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feat: External liquidity integration #412

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feat: External liquidity integration #412

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f46db74
feat: External liquidity integration
rbajollari Jan 15, 2025
62dd1f5
oracle util
rbajollari Jan 15, 2025
30acbe5
take out elys package
rbajollari Jan 17, 2025
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24 changes: 18 additions & 6 deletions config/config.go
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Original file line number Diff line number Diff line change
Expand Up @@ -65,10 +65,15 @@
// CurrencyPair defines a price quote of the exchange rate for two different
// currencies and the supported providers for getting the exchange rate.
CurrencyPair struct {
Base string `mapstructure:"base" validate:"required"`
Quote string `mapstructure:"quote" validate:"required"`
PairAddress []PairAddressProvider `mapstructure:"pair_address_providers" validate:"dive"`
Providers []types.ProviderName `mapstructure:"providers" validate:"required,gt=0,dive,required"`
Base string `mapstructure:"base" validate:"required"`
Quote string `mapstructure:"quote" validate:"required"`
BaseProxy string `mapstructure:"base_proxy"`
QuoteProxy string `mapstructure:"quote_proxy"`
PairAddress []PairAddressProvider `mapstructure:"pair_address_providers" validate:"dive"`
Providers []types.ProviderName `mapstructure:"providers" validate:"required,gt=0,dive,required"`
PoolId uint64 `mapstructure:"pool_id"`

Check failure on line 74 in config/config.go

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GitHub Actions / Run golangci-lint 

struct field PoolId should be PoolID
ExternLiquidityProvider types.ProviderName `mapstructure:"extern_liquidity_provider"`
CryptoCompareExchange string `mapstructure:"cryptocompare_exchange"`
}

PairAddressProvider struct {
Expand Down Expand Up @@ -237,6 +242,10 @@

for _, pair := range c.CurrencyPairs {
for _, provider := range pair.Providers {
poolId := uint64(0)

Check failure on line 245 in config/config.go

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GitHub Actions / Run golangci-lint 

var poolId should be poolID
if provider == pair.ExternLiquidityProvider {
poolId = pair.PoolId
}
if len(pair.PairAddress) > 0 {
for _, uniPair := range pair.PairAddress {
if (uniPair.Provider == provider) && (uniPair.Address != "") {
Expand All @@ -249,8 +258,11 @@
}
} else {
providerPairs[provider] = append(providerPairs[provider], types.CurrencyPair{
Base: pair.Base,
Quote: pair.Quote,
Base: pair.Base,
Quote: pair.Quote,
BaseProxy: pair.BaseProxy,
QuoteProxy: pair.QuoteProxy,
PoolId: poolId,
})
}
}
Expand Down
6 changes: 5 additions & 1 deletion config/config_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -758,8 +758,12 @@ enabled = false
_, err = tmpFile.Write(content)
require.NoError(t, err)

_, err = config.ParseConfig(tmpFile.Name())
cfg, err := config.ParseConfig(tmpFile.Name())
require.NoError(t, err)

logger := zerolog.New(zerolog.ConsoleWriter{Out: os.Stderr}).Level(zerolog.InfoLevel).With().Timestamp().Logger()
err = config.CheckProviderMins(context.TODO(), logger, cfg)
require.EqualError(t, err, "must have at least 3 providers for ATOM")
}

func TestProviderWithAPIKey_Valid(t *testing.T) {
Expand Down
56 changes: 36 additions & 20 deletions config/supported_assets.go
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Original file line number Diff line number Diff line change
Expand Up @@ -11,26 +11,28 @@ var (
// SupportedProviders defines a lookup table of all the supported currency API
// providers and whether or not they require an API key to be passed in.
SupportedProviders = map[types.ProviderName]APIKeyRequired{
provider.ProviderKraken: false,
provider.ProviderBinance: false,
provider.ProviderBinanceUS: false,
provider.ProviderOsmosis: false,
provider.ProviderOkx: false,
provider.ProviderHuobi: false,
provider.ProviderGate: false,
provider.ProviderCoinbase: false,
provider.ProviderBitget: false,
provider.ProviderMexc: false,
provider.ProviderCrypto: false,
provider.ProviderPolygon: true,
provider.ProviderEthUniswap: false,
provider.ProviderEthCamelot: false,
provider.ProviderEthBalancer: false,
provider.ProviderEthPancake: false,
provider.ProviderEthCurve: false,
provider.ProviderKujira: false,
provider.ProviderAstroport: false,
provider.ProviderMock: false,
provider.ProviderKraken: false,
provider.ProviderBinance: false,
provider.ProviderBinanceUS: false,
provider.ProviderOsmosis: false,
provider.ProviderOkx: false,
provider.ProviderHuobi: false,
provider.ProviderGate: false,
provider.ProviderCoinbase: false,
provider.ProviderBitget: false,
provider.ProviderMexc: false,
provider.ProviderCrypto: false,
provider.ProviderPolygon: true,
provider.ProviderEthUniswap: false,
provider.ProviderEthCamelot: false,
provider.ProviderEthBalancer: false,
provider.ProviderEthPancake: false,
provider.ProviderEthCurve: false,
provider.ProviderKujira: false,
provider.ProviderAstroport: false,
provider.ProviderMock: false,
provider.ProviderCoinEx: false,
provider.ProviderCryptoCompare: true,
}

// SupportedConversions defines a lookup table for which currency pairs we
Expand All @@ -55,6 +57,20 @@ var (
{Base: "INJ", Quote: "USDT"}: {},
{Base: "TIA", Quote: "USDT"}: {},
{Base: "WSTETH", Quote: "WETH"}: {},

