Docs

package.json

@@ -13,7 +13,7 @@
     "fmt:check": "forge fmt --check",
     "solhint": "solhint --config ./.solhint.json 'src/**/*.sol' --fix",
     "solhint:check": "solhint --config ./.solhint.json 'src/**/*.sol'",
-    "lint": "npm run fmt && npm run solhint",
+    "lint": "npm run solhint && npm run fmt",
     "lint:check": "npm run fmt:check && npm run solhint:check"
   },
   "devDependencies": {

src/ChainlinkPriceOracle.sol

@@ -26,10 +26,10 @@ contract ChainlinkPriceOracle is IPriceOracle {
      * @param token The ERC20 token to retrieve the USD price for
      * @return price The price of the token in USD
      */
-    function getPriceUSD(address token) external view returns (uint256) {
+    function getPriceUSD(IERC20 token) external view returns (uint256) {
         (, int256 price,,,) = chainlinkPriceOracle.latestRoundData();
         // get rid of warnings
-        uint256 tmp = uint256(uint160(token));
+        uint256 tmp = uint256(uint160(address(token)));
         uint256 price2 = uint256(price);
         return tmp + price2;
     }

src/interfaces/IERC20.sol

@@ -0,0 +1,77 @@
+// SPDX-License-Identifier: MIT
+
+pragma solidity >=0.8.0;
+
+/**
+ * @dev Interface of the ERC20 standard as defined in the EIP.
+ */
+interface IERC20 {
+    /**
+     * @dev Emitted when `value` tokens are moved from one account (`from`) to
+     * another (`to`).
+     *
+     * Note that `value` may be zero.
+     */
+    event Transfer(address indexed from, address indexed to, uint256 value);
+
+    /**
+     * @dev Emitted when the allowance of a `spender` for an `owner` is set by
+     * a call to {approve}. `value` is the new allowance.
+     */
+    event Approval(address indexed owner, address indexed spender, uint256 value);
+
+    /**
+     * @dev Returns the amount of tokens in existence.
+     */
+    function totalSupply() external view returns (uint256);
+
+    /**
+     * @dev Returns the amount of tokens owned by `account`.
+     */
+    function balanceOf(address account) external view returns (uint256);
+
+    /**
+     * @dev Moves `amount` tokens from the caller's account to `to`.
+     *
+     * Returns a boolean value indicating whether the operation succeeded.
+     *
+     * Emits a {Transfer} event.
+     */
+    function transfer(address to, uint256 amount) external returns (bool);
+
+    /**
+     * @dev Returns the remaining number of tokens that `spender` will be
+     * allowed to spend on behalf of `owner` through {transferFrom}. This is
+     * zero by default.
+     *
+     * This value changes when {approve} or {transferFrom} are called.
+     */
+    function allowance(address owner, address spender) external view returns (uint256);
+
+    /**
+     * @dev Sets `amount` as the allowance of `spender` over the caller's tokens.
+     *
+     * Returns a boolean value indicating whether the operation succeeded.
+     *
+     * IMPORTANT: Beware that changing an allowance with this method brings the risk
+     * that someone may use both the old and the new allowance by unfortunate
+     * transaction ordering. One possible solution to mitigate this race
+     * condition is to first reduce the spender's allowance to 0 and set the
+     * desired value afterwards:
+     * https://github.com/ethereum/EIPs/issues/20#issuecomment-263524729
+     *
+     * Emits an {Approval} event.
+     */
+    function approve(address spender, uint256 amount) external returns (bool);
+
+    /**
+     * @dev Moves `amount` tokens from `from` to `to` using the
+     * allowance mechanism. `amount` is then deducted from the caller's
+     * allowance.
+     *
+     * Returns a boolean value indicating whether the operation succeeded.
+     *
+     * Emits a {Transfer} event.
+     */
+    function transferFrom(address from, address to, uint256 amount) external returns (bool);
+}

src/interfaces/IPriceOracle.sol

@@ -2,6 +2,7 @@
 pragma solidity 0.8.13;
 
 import "solmate/tokens/ERC20.sol";
+import "./IERC20.sol";
 
 /**
  * @notice This is an interface for contracts providing the price of a token, in
@@ -11,12 +12,14 @@ import "solmate/tokens/ERC20.sol";
  * by being wrapped in a contract implementing this interface.
  */
 interface IPriceOracle {
+    error PriceNotAvailable();
+
     /**
-     * @notice
+     * @notice Reverts PriceNotAvailable if the USD price cannot be derived
      * @param token The ERC20 token to retrieve the USD price for
      * @return price The price of the token in USD
      */
-    function getPriceUSD(address token) external view returns (uint256 price);
+    function getPriceUSD(IERC20 token) external view returns (uint256 price);
 
     /**
      * @notice Returns the scaling factor for the price

src/interfaces/IVolatilityOracle.sol

@@ -9,13 +9,6 @@ pragma solidity 0.8.13;
  * by being wrapped in a contract implementing this interface.
  */
 interface IVolatilityOracle {
-    enum UniswapV3FeeTier {
-        PCT_POINT_01,
-        PCT_POINT_05,
-        PCT_POINT_3,
-        PCT_1
-    }
-
     /**
      * @notice Retrieves the historical volatility of a ERC20 token.
      * @param token The ERC20 token for which to retrieve historical volatility.
@@ -27,14 +20,9 @@ interface IVolatilityOracle {
      * @notice Retrieves the implied volatility of a ERC20 token.
      * @param tokenA The ERC20 token for which to retrieve historical volatility.
      * @param tokenB The ERC20 token for which to retrieve historical volatility.
-     * @param tier The Uniswap fee tier for the desired pool on which to derive a
-     * volatility measurement.
      * @return impliedVolatility The implied volatility of the token, scaled by 1e18
      */
-    function getImpliedVolatility(address tokenA, address tokenB, UniswapV3FeeTier tier)
-        external
-        view
-        returns (uint256 impliedVolatility);
+    function getImpliedVolatility(address tokenA, address tokenB) external view returns (uint256 impliedVolatility);
 
     /**
      * @notice Returns the scaling factor for the volatility