SlippageStorage

Git Source

Inherits: ISlippageStorage, Initializable, AccessControlUpgradeable, PausableUpgradeable, UUPSUpgradeable

Title: SlippageStorage

Author: Quantillon Labs - Nicolas Bellengé - @chewbaccoin

On-chain storage for EUR/USD order book slippage data published by the Slippage Monitor service

Key features:

• WRITER_ROLE publishes slippage snapshots (mid price, spread, depth, worst-case bps)
• Rate-limited writes: rejects updates within minUpdateInterval unless deviation > threshold
• MANAGER_ROLE configures interval and threshold parameters
• Pausable by EMERGENCY_ROLE
• UUPS upgradeable

Note: security-contact: team@quantillon.money

State Variables

WRITER_ROLE

Role for the off-chain publisher service wallet

bytes32 public constant WRITER_ROLE = keccak256("WRITER_ROLE")

MANAGER_ROLE

Role for config management (interval, threshold)

bytes32 public constant MANAGER_ROLE = keccak256("MANAGER_ROLE")

EMERGENCY_ROLE

Role for emergency pause/unpause

bytes32 public constant EMERGENCY_ROLE = keccak256("EMERGENCY_ROLE")

UPGRADER_ROLE

Role for UUPS upgrades

bytes32 public constant UPGRADER_ROLE = keccak256("UPGRADER_ROLE")

MAX_UPDATE_INTERVAL

Max allowed minUpdateInterval (1 hour)

uint48 public constant MAX_UPDATE_INTERVAL = 3600

MAX_DEVIATION_THRESHOLD

Max allowed deviation threshold (500 bps = 5%)

uint16 public constant MAX_DEVIATION_THRESHOLD = 500

_snapshot

Current slippage snapshot (2 packed storage slots)

SlippageSnapshot private _snapshot

minUpdateInterval

Minimum seconds between successive updates (rate limit)

uint48 public override minUpdateInterval

deviationThresholdBps

Deviation in bps that bypasses rate limit for immediate updates

uint16 public override deviationThresholdBps

treasury

Treasury address for recovery functions

address public treasury

Functions

constructor

Note: oz-upgrades-unsafe-allow: constructor

constructor() ;

initialize

Initialize the SlippageStorage contract

Notes:

• security: Validates all addresses and config bounds

• access: Public -- only callable once via initializer

function initialize(
    address admin,
    address writer,
    uint48 minInterval,
    uint16 deviationThreshold,
    address _treasury
) external override initializer;

Parameters

updateSlippage

Publish a new slippage snapshot on-chain

Rate-limited: if within minUpdateInterval since last update, only allows the write when |newWorstCaseBps - lastWorstCaseBps| > deviationThresholdBps. First update always succeeds (timestamp == 0 means no prior data).

Notes:

• security: WRITER_ROLE, whenNotPaused, rate-limited

• events: Emits SlippageUpdated

• errors: RateLimitTooHigh if within interval and deviation below threshold

function updateSlippage(uint128 midPrice, uint128 depthEur, uint16 worstCaseBps, uint16 spreadBps)
    external
    override
    onlyRole(WRITER_ROLE)
    whenNotPaused;

Parameters

setMinUpdateInterval

Update the minimum interval between updates

Notes:

• access: MANAGER_ROLE

• events: Emits ConfigUpdated

function setMinUpdateInterval(uint48 newInterval) external override onlyRole(MANAGER_ROLE);

Parameters

setDeviationThreshold

Update the deviation threshold that bypasses rate limit

Notes:

• access: MANAGER_ROLE

• events: Emits ConfigUpdated

function setDeviationThreshold(uint16 newThreshold) external override onlyRole(MANAGER_ROLE);

Parameters

pause

Pause the contract (blocks updateSlippage)

Note: access: EMERGENCY_ROLE

function pause() external override onlyRole(EMERGENCY_ROLE);

unpause

Unpause the contract

Note: access: EMERGENCY_ROLE

function unpause() external override onlyRole(EMERGENCY_ROLE);

getSlippage

Get the current slippage snapshot

function getSlippage() external view override returns (SlippageSnapshot memory snapshot);

getSlippageAge

Get seconds since the last on-chain update

function getSlippageAge() external view override returns (uint256 age);

Returns

recoverToken

Recover ERC20 tokens accidentally sent to the contract

Note: access: DEFAULT_ADMIN_ROLE

function recoverToken(address token, uint256 amount) external override onlyRole(DEFAULT_ADMIN_ROLE);

recoverETH

Recover ETH accidentally sent to the contract

Note: access: DEFAULT_ADMIN_ROLE

function recoverETH() external override onlyRole(DEFAULT_ADMIN_ROLE);

updateTreasury

Update treasury address

Note: access: DEFAULT_ADMIN_ROLE

function updateTreasury(address _treasury) external onlyRole(DEFAULT_ADMIN_ROLE);

Parameters

_authorizeUpgrade

Authorize UUPS upgrade

function _authorizeUpgrade(address newImplementation) internal view override onlyRole(UPGRADER_ROLE);

receive

Accept ETH (for recovery testing)

receive() external payable;