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DNM: TIA branch #355

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DNM: TIA branch #355

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14 changes: 7 additions & 7 deletions config/config.go
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ import (
"time"

"github.com/cosmos/cosmos-sdk/telemetry"
sdk "github.com/cosmos/cosmos-sdk/types"
"cosmossdk.io/math"
"github.com/go-playground/validator/v10"

"github.com/ojo-network/price-feeder/oracle/provider"
Expand All @@ -32,7 +32,7 @@ var (

// maxDeviationThreshold is the maxmimum allowed amount of standard
// deviations which validators are able to set for a given asset.
maxDeviationThreshold = sdk.MustNewDecFromStr("3.0")
maxDeviationThreshold = math.LegacyMustNewDecFromStr("3.0")
)

type (
Expand Down Expand Up @@ -156,7 +156,7 @@ func (c Config) Validate() (err error) {

func (c Config) validateDeviations() error {
for _, deviation := range c.Deviations {
threshold, err := sdk.NewDecFromStr(deviation.Threshold)
threshold, err := math.LegacyNewDecFromStr(deviation.Threshold)
if err != nil {
return fmt.Errorf("deviation thresholds must be numeric: %w", err)
}
Expand Down Expand Up @@ -270,11 +270,11 @@ func (c Config) ProviderEndpointsMap() map[types.ProviderName]provider.Endpoint
}

// DeviationsMap converts the deviation_thresholds from the config file into
// a map of sdk.Dec where the key is the base asset.
func (c Config) DeviationsMap() (map[string]sdk.Dec, error) {
deviations := make(map[string]sdk.Dec, len(c.Deviations))
// a map of math.LegacyDec where the key is the base asset.
func (c Config) DeviationsMap() (map[string]math.LegacyDec, error) {
deviations := make(map[string]math.LegacyDec, len(c.Deviations))
for _, deviation := range c.Deviations {
threshold, err := sdk.NewDecFromStr(deviation.Threshold)
threshold, err := math.LegacyNewDecFromStr(deviation.Threshold)
if err != nil {
return nil, err
}
Expand Down
216 changes: 121 additions & 95 deletions go.mod
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1,063 changes: 770 additions & 293 deletions go.sum
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2 changes: 1 addition & 1 deletion oracle/client/chain_height.go
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Expand Up @@ -35,7 +35,7 @@ type ChainHeight struct {
// starts a new goroutine subscribed to EventNewBlockHeader.
func NewChainHeight(
ctx context.Context,
client client.TendermintRPC,
client client.CometRPC,
logger zerolog.Logger,
initialHeight int64,
) (*ChainHeight, error) {
Expand Down
2 changes: 1 addition & 1 deletion oracle/client/tx.go
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Expand Up @@ -36,7 +36,7 @@ func BroadcastTx(clientCtx client.Context, txf tx.Factory, msgs ...sdk.Msg) (*sd
unsignedTx.SetFeeGranter(clientCtx.GetFeeGranterAddress())
// unsignedTx.SetFeePayer(clientCtx.GetFeePayerAddress())

if err = tx.Sign(txf, clientCtx.GetFromName(), unsignedTx, true); err != nil {
if err = tx.Sign(clientCtx.CmdContext, txf, clientCtx.GetFromName(), unsignedTx, true); err != nil {
return nil, err
}

Expand Down
8 changes: 4 additions & 4 deletions oracle/convert.go
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@@ -1,7 +1,7 @@
package oracle

import (
sdk "github.com/cosmos/cosmos-sdk/types"
"cosmossdk.io/math"
"github.com/rs/zerolog"

