await runAssetScores({
399
+ client,
400
+ chainId: id,
401
+ slots: chainSlots,
402
+ compressor,
403
+ logger: this.logger ?? void 0
404
+ });
405
+ } catch (e) {
406
+ this.logger?.warn(`chain ${id} would not report its feed trees, leaving its assets unscored: ${describe(e)}`);
407
+ return [];
408
+ }
409
+ }))).flat();
410
+ }
411
+ async stressTest({ chainId, ...options }) {
412
+ const client = this.#chains.client(chainId);
413
+ const compressor = await new AddressProviderContract("0xF7f0a609BfAb9a0A98786951ef10e5FE26cC1E38", client).getLatestVersionAddress(AP_PRICE_FEED_COMPRESSOR);
414
+ return runStressTest({
415
+ client,
416
+ chainId,
417
+ compressor,
418
+ slots: await this.slots({ chainId }),
419
+ logger: this.logger ?? void 0,
420
+ ...options
421
+ });
422
+ }
423
+ /**
292
424
  * The feeds one feed reads from, recursively.
293
425
  *
294
426
  * Answers for any feed the chain has indexed, store member or not: a
@@ -353,6 +485,65 @@ var PermissionlessOracles = class extends AbstractOffchainNamespace {
353
485
  price: prices.get(chainId)?.[address.toLowerCase()] ?? null
354
486
  }));
355
487
  }
488
+ /**
489
+ * The scale each of the named feeds answers in.
490
+ *
491
+ * The companion to {@link getPrices} for the callers whose feeds are not
492
+ * all an oracle's: everything an oracle holds reports 8 decimals, but the
493
+ * feeds under a composite are whatever was deployed, and a rate leg at 18
494
+ * read as 8 is wrong by ten orders of magnitude rather than visibly wrong.
495
+ *
496
+ * Separate from the price because the two keep different company: this is
497
+ * fixed for the life of the contract and worth caching for the session,
498
+ * while a price is re-read whenever the reader asks. One multicall per
499
+ * chain either way.
500
+ *
501
+ * `null` is a feed that would not answer, or one on a chain with no client
502
+ * configured.
503
+ *
504
+ * ```ts
505
+ * const [{ decimals }] = await permissionless.oracles.getDecimals([
506
+ * { chainId: 1, address: feed },
507
+ * ]);
508
+ * ```
509
+ *
510
+ * @returns One entry per feed asked for, in the order asked.
511
+ **/
512
+ async getDecimals(feeds) {
513
+ const byChain = /* @__PURE__ */ new Map();
514
+ for (const { chainId, address } of feeds) {
515
+ const addresses = byChain.get(chainId) ?? /* @__PURE__ */ new Set();
516
+ addresses.add(address.toLowerCase());
517
+ byChain.set(chainId, addresses);
518
+ }
519
+ const chainIds = [...byChain.keys()];
520
+ const results = await Promise.all(chainIds.map((chainId) => this.#decimalsOf(chainId, [...byChain.get(chainId) ?? []])));
521
+ const decimals = new Map(chainIds.map((id, i) => [id, results[i] ?? {}]));
522
+ return feeds.map(({ chainId, address }) => ({
523
+ chainId,
524
+ address,
525
+ decimals: decimals.get(chainId)?.[address.toLowerCase()] ?? null
526
+ }));
527
+ }
528
+ /** One chain's half of {@link getDecimals}. */
529
+ async #decimalsOf(chainId, priceFeeds) {
530
+ let client;
531
+ try {
532
+ client = this.#chains.client(chainId);
533
+ } catch (e) {
534
+ this.logger?.warn(`chain ${chainId} has no client, reporting its ${priceFeeds.length} feed(s) without a scale: ${describe(e)}`);
535
+ return {};
536
+ }
537
+ try {
538
+ return await getFeedDecimals({
539
+ client,
540
+ priceFeeds
541
+ });
542
+ } catch (e) {
543
+ this.logger?.warn(`chain ${chainId} would not answer decimals for its ${priceFeeds.length} feed(s): ${describe(e)}`);
544
+ return {};
545
+ }
546
+ }
356
547
  /** One chain's half of {@link getPrices}: the cheap pass, then the rest. */
357
548
  async #pricesOf(chainId, priceFeeds) {
358
549
  let client;
@@ -1,2 +1,11 @@
1
- export { GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles } from "./PermissionlessOracles.js";
1
+ import { classifySources, sourcesByFeed } from "./stress/classify.js";
2
+ import { UNBOUNDED_DOWN, UNBOUNDED_UP, groupOverride, perturb, rateStub, roundDataStub } from "./stress/override.js";
3
+ import { scoreGroup, slotHarm, verdictOf } from "./stress/score.js";
4
+ import { DEFAULT_SCENARIOS, RATE_FEED_TYPE, readForest, readRateTargets, runStressTest } from "./stress/run.js";
5
+ import { BOUND_WEIGHT, INDEPENDENCE_WEIGHT, scoreMarket } from "./score/formula.js";
6
+ import { runAssetScores } from "./score/run.js";
7
+ import { GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles } from "./PermissionlessOracles.js";
8
+ import "./score/index.js";
9
+ import "./stress/index.js";
2
10
  import "./types.js";
11
