oracle/packages/financial-templates-lib/CHANGELOG.md

Change Log

All notable changes to this project will be documented in this file. See Conventional Commits for commit guidelines.

2.32.11 (2023-04-18)

Note: Version bump only for package @uma/financial-templates-lib

2.32.10 (2023-03-30)

Note: Version bump only for package @uma/financial-templates-lib

2.32.9 (2023-03-23)

Note: Version bump only for package @uma/financial-templates-lib

2.32.8 (2023-03-16)

Note: Version bump only for package @uma/financial-templates-lib

2.32.7 (2023-02-28)

Note: Version bump only for package @uma/financial-templates-lib

2.32.6 (2023-02-20)

Note: Version bump only for package @uma/financial-templates-lib

2.32.5 (2023-02-20)

Note: Version bump only for package @uma/financial-templates-lib

2.32.4 (2023-01-17)

Note: Version bump only for package @uma/financial-templates-lib

2.32.3 (2023-01-11)

Note: Version bump only for package @uma/financial-templates-lib

2.32.2 (2023-01-09)

Note: Version bump only for package @uma/financial-templates-lib

2.32.1 (2022-12-28)

Note: Version bump only for package @uma/financial-templates-lib

2.32.0 (2022-12-20)

Features

• cleanup protocol repo by removing old packages (#4309) (74855fc)
• restructure core contracts directory (#4207) (40b5b2c)
• update dvm2.0 upgrade script (#4304) (f8a2b10)

2.31.10 (2022-11-23)

Note: Version bump only for package @uma/financial-templates-lib

2.31.9 (2022-11-23)

Note: Version bump only for package @uma/financial-templates-lib

2.31.8 (2022-11-23)

Note: Version bump only for package @uma/financial-templates-lib

2.31.7 (2022-11-23)

Note: Version bump only for package @uma/financial-templates-lib

2.31.6 (2022-11-02)

Note: Version bump only for package @uma/financial-templates-lib

2.31.5 (2022-11-01)

Note: Version bump only for package @uma/financial-templates-lib

2.31.4 (2022-10-06)

Bug Fixes

• copy logs when changing BNs to strings (#4197) (e7cd6c5)

2.31.3 (2022-10-05)

Bug Fixes

• financial-templates-lib: fix incorrect severity setting on pdv2 events (#4195) (8d18544)
• bump docker node ver, remove bad script (#4184) (d55e3dd)

2.31.2 (2022-09-23)

Bug Fixes

• financial-templates-lib: prevent disabled config for pdv2 transp… (#4179) (55f2c72)

2.31.1 (2022-09-22)

Note: Version bump only for package @uma/financial-templates-lib

2.31.0 (2022-09-12)

Features

• financial-templates-lib: pagerduty v2 logger (#3975) (e869586)

2.30.4 (2022-08-24)

Note: Version bump only for package @uma/financial-templates-lib

2.30.3 (2022-08-16)

Note: Version bump only for package @uma/financial-templates-lib

2.30.2 (2022-08-09)

Bug Fixes

• Update the Monitor, proposer and disputer bots to work with OOv2 contracts (#4062) (35267d8)

2.30.1 (2022-08-02)

Note: Version bump only for package @uma/financial-templates-lib

2.30.0 (2022-07-13)

Bug Fixes

• pf: remove uSPAC10 from default price feed config (#4005) (eb75a5d)

Features

• pf-configs: Add default price feed configs for ETHDOM and USDTDOM (#4003) (8551f3f)

2.29.0 (2022-06-27)

Bug Fixes

• Across V1 event clients need to use paginated event search query now that DepositRelayed has over 10,000 events (#3969) (969612e)
• Update slack transport logic to not skip one line when breaking a multi-line message into multiple messages (#3991) (382e327)

Features

• logger: Split long mrkdwn text into smaller chunks under Slack's 3000-char limit (#3978) (e576ad4)
• rename new OO contracts (#3959) (f011a65)
• Round realized LP fee % to match UMIP (#3898) (675eaa7)

Reverts

• Revert "feat: Round realized LP fee % to match UMIP (#3898)" (#3966) (c6b6faf), closes #3898 #3966

