Chainlink CRE — VWAP RFQ Spot

A settlement-grade 12h VWAP oracle for delayed RFQ spot trading, built on Chainlink CRE.

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Settlement Flow

flowchart TB
    Maker(["Maker"]) -- "Sign order via<br>EIP-712<br>off-chain" --> OB["Backend: Orderbook<br>"]
    OB -- Maker cancels --> Cancel["Maker calls<br>cancelOrderHash<br>Order marked as used, cannot be<br>filled"]
    OB -- Taker accepts order --> Taker(["Taker"])
    Taker -- Fill order, signature,<br>takerAmountIn --> Contract["VWAPRFQSpot Contract<br>Verify signature<br>Lock maker + taker funds<br>Emit Filled event"]
    Contract --> Cron["Backend: <br>hourly cron job<br>Scan for expired orders"]
    Cron -- POST /settle --> Settler["CRE Settler"]
    Settler --> Binance["Binance"] & OKX["OKX"] & Bybit["Bybit"] & Coinbase["Coinbase"] & Bitget["Bitget"]
    Binance --> Report["VWAP Price calculation:<br>Filter outliers → Median<br>Build rawReport<br>MockKeystoneForwarder.report"]
    OKX --> Report
    Bybit --> Report
    Coinbase --> Report
    Bitget --> Report
    Report --> OnChain["Forwarder:<br>Call VWAPOracle.onReport<br>to stores price"]
    OnChain -- <br> --> Settle@{ label: "Anyone calls<br>VWAPRFQSpot.settle" }
    Settle -- No one settles<br>Grace period<br>expired --> Refund("Maker / Taker<br>reclaim original deposits")
    Settle --> n1@{ label: "Calculate settlement price with base point." }
    n1 -- Success --> Payout("Maker / Taker<br>receive funds")

    Settle@{ shape: diamond}
    n1@{ shape: rect}

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Repository Structure

.
├── vwap-eth-quote-flow/        # CRE Workflow (Go) — VWAP computation + on-chain write
│   ├── workflow.go             # Main workflow logic
│   ├── workflow_test.go        # Unit tests
│   ├── config.staging.json     # Staging config (oracle address, circuit breaker params)
│   └── workflow.yaml           # CRE CLI target settings
├── contracts/evm/              # Solidity contracts
│   ├── src/
│   │   ├── VWAPRFQSpot.sol             # Main exchange: fill / settle / refund
│   │   ├── ChainlinkVWAPAdapter.sol    # Production oracle (CRE Forwarder + IReceiver)
│   │   ├── ManualVWAPOracle.sol        # Staging oracle (onReport + setPrice backdoor)
│   │   └── IVWAPOracle.sol             # Oracle interface
│   └── deploy.sh               # Deploy script (ORACLE_MODE=manual|chainlink)
├── cmd/
│   ├── trigger/                # Signs and sends HTTP POST to CRE DON endpoint
│   └── server/                 # Settler HTTP server (POST /settle, GET /health)
├── scripts/                    # simulate.sh, simulate-and-forward.sh, demo-vtn.sh
└── project.yaml                # CRE CLI project settings (RPC, chain targets)

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Contracts

Contract	Description
VWAPRFQSpot.sol	Main RFQ exchange — fill / settle / refund
ChainlinkVWAPAdapter.sol	Production oracle — receives signed reports from CRE Forwarder via IReceiver
ManualVWAPOracle.sol	Staging oracle — accepts reports via onReport and owner setPrice backdoor
IVWAPOracle.sol	Interface shared by both oracle implementations

MockForwarder vs Production CRE

	Staging (current)	Production
Oracle	ManualVWAPOracle	ChainlinkVWAPAdapter
Forwarder	MockKeystoneForwarder (Chainlink-provided)	CRE Forwarder
Signature verification	None	F+1 DON signatures
Report source	simulate-and-forward.sh	Live CRE DON

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Deployed Contracts (Sepolia)

Contract	Address
ManualVWAPOracle	0xd7D42352bB9F84c383318044820FE99DC6D60378
VWAPRFQSpot	0x61A73573A14898E7031504555c841ea11E7FB07F
MockKeystoneForwarder (Chainlink)	0x15fC6ae953E024d975e77382eEeC56A9101f9F88

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Quick Start

Prerequisites

• Go 1.21+
• Foundry (forge, cast)
• CRE CLI (cre)

Environment

cp .env.example .env

Required variables:

DEPLOYER_PRIVATE_KEY=0x...      # Signs on-chain transactions
MANUAL_ORACLE_ADDRESS=0x...     # ManualVWAPOracle deployed address
RPC_URL=...                     # Sepolia or Tenderly VTN RPC

Run Tests

# CRE workflow unit tests
cd vwap-eth-quote-flow && go test -v

# Solidity contract tests
cd contracts/evm && forge test

Simulate CRE Workflow (no account needed)

# Simulate past 12h window (defaults to now)
./scripts/simulate.sh

# Simulate specific end time
./scripts/simulate.sh "2025-02-15 15:00"

Simulate + Write On-chain

# Simulate and route report through MockKeystoneForwarder → onReport()
./scripts/simulate-and-forward.sh

# With Tenderly VTN
RPC_URL=$TENDERLY_ADMIN_RPC ./scripts/simulate-and-forward.sh

Deploy Contracts

cd contracts/evm

# Staging (ManualVWAPOracle + VWAPRFQSpot)
ORACLE_MODE=manual ./deploy.sh

# Production (ChainlinkVWAPAdapter + VWAPRFQSpot)
ORACLE_MODE=chainlink ./deploy.sh

Verify On-chain Price

cast call $MANUAL_ORACLE_ADDRESS \
  "getPrice(uint256,uint256)(uint256)" \
  $START_TIME $END_TIME \
  --rpc-url $RPC_URL

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Scripts

Script	Description
scripts/simulate.sh	Run CRE simulate, print VWAP result — no on-chain write
scripts/simulate-and-forward.sh	Simulate + submit rawReport via MockKeystoneForwarder
scripts/demo-vtn.sh	Create demo orders on Tenderly VTN in four settlement states

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Chainlink Integration

File	Description
vwap-eth-quote-flow/workflow.go	CRE Workflow: HTTP trigger, multi-exchange VWAP, circuit breakers, OCR write
vwap-eth-quote-flow/workflow.yaml	CRE CLI workflow config
project.yaml	CRE CLI project settings (RPC, chain targets)
cmd/trigger/main.go	Backend trigger: ECDSA-signed HTTP POST to CRE DON
contracts/evm/src/ChainlinkVWAPAdapter.sol	Production oracle — implements Chainlink IReceiver
contracts/evm/src/keystone/IReceiver.sol	Chainlink Keystone IReceiver interface