+ export { BOUND_WEIGHT, DEFAULT_SCENARIOS, GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, INDEPENDENCE_WEIGHT, PermissionlessOracles, RATE_FEED_TYPE, UNBOUNDED_DOWN, UNBOUNDED_UP, classifySources, groupOverride, perturb, rateStub, readForest, readRateTargets, roundDataStub, runAssetScores, runStressTest, scoreGroup, scoreMarket, slotHarm, sourcesByFeed, verdictOf };
@@ -75,6 +75,21 @@ const priceFeedMarketSchema = marketSchema.extend({
75
75
  reserve: z.boolean(),
76
76
  priceOracle: addressSchema
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77
  });
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+ /**
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+ * {@link PermissionlessMarketSlot} — the same slot read from the chain's end,
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+ * so the feed is a column rather than what was asked for.
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+ **/
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+ const marketSlotSchema = priceFeedMarketSchema.extend({
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+ chainId: z.number(),
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+ underlyingToken: addressSchema,
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+ isShutdown: z.boolean(),
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+ priceFeed: addressSchema,
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+ priceFeedName: z.string().nullable(),
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+ priceFeedInStore: z.boolean(),
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+ underlyingPriceFeed: addressSchema.nullable()
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+ });
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+ /** Every slot in scope, across whichever chains the read covered. */
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+ const marketSlotsSchema = z.array(marketSlotSchema);
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  /** {@link PermissionlessIndexedPriceFeedDetails} */
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  const priceFeedDetailsSchema = z.looseObject({
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  chainId: z.number(),
@@ -121,4 +136,4 @@ const assetSummarySchema = z.looseObject({
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136
  /** The list of {@link PermissionlessAssetSummary}, already ordered. */
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  const assetSummariesSchema = z.array(assetSummarySchema);
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  //#endregion
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- export { assetDetailsSchema, assetMarketFeedSchema, assetMarketSchema, assetQuotaSchema, assetSchema, assetSummariesSchema, assetSummarySchema, priceFeedAssetSchema, priceFeedDetailsSchema, priceFeedMarketSchema, priceFeedSchema, priceFeedStoreSchema, priceFeedStoresSchema };
139
+ export { assetDetailsSchema, assetMarketFeedSchema, assetMarketSchema, assetQuotaSchema, assetSchema, assetSummariesSchema, assetSummarySchema, marketSlotSchema, marketSlotsSchema, priceFeedAssetSchema, priceFeedDetailsSchema, priceFeedMarketSchema, priceFeedSchema, priceFeedStoreSchema, priceFeedStoresSchema };
@@ -0,0 +1,96 @@
1
+ //#region src/permissionless/api/oracles/score/formula.ts
2
+ /**
3
+ * How well a market guards an asset's price, from its two feeds alone.
4
+ *
5
+ * Two questions, and the points are lost for each separately:
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+ *
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+ * - Would the reserve disagree with a main feed that has gone wrong? Only if
8
+ * it is a second feed on other sources. A missing reserve, a
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+ * `ZeroPriceFeed`, the main feed again, and a different feed on the same
10
+ * sources all answer no.
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+ * - Is either feed bounded? A `BoundedPriceFeed` caps the answer from above,
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+ * and a Gearbox LP feed clamps its exchange rate to a window.
13
+ *
14
+ * Independence costs more than the bound, 6 points against 5, because it is
15
+ * the broader protection: a bounded feed caps only from above, and an LP
16
+ * feed's window holds only its rate, not the price of what the rate is in.
17
+ * Either failure alone lands a market at 4 or 5; both together at 0.
18
+ */
19
+ const INDEPENDENCE_WEIGHT = 6;
20
+ const BOUND_WEIGHT = 5;
21
+ /**
22
+ * The feed types that bound what they answer: the `BoundedPriceFeed`, and
23
+ * every Gearbox LP feed, all of which clamp the rate they read.
