Contract
0x7DA1b58f0A7cBb70f756A01412842D5a8796454E
9
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Balance:
0 ETH
ETH Value:
$0.00
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Contract Name:
VolatilityEngine
Compiler Version
v0.8.18+commit.87f61d96
Contract Source Code (Solidity Standard Json-Input format)
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (access/AccessControl.sol) pragma solidity ^0.8.0; import "./IAccessControl.sol"; import "../utils/Context.sol"; import "../utils/Strings.sol"; import "../utils/introspection/ERC165.sol"; /** * @dev Contract module that allows children to implement role-based access * control mechanisms. This is a lightweight version that doesn't allow enumerating role * members except through off-chain means by accessing the contract event logs. Some * applications may benefit from on-chain enumerability, for those cases see * {AccessControlEnumerable}. * * Roles are referred to by their `bytes32` identifier. These should be exposed * in the external API and be unique. The best way to achieve this is by * using `public constant` hash digests: * * ``` * bytes32 public constant MY_ROLE = keccak256("MY_ROLE"); * ``` * * Roles can be used to represent a set of permissions. To restrict access to a * function call, use {hasRole}: * * ``` * function foo() public { * require(hasRole(MY_ROLE, msg.sender)); * ... * } * ``` * * Roles can be granted and revoked dynamically via the {grantRole} and * {revokeRole} functions. Each role has an associated admin role, and only * accounts that have a role's admin role can call {grantRole} and {revokeRole}. * * By default, the admin role for all roles is `DEFAULT_ADMIN_ROLE`, which means * that only accounts with this role will be able to grant or revoke other * roles. More complex role relationships can be created by using * {_setRoleAdmin}. * * WARNING: The `DEFAULT_ADMIN_ROLE` is also its own admin: it has permission to * grant and revoke this role. Extra precautions should be taken to secure * accounts that have been granted it. */ abstract contract AccessControl is Context, IAccessControl, ERC165 { struct RoleData { mapping(address => bool) members; bytes32 adminRole; } mapping(bytes32 => RoleData) private _roles; bytes32 public constant DEFAULT_ADMIN_ROLE = 0x00; /** * @dev Modifier that checks that an account has a specific role. Reverts * with a standardized message including the required role. * * The format of the revert reason is given by the following regular expression: * * /^AccessControl: account (0x[0-9a-f]{40}) is missing role (0x[0-9a-f]{64})$/ * * _Available since v4.1._ */ modifier onlyRole(bytes32 role) { _checkRole(role); _; } /** * @dev See {IERC165-supportsInterface}. */ function supportsInterface(bytes4 interfaceId) public view virtual override returns (bool) { return interfaceId == type(IAccessControl).interfaceId || super.supportsInterface(interfaceId); } /** * @dev Returns `true` if `account` has been granted `role`. */ function hasRole(bytes32 role, address account) public view virtual override returns (bool) { return _roles[role].members[account]; } /** * @dev Revert with a standard message if `_msgSender()` is missing `role`. * Overriding this function changes the behavior of the {onlyRole} modifier. * * Format of the revert message is described in {_checkRole}. * * _Available since v4.6._ */ function _checkRole(bytes32 role) internal view virtual { _checkRole(role, _msgSender()); } /** * @dev Revert with a standard message if `account` is missing `role`. * * The format of the revert reason is given by the following regular expression: * * /^AccessControl: account (0x[0-9a-f]{40}) is missing role (0x[0-9a-f]{64})$/ */ function _checkRole(bytes32 role, address account) internal view virtual { if (!hasRole(role, account)) { revert( string( abi.encodePacked( "AccessControl: account ", Strings.toHexString(account), " is missing role ", Strings.toHexString(uint256(role), 32) ) ) ); } } /** * @dev Returns the admin role that controls `role`. See {grantRole} and * {revokeRole}. * * To change a role's admin, use {_setRoleAdmin}. */ function getRoleAdmin(bytes32 role) public view virtual override returns (bytes32) { return _roles[role].adminRole; } /** * @dev Grants `role` to `account`. * * If `account` had not been already granted `role`, emits a {RoleGranted} * event. * * Requirements: * * - the caller must have ``role``'s admin role. * * May emit a {RoleGranted} event. */ function grantRole(bytes32 