feat: added twap threshold by pool

* feat: added twap threshold by pool

* refactor: renamed cooldown to strategyCooldown

* feat: added ZeroThreshold check

* feat: twapThreshold fallbacks to default

* test: added setTwapThreshold to 0 scenario

Co-authored-by: Weißer Hase <wei3erHase@protonmail.com>

solidity/contracts/DataFeed.sol

@@ -5,7 +5,7 @@ import {PipelineManagement, Governable} from './peripherals/PipelineManagement.s
 import {IDataFeed, IDataFeedStrategy, IUniswapV3Pool, IConnextSenderAdapter, IBridgeSenderAdapter, IOracleSidechain} from '../interfaces/IDataFeed.sol';
 import {Create2Address} from '../libraries/Create2Address.sol';
 
-/// @title The DataFeed interface
+/// @title The DataFeed contract
 /// @notice Queries UniV3Pools, stores history proofs on chain, handles data broadcast
 contract DataFeed is IDataFeed, PipelineManagement {
   /// @inheritdoc IDataFeed

solidity/contracts/DataFeedStrategy.sol

@@ -19,7 +19,9 @@ contract DataFeedStrategy is IDataFeedStrategy, Governable {
   uint32 public strategyCooldown;
 
   /// @inheritdoc IDataFeedStrategy
-  uint24 public twapThreshold;
+  uint24 public defaultTwapThreshold;
+
+  mapping(bytes32 => uint24) internal _twapThreshold;
 
   /// @inheritdoc IDataFeedStrategy
   uint32 public twapLength;
@@ -34,9 +36,9 @@ contract DataFeedStrategy is IDataFeedStrategy, Governable {
   ) Governable(_governor) {
     if (address(_dataFeed) == address(0)) revert ZeroAddress();
     dataFeed = _dataFeed;
-    _setStrategyCooldown(_params.cooldown);
+    _setStrategyCooldown(_params.strategyCooldown);
+    _setDefaultTwapThreshold(_params.defaultTwapThreshold);
     _setTwapLength(_params.twapLength);
-    _setTwapThreshold(_params.twapThreshold);
     _setPeriodDuration(_params.periodDuration);
   }
 
@@ -69,20 +71,31 @@ contract DataFeedStrategy is IDataFeedStrategy, Governable {
   }
 
   /// @inheritdoc IDataFeedStrategy
-  function setTwapLength(uint32 _twapLength) external onlyGovernor {
-    _setTwapLength(_twapLength);
+  function setDefaultTwapThreshold(uint24 _defaultTwapThreshold) external onlyGovernor {
+    _setDefaultTwapThreshold(_defaultTwapThreshold);
+  }
+
+  /// @inheritdoc IDataFeedStrategy
+  function setTwapThreshold(bytes32 _poolSalt, uint24 _poolTwapThreshold) external onlyGovernor {
+    _setTwapThreshold(_poolSalt, _poolTwapThreshold);
   }
 
   /// @inheritdoc IDataFeedStrategy
-  function setTwapThreshold(uint24 _twapThreshold) external onlyGovernor {
-    _setTwapThreshold(_twapThreshold);
+  function setTwapLength(uint32 _twapLength) external onlyGovernor {
+    _setTwapLength(_twapLength);
   }
 
   /// @inheritdoc IDataFeedStrategy
   function setPeriodDuration(uint32 _periodDuration) external onlyGovernor {
     _setPeriodDuration(_periodDuration);
   }
 
+  /// @inheritdoc IDataFeedStrategy
+  function twapThreshold(bytes32 _poolSalt) external view returns (uint24 _poolTwapThreshold) {
+    _poolTwapThreshold = _twapThreshold[_poolSalt];
+    if (_poolTwapThreshold == 0) return defaultTwapThreshold;
+  }
+
   /// @inheritdoc IDataFeedStrategy
   function isStrategic(bytes32 _poolSalt) external view returns (TriggerReason _reason) {
     if (isStrategic(_poolSalt, TriggerReason.TIME)) return TriggerReason.TIME;
@@ -168,9 +181,12 @@ contract DataFeedStrategy is IDataFeedStrategy, Governable {
 
     int24 _oracleArithmeticMeanTick = _computeTwap(_poolTickCumulatives[0], _oracleTickCumulative, _twapLength);
 
