mirror of
https://github.com/0glabs/0g-chain.git
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Merge pull request #272 from Kava-Labs/kd-propose-params
Params and types for pricefeed
This commit is contained in:
Kevin Davis
GitHub
commit
6c42e78e25
1
go.sum
1
go.sum
@ -43,6 +43,7 @@ github.com/cosmos/cosmos-sdk v0.34.4-0.20191010155330-64a27412505c/go.mod h1:Fxj
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github.com/cosmos/cosmos-sdk v0.34.4-0.20191010193331-18de630d0ae1 h1:yb+E8HGzFnO0YwLS6OCBIAVWtN8KfCYoKeO9mgAmQN0=
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github.com/cosmos/cosmos-sdk v0.34.4-0.20191010193331-18de630d0ae1/go.mod h1:IGBhkbOK1ebLqMWjtgo99zUxWHsA5IOb6N9CI8nHs0Y=
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github.com/cosmos/cosmos-sdk v0.37.1 h1:mz5W3Au32VIPPtrY65dheVYeVDSFfS3eSSmuIj+cXsI=
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github.com/cosmos/cosmos-sdk v0.37.4 h1:1ioXxkpiS+wOgaUbROeDIyuF7hciU5nti0TSyBmV2Ok=
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github.com/cosmos/go-bip39 v0.0.0-20180618194314-52158e4697b8 h1:Iwin12wRQtyZhH6FV3ykFcdGNlYEzoeR0jN8Vn+JWsI=
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github.com/cosmos/go-bip39 v0.0.0-20180618194314-52158e4697b8/go.mod h1:tSxLoYXyBmiFeKpvmq4dzayMdCjCnu8uqmCysIGBT2Y=
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github.com/cosmos/ledger-cosmos-go v0.10.3 h1:Qhi5yTR5Pg1CaTpd00pxlGwNl4sFRdtK1J96OTjeFFc=
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@ -2,10 +2,12 @@ package cdp
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import (
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"testing"
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"time"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/x/mock"
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abci "github.com/tendermint/tendermint/abci/types"
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tmtime "github.com/tendermint/tendermint/types/time"
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"github.com/kava-labs/kava/x/pricefeed"
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)
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@ -19,7 +21,7 @@ func TestApp_CreateModifyDeleteCDP(t *testing.T) {
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mock.SetGenesis(mapp, genAccs)
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mock.CheckBalance(t, mapp, testAddr, cs(c("xrp", 100)))
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// setup pricefeed, TODO can this be shortened a bit?
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header := abci.Header{Height: mapp.LastBlockHeight() + 1}
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header := abci.Header{Height: mapp.LastBlockHeight() + 1, Time: tmtime.Now()}
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mapp.BeginBlock(abci.RequestBeginBlock{Header: header})
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ctx := mapp.BaseApp.NewContext(false, header)
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params := CdpParams{
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@ -35,15 +37,19 @@ func TestApp_CreateModifyDeleteCDP(t *testing.T) {
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}
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keeper.SetParams(ctx, params)
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keeper.SetGlobalDebt(ctx, sdk.NewInt(0))
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ap := pricefeed.AssetParams{
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Assets: []pricefeed.Asset{pricefeed.Asset{AssetCode: "xrp", Description: ""}},
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ap := pricefeed.Params{
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Markets: []pricefeed.Market{
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pricefeed.Market{
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MarketID: "xrp", BaseAsset: "xrp",
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QuoteAsset: "usd", Oracles: pricefeed.Oracles{}, Active: true},
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},
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}
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pfKeeper.SetAssetParams(ctx, ap)
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pfKeeper.SetParams(ctx, ap)
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pfKeeper.SetPrice(
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ctx, sdk.AccAddress{}, "xrp",
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sdk.MustNewDecFromStr("1.00"),
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sdk.NewInt(10))
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pfKeeper.SetCurrentPrices(ctx)
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header.Time.Add(time.Hour*1))
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pfKeeper.SetCurrentPrices(ctx, "xrp")
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mapp.EndBlock(abci.RequestEndBlock{})
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mapp.Commit()
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@ -9,9 +9,9 @@ import (
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func InitGenesis(ctx sdk.Context, k Keeper, pk PricefeedKeeper, data GenesisState) {
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// validate denoms - check that any collaterals in the CdpParams are in the pricefeed, pricefeed needs to initgenesis before cdp
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collateralMap := make(map[string]int)
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ap := pk.GetAssetParams(ctx)
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for _, a := range ap.Assets {
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collateralMap[a.AssetCode] = 1
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ap := pk.GetParams(ctx)
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for _, m := range ap.Markets {