"github.com/ojo-network/price-feeder/config"
Expand Down Expand Up @@ -37,7 +37,7 @@ func ConvertRatesToUSD(rates types.CurrencyPairDec) types.CurrencyPairDec {
func CalcCurrencyPairRates(
candles types.AggregatedProviderCandles,
tickers types.AggregatedProviderPrices,
deviationThresholds map[string]sdk.Dec,
deviationThresholds map[string]math.LegacyDec,
currencyPairs []types.CurrencyPair,
logger zerolog.Logger,
) (types.CurrencyPairDec, error) {
Expand Down Expand Up @@ -138,7 +138,7 @@ func ConvertAggregatedCandles(
return convertedCandles
}

func convertCandles(candles []types.CandlePrice, rate sdk.Dec) []types.CandlePrice {
func convertCandles(candles []types.CandlePrice, rate math.LegacyDec) []types.CandlePrice {
convertedCandles := []types.CandlePrice{}
for _, candle := range candles {
candle.Price = candle.Price.Mul(rate)
Expand Down Expand Up @@ -180,7 +180,7 @@ func ConvertAggregatedTickers(
return convertedTickers
}

func convertTicker(ticker types.TickerPrice, rate sdk.Dec) types.TickerPrice {
func convertTicker(ticker types.TickerPrice, rate math.LegacyDec) types.TickerPrice {
ticker.Price = ticker.Price.Mul(rate)
return ticker
}
72 changes: 36 additions & 36 deletions oracle/convert_test.go
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Expand Up @@ -3,24 +3,24 @@ package oracle_test
import (
"testing"

sdk "github.com/cosmos/cosmos-sdk/types"
"cosmossdk.io/math"
"github.com/ojo-network/price-feeder/oracle"
"github.com/ojo-network/price-feeder/oracle/types"
"github.com/stretchr/testify/assert"
)

func TestConvertRatesToUSD(t *testing.T) {
rates := types.CurrencyPairDec{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: sdk.NewDec(10),
types.CurrencyPair{Base: "OSMO", Quote: "ATOM"}: sdk.NewDec(3),
types.CurrencyPair{Base: "JUNO", Quote: "ATOM"}: sdk.NewDec(20),
types.CurrencyPair{Base: "LTC", Quote: "USDT"}: sdk.NewDec(20),
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: math.LegacyNewDec(10),
types.CurrencyPair{Base: "OSMO", Quote: "ATOM"}: math.LegacyNewDec(3),
types.CurrencyPair{Base: "JUNO", Quote: "ATOM"}: math.LegacyNewDec(20),
types.CurrencyPair{Base: "LTC", Quote: "USDT"}: math.LegacyNewDec(20),
}

expected := types.CurrencyPairDec{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: sdk.NewDec(10),
types.CurrencyPair{Base: "OSMO", Quote: "USD"}: sdk.NewDec(30),
types.CurrencyPair{Base: "JUNO", Quote: "USD"}: sdk.NewDec(200),
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: math.LegacyNewDec(10),
types.CurrencyPair{Base: "OSMO", Quote: "USD"}: math.LegacyNewDec(30),
types.CurrencyPair{Base: "JUNO", Quote: "USD"}: math.LegacyNewDec(200),
}

convertedRates := oracle.ConvertRatesToUSD(rates)
Expand All @@ -46,50 +46,50 @@ func TestConvertAggregatedCandles(t *testing.T) {
candles := types.AggregatedProviderCandles{
"Provider1": types.CurrencyPairCandles{
types.CurrencyPair{Base: "ATOM", Quote: "USDC"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("35"), Volume: sdk.MustNewDecFromStr("1000"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("40"), Volume: sdk.MustNewDecFromStr("1500"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("35"), Volume: math.LegacyMustNewDecFromStr("1000"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("40"), Volume: math.LegacyMustNewDecFromStr("1500"), TimeStamp: 2},
},
types.CurrencyPair{Base: "UMEE", Quote: "USDC"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("18"), Volume: sdk.MustNewDecFromStr("500"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("22"), Volume: sdk.MustNewDecFromStr("800"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("18"), Volume: math.LegacyMustNewDecFromStr("500"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("22"), Volume: math.LegacyMustNewDecFromStr("800"), TimeStamp: 2},
},
},
"Provider2": types.CurrencyPairCandles{
types.CurrencyPair{Base: "ATOM", Quote: "USDT"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("30"), Volume: sdk.MustNewDecFromStr("800"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("35"), Volume: sdk.MustNewDecFromStr("1000"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("30"), Volume: math.LegacyMustNewDecFromStr("800"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("35"), Volume: math.LegacyMustNewDecFromStr("1000"), TimeStamp: 2},
},
types.CurrencyPair{Base: "JUNO", Quote: "USDT"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("5"), Volume: sdk.MustNewDecFromStr("200"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("6"), Volume: sdk.MustNewDecFromStr("300"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("5"), Volume: math.LegacyMustNewDecFromStr("200"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("6"), Volume: math.LegacyMustNewDecFromStr("300"), TimeStamp: 2},
},
},
}

