v4.2.0

Oracles

• Add ChainlinkOracleView: An oracle view contract that wraps around a Chainlink feed.

Strategies

Aggregation strategies

• Add MinimumAggregator: An aggregation strategy that returns the minimum price and the total token and quote token liquidity.
• Add MaximumAggregator: An aggregation strategy that returns the maximum price and the total token and quote token liquidity.

Utils

• Add NotAnErc20: An ERC20 implementation meant to be used in Adrastia oracle contracts to provide custom quote token metadata.

v4.2.0-rc.1

Oracles

• Add ChainlinkOracleView: An oracle view contract that wraps around a Chainlink feed.

Strategies

Aggregation strategies

• Add MinimumAggregator: An aggregation strategy that returns the minimum price and the total token and quote token liquidity.
• Add MaximumAggregator: An aggregation strategy that returns the maximum price and the total token and quote token liquidity.

v4.1.0

Accumulators

• Add AaveV3SBAccumulator and CometSBAccumulator
  • Allows for calculations of time-weighted average total supply and borrow amounts for Aave V3 and Compound III (Comet) pools.

v4.1.0-rc.1

Accumulators

• Add AaveV3SBAccumulator and CometSBAccumulator
  • Allows for calculations of time-weighted average total supply and borrow amounts for Aave V3 and Compound III (Comet) pools.

v4.0.0

Interfaces

• Update IAccumulator
  • Add updateDelay function: Returns the minimum delay between updates.
  • Change signatures of changeThresholdSurpassed and updateThresholdSurpassed: Takes update data bytes instead of token addresses.
• Remove IAggregatedOracle: Replaced by IOracleAggregator
• Update IOracle: Removed the Updated event.
• Update ILiquidityAccumulator: The calculateLiquidity function is now a view function instead of pure.
• Update IPriceAccumulator: The calculatePrice function is now a view function instead of pure.
• Add IOracleAggregator interface in replace of IOracleAggregator (stored under contracts/oracles)
  • Adds an Oracle struct that stores decimal information and the oracle address.
  • The getOracles function now returns an array of Oracle structs for a given token. This function is no longer overloaded - the concept of general oracles and token-specific oracles has been hidden.
  • Adds an aggregationStrategy function: It's possible to have a different aggregation strategy for each different token rather than a hardcoded strategy for every token.
  • Adds a validationStrategy function: It's possible to have a different validation strategy for each different token rather than a hardcoded strategy for every token.
  • Adds a minimumResponses function: It's possible to define a minimum number of underlying oracle responses for each different token rather than a hardcoded value for every token.
  • Adds a maximumResponseAge function: It's possible to define a maximum response age of underlying oracle observations rather than a hardcoded value for every token.
• Add IAggregationStrategy (stored under contracts/strategies/aggregation): Allows aggregation logic to be delegated to implementation contracts.
• Add IAveragingStrategy (stored under contracts/strategies/averaging): Allows averaging logic to be delegated to implementation contracts.
• Add IValidationStrategy (stored under contracts/strategies/validation): Allows for observation validation logic (of aggregators) to be delegated to implementation contracts.

Libraries

• Update ObservationLibrary
  • Adds an ObservationMetadata struct: Includes the oracle address.
  • Adds a MetaObservation struct: Combines ObservationMetadata and Observation.
• Add SortingLibrary: A library for sorting uint112 arrays.

Accumulators

• Update AbstractAccumulator
  • Conforms to the updated IAccumulator interface.
  • The updateThreshold function can now be easily overridden (override _updateThreshold).
• Update LiquidityAccumulator and PriceAccumulator
  • Replace the hardcoded averaging strategy with delegation to an IAveragingStrategy interface implementation.
  • Added timestamp verification to updates and updated the ValidationPerformed event to include the provided timestamp.
  • Conforms to the updated IAccumulator interface.
  • The minUpdateDelay function has been renamed to updateDelay to conform with the updated IAccumulator interface
  • The maxUpdateDelay function has been removed (replaced) in favor of the existing heartbeat function.
  • The heartbeat function can now be easily overridden (override _heartbeat).
• Remove GeometricPriceAccumulator, GeometricLiquidityAccumulator, HarmonicPriceAccumulator, HarmonicLiquidityAccumulator, and all subclasses, in favor of delegating to IAveragingStrategy interface implementations.
• Add OffchainPriceAccumulator and OffchainLiquidityAccumulator: Allows for offchain data-feeds.
• Add StaticPriceAccumulator and StaticLiquidityAccumulator: Allows accumulators to report constant values while remaining up-to-date without needing updates.
• Add lending protocol interest rate accumulators for Compound v2, Compound III (Comet), Aave v2, and Aave v3: Allows for calculations of time-weighted average interest rates.
• Add BalancerV2LiquidityAccumulator
• Add BalancerV2WeightedPriceAccumulator
• Add BalancerV2StablePriceAccumulator
• Add AlgebraPriceAccumulator
• Add AlgebraLiquidityAccumulator