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collateralMap[m.MarketID] = 1
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}
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for _, col := range data.Params.CollateralParams {
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@ -3,6 +3,7 @@ package keeper
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import (
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"fmt"
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"testing"
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"time"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/x/auth"
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@ -12,6 +13,7 @@ import (
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"github.com/kava-labs/kava/x/pricefeed"
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"github.com/stretchr/testify/require"
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abci "github.com/tendermint/tendermint/abci/types"
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tmtime "github.com/tendermint/tendermint/types/time"
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)
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// How could one reduce the number of params in the test cases. Create a table driven test for each of the 4 add/withdraw collateral/debt?
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@ -103,27 +105,29 @@ func TestKeeper_ModifyCDP(t *testing.T) {
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}
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mock.SetGenesis(mapp, []authexported.Account{&genAcc})
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// create a new context
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header := abci.Header{Height: mapp.LastBlockHeight() + 1}
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header := abci.Header{Height: mapp.LastBlockHeight() + 1, Time: tmtime.Now()}
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mapp.BeginBlock(abci.RequestBeginBlock{Header: header})
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ctx := mapp.BaseApp.NewContext(false, header)
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keeper.SetParams(ctx, defaultParamsSingle())
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// setup store state
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ap := pricefeed.AssetParams{
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Assets: []pricefeed.Asset{
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pricefeed.Asset{AssetCode: "xrp", Description: ""},
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ap := pricefeed.Params{
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Markets: []pricefeed.Market{
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pricefeed.Market{
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MarketID: "xrp", BaseAsset: "xrp",
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QuoteAsset: "usd", Oracles: pricefeed.Oracles{}, Active: true},
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},
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}
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keeper.pricefeedKeeper.SetAssetParams(ctx, ap)
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keeper.pricefeedKeeper.SetParams(ctx, ap)
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_, err := keeper.pricefeedKeeper.SetPrice(
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ctx, ownerAddr, "xrp",
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sdk.MustNewDecFromStr(tc.price),
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sdk.NewInt(ctx.BlockHeight()+10))
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header.Time.Add(time.Hour*1))
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if err != nil {
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t.Log("test context height", ctx.BlockHeight())
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t.Log(err)
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t.Log(tc.name)
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}
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err = keeper.pricefeedKeeper.SetCurrentPrices(ctx)
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err = keeper.pricefeedKeeper.SetCurrentPrices(ctx, "xrp")
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if err != nil {
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t.Log("test context height", ctx.BlockHeight())
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t.Log(err)
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@ -144,9 +148,6 @@ func TestKeeper_ModifyCDP(t *testing.T) {
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// get new state for verification
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actualCDP, found := keeper.GetCDP(ctx, tc.args.owner, tc.args.collateralDenom)
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if tc.name == "removeTooMuchCollateral" {
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t.Log(actualCDP.String())
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}
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// check for err
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if tc.expectPass {
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@ -180,21 +181,23 @@ func TestKeeper_PartialSeizeCDP(t *testing.T) {
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testAddr := addrs[0]
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mock.SetGenesis(mapp, genAccs)
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// setup pricefeed
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header := abci.Header{Height: mapp.LastBlockHeight() + 1}
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header := abci.Header{Height: mapp.LastBlockHeight() + 1, Time: tmtime.Now()}
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mapp.BeginBlock(abci.RequestBeginBlock{Header: header})
