feat(breaker): ValueDeltaBreaker #86
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bayological
reviewed
Dec 9, 2022
Co-authored-by: Bayological <[email protected]>
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bayological
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Dec 9, 2022
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Description
Value Delta Breaker is an extension of the Median Delta Breaker, but instead of moving with the median, this breaker ensures that the oracle value always stays in a threshold of a reference value. This is useful for the USDC/USD oracles where we want to ensure that trading stops if the reported USDC price moves outside of a comfortable range, 1 USD +/- 5bps for example.
Other changes
Because breakers share a lot of logic when it comes to their cooldown and threshold management, I abstracted that away in utility contracts that are shared by both the MedianDeltaBreaker and the ValueDeltaBreaker.
Tested
Copied over the MedianDeltaBreaker tests and changed them accordingly.
Related issues
Backwards compatibility
Changes are additive
Documentation
The BreakerBox doc need to be updated.