fixes

.gitignore

@@ -10,3 +10,4 @@
 yarn-error.log
 junit.xml
 coverage/*
+.saddle_history

.gitmodules

@@ -0,0 +1,3 @@
+[submodule "compound-config"]
+	path = compound-config
+	url = https://github.com/compound-finance/compound-config.git

contracts/Uniswap/UniswapAnchoredView.sol

@@ -234,12 +234,16 @@ contract UniswapAnchoredView is UniswapConfig {
 
         // Adjust rawUniswapPrice according to the units of the non-ETH asset
         // In the case of ETH, we would have to scale by 1e6 / USDC_UNITS, but since baseUnit2 is 1e6 (USDC), it cancels
-        if (config.isUniswapReversed) {
-            // unscaledPriceMantissa * ethBaseUnit / config.baseUnit / expScale, but we simplify bc ethBaseUnit == expScale
-            anchorPrice = unscaledPriceMantissa / config.baseUnit;
-        } else {
-            anchorPrice = mul(unscaledPriceMantissa, config.baseUnit) / ethBaseUnit / expScale;
-        }
+
+        // In the case of non-ETH tokens
+        // a. pokeWindowValues already handled uniswap reversed cases, so priceAverage will always be Token/ETH TWAP price.
+        // b. conversionFactor = ETH price * 1e6
+        // unscaledPriceMantissa = priceAverage(token/ETH TWAP price) * expScale * conversionFactor
+        // so ->
+        // anchorPrice = priceAverage * tokenBaseUnit / ethBaseUnit * ETH_price * 1e6
+        //             = priceAverage * conversionFactor * tokenBaseUnit / ethBaseUnit
+        //             = unscaledPriceMantissa / expScale * tokenBaseUnit / ethBaseUnit
+        anchorPrice = mul(unscaledPriceMantissa, config.baseUnit) / ethBaseUnit / expScale;
 
         emit AnchorPriceUpdated(symbol, anchorPrice, oldTimestamp, block.timestamp);
 

package.json

@@ -8,7 +8,7 @@
   "license": "MIT",
   "dependencies": {
     "bignumber.js": "^9.0.0",
-    "eth-saddle": "0.1.20",
+    "eth-saddle": "0.1.21",
     "web3": "^1.2.4",
     "yargs": "^15.0.2"
   },

saddle.config.js

@@ -132,5 +132,27 @@ module.exports = {
         { file: "~/.ethereum/mainnet" }                   // Load from given file with contents as the private key (e.g. 0x...)
       ]
     }
+  },
+  get_network_file: (network) => {
+    return null;
+  },
+  read_network_file: (network) => {
+    const fs = require('fs');
+    const path = require('path');
+    const util = require('util');
+
+    const networkFile = path.join(process.cwd(), 'compound-config', 'networks', `${network}.json`);
+    return util.promisify(fs.readFile)(networkFile).then((json) => {
+      const contracts = JSON.parse(json)['Contracts'] || {};
+
+      return Object.fromEntries(Object.entries(contracts).map(([contract, address]) => {
+        const mapper = {
+          PriceFeed: 'UniswapAnchoredView',
+          PriceData: 'OpenOraclePriceData'
+        };
+
+        return [mapper[contract] || contract, address];
+      }));
+    });
   }
 };

tests/UniswapAnchoredViewTest.js

@@ -16,8 +16,7 @@ async function setup({isMockedView, freeze}) {
   const anchorMantissa = numToHex(1e17);
   const priceData = await deploy('OpenOraclePriceData', []);
   const anchorPeriod = 60;
-  const timestamp = 1600000000;
-
+  const timestamp = Math.floor(Date.now() / 1000);
 
   if (freeze) {
     await sendRPC(web3, 'evm_freezeTime', [timestamp]);

yarn.lock

@@ -3673,10 +3673,10 @@ eth-query@^2.0.2, eth-query@^2.1.0, eth-query@^2.1.2:
     json-rpc-random-id "^1.0.0"
     xtend "^4.0.1"
 
-eth-saddle@0.1.20:
-  version "0.1.20"
-  resolved "https://registry.yarnpkg.com/eth-saddle/-/eth-saddle-0.1.20.tgz#1ce8217e36735c23667a003beaeaa65e0f07e150"
-  integrity sha512-LiOfheTXtyUd2ZZYORfKL4Lx42yach8SabbtyyGM5MwH6Th7GFk+TGDDerIJ9lvmCxeZBqxG0jVmKXfFez/0Dg==
+eth-saddle@0.1.21:
+  version "0.1.21"
+  resolved "https://registry.yarnpkg.com/eth-saddle/-/eth-saddle-0.1.21.tgz#692ac403f6f68c71f3e81336869e2259ab77d97e"
+  integrity sha512-XsswjrWJaQnixrQk7ycL8fOUoqqyRbkSo9TkGJrgxNNcYjtF6/wFOjxgfwxxd3FIQWLCuAF4jcO6RpFRiEAh4Q==
   dependencies:
     "@0x/subproviders" "^6.0.0"
     "@compound-finance/sol-coverage" "^4.0.10-alpha.7"