+    uint24 _poolTwapThreshold = _twapThreshold[_poolSalt];
+    if (_poolTwapThreshold == 0) _poolTwapThreshold = defaultTwapThreshold;
+
     return
-      _poolArithmeticMeanTick > _oracleArithmeticMeanTick + int24(twapThreshold) ||
-      _poolArithmeticMeanTick < _oracleArithmeticMeanTick - int24(twapThreshold);
+      _poolArithmeticMeanTick > _oracleArithmeticMeanTick + int24(_poolTwapThreshold) ||
+      _poolArithmeticMeanTick < _oracleArithmeticMeanTick - int24(_poolTwapThreshold);
   }
 
   function _computeTwap(
@@ -202,18 +218,25 @@ contract DataFeedStrategy is IDataFeedStrategy, Governable {
     emit StrategyCooldownSet(_strategyCooldown);
   }
 
+  function _setDefaultTwapThreshold(uint24 _defaultTwapThreshold) private {
+    if (_defaultTwapThreshold == 0) revert ZeroThreshold();
+
+    defaultTwapThreshold = _defaultTwapThreshold;
+    emit DefaultTwapThresholdSet(_defaultTwapThreshold);
+  }
+
+  function _setTwapThreshold(bytes32 _poolSalt, uint24 _poolTwapThreshold) private {
+    _twapThreshold[_poolSalt] = _poolTwapThreshold;
+    emit TwapThresholdSet(_poolSalt, _poolTwapThreshold);
+  }
+
   function _setTwapLength(uint32 _twapLength) private {
     if ((_twapLength > strategyCooldown) || (_twapLength < periodDuration)) revert WrongSetting();
 
     twapLength = _twapLength;
     emit TwapLengthSet(_twapLength);
   }
 
-  function _setTwapThreshold(uint24 _twapThreshold) private {
-    twapThreshold = _twapThreshold;
-    emit TwapThresholdSet(_twapThreshold);
-  }
-
   function _setPeriodDuration(uint32 _periodDuration) private {
     if (_periodDuration > twapLength || _periodDuration == 0) revert WrongSetting();
 

solidity/interfaces/IDataFeedStrategy.sol

@@ -21,8 +21,8 @@ interface IDataFeedStrategy is IGovernable {
 
   struct StrategySettings {
     uint32 periodDuration; // Resolution of the oracle, target twap length
-    uint32 cooldown; // Time since last update to wait to time-trigger update
-    uint24 twapThreshold; // Twap difference, in ticks, to twap-trigger update
+    uint32 strategyCooldown; // Time since last update to wait to time-trigger update
+    uint24 defaultTwapThreshold; // Default twap difference, in ticks, to twap-trigger update
     uint32 twapLength; // Twap length, in seconds, used for twap-trigger update
   }
 
@@ -38,8 +38,12 @@ interface IDataFeedStrategy is IGovernable {
   /// @return _strategyCooldown Time in seconds since last update required to time-trigger an update
   function strategyCooldown() external view returns (uint32 _strategyCooldown);
 
+  /// @return _defaultTwapThreshold Default twap difference, in ticks, to twap-trigger an update
+  function defaultTwapThreshold() external view returns (uint24 _defaultTwapThreshold);
+
+  /// @param _poolSalt The pool salt defined by token0 token1 and fee
   /// @return _twapThreshold Twap difference, in ticks, to twap-trigger an update
-  function twapThreshold() external view returns (uint24 _twapThreshold);
+  function twapThreshold(bytes32 _poolSalt) external view returns (uint24 _twapThreshold);
 
