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

Update price feeds to CAPO in cUSDCv3 on Arbitrum

PR - CAPO for cUSDCv3 on Arbitrum by MishaShWoof · Pull Request #1035 · compound-finance/comet · GitHub
PR(woof) - CAPO for cUSDCv3 on Arbitrum by MishaShWoof · Pull Request #223 · woof-software/comet · GitHub
Proposal - Tally | Compound | Update price feeds in cUSDCv3 on Arbitrum 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 (arbitrum-usdc) Link Success
6 Run Unit Tests Link Success
7 Run ESLint Link Success
8 Run Contact Linter Link Success
9 Run Prepare Link Success
10 Run Enact impersonate Link Success
11 Tenderly Simulation (mainnet) Link Success
12 Tenderly Simulation (arbitrum) Link Success
13 Run Enact (by delegator) Link Success

Artifacts

Name Value
1 Migration name 1735299664_upgrade_to_capo_price_feeds
2 Branch name woof-software/capo-and-oev-for-arbitrum-usdc
3 Prepare id 18523670706
4 Network arbitrum
5 Deployment usdc

Price feeds

Name Address Route
1 wstETH 0x92014e7f331dFaB2848A5872AA8b2E7b6f3cE8B4 wstETH / stETH) → ETH / USD (we consider stETH / ETH as 1:1)
2 ezETH 0x5Eba6Ec97843163C92Ab48a7aC0CCc8423c652b1 ezETH/ ETH-> ETH/ USD

Description

Update price feeds in cUSDCv3 on Arbitrum with CAPO implementation.

Proposal summary

This proposal updates existing price feeds for wstETH and ezETH on the USDC market on Arbitrum.

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 and ezETH 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, as well as the LST / LRT implementation here.

Proposal actions

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