role, address account) public virtual override onlyRole(getRoleAdmin(role)) { _grantRole(role, account); } /** * @dev Revokes `role` from `account`. * * If `account` had been granted `role`, emits a {RoleRevoked} event. * * Requirements: * * - the caller must have ``role``'s admin role. * * May emit a {RoleRevoked} event. */ function revokeRole(bytes32 role, address account) public virtual override onlyRole(getRoleAdmin(role)) { _revokeRole(role, account); } /** * @dev Revokes `role` from the calling account. * * Roles are often managed via {grantRole} and {revokeRole}: this function's * purpose is to provide a mechanism for accounts to lose their privileges * if they are compromised (such as when a trusted device is misplaced). * * If the calling account had been revoked `role`, emits a {RoleRevoked} * event. * * Requirements: * * - the caller must be `account`. * * May emit a {RoleRevoked} event. */ function renounceRole(bytes32 role, address account) public virtual override { require(account == _msgSender(), "AccessControl: can only renounce roles for self"); _revokeRole(role, account); } /** * @dev Grants `role` to `account`. * * If `account` had not been already granted `role`, emits a {RoleGranted} * event. Note that unlike {grantRole}, this function doesn't perform any * checks on the calling account. * * May emit a {RoleGranted} event. * * [WARNING] * ==== * This function should only be called from the constructor when setting * up the initial roles for the system. * * Using this function in any other way is effectively circumventing the admin * system imposed by {AccessControl}. * ==== * * NOTE: This function is deprecated in favor of {_grantRole}. */ function _setupRole(bytes32 role, address account) internal virtual { _grantRole(role, account); } /** * @dev Sets `adminRole` as ``role``'s admin role. * * Emits a {RoleAdminChanged} event. */ function _setRoleAdmin(bytes32 role, bytes32 adminRole) internal virtual { bytes32 previousAdminRole = getRoleAdmin(role); _roles[role].adminRole = adminRole; emit RoleAdminChanged(role, previousAdminRole, adminRole); } /** * @dev Grants `role` to `account`. * * Internal function without access restriction. * * May emit a {RoleGranted} event. */ function _grantRole(bytes32 role, address account) internal virtual { if (!hasRole(role, account)) { _roles[role].members[account] = true; emit RoleGranted(role, account, _msgSender()); } } /** * @dev Revokes `role` from `account`. * * Internal function without access restriction. * * May emit a {RoleRevoked} event. */ function _revokeRole(bytes32 role, address account) internal virtual { if (hasRole(role, account)) { _roles[role].members[account] = false; emit RoleRevoked(role, account, _msgSender()); } } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (access/IAccessControl.sol) pragma solidity ^0.8.0; /** * @dev External interface of AccessControl declared to support ERC165 detection. */ interface IAccessControl { /** * @dev Emitted when `newAdminRole` is set as ``role``'s admin role, replacing `previousAdminRole` * * `DEFAULT_ADMIN_ROLE` is the starting admin for all roles, despite * {RoleAdminChanged} not being emitted signaling this. * * _Available since v3.1._ */ event RoleAdminChanged(bytes32 indexed role, bytes32 indexed previousAdminRole, bytes32 indexed newAdminRole); /** * @dev Emitted when `account` is granted `role`. * * `sender` is the account that originated the contract call, an admin role * bearer except when using {AccessControl-_setupRole}. */ event RoleGranted(bytes32 indexed role, address indexed account, address indexed sender); /** * @dev Emitted when `account` is revoked `role`. * * `sender` is the account that originated the contract call: * - if using `revokeRole`, it is the admin role bearer * - if using `renounceRole`, it is the role bearer (i.e. `account`) */ event RoleRevoked(bytes32 indexed role, address indexed account, address indexed sender); /** * @dev Returns `true` if `account` has been granted `role`. */ function hasRole(bytes32 role, address account) external view returns (bool); /** * @dev Returns the admin role that controls `role`. See {grantRole} and * {revokeRole}. * * To change a role's admin, use {AccessControl-_setRoleAdmin}. */ function getRoleAdmin(bytes32 role) external view returns (bytes32); /** * @dev Grants `role` to `account`. * * If `account` had not been already granted `role`, emits a {RoleGranted} * event. * * Requirements: * * - the caller must have ``role``'s admin role. */ function grantRole(bytes32 role, address account) external; /** * @dev Revokes `role` from `account`. * * If `account` had been granted `role`, emits a {RoleRevoked} event. * * Requirements: * * - the caller must have ``role``'s admin role. */ function revokeRole(bytes32 role, address account) external; /** * @dev Revokes `role` from the calling account. * * Roles are often managed via {grantRole} and {revokeRole}: this function's * purpose is to provide a mechanism for accounts to lose their privileges * if they are compromised (such as when a trusted device is misplaced). * * If the calling account had been granted `role`, emits a {RoleRevoked} * event. * * Requirements: * * - the caller must be `account`. */ function renounceRole(bytes32 role, address account) external; }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/Context.sol) pragma solidity ^0.8.0; /** * @dev Provides information about the current execution context, including the * sender of the transaction and its data. While these are generally available * via msg.sender and msg.data, they should not be accessed in such a direct * manner, since when dealing with meta-transactions the account sending and * paying for execution may not be the actual sender (as far as an application * is concerned). * * This contract is only required for intermediate, library-like contracts. */ abstract contract Context { function _msgSender() internal view virtual returns (address) { return msg.sender; } function _msgData() internal view virtual returns (bytes calldata) { return msg.data; } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (utils/Strings.sol) pragma solidity ^0.8.0; import "./math/Math.sol"; /** * @dev String operations. */ library Strings { bytes16 private constant _SYMBOLS = "0123456789abcdef"; uint8 private constant _ADDRESS_LENGTH = 20; /** * @dev Converts a `uint256` to its ASCII `string` decimal representation. */ function toString(uint256 value) internal pure returns (string memory) { unchecked { uint256 length = Math.log10(value) + 1; string memory buffer = new string(length); uint256 ptr; /// @solidity memory-safe-assembly assembly { ptr := add(buffer, add(32, length)) } while (true) { ptr--; /// @solidity memory-safe-assembly assembly { mstore8(ptr, byte(mod(value, 10), _SYMBOLS)) } value /= 10; if (value == 0) break; } return buffer; } } /** * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation. */ function toHexString(uint256 value) internal pure returns (string memory) { unchecked { return toHexString(value, Math.log256(value) + 1); } } /** * @dev Converts a `uint256` to its ASCII `string` hexadecimal representation with fixed length. */ function toHexString(uint256 value, uint256 length) internal pure returns (string memory) { bytes memory buffer = new bytes(2 * length + 2); buffer[0] = "0"; buffer[1] = "x"; for (uint256 i = 2 * length + 1; i > 1; --i) { buffer[i] = _SYMBOLS[value & 0xf]; value >>= 4; } require(value == 0, "Strings: hex length insufficient"); return string(buffer); } /** * @dev Converts an `address` with fixed length of 20 bytes to its not checksummed ASCII `string` hexadecimal representation. */ function toHexString(address addr) internal pure returns (string memory) { return toHexString(uint256(uint160(addr)), _ADDRESS_LENGTH); } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/introspection/ERC165.sol) pragma solidity ^0.8.0; import "./IERC165.sol"; /** * @dev Implementation of the {IERC165} interface. * * Contracts that want to implement ERC165 should inherit from this contract and override {supportsInterface} to check * for the additional interface id that will be supported. For example: * * ```solidity * function supportsInterface(bytes4 interfaceId) public view virtual override returns (bool) { * return interfaceId == type(MyInterface).interfaceId || super.supportsInterface(interfaceId); * } * ``` * * Alternatively, {ERC165Storage} provides an easier to use but more expensive implementation. */ abstract contract ERC165 is IERC165 { /** * @dev See {IERC165-supportsInterface}. */ function supportsInterface(bytes4 interfaceId) public view virtual override returns (bool) { return interfaceId == type(IERC165).interfaceId; } }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts v4.4.1 (utils/introspection/IERC165.sol) pragma solidity ^0.8.0; /** * @dev Interface of the ERC165 standard, as defined in the * https://eips.ethereum.org/EIPS/eip-165[EIP]. * * Implementers can declare support of contract interfaces, which can then be * queried by others ({ERC165Checker}). * * For an implementation, see {ERC165}. */ interface IERC165 { /** * @dev Returns true if this contract implements the interface defined by * `interfaceId`. See the corresponding * https://eips.ethereum.org/EIPS/eip-165#how-interfaces-are-identified[EIP section] * to learn more about how these ids are created. * * This function call must use less than 30 000 gas. */ function supportsInterface(bytes4 interfaceId) external view returns (bool); }