rates := types.CurrencyPairDec{
types.CurrencyPair{Base: "USDT", Quote: "USD"}: sdk.MustNewDecFromStr("2"),
types.CurrencyPair{Base: "USDC", Quote: "USD"}: sdk.MustNewDecFromStr("1"),
types.CurrencyPair{Base: "USDT", Quote: "USD"}: math.LegacyMustNewDecFromStr("2"),
types.CurrencyPair{Base: "USDC", Quote: "USD"}: math.LegacyMustNewDecFromStr("1"),
}

expectedResult := types.AggregatedProviderCandles{
"Provider1": types.CurrencyPairCandles{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("35"), Volume: sdk.MustNewDecFromStr("1000"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("40"), Volume: sdk.MustNewDecFromStr("1500"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("35"), Volume: math.LegacyMustNewDecFromStr("1000"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("40"), Volume: math.LegacyMustNewDecFromStr("1500"), TimeStamp: 2},
},
types.CurrencyPair{Base: "UMEE", Quote: "USD"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("18"), Volume: sdk.MustNewDecFromStr("500"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("22"), Volume: sdk.MustNewDecFromStr("800"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("18"), Volume: math.LegacyMustNewDecFromStr("500"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("22"), Volume: math.LegacyMustNewDecFromStr("800"), TimeStamp: 2},
},
},
"Provider2": types.CurrencyPairCandles{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("60"), Volume: sdk.MustNewDecFromStr("800"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("70"), Volume: sdk.MustNewDecFromStr("1000"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("60"), Volume: math.LegacyMustNewDecFromStr("800"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("70"), Volume: math.LegacyMustNewDecFromStr("1000"), TimeStamp: 2},
},
types.CurrencyPair{Base: "JUNO", Quote: "USD"}: []types.CandlePrice{
{Price: sdk.MustNewDecFromStr("10"), Volume: sdk.MustNewDecFromStr("200"), TimeStamp: 1},
{Price: sdk.MustNewDecFromStr("12"), Volume: sdk.MustNewDecFromStr("300"), TimeStamp: 2},
{Price: math.LegacyMustNewDecFromStr("10"), Volume: math.LegacyMustNewDecFromStr("200"), TimeStamp: 1},
{Price: math.LegacyMustNewDecFromStr("12"), Volume: math.LegacyMustNewDecFromStr("300"), TimeStamp: 2},
},
},
}
Expand All @@ -104,42 +104,42 @@ func TestConvertAggregatedTickers(t *testing.T) {
tickers := types.AggregatedProviderPrices{
"Provider1": types.CurrencyPairTickers{
types.CurrencyPair{Base: "ATOM", Quote: "USDC"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("35"), Volume: sdk.MustNewDecFromStr("1000"),
Price: math.LegacyMustNewDecFromStr("35"), Volume: math.LegacyMustNewDecFromStr("1000"),
},
types.CurrencyPair{Base: "UMEE", Quote: "USDC"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("18"), Volume: sdk.MustNewDecFromStr("500"),
Price: math.LegacyMustNewDecFromStr("18"), Volume: math.LegacyMustNewDecFromStr("500"),
},
},
"Provider2": types.CurrencyPairTickers{
types.CurrencyPair{Base: "ATOM", Quote: "USDT"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("30"), Volume: sdk.MustNewDecFromStr("800"),
Price: math.LegacyMustNewDecFromStr("30"), Volume: math.LegacyMustNewDecFromStr("800"),
},
types.CurrencyPair{Base: "JUNO", Quote: "USDT"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("5"), Volume: sdk.MustNewDecFromStr("200"),
Price: math.LegacyMustNewDecFromStr("5"), Volume: math.LegacyMustNewDecFromStr("200"),
},
},
}