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ctx := mapp.BaseApp.NewContext(false, header)
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keeper.SetParams(ctx, defaultParamsSingle())
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ap := pricefeed.AssetParams{
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Assets: []pricefeed.Asset{
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pricefeed.Asset{AssetCode: "xrp", Description: ""},
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ap := pricefeed.Params{
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Markets: []pricefeed.Market{
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pricefeed.Market{
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MarketID: "xrp", BaseAsset: "xrp",
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QuoteAsset: "usd", Oracles: pricefeed.Oracles{}, Active: true},
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},
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}
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keeper.pricefeedKeeper.SetAssetParams(ctx, ap)
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keeper.pricefeedKeeper.SetParams(ctx, ap)
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keeper.pricefeedKeeper.SetPrice(
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ctx, sdk.AccAddress{}, collateral,
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sdk.MustNewDecFromStr("1.00"),
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i(10))
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keeper.pricefeedKeeper.SetCurrentPrices(ctx)
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header.Time.Add(time.Hour*1))
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keeper.pricefeedKeeper.SetCurrentPrices(ctx, collateral)
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// Create CDP
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keeper.SetGlobalDebt(ctx, i(0))
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err := keeper.ModifyCDP(ctx, testAddr, collateral, i(10), i(5))
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@ -203,8 +206,8 @@ func TestKeeper_PartialSeizeCDP(t *testing.T) {
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keeper.pricefeedKeeper.SetPrice(
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ctx, sdk.AccAddress{}, collateral,
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sdk.MustNewDecFromStr("0.90"),
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i(10))
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keeper.pricefeedKeeper.SetCurrentPrices(ctx)
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header.Time.Add(time.Hour*1))
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keeper.pricefeedKeeper.SetCurrentPrices(ctx, collateral)
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// Seize entire CDP
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err = keeper.PartialSeizeCDP(ctx, testAddr, collateral, i(10), i(5))
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@ -30,7 +30,7 @@ func setUpMockAppWithoutGenesis() (*mock.App, Keeper, []sdk.AccAddress, []crypto
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keyCDP := sdk.NewKVStoreKey("cdp")
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keyPriceFeed := sdk.NewKVStoreKey(pricefeed.StoreKey)
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pk := mapp.ParamsKeeper
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priceFeedKeeper := pricefeed.NewKeeper(keyPriceFeed, mapp.Cdc, pk.Subspace(pricefeed.DefaultParamspace).WithKeyTable(pricefeed.ParamKeyTable()), pricefeed.DefaultCodespace)
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priceFeedKeeper := pricefeed.NewKeeper(keyPriceFeed, mapp.Cdc, pk.Subspace(pricefeed.DefaultParamspace), pricefeed.DefaultCodespace)
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blacklistedAddrs := make(map[string]bool)
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bankKeeper := bank.NewBaseKeeper(mapp.AccountKeeper, pk.Subspace(bank.DefaultParamspace), bank.DefaultCodespace, blacklistedAddrs)
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cdpKeeper := NewKeeper(mapp.Cdc, keyCDP, pk.Subspace(types.DefaultParamspace), priceFeedKeeper, bankKeeper)
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@ -28,7 +28,7 @@ func setUpMockAppWithoutGenesis() (*mock.App, Keeper, PricefeedKeeper) {
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keyCDP := sdk.NewKVStoreKey("cdp")
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keyPriceFeed := sdk.NewKVStoreKey(pricefeed.StoreKey)
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pk := mapp.ParamsKeeper
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priceFeedKeeper := pricefeed.NewKeeper(keyPriceFeed, mapp.Cdc, pk.Subspace(pricefeed.DefaultParamspace).WithKeyTable(pricefeed.ParamKeyTable()), pricefeed.DefaultCodespace)
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priceFeedKeeper := pricefeed.NewKeeper(keyPriceFeed, mapp.Cdc, pk.Subspace(pricefeed.DefaultParamspace), pricefeed.DefaultCodespace)
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blacklistedAddrs := make(map[string]bool)
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bankKeeper := bank.NewBaseKeeper(mapp.AccountKeeper, pk.Subspace(bank.DefaultParamspace), bank.DefaultCodespace, blacklistedAddrs)
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cdpKeeper := NewKeeper(mapp.Cdc, keyCDP, pk.Subspace(DefaultParamspace), priceFeedKeeper, bankKeeper)
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@ -1,6 +1,8 @@
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package types
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import (
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"time"
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sdk "github.com/cosmos/cosmos-sdk/types"
