oracles are hard

yam-finance/yam-protocol#77

contracts/lib/UniswapV2OracleLibrary.sol

@@ -1,6 +1,6 @@
 pragma solidity >=0.5.0;
 
-import './IUniswapV2Pair.sol';
+import '@uniswap/v2-core/contracts/interfaces/IUniswapV2Pair.sol';
 import './FixedPoint.sol';
 
 // library with helper methods for oracles that are concerned with computing average prices
@@ -18,20 +18,20 @@ library UniswapV2OracleLibrary {
         bool isToken0
     ) internal view returns (uint priceCumulative, uint32 blockTimestamp) {
         blockTimestamp = currentBlockTimestamp();
-        (uint112 reserve0, uint112 reserve1, uint32 blockTimestampLast) = UniswapPair(pair).getReserves();
+        (uint112 reserve0, uint112 reserve1, uint32 blockTimestampLast) = IUniswapV2Pair(pair).getReserves();
         if (isToken0) {
-          priceCumulative = UniswapPair(pair).price0CumulativeLast();
+          priceCumulative = IUniswapV2Pair(pair).price0CumulativeLast();
 
           // if time has elapsed since the last update on the pair, mock the accumulated price values
           if (blockTimestampLast != blockTimestamp) {
               // subtraction overflow is desired
               uint32 timeElapsed = blockTimestamp - blockTimestampLast;
               // addition overflow is desired
               // counterfactual
-              priceCumulative += uint(FixedPoint.fraction(reserve1, reserve0)._x) * timeElapsed;
+              priceCumulative += uint(FixedPoint.fraction(reserve0, reserve1)._x) * timeElapsed;
           }
         } else {
-          priceCumulative = UniswapPair(pair).price1CumulativeLast();
+          priceCumulative = IUniswapV2Pair(pair).price1CumulativeLast();
           // if time has elapsed since the last update on the pair, mock the accumulated price values
           if (blockTimestampLast != blockTimestamp) {
               // subtraction overflow is desired