Add "Spot price aggregator" article (#30)

1inch · Feb 16, 2022 · 3284acf · 3284acf
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diff --git a/docs/spot-price-aggregator/_category_.json b/docs/spot-price-aggregator/_category_.json
@@ -0,0 +1,5 @@
+{
+  "label": "Spot Price Aggregator",
+  "position": 3,
+  "collapsed": false
+}
diff --git a/docs/spot-price-aggregator/examples.mdx b/docs/spot-price-aggregator/examples.mdx
@@ -0,0 +1,112 @@
+---
+sidebar_position: 2
+---
+
+# Examples
+
+## Single token-to-ETH price usage
+
+```
+const Web3 = require('web3');
+const { BigNumber } = require('ethers');
+
+const yourInfuraKey = 'add your key here';
+const web3 = new Web3(`https://mainnet.infura.io/v3/${yourInfuraKey}`);
+
+// eslint-disable-next-line max-len
+const OffChainOracleAbi = '[{"inputs":[{"internalType":"contract MultiWrapper","name":"_multiWrapper","type":"address"},{"internalType":"contract IOracle[]","name":"existingOracles","type":"address[]"},{"internalType":"enum OffchainOracle.OracleType[]","name":"oracleTypes","type":"uint8[]"},{"internalType":"contract IERC20[]","name":"existingConnectors","type":"address[]"},{"internalType":"contract IERC20","name":"wBase","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"ConnectorAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"ConnectorRemoved","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract MultiWrapper","name":"multiWrapper","type":"address"}],"name":"MultiWrapperUpdated","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IOracle","name":"oracle","type":"address"},{"indexed":false,"internalType":"enum OffchainOracle.OracleType","name":"oracleType","type":"uint8"}],"name":"OracleAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IOracle","name":"oracle","type":"address"},{"indexed":false,"internalType":"enum OffchainOracle.OracleType","name":"oracleType","type":"uint8"}],"name":"OracleRemoved","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"previousOwner","type":"address"},{"indexed":true,"internalType":"address","name":"newOwner","type":"address"}],"name":"OwnershipTransferred","type":"event"},{"inputs":[{"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"addConnector","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IOracle","name":"oracle","type":"address"},{"internalType":"enum OffchainOracle.OracleType","name":"oracleKind","type":"uint8"}],"name":"addOracle","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"connectors","outputs":[{"internalType":"contract IERC20[]","name":"allConnectors","type":"address[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"srcToken","type":"address"},{"internalType":"contract IERC20","name":"dstToken","type":"address"},{"internalType":"bool","name":"useWrappers","type":"bool"}],"name":"getRate","outputs":[{"internalType":"uint256","name":"weightedRate","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"srcToken","type":"address"},{"internalType":"bool","name":"useSrcWrappers","type":"bool"}],"name":"getRateToEth","outputs":[{"internalType":"uint256","name":"weightedRate","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"multiWrapper","outputs":[{"internalType":"contract MultiWrapper","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"oracles","outputs":[{"internalType":"contract IOracle[]","name":"allOracles","type":"address[]"},{"internalType":"enum OffchainOracle.OracleType[]","name":"oracleTypes","type":"uint8[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"owner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"removeConnector","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IOracle","name":"oracle","type":"address"},{"internalType":"enum OffchainOracle.OracleType","name":"oracleKind","type":"uint8"}],"name":"removeOracle","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"renounceOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract MultiWrapper","name":"_multiWrapper","type":"address"}],"name":"setMultiWrapper","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"newOwner","type":"address"}],"name":"transferOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"}]';