// SPDX-License-Identifier: MIT // OpenZeppelin Contracts (last updated v4.8.0) (utils/math/Math.sol) pragma solidity ^0.8.0; /** * @dev Standard math utilities missing in the Solidity language. */ library Math { enum Rounding { Down, // Toward negative infinity Up, // Toward infinity Zero // Toward zero } /** * @dev Returns the largest of two numbers. */ function max(uint256 a, uint256 b) internal pure returns (uint256) { return a > b ? a : b; } /** * @dev Returns the smallest of two numbers. */ function min(uint256 a, uint256 b) internal pure returns (uint256) { return a < b ? a : b; } /** * @dev Returns the average of two numbers. The result is rounded towards * zero. */ function average(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b) / 2 can overflow. return (a & b) + (a ^ b) / 2; } /** * @dev Returns the ceiling of the division of two numbers. * * This differs from standard division with `/` in that it rounds up instead * of rounding down. */ function ceilDiv(uint256 a, uint256 b) internal pure returns (uint256) { // (a + b - 1) / b can overflow on addition, so we distribute. return a == 0 ? 0 : (a - 1) / b + 1; } /** * @notice Calculates floor(x * y / denominator) with full precision. Throws if result overflows a uint256 or denominator == 0 * @dev Original credit to Remco Bloemen under MIT license (https://xn--2-umb.com/21/muldiv) * with further edits by Uniswap Labs also under MIT license. */ function mulDiv( uint256 x, uint256 y, uint256 denominator ) internal pure returns (uint256 result) { unchecked { // 512-bit multiply [prod1 prod0] = x * y. Compute the product mod 2^256 and mod 2^256 - 1, then use // use the Chinese Remainder Theorem to reconstruct the 512 bit result. The result is stored in two 256 // variables such that product = prod1 * 2^256 + prod0. uint256 prod0; // Least significant 256 bits of the product uint256 prod1; // Most significant 256 bits of the product assembly { let mm := mulmod(x, y, not(0)) prod0 := mul(x, y) prod1 := sub(sub(mm, prod0), lt(mm, prod0)) } // Handle non-overflow cases, 256 by 256 division. if (prod1 == 0) { return prod0 / denominator; } // Make sure the result is less than 2^256. Also prevents denominator == 0. require(denominator > prod1); /////////////////////////////////////////////// // 512 by 256 division. /////////////////////////////////////////////// // Make division exact by subtracting the remainder from [prod1 prod0]. uint256 remainder; assembly { // Compute remainder using mulmod. remainder := mulmod(x, y, denominator) // Subtract 256 bit number from 512 bit number. prod1 := sub(prod1, gt(remainder, prod0)) prod0 := sub(prod0, remainder) } // Factor powers of two out of denominator and compute largest power of two divisor of denominator. Always >= 1. // See https://cs.stackexchange.com/q/138556/92363. // Does not overflow because the denominator cannot be zero at this stage in the function. uint256 twos = denominator & (~denominator + 1); assembly { // Divide denominator by twos. denominator := div(denominator, twos) // Divide [prod1 prod0] by twos. prod0 := div(prod0, twos) // Flip twos such that it is 2^256 / twos. If twos is zero, then it becomes one. twos := add(div(sub(0, twos), twos), 1) } // Shift in bits from prod1 into prod0. prod0 |= prod1 * twos; // Invert denominator mod 2^256. Now that denominator is an odd number, it has an inverse modulo 2^256 such // that denominator * inv = 1 mod 2^256. Compute the inverse by starting with a seed that is correct for // four bits. That is, denominator * inv = 1 mod 2^4. uint256 inverse = (3 * denominator) ^ 2; // Use the Newton-Raphson iteration to improve the precision. Thanks to Hensel's lifting lemma, this also works // in modular arithmetic, doubling the correct bits in each step. inverse *= 2 - denominator * inverse; // inverse mod 2^8 inverse *= 2 - denominator * inverse; // inverse mod 2^16 inverse *= 2 - denominator * inverse; // inverse mod 2^32 