2.28.0 (2022-06-23)

Bug Fixes

• Across V1 event clients need to use paginated event search query now that DepositRelayed has over 10,000 events (#3969) (969612e)

Features

• logger: Split long mrkdwn text into smaller chunks under Slack's 3000-char limit (#3978) (e576ad4)
• rename new OO contracts (#3959) (f011a65)
• Round realized LP fee % to match UMIP (#3898) (675eaa7)

Reverts

• Revert "feat: Round realized LP fee % to match UMIP (#3898)" (#3966) (c6b6faf), closes #3898 #3966

2.27.4 (2022-05-27)

Note: Version bump only for package @uma/financial-templates-lib

2.27.3 (2022-05-13)

Bug Fixes

• add tests for v1 OptimisticOracle bot interactions (#3897) (3aef7dd)
• Paginate InsuredBridgeL1Client event search for select events (#3902) (6fff88a)
• split l1 block queries at specific block (#3901) (18da1ad)

2.27.2 (2022-05-05)

Bug Fixes

• use v1 OO abi (#3891) (92dfa43)

2.27.1 (2022-04-27)

Note: Version bump only for package @uma/financial-templates-lib

2.27.0 (2022-04-22)

Features

• add logger formatter to FPL release (#3878) (adc471a)

2.26.0 (2022-04-01)

Bug Fixes

• Address Discord transport rate limiting issues (#3858) (dc4cf55)
• clean up a few missing and lingering dependencies in the common package (#3841) (e16ab00)
• Update OCEANUSD markets (#3862) (e8bb1bc)
• across-relayer: more accurately determine a safe last block number to query (#3856) (02ea4c4)
• discord-transport: Remove extra log messages for links and refine discord config to be more granular on where messages are sent (#3848) (e5c1289)

Features

• add better provider logging and retries to redundant event calls (#3852) (dabce64)
• added more robust bignumber formatting to winston transport (#3866) (0095617)

2.25.0 (2022-02-28)

Features

• discordTransport: Add in a delay between sequential restful calls to discord API to work around rate limits (#3827) (6bd28e5)

2.24.0 (2022-02-10)

Features

• Add resolveProposal script to retrieve all possible UMA bonds (#3821) (4b2ff2f)
• remove across contracts (#3775) (84c053b)
• Discord-transport: Only send discord logs if the message contains mrkdwn (#3817) (f896c89)
• Discord-Transport: Add ability to send to multiple discord channels at once and refine default log format (#3811) (dd6cbd7)
• OO-proposer: make chainId a public varible to enable the proposer to correctly pull the value (#3807) (bbcb5db)
• transports: Modify discord transport config (#3800) (f169c8f)

2.23.0 (2022-01-31)

Bug Fixes

• pf: use close price for matching cryptowatch close timestamps (#3791) (c738d4b)

Features

• transports: Add discord logger transport (#3797) (7c76b90)

2.22.2 (2022-01-25)

Note: Version bump only for package @uma/financial-templates-lib

2.22.1 (2022-01-20)

Note: Version bump only for package @uma/financial-templates-lib

2.22.0 (2022-01-11)

Features

• across-bots: improve profitability log detail (#3741) (bfc8abf)
• across-relayer: Fetch rate model from contract instead of SDK constant (#3673) (4adff3d)
• add transaction bundler to relayer for better batching (#3723) (51902a8)
• pf-configs: Add default pf config for CVXUSD and USDCVX (#3730) (16e8f66)
• price-feeds: add price feed implementation for uSPAC10 price identifier (#3602) (be421de)

2.21.0 (2021-12-17)

Bug Fixes

• [across] address issue with nested BN (#3704) (45bb833)
• serverless: improve how hub and spoke logs interact (#3699) (7bcdca3)

Features

• across-bots: add ability to finalize L2->L1 transfers from arbitrum (#3662) (8465428)
• across-bots: add profitability module to only relay profitable relays (#3656) (f9fb117)

2.20.1 (2021-12-13)

Note: Version bump only for package @uma/financial-templates-lib

2.20.0 (2021-12-07)

Features

• sdk: add timestamp search for lp fee pct calculation (#3665) (3db71fe)

2.19.1 (2021-12-07)