rates := types.CurrencyPairDec{
types.CurrencyPair{Base: "USDT", Quote: "USD"}: sdk.MustNewDecFromStr("2"),
types.CurrencyPair{Base: "USDC", Quote: "USD"}: sdk.MustNewDecFromStr("1"),
types.CurrencyPair{Base: "USDT", Quote: "USD"}: math.LegacyMustNewDecFromStr("2"),
types.CurrencyPair{Base: "USDC", Quote: "USD"}: math.LegacyMustNewDecFromStr("1"),
}

expectedResult := types.AggregatedProviderPrices{
"Provider1": types.CurrencyPairTickers{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("35"), Volume: sdk.MustNewDecFromStr("1000"),
Price: math.LegacyMustNewDecFromStr("35"), Volume: math.LegacyMustNewDecFromStr("1000"),
},
types.CurrencyPair{Base: "UMEE", Quote: "USD"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("18"), Volume: sdk.MustNewDecFromStr("500"),
Price: math.LegacyMustNewDecFromStr("18"), Volume: math.LegacyMustNewDecFromStr("500"),
},
},
"Provider2": types.CurrencyPairTickers{
types.CurrencyPair{Base: "ATOM", Quote: "USD"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("60"), Volume: sdk.MustNewDecFromStr("800"),
Price: math.LegacyMustNewDecFromStr("60"), Volume: math.LegacyMustNewDecFromStr("800"),
},
types.CurrencyPair{Base: "JUNO", Quote: "USD"}: types.TickerPrice{
Price: sdk.MustNewDecFromStr("10"), Volume: sdk.MustNewDecFromStr("200"),
Price: math.LegacyMustNewDecFromStr("10"), Volume: math.LegacyMustNewDecFromStr("200"),
},
},
}
Expand Down
12 changes: 6 additions & 6 deletions oracle/filter.go
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
package oracle

import (
sdk "github.com/cosmos/cosmos-sdk/types"
"cosmossdk.io/math"
"github.com/rs/zerolog"

"github.com/ojo-network/price-feeder/oracle/provider"
Expand All @@ -11,14 +11,14 @@ import (
// defaultDeviationThreshold defines how many 𝜎 a provider can be away
// from the mean without being considered faulty. This can be overridden
// in the config.
var defaultDeviationThreshold = sdk.MustNewDecFromStr("1.0")
var defaultDeviationThreshold = math.LegacyMustNewDecFromStr("1.0")

// FilterTickerDeviations finds the standard deviations of the prices of
// all assets, and filters out any providers that are not within 2𝜎 of the mean.
func FilterTickerDeviations(
logger zerolog.Logger,
prices types.AggregatedProviderPrices,
deviationThresholds map[string]sdk.Dec,
deviationThresholds map[string]math.LegacyDec,
) (types.AggregatedProviderPrices, error) {
var (
filteredPrices = make(types.AggregatedProviderPrices)
Expand All @@ -28,7 +28,7 @@ func FilterTickerDeviations(
for providerName, priceTickers := range prices {
p, ok := priceMap[providerName]
if !ok {
p = map[types.CurrencyPair]sdk.Dec{}
p = map[types.CurrencyPair]math.LegacyDec{}
priceMap[providerName] = p
}
for base, tp := range priceTickers {
Expand Down Expand Up @@ -77,7 +77,7 @@ func FilterTickerDeviations(
func FilterCandleDeviations(
logger zerolog.Logger,
candles types.AggregatedProviderCandles,
deviationThresholds map[string]sdk.Dec,
deviationThresholds map[string]math.LegacyDec,
) (types.AggregatedProviderCandles, error) {
var (
filteredCandles = make(types.AggregatedProviderCandles)
Expand Down Expand Up @@ -146,7 +146,7 @@ func FilterCandleDeviations(
return filteredCandles, nil
}