inverse *= 2 - denominator * inverse; // inverse mod 2^64 inverse *= 2 - denominator * inverse; // inverse mod 2^128 inverse *= 2 - denominator * inverse; // inverse mod 2^256 // Because the division is now exact we can divide by multiplying with the modular inverse of denominator. // This will give us the correct result modulo 2^256. Since the preconditions guarantee that the outcome is // less than 2^256, this is the final result. We don't need to compute the high bits of the result and prod1 // is no longer required. result = prod0 * inverse; return result; } } /** * @notice Calculates x * y / denominator with full precision, following the selected rounding direction. */ function mulDiv( uint256 x, uint256 y, uint256 denominator, Rounding rounding ) internal pure returns (uint256) { uint256 result = mulDiv(x, y, denominator); if (rounding == Rounding.Up && mulmod(x, y, denominator) > 0) { result += 1; } return result; } /** * @dev Returns the square root of a number. If the number is not a perfect square, the value is rounded down. * * Inspired by Henry S. Warren, Jr.'s "Hacker's Delight" (Chapter 11). */ function sqrt(uint256 a) internal pure returns (uint256) { if (a == 0) { return 0; } // For our first guess, we get the biggest power of 2 which is smaller than the square root of the target. // // We know that the "msb" (most significant bit) of our target number `a` is a power of 2 such that we have // `msb(a) <= a < 2*msb(a)`. This value can be written `msb(a)=2**k` with `k=log2(a)`. // // This can be rewritten `2**log2(a) <= a < 2**(log2(a) + 1)` // → `sqrt(2**k) <= sqrt(a) < sqrt(2**(k+1))` // → `2**(k/2) <= sqrt(a) < 2**((k+1)/2) <= 2**(k/2 + 1)` // // Consequently, `2**(log2(a) / 2)` is a good first approximation of `sqrt(a)` with at least 1 correct bit. uint256 result = 1 << (log2(a) >> 1); // At this point `result` is an estimation with one bit of precision. We know the true value is a uint128, // since it is the square root of a uint256. Newton's method converges quadratically (precision doubles at // every iteration). We thus need at most 7 iteration to turn our partial result with one bit of precision // into the expected uint128 result. unchecked { result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; result = (result + a / result) >> 1; return min(result, a / result); } } /** * @notice Calculates sqrt(a), following the selected rounding direction. */ function sqrt(uint256 a, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = sqrt(a); return result + (rounding == Rounding.Up && result * result < a ? 1 : 0); } } /** * @dev Return the log in base 2, rounded down, of a positive value. * Returns 0 if given 0. */ function log2(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 128; } if (value >> 64 > 0) { value >>= 64; result += 64; } if (value >> 32 > 0) { value >>= 32; result += 32; } if (value >> 16 > 0) { value >>= 16; result += 16; } if (value >> 8 > 0) { value >>= 8; result += 8; } if (value >> 4 > 0) { value >>= 4; result += 4; } if (value >> 2 > 0) { value >>= 2; result += 2; } if (value >> 1 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 2, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log2(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log2(value); return result + (rounding == Rounding.Up && 1 << result < value ? 1 : 0); } } /** * @dev Return the log in base 10, rounded down, of a positive value. * Returns 0 if given 0. */ function log10(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >= 10**64) { value /= 10**64; result += 64; } if (value >= 10**32) { value /= 10**32; result += 32; } if (value >= 10**16) { value /= 10**16; result += 16; } if (value >= 10**8) { value /= 10**8; result += 8; } if (value >= 10**4) { value /= 10**4; result += 4; } if (value >= 10**2) { value /= 10**2; result += 2; } if (value >= 10**1) { result += 1; } } return result; } /** * @dev Return the log in base 10, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log10(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log10(value); return result + (rounding == Rounding.Up && 10**result < value ? 1 : 0); } } /** * @dev Return the log in base 256, rounded down, of a positive value. * Returns 0 if given 0. * * Adding one to the result gives the number of pairs of hex symbols needed to represent `value` as a hex string. */ function log256(uint256 value) internal pure returns (uint256) { uint256 result = 0; unchecked { if (value >> 128 > 0) { value >>= 128; result += 16; } if (value >> 64 > 0) { value >>= 64; result += 8; } if (value >> 32 > 0) { value >>= 32; result += 4; } if (value >> 16 > 0) { value >>= 16; result += 2; } if (value >> 8 > 0) { result += 1; } } return result; } /** * @dev Return the log in base 10, following the selected rounding direction, of a positive value. * Returns 0 if given 0. */ function log256(uint256 value, Rounding rounding) internal pure returns (uint256) { unchecked { uint256 result = log256(value); return result + (rounding == Rounding.Up && 1 << (result * 8) < value ? 1 : 0); } } }