Note: Version bump only for package @uma/financial-templates-lib

2.19.0 (2021-12-06)

Bug Fixes

• across-bots: address issues found when launching on optimism regarding multiple chainIds (#3637) (962b946)
• across-relayer: Checksum address before comparing (#3642) (9bca742)
• across-relayer: Key BridgePool.l2Tokens by chain ID (#3639) (78f0262)
• across-relayer: Key L1 client dictionary by checksummed addresses (#3644) (184000e)
• across-relayer: Prune L1 token whitelist using L1 contract state instead of L2 event data (#3648) (4e26423)

Features

• logging: add error logging on disputes and slow relay. Decode OO ancillary data (#3635) (8022ff7)
• transaction-manager: enable early return from runTransaction method (#3609) (fcfe27a)

2.18.0 (2021-11-18)

Features

• across: Add Badger pool (#3603) (f61a064)
• across-relayer: enable batch disputing (#3608) (29713da)
• across-relayer: sort by deposit size when disputing (#3607) (7fc75fc)

2.17.0 (2021-11-11)

Bug Fixes

• across-relayer: Two small patches (#3593) (fe27d33)

Features

• across-relayer: Add ability to finalize L2->L1 transfer actions (#3585) (e41ab0d)

2.16.0 (2021-11-09)

Bug Fixes

• L1-client: optimize how the L1 client fetches some internal data (#3588) (fa2c538)

Features

• financial-templates-lib: Add UMA rate model to InsuredBridgePriceFeed default config (#3578) (de3fb39)
• optimistic-oracle-event-client: Add compatibility with SkinnyOptimisticOracle events (#3577) (7856b7e)

2.15.0 (2021-11-05)

Bug Fixes

• insured-bridge-relayer: Key deployTimestamps by lowercase addresses (#3557) (fc14de5)

Features

• across-relayer: Enable batch relays via multicall and improve log production (#3559) (f1cfecc)
• optimistic-oracle-client: Can read SkinnyOptimisticOracle state (#3554) (9d4d3b2)
• optimistic-oracle-proposer: Can propose, dispute, and settle SkinnyOptimisticOracle price requests (#3558) (c58a19b)

Reverts

• Revert "Revert "improve(insured-bridge): Reduce verbosity of _getDepositHash() (#3538)" (#3545)" (#3547) (2d489f7), closes #3538 #3545 #3547

2.14.0 (2021-11-02)

Bug Fixes

• across-bots: Address issue where relayer produces an error after every relay (#3544) (0d84e58)

Features

• use faster block finder (#3522) (d0336ef)

Reverts

• Revert "improve(insured-bridge): Reduce verbosity of _getDepositHash() (#3538)" (#3545) (d1a07f0), closes #3538 #3545

2.13.0 (2021-10-29)

Bug Fixes

• GasEstimator: protocol upgrade for EIP1559 (#3306) (8245391)
• insured-bridge-relayer: Dispute any relay with non-whitelisted chain ID even if not using same chain ID as L2 client (#3511) (557aeb9)
• insured-bridge-relayer: Key deposits by deposit hash instead of deposit ID (#3510) (d75c342)

Features

• create-price-feed: Add InsuredBridge (#3388) (4dd8116)

2.12.0 (2021-10-27)

Bug Fixes

• insured-bridge-l1-client: Delete pending relays on dispute events (#3485) (7756cd3)

Features

• insured-bridge: Move contracts-ovm files to contracts/ and bump to ^0.8.0 (#3454) (7189b0c)

2.11.0 (2021-10-19)

Features

• across: slow relayer forfeits their reward after 15 minutes of no settlement (#3450) (718adce)
• across-bots: add ability for relayer bot to finalize relays (#3464) (0f9c26d)
• insured-bridge: Block instant relays post-expiry and change relayDeposit interface to match relayAndSpeedUp (#3458) (25ac3c0)
• insured-bridge: Update Arbitrum messenger contracts after e2e tests (#3448) (fd2f9c5)

2.10.0 (2021-10-08)

Bug Fixes

• hardhat: update HRE syntax (#3418) (359849a)
• insured-bridge: Instant relayer should only receive refund iff they sped up valid relay (#3425) (27d3634)

