sohkai/uniswap-v3-cross-pool-oracle

Uniswap V3 "Cross Pool" Oracle

🚨 Security status: unaudited

A UniswapV3 TWAP oracle with the ability to query asset prices across an intermediate liquidity pool (e.g. WBTC -> WETH -> USDC).

Includes a "hard mode" assetToAsset() variant that allows you to specify:

Option	Description	Default
Route-through token	The intermediary token to hop between tokenIn/tokenOut	WETH9
Pool fees	The pool fees to specify which tokenIn/intermediary/tokenOut pool to use	3000 (30bps)

All other exposed functionality default to the stated defaults above.

Deployments

• Mainnet: 0x0F1f5A87f99f0918e6C81F16E59F3518698221Ff

Usage

Useful to know for all price queries:

• Reverts if twapPeriod is 0
• Reverts if the twapPeriod too large for the underlying pool's history. In this case, you will have to increase the history stored by the pool by calling UniswapV3Pool#increaseObservationCardinalityNext() (see whitepaper section 5.1).
• Reverts if no applicable pool (combination of tokenIn, tokenOut, and poolFee) is found
• A pool fee of 3000 (30bps) and a route-through token of WETH9 are used by default; use assetToAssetThruRoute() to control these

assetToEth()

Query price of asset in ETH.

Example query:

• tokenIn: 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 (USDC)
• amountIn: 1000000000 (1000 USDC; 6 decimals)
• twapPeriod: 1800 (30min)

Outputs ~423000000000000000 (0.423 ETH) as the USDC/ETH price on 05-22-2021.

ethToAsset()

Query price of ETH in asset.

Example query:

• ethAmountIn: 1000000000000000000 (1 ETH; 18 decimals)
• tokenOut: 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 (USDC)
• twapPeriod: 1800 (30min)

Outputs ~2360000000 (2360 USDC) as the ETH/USDC price on 05-22-2021.

assetToAsset()

Query price of one asset in another asset.

Example query:

• tokenIn: 0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599 (WBTC)
• amountIn: 100000000 (1 WBTC; 8 decimals)
• tokenOut: 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 (USDC)
• twapPeriod: 1800 (30min)

Outputs ~38000000000 (3800 USDC) as the WBTC/USDC price on 05-22-2021.

assetToAssetThroughRoute()

Query price of one asset in another asset, but with control over which pools to use.

For ease of use, you may:

• Specify routeThruToken as address(0) to default to WETH9
• Specify either poolFees's values as 0 to default to 3000 (30bps)

Example query that specifies a routeThruToken and both pool fees:

• tokenIn: 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 (USDC)
• amountIn: 100000000000 (100,000 USDC; 6 decimals)
• tokenOut: 0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599 (WBTC)
• twapPeriod: 30 (30sec)
• routeThruToken: 0xdAC17F958D2ee523a2206206994597C13D831ec7 (USDT)
• poolFees: [500,3000] (5bps, 30bps)

Outputs ~261400000 (2.614 WBTC) for a 100,000 USDC to WBTC swap on 05-22-2021, pricing the swap through USDC -> USDT -> WBTC.