Add draft StickyOracle #2
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src/StickyOracle.sol
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| return type(uint128).max; // TODO: consider better fallback for missing accums | ||
| } | ||
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| function poke() public { |
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| function poke() public { | |
| function poke() external { |
| age = uint32(block.timestamp); | ||
| } | ||
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| function read() external view toll returns (uint128) { |
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To keep consistency with the peek function we should add a require that cur > 0 in this one, or just return true in peek always.
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I also think that peek should probably use pip.peek(), so we make sure it won't revert.
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Yes peek() should be calling pip.peek(), but since pip.read() already reverts when cur is 0 I guess we don't need a require in read().
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Maybe that is assuming too much from the called oracle but yeah not sure, will think about this a bit more.
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| uint256 val_ = val; | ||
| require(val_ > 0, "StickyOracle/not-init"); | ||
| return uint128(val_ * slope_ / RAY); // fallback for missing accumulators |
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Also - maybe it' simpler just to use the last val in this case and not multiply by slope?
| accumulators[day] = acc1 + (acc1 - acc2) * i / (j - i); | ||
| } | ||
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| function poke() external { |
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Wouldn't it be much simpler just to store the timestamp and value of the last first-of-the-day poke? I feel like we are trying to be too smart here with the bef and aft calculations.
I tried to sketch how it would look like (also with saving cap in storage to avoid calculating it on each read/pip):
function poke() {
uint256 today = block.timestamp / 1 days;
AccData memory accToday = accumulators[today];
bool firstPokeToday = accToday.ts == 0;
// get or recompute cap
uint128 cap_;
if (firstPokeToday) {
cap_ = _getCap();
cap = cap_;
} else cap_ = cap;
// update oracle value
uint128 cur = _min(pip.read(), cap_);
val = cur;
age = uint32(block.timestamp);
// update accumulator if needed
if (firstPokeToday) {
AccData memory accLast_ = accLast; // this is from storage
accToday.val = _accLast.val + cur * (block.timestamp - _accLast.ts);
accToday.ts = uint32(block.timestamp);
accumulators[today] = accToday;
accLast = accToday;
}
}
The above assumes we have in storage accLast and cap, where each accumulator entry is a struct with a value and a timestamp.
| uint256 tmrTs = (today + 1) * 1 days; // timestamp on the first second of tomorrow | ||
| if (acc == 0) { // first poke of the day | ||
| uint256 prevDay = age_ / 1 days; | ||
| uint256 bef = val_ * (block.timestamp - (prevDay + 1) * 1 days); // contribution to the accumulator from the previous value |
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is val_ necessarily the previous day's accumulator value? not sure I get this.
| uint256 aft = cur * (tmrTs - block.timestamp); // contribution to the accumulator from the current value, optimistically assuming this will be the last poke of the day | ||
| newAcc = accumulators[prevDay] + bef + aft; | ||
| } else { // not the first poke of the day | ||
| uint256 off = tmrTs - block.timestamp; // period during which the accumulator value needs to be adjusted |
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mmm can we do without the else case? we probably don't want twap related logic on each regular poke.
| } | ||
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| function read() external view toll returns (uint128) { | ||
| return _min(pip.read(), _getCap()); |
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_getCap is pretty heavy to calculate on each oracle read, maybe we can store the result in storage once a day (I tried to to that with my sketching of poke() above).
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