Features

• insured-bridge: Add additional ChainId props (#3400) (95cf12e)
• insured-bridge: add Eth->Weth support on deposits and withdraws (#3440) (33d01d4)
• insured-bridge: gas optimizations in bridge pool (#3406) (c8cf31a)
• insured-bridge: Integrate SkinnyOptimisticOracle with BridgePool (#3430) (554641c)
• insured-bridge: Reduce function gas costs by storing hash of Relay params instead of full struct (#3438) (ff231b4)
• pf-configs: Add PUNKETH-1221 and GASETH-1221 default pf configs (#3437) (ba20eb7)

2.9.0 (2021-10-01)

Features

• insured-bridge: War games 1 (#3399) (8773494)

2.8.0 (2021-10-01)

Features

• core: move all active scripts out of core and deprecate rest (#3397) (f96b8c9)
• insured-bridge: Remove deposit contract from relay params (#3401) (c607211)

2.7.0 (2021-09-28)

Bug Fixes

• cross-package: Fixed typo of "ballance"->"balance" in a few packages (#3265) (f48cd48)
• cryptowatch-pricefeed: Optimistically match price period without buffer first before resorting to buffer (#3374) (01a6d2d)
• financial-templates-lib: include ts in mocha config (#3350) (d72d1b0)
• GasEstimator: quick fix for EIP1559 (#3305) (0c58613)
• insured-bridge: clean unit tests and simplify param injection (#3335) (564f2a8)
• pf-configs: Use chainId in default price feed (#3355) (d56b1b2)
• fix gas estimator on polygon (#3322) (e8b860a)

Features

• core: add tasks to manage artifacts and deployments (#3229) (15a8f31)
• df-pf-configs: Add GASETH-0921 default price feed config (#3330) (e5d6002)
• financial-templates-lib: convert src to typescript (#3315) (3955d80)
• financial-templates-lib: improve the way alternative nodes are handled in the price feeds (#3345) (ddaf9e7)
• financial-templates-lib: Stub for InsuredBridgePriceFeed (#3356) (8abd36f)
• insured-bridge: add arbitrum contract support to deposit box inheritance path (#3385) (c77cce7)
• insured-bridge: Add ArbitrumMessenger (#3392) (fa56d3c)
• insured-bridge: Add realized LP fee pct computation (#3373) (95abd8d)
• insured-bridge: AVM bridge deposit box (#3391) (7d73fde)
• insured-bridge: BridgeAdmin supports multiple L2s (#3390) (96cb0a4)
• insured-bridge: Modify relay ancillary data to enhance off-chain bots (#3363) (1c2ea19)
• insured-bridge: Refactoring for gas savings (#3369) (1568cd9)
• insured-bridge-relayer: Add additional relay logic, should relay and slow relay implementation (#3359) (2a81888)
• insured-bridge-relayer: add speed up bridging and additional standardization (#3362) (dfb578a)
• insured-bridge-relayer: initial relayer logic implementation (#3351) (a350bd9)
• insured-bridge-relayer: Stub imports of L1 and L2 Bridge clients (#3333) (1cf7925)
• insured-oracle: Added initial client implementation and tests (#3324) (877e204)
• add multichain support for price feeds (#3277) (2e5052b)
• liquidator,disputer,monitor: remove unnecessary unit conversion helpers in tests (#3215) (77993f4)

2.6.1 (2021-07-19)

Note: Version bump only for package @uma/financial-templates-lib

2.6.0 (2021-07-15)

Features

• linter: proposal to minimize object sizing (#3222) (c925524)
• liquidator,disputer,monitor: deprecate legacy tests (#3212) (498ecfc)
• price-feed: Add default pf configs for ETHUSD and BTCUSD (#3228) (e3f066c)

2.5.0 (2021-07-07)

Bug Fixes

• api: use api.domination.finance endpoint (#3160) (#3161) (f8d3f0d)

Features

• cryptowatch: Add historical timestamp buffer (#3147) (424d7d9)
• pf-configs: Add default pf config for uSTONKS_0921 and add to OO ignore list (#3183) (e1c4c24)

2.4.0 (2021-06-21)