24
+ */
25
+ const BOUNDED_TYPE = /::(BOUNDED|ERC4626|CURVE_\w+|WSTETH|YEARN|MELLOW\w*|BALANCER\w*)$/;
26
+ const ZERO_TYPE = "PRICE_FEED::ZERO";
27
+ /**
28
+ * The share of the two sides' sources that are not shared, by key.
29
+ *
30
+ * Nothing on either side — two hardcoded prices — is 0, because a reserve is
31
+ * there to be a second opinion and neither of them is one.
32
+ */
33
+ function independenceOf(main, reserve) {
34
+ const a = new Set(main.map((source) => source.key));
35
+ const b = new Set(reserve.map((source) => source.key));
36
+ const union = /* @__PURE__ */ new Set([...a, ...b]);
37
+ if (union.size === 0) return 0;
38
+ return 1 - [...a].filter((key) => b.has(key)).length / union.size;
39
+ }
40
+ /** Down to the half point, so that a score is never rounded up into a band. */
41
+ function toHalf(value) {
42
+ return Math.floor(value * 2 + 1e-9) / 2;
43
+ }
44
+ /**
45
+ * One market's score for one asset.
46
+ *
47
+ * `reserve` is `null` where the market holds no reserve for the asset at all.
48
+ * A source is passed per side and keyed by the caller, which is where it is
49
+ * decided that an unnamed source is its own contract and a named one is its
50
+ * group.
51
+ */
52
+ function scoreMarket(market, main, reserve) {
53
+ const reasons = [];
54
+ let hasReserve = true;
55
+ if (reserve === null) {
56
+ hasReserve = false;
57
+ reasons.push("no reserve feed");
58
+ } else if (reserve.feed.contractType === ZERO_TYPE) {
59
+ hasReserve = false;
60
+ reasons.push("reserve is a ZeroPriceFeed");
61
+ } else if (reserve.feed.feed.toLowerCase() === main.feed.feed.toLowerCase()) {
62
+ hasReserve = false;
63
+ reasons.push("reserve is the main feed");
64
+ }
65
+ const reserveSources = hasReserve && reserve ? reserve.sources : [];
66
+ const independence = hasReserve ? independenceOf(main.sources, reserveSources) : 0;
67
+ const reserveKeys = new Set(reserveSources.map((source) => source.key));
68
+ const mainKeys = new Set(main.sources.map((source) => source.key));
69
+ const shared = main.sources.filter((source) => reserveKeys.has(source.key));
70
+ const names = (sources) => [...new Set(sources.map((source) => source.name))];
71
+ if (hasReserve && independence < 1) reasons.push(shared.length > 0 ? `main and reserve share ${names(shared).join(", ")}` : "neither feed reads a price source");
72
+ const unverified = hasReserve && [...main.sources.filter((source) => !reserveKeys.has(source.key)), ...reserveSources.filter((source) => !mainKeys.has(source.key))].some((source) => !source.identified);
73
+ const bounded = BOUNDED_TYPE.test(main.feed.contractType) || reserve !== null && BOUNDED_TYPE.test(reserve.feed.contractType);
74
+ if (!bounded) reasons.push("neither feed is bounded");
75
+ const score = toHalf(Math.max(0, 10 - 6 * (1 - independence) - 5 * (bounded ? 0 : 1)));
76
+ return {
77
+ ...market,
78
+ main: {
79
+ ...main.feed,
80
+ sources: names(main.sources)
81
+ },
82
+ reserve: reserve ? {
83
+ ...reserve.feed,
84
+ sources: names(reserve.sources)
85
+ } : null,
86
+ hasReserve,
87
+ independence,
88
+ bounded,
89
+ sharedSources: names(shared),
90
+ unverified,
91
+ score,
92
+ reasons
93
+ };
94
+ }
95
+ //#endregion
96
+ export { BOUND_WEIGHT, INDEPENDENCE_WEIGHT, scoreMarket };
@@ -0,0 +1,4 @@
1
+ import { BOUND_WEIGHT, INDEPENDENCE_WEIGHT, scoreMarket } from "./formula.js";
2
+ import { runAssetScores } from "./run.js";
3
+ import "./types.js";
4
+ export { BOUND_WEIGHT, INDEPENDENCE_WEIGHT, runAssetScores, scoreMarket };
@@ -0,0 +1,87 @@
1
+ import { classifySources, sourcesByFeed } from "../stress/classify.js";
2
+ import { RATE_FEED_TYPE, readForest, readRateTargets } from "../stress/run.js";
3
+ import { scoreMarket } from "./formula.js";
4
+ //#region src/permissionless/api/oracles/score/run.ts
5
+ /**
6
+ * How a source is told apart from another when two feeds are compared.
