Oracle providers used
Convex Finance's assessment for RD-F-048 — scored green on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
Zero external price oracle providers are used in Convex's core contracts. Source inspection of Booster.sol, CvxLocker.sol, BaseRewardPool.sol, and Interfaces.sol confirms no Chainlink AggregatorV3Interface, no Pyth, no Redstone, and no DEX-TWAP oracle imports or calls. The 19 Chainlink feeds in the data cache oracle_feeds[] belong to Curve pool contracts attributed to the convex-finance DeFiLlama slug, not to Convex's own contract logic.
Sources #
- GitHubConvex Finance Platform Contracts — Booster.sol and Interfaces.solconvex-eth/platform — Booster.sol imports only OpenZeppelin libs + Interfaces.sol; Interfaces.sol defines Curve interfaces only (ICurveGauge, ICurveVoteEscrow, IVoting, IMinter, IRegistry, IFeeDistro); no AggregatorV3Interface or oracle interface presentretrieved 2026-05-16
- Convex Finance Integration Docs — BoosterIntegration docs describe Booster as accepting LP tokens and distributing CRV/CVX by amount; no price feed requiredretrieved 2026-05-16
Methodology #
List all oracle providers used (Chainlink, Pyth, Redstone, Uniswap-TWAP, in-house, etc.) per asset/market pair in the protocol.
See the full factor methodology and distribution across all protocols →