// SPDX-License-Identifier: UNLICENSED pragma solidity =0.8.18; // Contracts import {AccessControl} from "@openzeppelin/contracts/access/AccessControl.sol"; interface ISsovV3 { function currentEpoch() external view returns (uint256 epoch); function getEpochTimes( uint256 epoch ) external view returns (uint256 start, uint256 end); } /// @title Volatility Engine /// @author witherblock /// @notice This contract stores the volatility of different tokens (token periods) for all Dopex Products contract VolatilityEngine is AccessControl { /*==== PUBLIC VARS ====*/ /// @dev Keeper Role bytes32 public constant KEEPER_ROLE = keccak256("KEEPER_ROLE"); /// @dev DEFAULT_HEARTBEAT of 60 minutes ensures that the volatility data does not remain stale with any new volatility tracking for any token(and token period) uint256 public constant DEFAULT_HEARTBEAT = 60 minutes; /// @dev SSOV address => id /// This mapping is required to allow the use of the deprecated getVolatility mapping(address => bytes32) public ssovToId; /// @dev id => heartbeat mapping(bytes32 => uint256) public heartbeats; /// @dev id => expiry => strike => Volatility mapping(bytes32 => mapping(uint256 => mapping(uint256 => Volatility))) public volatilities; /// @dev id => isFlatVolatility mapping(bytes32 => bool) public isFlatVolatility; /// @dev id => Volatility mapping(bytes32 => Volatility) public flatVolatilities; struct Volatility { /// @dev the volatility uint256 volatility; /// @dev last updated at timestamp uint256 lastUpdated; } /*==== EVENTS ====*/ /// @notice The event is emitted on setting an ssov to an id /// @param id id /// @param ssov ssov event SetSsovToId(bytes32 id, address ssov); /// @notice The event is emitted on setting heartbeat for an id /// @param id id /// @param heartbeat heartbeat event SetHeartbeat(bytes32 id, uint256 heartbeat); /// @notice The event is emitted on setting if an id is using flat volatilities /// @param id id /// @param isFlatVolatility isFlatVolatility event SetIsFlatVolatility(bytes32 id, bool isFlatVolatility); /// @notice The event is emitted on updating of a volatility for an id /// @param id id /// @param expiry expiry /// @param strikes the strikes /// @param vols the volatilites event VolatilityUpdated( bytes32 id, uint256 expiry, uint256[] strikes, uint256[] vols ); /// @notice The event is emitted on updating of a flat volatility for an id /// @param id id /// @param vol volatility event FlatVolatilityUpdated(bytes32 id, uint256 vol); /*==== ERRORS ====*/ /// @notice Emitted if the heartbeat of a certain volatility is not met error HeartbeatNotFulfilled(); /*==== CONSTRUCTOR ====*/ constructor() { _setupRole(DEFAULT_ADMIN_ROLE, msg.sender); } /*==== SETTER FUNCTIONS (ONLY ADMIN) ====*/ /// @notice Set ssovs to an id /// @param _ssov ssov address /// @param _id id function setSsovToId( bytes32 _id, address _ssov ) external onlyRole(DEFAULT_ADMIN_ROLE) { ssovToId[_ssov] = _id; emit SetSsovToId(_id, _ssov); } /// @notice Set heartbeat for an id /// @param _id id /// @param _heartbeat heartbeat function setHeartbeat( bytes32 _id, uint256 _heartbeat ) external onlyRole(DEFAULT_ADMIN_ROLE) { heartbeats[_id] = _heartbeat; emit SetHeartbeat(_id, _heartbeat); } /// @notice Set isFlatVolatility for an id /// @param _id id /// @param _isFlatVolatility isFlatVolatility function setIsFlatVolatility( bytes32 _id, bool _isFlatVolatility ) external onlyRole(DEFAULT_ADMIN_ROLE) { isFlatVolatility[_id] = _isFlatVolatility; emit SetIsFlatVolatility(_id, _isFlatVolatility); } /*==== KEEPER FUNCTIONS (ONLY KEEPER) ====*/ /** * @notice Updates the volatility * @param _id id * @param _expiry expiry * @param _strikes strikes * @param _vols volatilities */ function updateVolatility( bytes32 _id, uint256 _expiry, uint256[] memory _strikes, uint256[] memory _vols ) public onlyRole(KEEPER_ROLE) { require(_strikes.length == _vols.length, "Input lengths must match"); require( !isFlatVolatility[_id], "Use