{Base: "MATIC", Quote: "USD"}: {},
{Base: "AVAX", Quote: "USD"}: {},
{Base: "BNB", Quote: "USD"}: {},

{Base: "ETH", Quote: "USDT"}: {},
{Base: "MATIC", Quote: "USDT"}: {},
{Base: "AVAX", Quote: "USDT"}: {},
{Base: "BNB", Quote: "USDT"}: {},

{Base: "ETH", Quote: "USDC"}: {},
{Base: "MATIC", Quote: "USDC"}: {},
{Base: "AVAX", Quote: "USDC"}: {},
{Base: "BNB", Quote: "USDC"}: {},
}

SupportedUniswapCurrencies = map[string]struct{}{
Expand Down
112 changes: 112 additions & 0 deletions elys-provider-config/currency-pairs.toml
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Original file line number Diff line number Diff line change
@@ -0,0 +1,112 @@
[[currency_pairs]]
base = "USDT"
providers = [
"coinbase",
"kraken",
"crypto",
]
quote = "USD"

[[currency_pairs]]
base = "USDC"
providers = [
"kraken",
]
quote = "USD"

[[currency_pairs]]
base = "ATOM"
base_proxy = "ATOM"
providers = [
"binance",
]
quote = "USDT"
quote_proxy = "USDC"
extern_liquidity_provider = "binance"
pool_id = 2

[[currency_pairs]]
base = "ATOM"
providers = [
"kraken",
]
quote = "USD"

[[currency_pairs]]
base = "OSMO"
providers = [
"osmosis",
]
quote = "ATOM"

[[currency_pairs]]
base = "OSMO"
providers = [
"crypto",
]
quote = "USD"

[[currency_pairs]]
base = "JUNO"
quote = "OSMO"
providers = [ "osmosis",]

[[currency_pairs]]
base = "BTC"
providers = [
"binance",
]
quote = "USDT"

[[currency_pairs]]
base = "ETH"
providers = [
"binance",
]
quote = "USDT"

[[currency_pairs]]
base = "ETH"
providers = [
"binance",
]
quote = "USDT"

[[currency_pairs]]
base = "ETH"
base_proxy = "ETH"
providers = [
"binance",
]
quote = "USDT"
quote_proxy = "USDC"

[[currency_pairs]]
base = "MATIC"
providers = [
"binance",
]
quote = "USDT"
quote_proxy = "USDC"


[[currency_pairs]]
base = "BNB"
providers = [
"binance",
]
quote = "USDC"

[[currency_pairs]]
base = "AVAX"
providers = [
"binance",
]
quote = "USDC"

[[currency_pairs]]
base = "AKT"
providers = [
"gate",
]
quote = "USDT"
139 changes: 139 additions & 0 deletions elys-provider-config/deviation-thresholds.toml
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Original file line number Diff line number Diff line change
@@ -0,0 +1,139 @@
[[deviation_thresholds]]
base = "MARS"
threshold = "1.5"

[[deviation_thresholds]]
base = "CMST"
threshold = "1.5"

[[deviation_thresholds]]
base = "USDT"
threshold = "1.5"

[[deviation_thresholds]]
base = "UMEE"
threshold = "1.5"

[[deviation_thresholds]]
base = "ATOM"
threshold = "1.5"

[[deviation_thresholds]]
base = "USDC"
threshold = "1.5"

[[deviation_thresholds]]
base = "CRO"
threshold = "1.5"

[[deviation_thresholds]]
base = "DAI"
threshold = "2"

[[deviation_thresholds]]
base = "ETH"
threshold = "2"

[[deviation_thresholds]]
base = "BTC"
threshold = "2"

[[deviation_thresholds]]
base = "BNB"
threshold = "2"

[[deviation_thresholds]]
base = "JUNO"
threshold = "2"

[[deviation_thresholds]]
base = "OSMO"
threshold = "2"

[[deviation_thresholds]]
base = "stATOM"
threshold = "2"

[[deviation_thresholds]]
base = "stOSMO"
threshold = "2"

[[deviation_thresholds]]
base = "IST"
threshold = "2"

[[deviation_thresholds]]
base = "AKT"
threshold = "1.5"

[[deviation_thresholds]]
base = "LUNA"
threshold = "1.5"

[[deviation_thresholds]]
base = "WAXL"
threshold = "1.5"

[[deviation_thresholds]]
base = "MATIC"
threshold = "1.5"

[[deviation_thresholds]]
base = "DOT"
threshold = "1.5"

[[deviation_thresholds]]
base = "stkATOM"
threshold = "1.5"

[[deviation_thresholds]]
base = "qATOM"
threshold = "1.5"

[[deviation_thresholds]]
base = "CBETH"
threshold = "1.5"

[[deviation_thresholds]]
base = "stJUNO"
threshold = "2"

[[deviation_thresholds]]
base = "USK"
threshold = "2"

[[deviation_thresholds]]
base = "stUMEE"
threshold = "2"

[[deviation_thresholds]]
base = "RETH"
threshold = "2"

[[deviation_thresholds]]
base = "LINK"
threshold = "2"

[[deviation_thresholds]]
base = "WETH"
threshold = "2"

[[deviation_thresholds]]
base = "WBTC"
threshold = "2"

[[deviation_thresholds]]
base = "ETH"
threshold = "2"

[[deviation_thresholds]]
base = "AVAX"
threshold = "2"

[[deviation_thresholds]]
base = "MATIC"
threshold = "2"

[[deviation_thresholds]]
base = "BNB"
threshold = "2"
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