Merge pull request #28 from perpetual-protocol/feat/fix-consider-interval-when-get-cached-TWAP

feat: consider interval when get cached TWAP

Author: tailingchen

contracts/twap/CachedTwap.sol

@@ -40,7 +40,7 @@ abstract contract CachedTwap is CumulativeTwap {
         uint256 latestPrice,
         uint256 latestUpdatedTimestamp
     ) internal view returns (uint256) {
-        if (_blockTimestamp() == _lastUpdatedAt) {
+        if (_blockTimestamp() == _lastUpdatedAt && interval == _interval) {
             return _cachedTwap;
         }
         return _calculateTwapPrice(interval, latestPrice, latestUpdatedTimestamp);

test/CachedTwap.spec.ts

@@ -50,6 +50,11 @@ describe("Cached Twap Spec", () => {
     let testPriceFeed: TestPriceFeed
     let round: number
 
+    async function setNextBlockTimestamp(timestamp: number) {
+        await ethers.provider.send("evm_setNextBlockTimestamp", [timestamp])
+        await ethers.provider.send("evm_mine", [])
+    }
+
     async function updatePrice(price: number, forward: boolean = true): Promise<void> {
         await bandReference.setReferenceData({
             rate: parseEther(price.toString()),
@@ -63,12 +68,11 @@ describe("Cached Twap Spec", () => {
 
         if (forward) {
             currentTime += 15
-            await ethers.provider.send("evm_setNextBlockTimestamp", [currentTime])
-            await ethers.provider.send("evm_mine", [])
+            await setNextBlockTimestamp(currentTime)
         }
     }
 
-    before(async () => {
+    beforeEach(async () => {
         const _fixture = await loadFixture(priceFeedFixture)
         bandReference = _fixture.bandReference
         bandPriceFeed = _fixture.bandPriceFeed
@@ -127,5 +131,25 @@ describe("Cached Twap Spec", () => {
 
             expect(price1.cachedTwap).to.not.eq(price2.cachedTwap)
         })
+
+        it("re-calculate twap if block timestamp is different from last cached twap timestamp", async () => {
+            const price1 = await testPriceFeed.callStatic.getPrice(45)
+            await testPriceFeed.getPrice(45)
+
+            // forword block timestamp 15sec
+            currentTime += 15
+            await setNextBlockTimestamp(currentTime)
+
+            const price2 = await bandPriceFeed.getPrice(45)
+            expect(price2).to.not.eq(price1.twap)
+        })
+
+        it("re-calculate twap if interval is different from interval of cached twap", async () => {
+            await bandPriceFeed.cacheTwap(45)
+            const price1 = await bandPriceFeed.getPrice(45)
+            const price2 = await bandPriceFeed.getPrice(15)
+            // shoule re-calculate twap
+            expect(price2).to.not.eq(price1)
+        })
     })
 })