+const offChainOracleAddress = '0x07D91f5fb9Bf7798734C3f606dB065549F6893bb';
+const offChainOracleContract = new web3.eth.Contract(JSON.parse(OffChainOracleAbi), offChainOracleAddress);
+
+const token = {
+    address: '0xdac17f958d2ee523a2206206994597c13d831ec7', // USDT
+    decimals: 6,
+};
+
+offChainOracleContract.methods.getRateToEth(
+    token.address, // source token
+    true, // use source wrappers
+).call()
+    .then((rate) => {
+        const numerator = BigNumber.from(10).pow(token.decimals);
+        const denominator = BigNumber.from(10).pow(18); // eth decimals
+        const price = BigNumber.from(rate).mul(numerator).div(denominator);
+        console.log(price.toString()); // 472685293218315
+    })
+    .catch(console.log);
+```
+
+## Multiple token-to-ETH prices usage
+
+```
+const Web3 = require('web3');
+const { BigNumber } = require('ethers');
+
+const yourInfuraKey = 'add your key here';
+const web3 = new Web3(`https://mainnet.infura.io/v3/${yourInfuraKey}`);
+
+// eslint-disable-next-line max-len
+const MultiCallAbi = '[{"inputs":[{"components":[{"internalType":"address","name":"to","type":"address"},{"internalType":"bytes","name":"data","type":"bytes"}],"internalType":"struct MultiCall.Call[]","name":"calls","type":"tuple[]"}],"name":"multicall","outputs":[{"internalType":"bytes[]","name":"results","type":"bytes[]"},{"internalType":"bool[]","name":"success","type":"bool[]"}],"stateMutability":"view","type":"function"}]';
+// eslint-disable-next-line max-len
+const OffChainOracleAbi = '[{"inputs":[{"internalType":"contract MultiWrapper","name":"_multiWrapper","type":"address"},{"internalType":"contract IOracle[]","name":"existingOracles","type":"address[]"},{"internalType":"enum OffchainOracle.OracleType[]","name":"oracleTypes","type":"uint8[]"},{"internalType":"contract IERC20[]","name":"existingConnectors","type":"address[]"},{"internalType":"contract IERC20","name":"wBase","type":"address"}],"stateMutability":"nonpayable","type":"constructor"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"ConnectorAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"ConnectorRemoved","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract MultiWrapper","name":"multiWrapper","type":"address"}],"name":"MultiWrapperUpdated","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IOracle","name":"oracle","type":"address"},{"indexed":false,"internalType":"enum OffchainOracle.OracleType","name":"oracleType","type":"uint8"}],"name":"OracleAdded","type":"event"},{"anonymous":false,"inputs":[{"indexed":false,"internalType":"contract IOracle","name":"oracle","type":"address"},{"indexed":false,"internalType":"enum OffchainOracle.OracleType","name":"oracleType","type":"uint8"}],"name":"OracleRemoved","type":"event"},{"anonymous":false,"inputs":[{"indexed":true,"internalType":"address","name":"previousOwner","type":"address"},{"indexed":true,"internalType":"address","name":"newOwner","type":"address"}],"name":"OwnershipTransferred","type":"event"},{"inputs":[{"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"addConnector","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IOracle","name":"oracle","type":"address"},{"internalType":"enum OffchainOracle.OracleType","name":"oracleKind","type":"uint8"}],"name":"addOracle","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"connectors","outputs":[{"internalType":"contract IERC20[]","name":"allConnectors","type":"address[]"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"srcToken","type":"address"},{"internalType":"contract IERC20","name":"dstToken","type":"address"},{"internalType":"bool","name":"useWrappers","type":"bool"}],"name":"getRate","outputs":[{"internalType":"uint256","name":"weightedRate","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"srcToken","type":"address"},{"internalType":"bool","name":"useSrcWrappers","type":"bool"}],"name":"getRateToEth","outputs":[{"internalType":"uint256","name":"weightedRate","type":"uint256"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"multiWrapper","outputs":[{"internalType":"contract MultiWrapper","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"oracles","outputs":[{"internalType":"contract