Bug Fixes

• cw-pricefeed: Fix getCurrentPrice when twapLength and invertPrice is defined (#3101) (587ab06)
• default-pf-config: Fix lookback period for BALUSD price id (#3043) (bb4dd0b)
• Logger: address flaky error reporting (#3028) (a61f932)

Features

• default-pf-config: Add DEXTFUSD and USDDEXTF price feed configs (#3017) (888b657)
• price-feed: Add iFARM price feed configs and HarvestVault template (#2996) (28613db)
• run-transaction: add multi EOA transaction runner to DSProxy bots (#2961) (ab88497)
• serverless-hub: Update to enable generalize bot runner to work in production (#3062) (85caf51)
• Winston-logger: add multiple escalation paths depending on message context (#3042) (cd9412d)

2.3.0 (2021-05-20)

Bug Fixes

• financial-templates-lib: fix issues in test that was not being run by ci (#2979) (749c793)
• package.json: bump web3 to 1.3.5 (#2982) (335d0d4)
• price-feeds: allow for cryptowatch price inversion when twapLength is defined (#2945) (5543a0f)
• Trader: Post wargames changes (#2955) (4acb0ea)

Features

• Add Mainnet deployments for Beacon (L2<>L1) contracts + new hardhat features (#2998) (0f2d295)
• financial-templates-lib: Add default price feed configs for XSUSHIUSD, BALUSD and uSTONKS_JUN21 (#2876) (709f23a)
• GasEstimator: update the default to use fast gas price (#2951) (4dc62cd)
• price-feed: Add default pf configs for PUNKETH_TWAP and USDXIO (#2975) (e09a013)
• price-feeds: add uniswap v3 price feed (#2918) (d87066c)
• trader: add uniswapv3 broker to trader (#2942) (4612097)
• version-management: Update hard coded latest package versions in the bots to use 2.0 packages (#2872) (b8225c5)

2.2.0 (2021-04-23)

Bug Fixes

• allowances: Change default allowance value (#2725) (94bcf9c)
• blockfinder: Explicitly cast timestamp to Number (#2880) (1d4924d)
• FallBackPriceFeed: implement missing method that broke in production (#2878) (f5b87f6)
• forex-daily-pricefeed: Fix endpoint (#2822) (fdbe7c9), closes #2821
• forexdaily-pricefeed: Add apiKey config (#2821) (f6436da)
• trader & atomic liquidator: add wait for block to be mined util to address slow node updates (#2871) (0106a8d)
• call update on gas estimator before sending transactions (#2817) (8d0d14b)
• liquidator: should submit raw # of position tokens, not funding-rate adjusted # (#2752) (53a1b28)

Features

• bot-strategy-runner: add generalised bot runner (#2851) (a748107)
• fallback-pricefeed: Create FallBackPriceFeed and ForexPriceFeed (#2718) (be64c98)
• financial-templates-lib: Add default pf configs (#2778) (8120982)
• financial-templates-lib: add DIGGBTC, DIGGETH, DIGGUSD default price feeds (#2676) (b8ced4d)
• liquidation-reserve-currency: add reserve currency liquidator to bots and refine smart contract (#2775) (0eea3fb)
• multicall: Using Multicall contract to simulate contract state post-state modifying transactions (#2762) (fa8ee91)
• price-feed: Proposed dVIX Price Feed Interface (#2792) (4224e05)
• price-feeds: add default ETH/BTC funding rate price feed (#2814) (98a0236)
• price-feeds: add funding rate multiplier price feed (#2770) (e4ef9ac)
• price-feeds: add twap to cryptowatch (#2772) (b2ce17e)
• pricefeed: Add QuandlPriceFeed and use as backup for commodity identifiers (#2728) (1d5de23)

2.1.0 (2021-03-16)

Bug Fixes

• financial-templates-lib: Change Basis configs to use median (#2671) (85661e3)
• networker: throw on error rather than logging an error (#2696) (a6cb5c5)
• correct PHPDAI default price feed config (#2578) (bf168fa)

