Merge pull request #57 from Gearbox-protocol/pendle-price-to-sy

feat: Pendle price to SY

Author: Van0k

contracts/oracles/pendle/PendleTWAPPTPriceFeed.sol

@@ -52,21 +52,33 @@ contract PendleTWAPPTPriceFeed is IPriceFeed, PriceFeedValidationTrait, SanityCh
     /// @notice The size of the TWAP observation window
     uint32 public immutable twapWindow;
 
-    constructor(address _market, address _priceFeed, uint32 _stalenessPeriod, uint32 _twapWindow) {
+    /// @notice Whether this price feed prices to SY
+    bool public immutable priceToSy;
+
+    constructor(address _market, address _priceFeed, uint32 _stalenessPeriod, uint32 _twapWindow, bool _priceToSY) {
         market = _market;
         expiry = IPendleMarket(_market).expiry();
         priceFeed = _priceFeed;
         stalenessPeriod = _stalenessPeriod;
         skipCheck = _validatePriceFeed(priceFeed, stalenessPeriod);
         twapWindow = _twapWindow;
+        priceToSy = _priceToSY;
 
         address pt;
 
         (sy, pt, yt) = IPendleMarket(_market).readTokens();
 
         string memory ptName = IERC20Metadata(pt).name();
 
-        description = string(abi.encodePacked(ptName, " Pendle Market TWAP * ", IPriceFeed(priceFeed).description()));
+        description = string(
+            abi.encodePacked(
+                ptName,
+                " Pendle Market TWAP ",
+                priceToSy ? "to SY" : "to asset",
+                " * ",
+                IPriceFeed(priceFeed).description()
+            )
+        );
     }
 
     /// @dev Gets the ln(impliedRate) from the market TWAP
@@ -113,6 +125,10 @@ contract PendleTWAPPTPriceFeed is IPriceFeed, PriceFeedValidationTrait, SanityCh
             answer = int256(uint256(answer) * syIndex / pyIndex);
         }
 
+        if (priceToSy) {
+            answer = int256(FixedPoint.divDown(uint256(answer), syIndex));
+        }
+
         return (0, answer, 0, 0, 0);
     }
 }

contracts/test/suites/PriceFeedDeployer.sol

@@ -704,7 +704,8 @@ contract PriceFeedDeployer is Test, PriceFeedDataLive {
                         pendlePTPriceFeeds[i].market,
                         priceFeeds[underlying],
                         stalenessPeriods[underlying],
-                        pendlePTPriceFeeds[i].twapWindow
+                        pendlePTPriceFeeds[i].twapWindow,
+                        pendlePTPriceFeeds[i].priceToSy
                     )
                 );
 

package.json

@@ -34,7 +34,7 @@
     "@gearbox-protocol/core-v3": "^1.51.0",
     "@gearbox-protocol/eslint-config": "^1.6.1",
     "@gearbox-protocol/prettier-config": "^1.5.0",
-    "@gearbox-protocol/sdk-gov": "^2.28.0",
+    "@gearbox-protocol/sdk-gov": "^2.30.0",
     "@openzeppelin/contracts": "4.9.3",
     "@redstone-finance/evm-connector": "0.2.5",
     "@typechain/ethers-v5": "^10.1.0",

yarn.lock

@@ -993,10 +993,10 @@
   resolved "https://registry.yarnpkg.com/@gearbox-protocol/prettier-config/-/prettier-config-1.5.0.tgz#4df8e9fd2305fee6ab8c1417a02e31343836932a"
   integrity sha512-FUoprSsBdZyBjgxXCKL6mTkbeUJytaLzPJqIOoQpDmBRTX0seCc2o5I9PI9tySoRIlNnd/XXnKCXq1xHDEGbxw==
 
-"@gearbox-protocol/sdk-gov@^2.28.0":
-  version "2.28.0"
-  resolved "https://registry.yarnpkg.com/@gearbox-protocol/sdk-gov/-/sdk-gov-2.28.0.tgz#f858222b0d4bf2661e7213d250f96e112aee8ce3"
-  integrity sha512-qwvXZALpqYRAc77B6ZC0OSIDk6uEX8Z1B10yfN10ETBvftnDvMwJ6XVhVt/RyRgeW0vqh0W6T4F/y2PFiiW0bw==
+"@gearbox-protocol/sdk-gov@^2.30.0":
+  version "2.30.0"
+  resolved "https://registry.yarnpkg.com/@gearbox-protocol/sdk-gov/-/sdk-gov-2.30.0.tgz#9a82585b2d8c70ba3f015b6e2fe018f4b335c857"
+  integrity sha512-y72nz8ZBO4U+wH2XeDA4xaeCEQNRZk86i7UlfIGgSt6rj+Y3AFyWarwH6UqxoVdQ2KAYFJxVxOihk72IQPe7rw==
   dependencies:
     ethers "6.12.1"
     humanize-duration-ts "^2.1.1"