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pftypes "github.com/kava-labs/kava/x/pricefeed/types"
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)
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@ -14,9 +16,9 @@ type BankKeeper interface {
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type PricefeedKeeper interface {
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GetCurrentPrice(sdk.Context, string) pftypes.CurrentPrice
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GetAssetParams(sdk.Context) pftypes.AssetParams
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GetParams(sdk.Context) pftypes.Params
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// These are used for testing TODO replace mockApp with keeper in tests to remove these
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SetAssetParams(sdk.Context, pftypes.AssetParams)
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SetPrice(sdk.Context, sdk.AccAddress, string, sdk.Dec, sdk.Int) (pftypes.PostedPrice, sdk.Error)
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SetCurrentPrices(sdk.Context) sdk.Error
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SetParams(sdk.Context, pftypes.Params)
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SetPrice(sdk.Context, sdk.AccAddress, string, sdk.Dec, time.Time) (pftypes.PostedPrice, sdk.Error)
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SetCurrentPrices(sdk.Context, string) sdk.Error
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}
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@ -1,8 +1,6 @@
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package types
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import (
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sdk "github.com/cosmos/cosmos-sdk/types"
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)
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import sdk "github.com/cosmos/cosmos-sdk/types"
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// GenesisState is the state that must be provided at genesis.
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// TODO What is globaldebt and is is separate from the global debt limit in CdpParams
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@ -18,9 +16,8 @@ type GenesisState struct {
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// TODO make this empty, load test values independent
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func DefaultGenesisState() GenesisState {
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return GenesisState{
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Params: DefaultParams(),
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GlobalDebt: sdk.ZeroInt(),
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CDPs: CDPs{},
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Params: DefaultParams(),
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CDPs: CDPs{},
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}
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}
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@ -2,10 +2,12 @@ package keeper
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import (
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"testing"
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"time"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/x/mock"
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"github.com/stretchr/testify/require"
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tmtime "github.com/tendermint/tendermint/types/time"
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"github.com/kava-labs/kava/x/cdp"
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"github.com/kava-labs/kava/x/liquidator/types"
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@ -19,8 +21,8 @@ func TestKeeper_SeizeAndStartCollateralAuction(t *testing.T) {
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_, addrs := mock.GeneratePrivKeyAddressPairs(1)
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pricefeed.InitGenesis(ctx, k.pricefeedKeeper, pricefeedGenesis())
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("8000.00"), i(999999999))
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k.pricefeedKeeper.SetCurrentPrices(ctx)
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("8000.00"), tmtime.Now().Add(time.Hour*1))
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k.pricefeedKeeper.SetCurrentPrices(ctx, "btc")
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cdp.InitGenesis(ctx, k.cdpKeeper, k.pricefeedKeeper, cdpDefaultGenesis())
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dp := defaultParams()
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k.liquidatorKeeper.SetParams(ctx, dp)
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@ -28,8 +30,8 @@ func TestKeeper_SeizeAndStartCollateralAuction(t *testing.T) {
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k.cdpKeeper.ModifyCDP(ctx, addrs[0], "btc", i(3), i(16000))
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("7999.99"), i(999999999))
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k.pricefeedKeeper.SetCurrentPrices(ctx)
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("7999.99"), tmtime.Now().Add(time.Hour*1))
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k.pricefeedKeeper.SetCurrentPrices(ctx, "btc")
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// Run test function
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auctionID, err := k.liquidatorKeeper.SeizeAndStartCollateralAuction(ctx, addrs[0], "btc")
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@ -100,16 +102,16 @@ func TestKeeper_partialSeizeCDP(t *testing.T) {
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pricefeed.InitGenesis(ctx, k.pricefeedKeeper, pricefeedGenesis())
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("8000.00"), i(999999999))