IOracle[]","name":"allOracles","type":"address[]"},{"internalType":"enum OffchainOracle.OracleType[]","name":"oracleTypes","type":"uint8[]"}],"stateMutability":"view","type":"function"},{"inputs":[],"name":"owner","outputs":[{"internalType":"address","name":"","type":"address"}],"stateMutability":"view","type":"function"},{"inputs":[{"internalType":"contract IERC20","name":"connector","type":"address"}],"name":"removeConnector","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract IOracle","name":"oracle","type":"address"},{"internalType":"enum OffchainOracle.OracleType","name":"oracleKind","type":"uint8"}],"name":"removeOracle","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[],"name":"renounceOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"contract MultiWrapper","name":"_multiWrapper","type":"address"}],"name":"setMultiWrapper","outputs":[],"stateMutability":"nonpayable","type":"function"},{"inputs":[{"internalType":"address","name":"newOwner","type":"address"}],"name":"transferOwnership","outputs":[],"stateMutability":"nonpayable","type":"function"}]';
+
+const offChainOracleAddress = '0x07D91f5fb9Bf7798734C3f606dB065549F6893bb';
+
+const multiCallContract = new web3.eth.Contract(JSON.parse(MultiCallAbi), '0xda3c19c6fe954576707fa24695efb830d9cca1ca');
+const offChainOracleContract = new web3.eth.Contract(JSON.parse(OffChainOracleAbi));
+
+const tokens = [
+    {
+        address: '0x6b175474e89094c44da98b954eedeac495271d0f', // DAI
+        decimals: 18,
+    },
+    {
+        address: '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48', // USDC
+        decimals: 6,
+    },
+    {
+        address: '0xdac17f958d2ee523a2206206994597c13d831ec7', // USDT
+        decimals: 6,
+    }, {
+        address: '0x111111111117dc0aa78b770fa6a738034120c302', // 1INCH
+        decimals: 18,
+    },
+];
+
+const callData = tokens.map((token) => ({
+    to: offChainOracleAddress,
+    data: offChainOracleContract.methods.getRateToEth(
+        token.address,
+        true, // use wrapper
+    ).encodeABI(),
+}));
+
+multiCallContract.methods.multicall(callData).call()
+    .then(({
+        results,
+        success,
+    }) => {
+        const prices = {};
+        for (let i = 0; i < results.length; i++) {
+            if (!success[i]) {
+                continue;
+            }
+
+            const decodedRate = web3.eth.abi.decodeParameter('uint256', results[i]).toString();
+            const numerator = BigNumber.from(10).pow(tokens[i].decimals);
+            const denominator = BigNumber.from(10).pow(18); // eth decimals
+            const price = BigNumber.from(decodedRate).mul(numerator).div(denominator);
+            prices[tokens[i].address] = price.toString();
+        }
+        console.log(prices);
+        /*
+            {
+                '0x6b175474e89094c44da98b954eedeac495271d0f': '527560209915550',
+                '0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48': '507746821617073',
+                '0xdac17f958d2ee523a2206206994597c13d831ec7': '529527134930000',
+                '0x111111111117dc0aa78b770fa6a738034120c302': '1048752594621361'
+            }
+         */
+    })
+    .catch(console.log);
+```
diff --git a/docs/spot-price-aggregator/introduction.mdx b/docs/spot-price-aggregator/introduction.mdx
@@ -0,0 +1,162 @@
+---
+sidebar_position: 1
+---
+
+# Introduction
+
+The 1inch spot price aggregator is a set of smart contracts that extract price data for tokens traded on DEXes from the blockchain. To avoid price manipulations within a transaction, the spot price aggregator should ONLY be used off-chain. DO NOT use it on-chain. For off-chain usage see [Examples](/docs/spot-price-aggregator/examples) section below.
+
+## Wrappers
+
+To handle wrapped tokens, such as wETH, cDAI, aDAI etc., the 1inch spot price aggregator uses custom wrapper smart contracts that wrap/unwrap tokens at the current wrapping exchange rate.
+
+## Connectors
+
+If no direct liquidity pair exists between two tokens, the spot price aggregator calculates rates for those coins using another token that has pairs with both of them – a connector token.