   /// @return _twapLength The time length, in seconds, used to calculate twap-trigger
   function twapLength() external view returns (uint32 _twapLength);
@@ -55,14 +59,19 @@ interface IDataFeedStrategy is IGovernable {
   /// @param _strategyCooldown The new job cooldown
   event StrategyCooldownSet(uint32 _strategyCooldown);
 
+  /// @notice Emitted when the owner updates the job default twap threshold percentage
+  /// @param _defaultTwapThreshold The default twap difference threshold used to trigger an update of the oracle
+  event DefaultTwapThresholdSet(uint24 _defaultTwapThreshold);
+
+  /// @notice Emitted when the owner updates the job twap threshold percentage of a pool
+  /// @param _poolSalt The pool salt defined by token0 token1 and fee
+  /// @param _twapThreshold The default twap difference threshold used to trigger an update of the oracle
+  event TwapThresholdSet(bytes32 _poolSalt, uint24 _twapThreshold);
+
   /// @notice Emitted when the owner updates the job twap length
   /// @param _twapLength The new length of the twap used to trigger an update of the oracle
   event TwapLengthSet(uint32 _twapLength);
 
-  /// @notice Emitted when the owner updates the job twap threshold percentage
-  /// @param _twapThreshold The twap difference threshold used to trigger an update of the oracle
-  event TwapThresholdSet(uint24 _twapThreshold);
-
   /// @notice Emitted when the owner updates the job period length
   /// @param _periodDuration The new length of reading resolution periods
   event PeriodDurationSet(uint32 _periodDuration);
@@ -75,6 +84,9 @@ interface IDataFeedStrategy is IGovernable {
   /// @notice Thrown if setting breaks strategyCooldown >= twapLength >= periodDuration
   error WrongSetting();
 
+  /// @notice Thrown if defaultTwapThreshold is set to zero
+  error ZeroThreshold();
+
   // FUNCTIONS
 
   /// @notice Permisionless, used to update the oracle state
@@ -86,14 +98,19 @@ interface IDataFeedStrategy is IGovernable {
   /// @param _strategyCooldown The job cooldown to be set
   function setStrategyCooldown(uint32 _strategyCooldown) external;
 
+  /// @notice Sets the job default twap threshold percentage
+  /// @param _defaultTwapThreshold The default twap difference threshold used to trigger an update of the oracle
+  function setDefaultTwapThreshold(uint24 _defaultTwapThreshold) external;
+
+  /// @notice Sets the job twap threshold percentage of a pool
+  /// @param _poolSalt The pool salt defined by token0 token1 and fee
+  /// @param _twapThreshold The twap difference threshold used to trigger an update of the oracle
+  function setTwapThreshold(bytes32 _poolSalt, uint24 _twapThreshold) external;
+
   /// @notice Sets the job twap length
   /// @param _twapLength The new length of the twap used to trigger an update of the oracle
   function setTwapLength(uint32 _twapLength) external;
 
-  /// @notice Sets the job twap threshold percentage
-  /// @param _twapThreshold The twap difference threshold used to trigger an update of the oracle
-  function setTwapThreshold(uint24 _twapThreshold) external;
-
   /// @notice Sets the job period length
   /// @param _periodDuration The new length of reading resolution periods
   function setPeriodDuration(uint32 _periodDuration) external;

test/e2e/common.ts

@@ -39,8 +39,8 @@ const destinationDomain = 1111;
 const minLastOracleDelta = 900;
 
 const periodDuration = 1200;
-const cooldown = 3600;
-const twapThreshold = 500;
+const strategyCooldown = 3600;
+const defaultTwapThreshold = 500;
 const twapLength = 2400;
 
 export async function setupContracts(): Promise<{
@@ -83,9 +83,9 @@ export async function setupContracts(): Promise<{
 
   const dataFeedStrategy = (await dataFeedStrategyFactory.connect(deployer).deploy(governor.address, dataFeed.address, {
     periodDuration,
-    cooldown,
+    strategyCooldown,
+    defaultTwapThreshold,
     twapLength,
-    twapThreshold,
   })) as DataFeedStrategy;
 
   currentNonce = await ethers.provider.getTransactionCount(deployer.address);