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k.pricefeedKeeper.SetCurrentPrices(ctx)
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("8000.00"), tmtime.Now().Add(time.Hour*1))
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k.pricefeedKeeper.SetCurrentPrices(ctx, "btc")
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k.bankKeeper.AddCoins(ctx, addrs[0], cs(c("btc", 100)))
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cdp.InitGenesis(ctx, k.cdpKeeper, k.pricefeedKeeper, cdpDefaultGenesis())
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k.liquidatorKeeper.SetParams(ctx, defaultParams())
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k.cdpKeeper.ModifyCDP(ctx, addrs[0], "btc", i(3), i(16000))
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("7999.99"), i(999999999))
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k.pricefeedKeeper.SetCurrentPrices(ctx)
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k.pricefeedKeeper.SetPrice(ctx, addrs[0], "btc", sdk.MustNewDecFromStr("7999.99"), tmtime.Now().Add(time.Hour*1))
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k.pricefeedKeeper.SetCurrentPrices(ctx, "btc")
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// Run test function
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err := k.liquidatorKeeper.partialSeizeCDP(ctx, addrs[0], "btc", i(2), i(10000))
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@ -1,6 +1,8 @@
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package keeper
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import (
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"time"
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"github.com/cosmos/cosmos-sdk/codec"
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"github.com/cosmos/cosmos-sdk/store"
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sdk "github.com/cosmos/cosmos-sdk/types"
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@ -9,6 +11,7 @@ import (
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"github.com/cosmos/cosmos-sdk/x/params"
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abci "github.com/tendermint/tendermint/abci/types"
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"github.com/tendermint/tendermint/libs/log"
|
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tmtime "github.com/tendermint/tendermint/types/time"
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dbm "github.com/tendermint/tm-db"
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"github.com/kava-labs/kava/x/auction"
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@ -75,7 +78,7 @@ func setupTestKeepers() (sdk.Context, keepers) {
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bank.DefaultCodespace,
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blacklistedAddrs,
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)
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pricefeedKeeper := pricefeed.NewKeeper(keyPriceFeed, cdc, paramsKeeper.Subspace(pricefeed.DefaultParamspace).WithKeyTable(pricefeed.ParamKeyTable()), pricefeed.DefaultCodespace)
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pricefeedKeeper := pricefeed.NewKeeper(keyPriceFeed, cdc, paramsKeeper.Subspace(pricefeed.DefaultParamspace), pricefeed.DefaultCodespace)
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cdpKeeper := cdp.NewKeeper(
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cdc,
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keyCDP,
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@ -150,20 +153,18 @@ func cdpDefaultGenesis() cdp.GenesisState {
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}
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|
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func pricefeedGenesis() pricefeed.GenesisState {
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ap := pricefeed.AssetParams{
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Assets: []pricefeed.Asset{
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pricefeed.Asset{AssetCode: "btc", Description: "a description"},
|
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},
|
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ap := pricefeed.Params{
|
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Markets: []pricefeed.Market{
|
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pricefeed.Market{MarketID: "btc", BaseAsset: "btc", QuoteAsset: "usd", Oracles: pricefeed.Oracles{}, Active: true}},
|
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}
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return pricefeed.GenesisState{
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AssetParams: ap,
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OracleParams: pricefeed.DefaultOracleParams(),
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Params: ap,
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PostedPrices: []pricefeed.PostedPrice{
|
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pricefeed.PostedPrice{
|
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AssetCode: "btc",
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||||
OracleAddress: "",
|
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MarketID: "btc",
|
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OracleAddress: sdk.AccAddress{},
|
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Price: sdk.MustNewDecFromStr("8000.00"),
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Expiry: sdk.NewInt(999999999),
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Expiry: tmtime.Now().Add(1 * time.Hour),
|
||||
},
|
||||
},
|
||||
}
|
||||
|
||||
28
x/pricefeed/abci.go
Normal file
28
x/pricefeed/abci.go
Normal file
@ -0,0 +1,28 @@
|
||||
package pricefeed
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
// EndBlocker updates the current pricefeed
|
||||
func EndBlocker(ctx sdk.Context, k Keeper) {
|
||||
// Update the current price of each asset.