updateFlatVolatility to update flat volatilities" ); uint256 blockTimestamp = block.timestamp; uint256 strikesLength = _strikes.length; for (uint256 i; i < strikesLength; ) { require(_vols[i] > 0, "Volatility cannot be 0"); volatilities[_id][_expiry][_strikes[i]] = Volatility({ volatility: _vols[i], lastUpdated: blockTimestamp }); unchecked { ++i; } } emit VolatilityUpdated(_id, _expiry, _strikes, _vols); } /** * @notice Batch updates the volatility * @param _ids ids * @param _expiries expiries * @param _strikes strikes * @param _vols volatilities */ function batchUpdateVolatilities( bytes32[] memory _ids, uint256[] memory _expiries, uint256[][] memory _strikes, uint256[][] memory _vols ) external onlyRole(KEEPER_ROLE) { require(_ids.length == _expiries.length, "Input lengths must match"); uint256 idsLength = _ids.length; for (uint256 i; i < idsLength; ) { updateVolatility(_ids[i], _expiries[i], _strikes[i], _vols[i]); unchecked { ++i; } } } /** * @notice Updates the volatility * @param _id id * @param _vol volatility */ function updateFlatVolatility( bytes32 _id, uint256 _vol ) public onlyRole(KEEPER_ROLE) { require( isFlatVolatility[_id], "Use updateVolatility to update non flat volatilities" ); flatVolatilities[_id] = Volatility({ volatility: _vol, lastUpdated: block.timestamp }); emit FlatVolatilityUpdated(_id, _vol); } /** * @notice Batch updates flat volatilities * @param _ids ids * @param _vols volatilities */ function batchUpdateFlatVolatilities( bytes32[] memory _ids, uint256[] memory _vols ) public onlyRole(KEEPER_ROLE) { require(_ids.length == _vols.length, "Input lengths must match"); uint256 idsLength = _ids.length; for (uint256 i; i < idsLength; ) { updateFlatVolatility(_ids[i], _vols[i]); unchecked { ++i; } } } /*==== VIEWS ====*/ /** * @notice Gets the volatility of a strike * @param _id id * @param _expiry expiry * @param _strike strike * @return volatility */ function getVolatility( bytes32 _id, uint256 _expiry, uint256 _strike ) external view returns (uint256) { Volatility memory vol; if (isFlatVolatility[_id]) { vol = flatVolatilities[_id]; } else { vol = volatilities[_id][_expiry][_strike]; } uint256 _heartbeat = heartbeats[_id] > 0 ? heartbeats[_id] : DEFAULT_HEARTBEAT; if (block.timestamp > vol.lastUpdated + _heartbeat) { revert HeartbeatNotFulfilled(); } return vol.volatility; } /** * @notice DEPRECATED Gets the volatility of a strike for an ssov * @param _strike strike * @return volatility */ function getVolatility(uint256 _strike) external view returns (uint256) { bytes32 id = ssovToId[msg.sender]; Volatility memory vol; if (isFlatVolatility[id]) { vol = flatVolatilities[id]; } else { uint256 epoch = ISsovV3(msg.sender).currentEpoch(); (, uint256 expiry) = ISsovV3(msg.sender).getEpochTimes(epoch); vol = volatilities[id][expiry][_strike]; } uint256 _heartbeat = heartbeats[id] > 0 ? heartbeats[id] : DEFAULT_HEARTBEAT; if (block.timestamp > vol.lastUpdated + _heartbeat) { revert HeartbeatNotFulfilled(); } return vol.volatility; } }
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[{"inputs":[],"stateMutability":"nonpayable","type":"constructor"},{"inputs":[],"name":"HeartbeatNotFulfilled","type":"error"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bytes32","name":"id","type":"bytes32"},{"indexed":false,"internalType":"uint256","name":"vol","type":"uint256"}],"name":"FlatVolatilityUpdated","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"bytes32","name":"role","type":"bytes32"},{"indexed":true,"internalType":"bytes32","name":"previousAdminRole","type":"bytes32"},{"indexed":true,"internalType":"bytes32","name":"newAdminRole","type":"bytes32"}],"name":"RoleAdminChanged","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"bytes32","name":"role","type":"bytes32"},{"indexed":true,"internalType":"address","name":"account","type":"address"},{"indexed":true,"internalType":"address","name":"sender","type":"address"}],"name":"RoleGranted","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"bytes32","name":"role","type":"bytes32"},{"indexed":true,"internalType":"address","name":"account","type":"address"},{"indexed":true,"internalType":"address","name":"sender","type":"address"}],"name":"RoleRevoked","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bytes32","name":"id","type":"bytes32"},{"indexed":false,"internalType":"uint256","name":"heartbeat","type":"uint256"}],"name":"SetHeartbeat","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bytes32