+
+## Supported Deployments
+
+### Ethereum Mainnet
+
+#### Oracle [0x07D91f5fb9Bf7798734C3f606dB065549F6893bb](https://etherscan.io/address/0x07D91f5fb9Bf7798734C3f606dB065549F6893bb)
+
+#### Supported DEXes
+
+* Mooniswap
+* 1inch Liquidity Protocol V1.1
+* Uniswap V1
+* Uniswap V2
+* Sushiswap
+* Equalizer.fi
+* Uniswap V3
+* Synthetix
+* Chainlink
+* Shibaswap
+
+#### Supported wrappers
+
+* Aave V1
+* Aave V2
+* Compound
+* Fulcrum V1
+* Fulcrum V2
+* WETH
+* Cream
+
+#### Supported connectors
+
+* ETH
+* WETH
+* DAI
+* USDC
+* USDT
+* WBTC
+* 1INCH
+
+### Binance Smart Chain
+
+#### Oracle [0xfbD61B037C325b959c0F6A7e69D8f37770C2c550](https://bscscan.com/address/0xfbD61B037C325b959c0F6A7e69D8f37770C2c550)
+
+#### Supported DEXes
+
+* 1inch Liquidity Protocol V1.1
+* Pancakeswap
+* Streetswap
+* Bakeryswap
+* Julswap
+* Demaxswap
+
+#### Supported wrappers
+
+* Venus
+* WBNB
+
+#### Supported connectors
+
+* BNB
+* WBNB
+* ETH
+* DAI
+* USDC
+* USDT
+* BUSD
+
+### Polygon
+
+#### Oracle [0x7F069df72b7A39bCE9806e3AfaF579E54D8CF2b9](https://explorer-mainnet.maticvigil.com/address/0x7F069df72b7A39bCE9806e3AfaF579E54D8CF2b9/transactions)
+
+#### Supported DEXes
+
+* QuickSwap
+* ComethSwap
+* SushiSwap
+* Dfyn
+
+#### Supported wrappers
+
+* AAVE
+* WMATIC
+
+#### Supported connectors
+
+* MATIC
+* WMATIC
+
+### Kovan
+
+#### Oracle [0x29BC86Ad68bB3BD3d54841a8522e0020C1882C22](https://kovan.etherscan.io/address/0x29BC86Ad68bB3BD3d54841a8522e0020C1882C22)
+
+#### Supported DEXes
+
+* 1inch Liquidity Protocol V1.1
+* Uniswap V2
+* Uniswap V1
+
+#### Supported wrappers
+
+* Venus
+* WETH
+
+#### Supported connectors
+
+* ETH
+* WETH
+
+### Optimism
+
+#### Oracle [0x11DEE30E710B8d4a8630392781Cc3c0046365d4c](https://optimistic.etherscan.io/address/0x11DEE30E710B8d4a8630392781Cc3c0046365d4c)
+
+#### Supported DEXes
+
+* Uniswap V3
+* Synthetix
+
+### Arbitrum
+
+#### Oracle [0x735247fb0a604c0adC6cab38ACE16D0DbA31295F](https://arbiscan.io/address/0x735247fb0a604c0adc6cab38ace16d0dba31295f)
+
+#### Supported DEXes
+
+* Uniswap V3
+* Sushiswap
+* Swapr
+
+### Avax
+
+#### Oracle [0xBd0c7AaF0bF082712EbE919a9dD94b2d978f79A9](https://snowtrace.io/address/0xBd0c7AaF0bF082712EbE919a9dD94b2d978f79A9)
+
+#### Supported DEXes
+
+* Trader Joe
+* Pangolin Exchange
+
+### xDai
+
+#### Oracle [0x142DB045195CEcaBe415161e1dF1CF0337A4d02E](https://blockscout.com/xdai/mainnet/address/0x142DB045195CEcaBe415161e1dF1CF0337A4d02E)
+
+#### Supported DEXes
+
+* Honeyswap
+* Levinswap
+* Swapr
+* Sushiswap
diff --git a/docusaurus.config.js b/docusaurus.config.js
@@ -60,6 +60,10 @@ const config = {
               {
                 label: 'Limit order protocol',
                 href: '/docs/limit-order-protocol/introduction'
+              },
+              {
+                label: 'Spot Price Aggregator',
+                href: '/docs/spot-price-aggregator/introduction'
               }
             ]
           },
@@ -89,10 +93,6 @@ const config = {
                 label: 'EIP-2612 utils library',
                 href: 'https://github.com/1inch/permit-signed-approvals-utils',
               },
-              {
-                label: 'Spot price aggregator',
-                href: 'https://github.com/1inch/offchain-oracle',
-              },
               {
                 label: 'Cumulative merkle drop',
                 href: 'https://github.com/1inch/merkle-distribution',