This repository has been archived by the owner on Jul 9, 2021. It is now read-only.
Chainlink stop-limit orders #2473
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
moodlezoup
force-pushed
the
feature/chainlink-stop-limit
branch
from
c6b7cbc to
f56278c
Compare
|
abandeali1
suggested changes
Feb 6, 2020
|
|
||
| int256 latestPrice = IChainlinkAggregator(oracle).latestAnswer(); | ||
| require( | ||
| latestPrice >= stopPrice && latestPrice <= limitPrice, |
There was a problem hiding this comment.
Can we just rename these minPrice and maxPrice? It's less opinionated, which matters depending on if this is a buy or sell order.
|
|
||
| uint256 latestTimestamp = IChainlinkAggregator(oracle).latestTimestamp(); | ||
| require( | ||
| now.safeSub(latestTimestamp) <= priceFreshness, // solhint-disable-line not-rely-on-time |
There was a problem hiding this comment.
Nit: we use block.timestamp instead of now throughout the rest of the codebase.
There was a problem hiding this comment.
This is a pretty interesting parameter. In what scenarios do you see it being most useful?
There was a problem hiding this comment.
I can imagine arb bots monitoring the mempool for updates to the aggregator's price, which would serve as an indicator for arb opportunities on these stop-limit orders. The price freshness parameter would mitigate this was my thought
moodlezoup
force-pushed
the
feature/chainlink-stop-limit
branch
2 times, most recently
from
747c973 to
be1f300
Compare
abandeali1
approved these changes
Feb 10, 2020
|
|
||
| contract ChainlinkStopLimit { | ||
|
|
||
| using LibSafeMath for uint256; |
There was a problem hiding this comment.
Looks like we don't use this anymore.
moodlezoup
force-pushed
the
feature/chainlink-stop-limit
branch
3 times, most recently
from
c2f469f to
6d11a8d
Compare
hysz
reviewed
Feb 11, 2020
| * Encodes the given stop limit data parameters into StaticCall asset data so that it can be used | ||
| * in a 0x order. | ||
| */ | ||
| export function encodeStopLimiStaticCallData( |
There was a problem hiding this comment.
encodeStopLimiStaticCallData ⟶ encodeStopLimitStaticCallData 🇨🇦
hysz
approved these changes
Feb 11, 2020
moodlezoup
force-pushed
the
feature/chainlink-stop-limit
branch
from
9f46fa9 to
6361dbd
Compare
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
Implements stop-limit orders at a StaticCall target, using Chainlink as an on-chain price oracle.
Testing instructions
Types of changes
Checklist:
[WIP]if necessary.