7
+ *
8
+ * A named source by its group, since two Chainlink aggregators are one
9
+ * provider failing together. An unnamed one by its contract, since nothing
10
+ * says what else it fails with — so the same contract on both sides is
11
+ * shared, and two different ones are not.
12
+ */
13
+ function toScoreSource(source) {
14
+ return {
15
+ key: source.identified ? `group:${source.group}` : `contract:${source.target}`,
16
+ name: source.group,
17
+ identified: source.identified
18
+ };
19
+ }
20
+ /**
21
+ * Every asset of one chain, scored by how its running markets price it.
22
+ *
23
+ * One read of every oracle's feed tree and one of the LP feeds' rate
24
+ * contracts, both multicalls: the score is a reading of the trees and needs
25
+ * no simulation.
26
+ **/
27
+ async function runAssetScores({ client, chainId, slots, compressor, logger }) {
28
+ const running = slots.filter((slot) => !slot.isShutdown);
29
+ const oracles = [...new Set(running.map((slot) => slot.priceOracle.toLowerCase()))];
30
+ const { nodes, unreadableOracles } = await readForest(client, compressor, oracles);
31
+ for (const oracle of unreadableOracles) logger?.warn(`price oracle ${oracle} of chain ${chainId} would not report its feed tree; the markets on it are not scored`);
32
+ const { targets } = await readRateTargets(client, [...nodes.values()].filter((node) => RATE_FEED_TYPE.test(node.contractType)).map((node) => node.address));
33
+ const { sources } = classifySources(chainId, [...nodes.values()], targets, () => null);
34
+ const byTarget = new Map(sources.filter((source) => source.perturbable).map((source) => [source.target, toScoreSource(source)]));
35
+ const feedOf = (slot) => slot.priceFeed.toLowerCase();
36
+ const reach = sourcesByFeed([...new Set(running.map(feedOf))], nodes, sources);
37
+ const sourcesOf = (feed) => [...reach.get(feed) ?? []].map((target) => byTarget.get(target)).filter((source) => source !== void 0);
38
+ const positions = /* @__PURE__ */ new Map();
39
+ for (const slot of running) {
40
+ const key = `${slot.market.toLowerCase()}:${slot.token.toLowerCase()}`;
41
+ const position = positions.get(key) ?? {};
42
+ position[slot.reserve ? "reserve" : "main"] = slot;
43
+ positions.set(key, position);
44
+ }
45
+ const byAsset = /* @__PURE__ */ new Map();
46
+ for (const { main, reserve } of positions.values()) {
47
+ if (!main || main.isUnderlying) continue;
48
+ const asset = main.token.toLowerCase();
49
+ const entry = byAsset.get(asset) ?? {
50
+ symbol: main.tokenSymbol,
51
+ markets: []
52
+ };
53
+ byAsset.set(asset, entry);
54
+ const mainNode = nodes.get(feedOf(main));
55
+ if (!mainNode) continue;
56
+ if (mainNode.contractType === "PRICE_FEED::ZERO") continue;
57
+ const side = (slot) => ({
58
+ feed: {
59
+ feed: feedOf(slot),
60
+ name: slot.priceFeedName,
61
+ contractType: nodes.get(feedOf(slot))?.contractType ?? ""
62
+ },
63
+ sources: sourcesOf(feedOf(slot))
64
+ });
65
+ entry.markets.push(scoreMarket({
66
+ market: main.market,
67
+ marketName: main.marketName,
68
+ marketConfigurator: main.marketConfigurator,
69
+ curatorName: main.curatorName
70
+ }, side(main), reserve ? side(reserve) : null));
71
+ }
72
+ return [...byAsset].map(([asset, { symbol, markets }]) => {
73
+ const sorted = markets.sort((a, b) => a.score - b.score);
74
+ const worst = sorted[0] ?? null;
75
+ return {
76
+ chainId,
77
+ asset,
78
+ symbol,
79
+ score: worst?.score ?? null,
80
+ unverified: sorted.some((market) => market.unverified),
81
+ worst,
82
+ markets: sorted
83
+ };
84
+ });
85
+ }
86
+ //#endregion
87
+ export { runAssetScores };
@@ -0,0 +1 @@
1
+ export {};