Introduction

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Introduction
Keep3rV1Oracle is an on-chain oracle for UniswapV2 pairs.
Keep3rV1Oracle
Keep3rV1Oracles are sliding window oracles that use observations collected over a window to provide moving price averages in the past windowSize with a precision of windowSize / granularity.
The windowSize is based on the granularity supplied by the user. There is a reading every periodSize minutes.
Price Feeds
Data Freshness
Contract: Keep3rV1Oracle
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// returns the amount out corresponding to the amount in for a given token using the moving average over the time
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function current(address tokenIn, uint amountIn, address tokenOut) external view returns (uint amountOut)
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Example;
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interface IUniswapV2Oracle {
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  function current(address tokenIn, uint amountIn, address tokenOut) external view returns (uint amountOut);
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}
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Security
Contract: Keep3rV1Oracle
A quote allows the caller to specify the granularity or amount of points to take. Each point is periodSize, so 24 points would be 24 * periodSize windowSize
Data freshness is decreased for increased security
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// returns the amount out corresponding to the amount in for a given token using the moving average over the time taking granularity samples
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function quote(address tokenIn, uint amountIn, address tokenOut, uint granularity) external view returns (uint amountOut)
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Price points
Returns a set of price points equal to points * periodSize, so for the points in the last 24 hours use points = 48
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// returns an amount of price points equal to periodSize * points
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prices(address tokenIn, uint amountIn, address tokenOut, uint points) external view returns (uint[] memory)
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Hourly
Returns a set of price points equal to points * hours, so for the points in the last 24 hours use points = 24
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// returns an amount of price points equal to hour * points
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function hourly(address tokenIn, uint amountIn, address tokenOut, uint points) external view returns (uint[] memory)
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Daily
Returns a set of price points equal to points * days, so for the points in the last 24 hours use points = 1
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// returns an amount of price points equal to days * points
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function daily(address tokenIn, uint amountIn, address tokenOut, uint points) external view returns (uint[] memory)
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Weekly
Returns a set of price points equal to points * weeks, so for the points in the last week use points = 1
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// returns an amount of price points equal to days * points
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function weekly(address tokenIn, uint amountIn, address tokenOut, uint points) external view returns (uint[] memory)
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Volatility
Contract: Keep3rV1Volatility
Realized Volatility
Returns the realized volatility over the last amount of points per window * periodSize, so volatility over last hour would be points = 1 & window = 2
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// returns realized volatility over points * window
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function rVol(address tokenIn, address tokenOut, uint points, uint window) external view returns (uint)
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Hourly Realized Volatility
Returns the realized volatility over the last amount of points per hour, so volatility over last hour would be points = 1
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// returns realized volatility over points * window
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function rVolHourly(address tokenIn, address tokenOut, uint points) external view returns (uint);
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Daily Realized Volatility
Returns the realized volatility over the last amount of points per days, so volatility over last day would be points = 1
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// returns realized volatility over points * window
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function rVolDaily(address tokenIn, address tokenOut, uint points) external view returns (uint);
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Weekly Realized Volatility
Returns the realized volatility over the last amount of points per weeks, so volatility over last day week be points = 1
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// returns realized volatility over points * window
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function rVolWeekly(address tokenIn, address tokenOut, uint points) external view returns (uint);
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Pricing
Black Scholes Estimate
Contract: Keep3rV1Oracle
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/**
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 * @dev blackScholesEstimate calculates a rough price estimate for an ATM option
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 * @dev input parameters should be transformed prior to being passed to the function
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 * @dev so as to remove decimal places otherwise results will be far less accurate
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 * @param _vol uint256 volatility of the underlying converted to remove decimals
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 * @param _underlying uint256 price of the underlying asset
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 * @param _time uint256 days to expiration in years multiplied to remove decimals
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 */
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function blackScholesEstimate(
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    uint256 _vol,
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    uint256 _underlying,
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    uint256 _time
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) external pure returns (uint256 estimate);
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Options Pricing
Contract: Keep3rV1Volatility
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function C(uint t, uint v, uint sp, uint st) external pure returns (uint);
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function quoteAll(uint t, uint v, uint sp, uint st) external pure returns (uint call, uint put);
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function quotePrice(address tokenIn, address tokenOut, uint t, uint sp, uint st) external view returns (uint call, uint put);
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function price(address tokenIn, address tokenOut) external view returns (uint);
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function quote(address tokenIn, address tokenOut, uint t) external view returns (uint call, uint put);
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Math libs
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function optimalExp(uint256 x) external pure returns (uint256);
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function ln(uint256 x) external pure returns (uint);
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function ncdf(uint x) external pure returns (uint);
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function cdf(int x) external pure returns (uint);
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function generalLog(uint256 x) external pure returns (uint);
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Beta Deployment
UniswapKeep3rV1Oracle 0x73353801921417F465377c8d898c6f4C0270282C
UniswapKeep3rV1Volatility 0xCCdfCB72753CfD55C5afF5d98eA5f9C43be9659d
SushiswapKeep3rV1Oracle 0xf67Ab1c914deE06Ba0F264031885Ea7B276a7cDa
SushiswapKeep3rV1Volatility 0x173ed6531818456f29Fc74011a3B1FB4B6132Dc9​
Tokens
Symbol
Address
WBTC
​0x2260FAC5E5542a773Aa44fBCfeDf7C193bc2C599​
USDC
​0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48​
USDT
​0xdAC17F958D2ee523a2206206994597C13D831ec7​
DAI
​0x6B175474E89094C44Da98b954EedeAC495271d0F​
UNI
​0x1f9840a85d5aF5bf1D1762F925BDADdC4201F984​
YFI
​0x0bc529c00C6401aEF6D220BE8C6Ea1667F6Ad93e​
MKR
​0x9f8F72aA9304c8B593d555F12eF6589cC3A579A2​
AAVE
​0x7Fc66500c84A76Ad7e9c93437bFc5Ac33E2DDaE9​
COMP
​0xc00e94Cb662C3520282E6f5717214004A7f26888​
KP3R
​0x1ceb5cb57c4d4e2b2433641b95dd330a33185a44​
SNX
​0xc011a73ee8576fb46f5e1c5751ca3b9fe0af2a6f​
LINK
​0x514910771af9ca656af840dff83e8264ecf986ca​
CRV
​0xd533a949740bb3306d119cc777fa900ba034cd52​
UMA
​0x04fa0d235c4abf4bcf4787af4cf447de572ef828​
renBTC
​0xeb4c2781e4eba804ce9a9803c67d0893436bb27d​
HEGIC
​0x584bc13c7d411c00c01a62e8019472de68768430​
COL
​0xc76fb75950536d98fa62ea968e1d6b45ffea2a55​
STAKE
​0x0ae055097c6d159879521c384f1d2123d1f195e6​