Oracles

• Add HistoricalOracle: An abstract implementation of IHistoricalOracle, pulled out of AggregatedOracle for improved readability and extension.
• Rename AggregatedOracle to PeriodicAggregatorOracle
• Add CurrentAggregatorOracle: An IOracleAggregator implementation that functions similarly to accumulators, updating based on price change percentages and heartbeats.
• Add PeriodicPriceAccumulationOracle: An oracle contract similar to PeriodicAccumulationOracle, but with liquidity as constants to save gas.
• Add AbstractAggregatorOracle: An abstract implementation of IOracleAggregator, pulled out of AggregatedOracle so that different aggregator contracts can share common logic.
• Fill buffer metadata space to allow for extension and future use.
• Add HistoricalAggregatorOracle: An abstract oracle that aggregates historical observations from another oracle that implements IHistoricalOracle.
• Add MedianFilteringOracle: An oracle that performs median filtering on the price and liquidity of another oracle that implements IHistoricalOracle.
• Add PriceVolatilityOracle: An oracle that calculates and stores the historical price volatility (using log returns) of another oracle implementing IHistoricalOracle, with the help of VolatilityOracleView.
• Add AggregationPerformed event to the oracle aggregators.
• Remove hardcoded minimum values for observations in the oracle aggregators. These checks are better served in validation strategies.

Oracle views

• Add AccumulatorOracleView: An oracle contract that delegates to the oracle functionality of underlying price and liquidity accumulators.
• Add VolatilityOracleView: A volatility oracle view contract that uses data from an IHistoricalOracle implementation to calculate metrics relating to historical price volatility.

Strategies

Aggregation strategies

• Add AbstractAggregator: A common base for aggregation strategies.
• Add MedianAggregator: Aggregates observations to form a median price and total liquidity.
• Add MeanAggregator: Aggregates observations to form a mean price and total liquidity. It delegates the averaging logic to an IAveragingStrategy implementation.
• Add TokenWeightedMeanAggregator: Aggregates observations to form a token-weighted mean price and total liquidity.
• Add QuoteTokenWeightedMeanAggregator: Aggregates observations to form a quote token-weighted mean price and total liquidity. This is the same strategy that the old AggregatedOracle contract used.

Averaging strategies

• Add AbstractAveraging: A common base for averaging strategies.
• Add ArithmeticAveraging: Computes averages using the arithmetic mean.
• Add GeometricAveraging: Computes averages using the geometric mean.
• Add HarmonicAveraging: Computes averages using the harmonic mean.
• Add HarmonicAveragingWS80: Like HarmonicAveraging, but shifts weights to the left by 80 bits.
• Add HarmonicAveragingWS140: Like HarmonicAveraging, but shifts weights to the left by 140 bits.
• Add HarmonicAveragingWS192: Like HarmonicAveraging, but shifts weights to the left by 192 bits.

Validation strategies

• Add DefaultValidation: Validates observations against three conditions - minimum token liquidity value, minimum quote token liquidity, and liquidity distribution. It uses the same validation as the old AggregatedOracle contract.

Note: Delegation refers to the software engineering delegation pattern rather than the EVM's delegation functionality.

v4.0.0-beta.8

Oracles

• Improve aggregator oracle validation and aggregation.
  • Timestamps for the underlying oracle observations are included for use in validation and aggregation strategies.
  • Aggregation results are now validated if a validation strategy is present.

v4.0.0-beta.7

Accumulators

• Modify Balancer accumulators to check for pause status instead of recovery mode.
• Mark various functions as virtual.

v4.0.0-beta.6

Accumulators

• Add AlgebraPriceAccumulator
• Add AlgebraLiquidityAccumulator

v4.0.0-beta.5

Oracles

• Add AggregationPerformed event to the oracle aggregators.
• Fix PriceVolatilityOracle#needsUpdate bug: The fix recognizes that it takes amount+1 observations to perform an update.
• Remove hardcoded minimum values for observations in the oracle aggregators. These checks are better served in validation strategies.

Strategies

• Add hardcoded minimum values for observations in DefaultValidation. These replace the checks in the oracle aggregators.

v4.0.0-beta.4

Accumulators

• Fix Balancer accumulators issue: not all pools support recovery mode.