feat: check price conf width against price in PythPriceFeed

Author: Van0k

contracts/oracles/updatable/PythPriceFeed.sol

@@ -12,6 +12,7 @@ import {IncorrectPriceException} from "@gearbox-protocol/core-v3/contracts/inter
 
 import {IPyth} from "@pythnetwork/pyth-sdk-solidity/IPyth.sol";
 import {PythStructs} from "@pythnetwork/pyth-sdk-solidity/PythStructs.sol";
+import {PERCENTAGE_FACTOR} from "@gearbox-protocol/core-v3/contracts/libraries/Constants.sol";
 
 /// @dev Max period that the payload can be backward in time relative to the block
 uint256 constant MAX_DATA_TIMESTAMP_DELAY_SECONDS = 10 minutes;
@@ -28,13 +29,16 @@ interface IPythExtended {
 interface IPythPriceFeedExceptions {
     /// @notice Thrown when the timestamp sent with the payload for early stop does not match
     ///         the payload's internal timestamp
-    error IncorrectExpectedPublishTimestamp();
+    error IncorrectExpectedPublishTimestampException();
 
     /// @notice Thrown when a retrieved price's publish time is too far ahead in the future
-    error PriceTimestampTooFarAhead();
+    error PriceTimestampTooFarAheadException();
 
     /// @notice Thrown when a retrieved price's publish time is too far behind the curent block timestamp
-    error PriceTimestampTooFarBehind();
+    error PriceTimestampTooFarBehindException();
+
+    /// @notice Thrown when the the ratio between the confidence interval and price is higher than max allowed
+    error ConfToPriceRatioTooHighException();
 }
 
 /// @title Pyth price feed
@@ -59,17 +63,31 @@ contract PythPriceFeed is IUpdatablePriceFeed, IPythPriceFeedExceptions {
     /// @dev Price feed description
     string public description;
 
-    constructor(address _token, bytes32 _priceFeedId, address _pyth, string memory _descriptionTicker) {
+    /// @notice The max ratio of p.conf to p.price that would trigger the price feed to revert
+    uint256 public immutable maxConfToPriceRatio;
+
+    constructor(
+        address _token,
+        bytes32 _priceFeedId,
+        address _pyth,
+        string memory _descriptionTicker,
+        uint256 _maxConfToPriceRatio
+    ) {
         token = _token;
         priceFeedId = _priceFeedId;
         pyth = _pyth;
         description = string(abi.encodePacked(_descriptionTicker, " Pyth price feed"));
+        maxConfToPriceRatio = _maxConfToPriceRatio;
     }
 
     /// @notice Returns the USD price of the token with 8 decimals and the last update timestamp
     function latestRoundData() external view override returns (uint80, int256, uint256, uint256, uint80) {
         PythStructs.Price memory priceData = IPyth(pyth).getPriceUnsafe(priceFeedId);
 
+        if (uint256(priceData.conf) * PERCENTAGE_FACTOR > uint256(int256(priceData.price)) * maxConfToPriceRatio) {
+            revert ConfToPriceRatioTooHighException();
+        }
+
         _validatePublishTimestamp(priceData.publishTime);
 
         int256 price = _getDecimalAdjustedPrice(priceData);
@@ -98,7 +116,7 @@ contract PythPriceFeed is IUpdatablePriceFeed, IPythPriceFeedExceptions {
 
         PythStructs.Price memory priceData = IPyth(pyth).getPriceUnsafe(priceFeedId);
 
-        if (priceData.publishTime != expectedPublishTimestamp) revert IncorrectExpectedPublishTimestamp();
+        if (priceData.publishTime != expectedPublishTimestamp) revert IncorrectExpectedPublishTimestampException();
         if (priceData.price == 0) revert IncorrectPriceException();
     }
 
@@ -121,10 +139,10 @@ contract PythPriceFeed is IUpdatablePriceFeed, IPythPriceFeedExceptions {
     function _validatePublishTimestamp(uint256 publishTimestamp) internal view {
         if ((block.timestamp < publishTimestamp)) {
             if ((publishTimestamp - block.timestamp) > MAX_DATA_TIMESTAMP_AHEAD_SECONDS) {
-                revert PriceTimestampTooFarAhead();
+                revert PriceTimestampTooFarAheadException();
             }
         } else if ((block.timestamp - publishTimestamp) > MAX_DATA_TIMESTAMP_DELAY_SECONDS) {
-            revert PriceTimestampTooFarBehind();
+            revert PriceTimestampTooFarBehindException();
         }
     }
 

contracts/test/suites/PriceFeedDeployer.sol

@@ -145,7 +145,7 @@ contract PriceFeedDeployer is Test, PriceFeedDataLive {
 
                 address pf = address(
                     new PythPriceFeed(
-                        token, pythPriceFeedData.priceFeedId, pythPriceFeedData.pyth, pythPriceFeedData.ticker
+                        token, pythPriceFeedData.priceFeedId, pythPriceFeedData.pyth, pythPriceFeedData.ticker, 10000000
                     )
                 );
 

contracts/test/unit/updatable/PythPriceFeed.unit.t.sol

@@ -29,7 +29,7 @@ contract PythPriceFeedUnitTest is TestHelper, IPythPriceFeedExceptions {
         pyth = new PythMock();
         token = address(new ERC20Mock("USD Coin", "USDC", 6));
 
-        pf = new PythPriceFeed(token, bytes32(uint256(1)), address(pyth), "USDC/USD");
+        pf = new PythPriceFeed(token, bytes32(uint256(1)), address(pyth), "USDC/USD", 5000);
         vm.deal(address(pf), 100000);
     }
 
@@ -69,14 +69,14 @@ contract PythPriceFeedUnitTest is TestHelper, IPythPriceFeedExceptions {
 
         bytes memory updateData = abi.encode(block.timestamp + 64000, payloads);
 
-        vm.expectRevert(PriceTimestampTooFarAhead.selector);
+        vm.expectRevert(PriceTimestampTooFarAheadException.selector);
         pf.updatePrice(updateData);
 
         pyth.setPriceData(bytes32(uint256(1)), 10 ** 8, 0, -8, block.timestamp - 64001);
 
         updateData = abi.encode(block.timestamp - 64000, payloads);
 
-        vm.expectRevert(PriceTimestampTooFarBehind.selector);
+        vm.expectRevert(PriceTimestampTooFarBehindException.selector);
         pf.updatePrice(updateData);
     }
 
@@ -98,7 +98,7 @@ contract PythPriceFeedUnitTest is TestHelper, IPythPriceFeedExceptions {
 
         bytes memory updateData = abi.encode(block.timestamp, payloads);
 
-        vm.expectRevert(IncorrectExpectedPublishTimestamp.selector);
+        vm.expectRevert(IncorrectExpectedPublishTimestampException.selector);
         pf.updatePrice(updateData);
     }
 
@@ -132,4 +132,11 @@ contract PythPriceFeedUnitTest is TestHelper, IPythPriceFeedExceptions {
 
         assertEq(price, 100 * 10 ** 8, "Incorrect price when pyth decimals are 0");
     }
+
+    function test_U_PYPF_08_latestRoundData_reverts_on_too_high_conf_to_price_ratio() public {
+        pyth.setPriceData(bytes32(uint256(1)), 10 ** 8, 10000000000000000000, -8, block.timestamp - 64001);
+
+        vm.expectRevert(ConfToPriceRatioTooHighException.selector);
+        pf.latestRoundData();
+    }
 }