","name":"id","type":"bytes32"},{"indexed":false,"internalType":"bool","name":"isFlatVolatility","type":"bool"}],"name":"SetIsFlatVolatility","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bytes32","name":"id","type":"bytes32"},{"indexed":false,"internalType":"address","name":"ssov","type":"address"}],"name":"SetSsovToId","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"bytes32","name":"id","type":"bytes32"},{"indexed":false,"internalType":"uint256","name":"expiry","type":"uint256"},{"indexed":false,"internalType":"uint256[]","name":"strikes","type":"uint256[]"},{"indexed":false,"internalType":"uint256[]","name":"vols","type":"uint256[]"}],"name":"VolatilityUpdated","type":"event"},{"inputs":[],"name":"DEFAULT_ADMIN_ROLE","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"DEFAULT_HEARTBEAT","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"KEEPER_ROLE","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32[]","name":"_ids","type":"bytes32[]"},{"internalType":"uint256[]","name":"_vols","type":"uint256[]"}],"name":"batchUpdateFlatVolatilities","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32[]","name":"_ids","type":"bytes32[]"},{"internalType":"uint256[]","name":"_expiries","type":"uint256[]"},{"internalType":"uint256[][]","name":"_strikes","type":"uint256[][]"},{"internalType":"uint256[][]","name":"_vols","type":"uint256[][]"}],"name":"batchUpdateVolatilities","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"name":"flatVolatilities","outputs":[{"internalType":"uint256","name":"volatility","type":"uint256"},{"internalType":"uint256","name":"lastUpdated","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"role","type":"bytes32"}],"name":"getRoleAdmin","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"uint256","name":"_expiry","type":"uint256"},{"internalType":"uint256","name":"_strike","type":"uint256"}],"name":"getVolatility","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"uint256","name":"_strike","type":"uint256"}],"name":"getVolatility","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"role","type":"bytes32"},{"internalType":"address","name":"account","type":"address"}],"name":"grantRole","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"role","type":"bytes32"},{"internalType":"address","name":"account","type":"address"}],"name":"hasRole","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"name":"heartbeats","outputs":[{"internalType":"uint256","name":"","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"name":"isFlatVolatility","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"role","type":"bytes32"},{"internalType":"address","name":"account","type":"address"}],"name":"renounceRole","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"role","type":"bytes32"},{"internalType":"address","name":"account","type":"address"}],"name":"revokeRole","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"uint256","name":"_heartbeat","type":"uint256"}],"name":"setHeartbeat","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"bool","name":"_isFlatVolatility","type":"bool"}],"name":"setIsFlatVolatility","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"address","name":"_ssov","type":"address"}],"name":"setSsovToId","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"","type":"address"}],"name":"ssovToId","outputs":[{"internalType":"bytes32","name":"","type":"bytes32"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes4","name":"interfaceId","type":"bytes4"}],"name":"supportsInterface","outputs":[{"internalType":"bool","name":"","type":"bool"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"uint256","name":"_vol","type":"uint256"}],"name":"updateFlatVolatility","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"_id","type":"bytes32"},{"internalType":"uint256","name":"_expiry","type":"uint256"},{"internalType":"uint256[]","name":"_strikes","type":"uint256[]"},{"internalType":"uint256[]","name":"_vols","type":"uint256[]"}],"name":"updateVolatility","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"bytes32","name":"","type":"bytes32"},{"internalType":"uint256","name":"","type":"uint256"},{"internalType":"uint256","name":"","type":"uint256"}],"name":"volatilities","outputs":[{"internalType":"uint256","name":"volatility","type":"uint256"},{"internalType":"uint256","name":"lastUpdated","type":"uint256"}],"stateMutability":"view","type":"function"}]
Contract Creation Code
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