[WOOF!] Correlated-Assets Price Oracle (CAPO)

Update price feeds to CAPO in cUSDСv3, cUSDTv3 and cWETHv3 on Optimism

PR - CAPO for cUSDCv3, cUSDTv3 and cWETHv3 on Optimism by MishaShWoof · Pull Request #1062 · compound-finance/comet · GitHub
PR(woof) - CAPO for cUSDCv3, cUSDTv3 and cWETHv3 on Optimism by MishaShWoof · Pull Request #262 · woof-software/comet · GitHub
Proposal - Tally | Compound | Update price feeds in cUSDCv3, cUSDTv3 and cWETHv3 on Optimism with CAPO implementation.

Recommendations

The recommendations provided by Gauntlet

Symbol r sigma_r r_upper
ezETH 3.92% 3.15% 7.07%
wstETH 3.61% 0.43% 4.04%
weETH 2.95% 0.28% 3.23%
rsETH 3.57% 1.97% 5.54%
osETH 2.84% 0.26% 3.10%
rETH 2.66% 0.24% 2.90%
rswETH 3.27% 1.63% 4.90%
ETHx 2.88% 0.52% 3.40%
sFRAX 4.51% 0.44% 4.95%
wUSDM 4.53% 0.41% 4.94%
mETH 3.09% 0.82% 3.91%

Actions

Action name Link Status
1 Run Slither Link Success
2 Run Forge Tests Link Success
3 Run Tests With Gas Profiler Link Success
4 Run Semgremp Link Success
5 Run Scenarios (optimism-usdc) Link Success
6 Run Scenarios (optimism-usdt) Link Success
7 Run Scenarios (optimism-weth) Link Success
8 Run Unit Tests Link Success
9 Run ESLint Link Success
10 Run Contact Linter Link Success
11 Run Prepare Link Success
12 Run Enact impersonate Link Success
13 Tenderly Simulation (mainnet) Link Success
14 Tenderly Simulation (optimism) Link Success
15 Run Enact (by delegate) Link Success

Artifacts

Name Value
1 Migration name 1761567671_upgrade_to_capo_price_feeds
2 Branch name woof-software/capo-for-optimism
3 Prepare id 19465470129
4 Network optimism
5 Deployment usdc

Price feeds

Name Address Route
1 wstETH 0x5D173813B4505701e79E654b36A95E6c1FAD4448 wstETH / stETH → ETH / USD (we consider stETH / ETH as 1:1)
2 wstETH 0x92014e7f331dFaB2848A5872AA8b2E7b6f3cE8B4 wstETH / stETH (we consider stETH / ETH as 1:1)
3 ezETH 0x3fb418B74Ec30bC3e940221F58A04e16afC6378B ezETH / ETH
4 wrsETH 0x5Eba6Ec97843163C92Ab48a7aC0CCc8423c652b1 wrsETH / ETH
5 weETH 0xe6eb5B9b85cFF2C84Df3De6e7855bC9E76f034d5 weETH / eETH (we consider eETH / ETH as 1:1)
6 rETH 0x3e6D1ccA8Eee6d02f1f578B613374EB53E6823B4 rETH / ETH

Description

Update price feeds in cUSDCv3, cUSDTv3 and cWETHv3 on Optimism with CAPO implementation.

Proposal summary

This proposal updates existing price feeds for wstETH on the USDC, USDT and WETH markets and ezETH, wrsETH, weETH, and rETH on the WETH market on Optimism.

CAPO summary

CAPO is a price oracle adapter designed to support assets that grow gradually relative to a base asset - such as liquid staking tokens that accumulate yield over time. It provides a mechanism to track this expected growth while protecting downstream protocol from sudden or manipulated price spikes. wstETH, ezETH, wrsETH, weETH, and rETH price feeds are updated to their CAPO implementations.

Further detailed information can be found on the corresponding proposal pull request and forum discussion for CAPO.

CAPO audit

CAPO has been audited by [OpenZeppelin](CAPO Price Feed Audit, as well as the LST / LRT implementation here.

Proposal actions

The first action updates wstETH, ezETH, wrsETH, weETH, and rETH price feeds to the CAPO implementation. This sends the encoded ‘updateAssetPriceFeed’ and ‘deployAndUpgradeTo’ calls across the bridge to the governance receiver on Optimism.