func isBetween(p, mean, margin sdk.Dec) bool {
func isBetween(p, mean, margin math.LegacyDec) bool {
return p.GTE(mean.Sub(margin)) &&
p.LTE(mean.Add(margin))
}
26 changes: 13 additions & 13 deletions oracle/filter_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ import (
"testing"
"time"

sdk "github.com/cosmos/cosmos-sdk/types"
"cosmossdk.io/math"
"github.com/ojo-network/price-feeder/oracle/provider"
"github.com/ojo-network/price-feeder/oracle/types"
"github.com/rs/zerolog"
Expand All @@ -18,8 +18,8 @@ func TestSuccessFilterCandleDeviations(t *testing.T) {
Quote: "USDT",
}

atomPrice := sdk.MustNewDecFromStr("29.93")
atomVolume := sdk.MustNewDecFromStr("1994674.34000000")
atomPrice := math.LegacyMustNewDecFromStr("29.93")
atomVolume := math.LegacyMustNewDecFromStr("1994674.34000000")

atomCandlePrice := []types.CandlePrice{
{
Expand All @@ -41,7 +41,7 @@ func TestSuccessFilterCandleDeviations(t *testing.T) {
providerCandles[provider.ProviderCoinbase] = types.CurrencyPairCandles{
pair: {
{
Price: sdk.MustNewDecFromStr("27.1"),
Price: math.LegacyMustNewDecFromStr("27.1"),
Volume: atomVolume,
TimeStamp: provider.PastUnixTime(1 * time.Minute),
},
Expand All @@ -51,15 +51,15 @@ func TestSuccessFilterCandleDeviations(t *testing.T) {
pricesFiltered, err := FilterCandleDeviations(
zerolog.Nop(),
providerCandles,
make(map[string]sdk.Dec),
make(map[string]math.LegacyDec),
)

_, ok := pricesFiltered[provider.ProviderCoinbase]
require.NoError(t, err, "It should successfully filter out the provider using candles")
require.False(t, ok, "The filtered candle deviation price at coinbase should be empty")

customDeviations := make(map[string]sdk.Dec, 1)
customDeviations[pair.Base] = sdk.NewDec(2)
customDeviations := make(map[string]math.LegacyDec, 1)
customDeviations[pair.Base] = math.LegacyNewDec(2)

pricesFilteredCustom, err := FilterCandleDeviations(
zerolog.Nop(),
Expand All @@ -79,8 +79,8 @@ func TestSuccessFilterTickerDeviations(t *testing.T) {
Quote: "USDT",
}

atomPrice := sdk.MustNewDecFromStr("29.93")
atomVolume := sdk.MustNewDecFromStr("1994674.34000000")
atomPrice := math.LegacyMustNewDecFromStr("29.93")
atomVolume := math.LegacyMustNewDecFromStr("1994674.34000000")

atomTickerPrice := types.TickerPrice{
Price: atomPrice,
Expand All @@ -98,23 +98,23 @@ func TestSuccessFilterTickerDeviations(t *testing.T) {
}
providerTickers[provider.ProviderCoinbase] = types.CurrencyPairTickers{
pair: {
Price: sdk.MustNewDecFromStr("27.1"),
Price: math.LegacyMustNewDecFromStr("27.1"),
Volume: atomVolume,
},
}

pricesFiltered, err := FilterTickerDeviations(
zerolog.Nop(),
providerTickers,
make(map[string]sdk.Dec),
make(map[string]math.LegacyDec),
)

_, ok := pricesFiltered[provider.ProviderCoinbase]
require.NoError(t, err, "It should successfully filter out the provider using tickers")
require.False(t, ok, "The filtered ticker deviation price at coinbase should be empty")

customDeviations := make(map[string]sdk.Dec, 1)
customDeviations[pair.Base] = sdk.NewDec(2)
customDeviations := make(map[string]math.LegacyDec, 1)
customDeviations[pair.Base] = math.LegacyNewDec(2)

pricesFilteredCustom, err := FilterTickerDeviations(
zerolog.Nop(),
Expand Down
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