Features

• financial-templates-lib: add uSTONKS default price feed (#2637) (3d2eab4)
• financial-templates-lib: Add various altcoin price feed configs (#2688) (41e7173)
• monitors: Add FundingRateUpdate event messages to monitor (#2664) (4a7afe8)
• optimistic-oracle-monitor: Support OptimisticOracle event monitoring (#2597) (49e34d2)
• perpetual-proposer: Initialize PerpetualFundingRateProposer package (#2632) (42fe711)
• price-feed: generalizes the DefiPulseTotalPriceFeed to work for individual DeFi projects (#2655) (cadccb0)
• trader: add Ranger Trader, Exchange Adapter and initial trader implementation (#2579) (8bc3dad)
• trader+DSProxyManager: Few small tweaks after war games + useful DSProxy token management script (#2656) (684f78f)

2.0.1 (2021-02-27)

Note: Version bump only for package @uma/financial-templates-lib

2.0.0 (2021-02-26)

Bug Fixes

• bots: Add feature to denominate synthetic price by another price feed + remove noisy BasketSpreadPriceFeed logs (#2385) (cf7ddbb)
• default-price-feed-config: specify pool decimals (#2410) (d2db2d9)
• financial-templates-lib: fix domination finance feed decimals (#2456) (383a05b)
• gas-estimator: Prevent float gas prices (#2509) (ac96ad1)
• jsontransport: refactor and simplify transport (#2506) (9a42531)
• uniswap-pf: fixes a low volume bug in the uniswap price feed (#2465) (cf2570e)

Features

• 2291: set higher fromBlock for EMP client, and getFromBlock function for override (#2360) (cb44b67)
• bot-infrastructure: add a generic DSProxy client (#2559) (b275463)
• bot-tests: generalize muli-version testing (#2448) (95fb302)
• default-price-feed: add TraderMadePriceFeed (#2479) (71515a9)
• disputer,liquidator,monitorfinancial-templates-lib: rename all instances of emp to financialContract (#2528) (e8c9b1e)
• financial-templates: adds a new price feed for the DefiPulseTotalTVL synthetic tokens (#2346) (71a6cfb)
• financial-templates-lib: add DominationFinancePriceFeed for BTCDOM, ALTDOM (UMIP-21) (#2379) (e14cc7b), closes #2378 #2378 #2378 #2378 #2378
• financial-templates-lib: add a new price feed config for XAUPERL (#2582) (0a5fbf6)
• financial-templates-lib: add Badger Sett default feeds (#2576) (ca6e348)
• financial-templates-lib: add BlockFinder (#2512) (6afefb6)
• financial-templates-lib: add LPPriceFeed (#2575) (51a5dc5)
• financial-templates-lib: add Multiline support to ExpressionPriceFeed (#2540) (bc5cca4)
• financial-templates-lib: add price feed for yearn-style vaults (#2542) (9d62c32)
• financial-templates-lib: make getHistoricalPrice async (#2493) (c91e11b)
• monitor: add perp support to monitor (#2475) (b24bae1)
• optimistic-oracle-keeper: Add functionality to propose prices for price requests (#2505) (cc71ea5)
• optimistic-oracle-keeper: Add OptimisticOracleClient stub code (#2330) (03173e2)
• optimistic-oracle-proposer: Add dispute logic (#2546) (8ef696e)
• optimistic-oracle-proposer: Can settle proposals and disputes (#2569) (43a5b63)
• price-feeds: add ExpressionPriceFeed (#2513) (e882b58)
• price-feeds: adds CoinMarketCapPriceFeed & CoinGeckoPriceFeed for querying DAI:PHP & PHP:DAI price (#2480) (f0991db)
• pricefeeds: Add COMPUSDC-APR-MAR28/USDC (#2537) (46f0066)
• serverless: add timeout delay to serverless spoke calls (#2393) (68040c5)
• trader: start trader package with typescript support (#2484) (9fcc512)

1.2.0 (2020-11-23)

Features

• developer-mining: calculate contract TVL using bot's pricefeed and collateral value (#2150) (99bb94b)
• emp: financial product library to apply price transformation (#2185) (5a7e2ec)

1.1.0 (2020-10-05)

Features

• emp: add trimExcess function to send excess tokens (#1975) (658f4d9)

1.0.0 (2020-09-15)

Initial Release!