|
||||
for _, a := range k.GetMarketParams(ctx) {
|
||||
if a.Active {
|
||||
err := k.SetCurrentPrices(ctx, a.MarketID)
|
||||
if err != nil {
|
||||
// In the event of failure, emit an event.
|
||||
ctx.EventManager().EmitEvent(
|
||||
sdk.NewEvent(
|
||||
EventTypeNoValidPrices,
|
||||
sdk.NewAttribute(AttributeKeyPriceUpdateFailed, fmt.Sprintf("%s", a.MarketID)),
|
||||
),
|
||||
)
|
||||
continue
|
||||
}
|
||||
}
|
||||
}
|
||||
return
|
||||
}
|
||||
@ -2,26 +2,36 @@
|
||||
// autogenerated code using github.com/rigelrozanski/multitool
|
||||
// aliases generated for the following subdirectories:
|
||||
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/types/
|
||||
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/keeper/
|
||||
package pricefeed
|
||||
|
||||
import (
|
||||
"github.com/kava-labs/kava/x/pricefeed/keeper"
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
const (
|
||||
DefaultCodespace = types.DefaultCodespace
|
||||
CodeEmptyInput = types.CodeEmptyInput
|
||||
CodeExpired = types.CodeExpired
|
||||
CodeInvalidPrice = types.CodeInvalidPrice
|
||||
CodeInvalidAsset = types.CodeInvalidAsset
|
||||
CodeInvalidOracle = types.CodeInvalidOracle
|
||||
ModuleName = types.ModuleName
|
||||
StoreKey = types.StoreKey
|
||||
RouterKey = types.RouterKey
|
||||
TypeMsgPostPrice = types.TypeMsgPostPrice
|
||||
QueryCurrentPrice = types.QueryCurrentPrice
|
||||
QueryRawPrices = types.QueryRawPrices
|
||||
QueryAssets = types.QueryAssets
|
||||
DefaultCodespace = types.DefaultCodespace
|
||||
CodeEmptyInput = types.CodeEmptyInput
|
||||
CodeExpired = types.CodeExpired
|
||||
CodeInvalidPrice = types.CodeInvalidPrice
|
||||
CodeInvalidAsset = types.CodeInvalidAsset
|
||||
CodeInvalidOracle = types.CodeInvalidOracle
|
||||
EventTypeNoValidPrices = types.EventTypeNoValidPrices
|
||||
AttributeKeyPriceUpdateFailed = types.AttributeKeyPriceUpdateFailed
|
||||
ModuleName = types.ModuleName
|
||||
StoreKey = types.StoreKey
|
||||
RouterKey = types.RouterKey
|
||||
QuerierRoute = types.QuerierRoute
|
||||
DefaultParamspace = types.DefaultParamspace
|
||||
RawPriceFeedPrefix = types.RawPriceFeedPrefix
|
||||
CurrentPricePrefix = types.CurrentPricePrefix
|
||||
AssetPrefix = types.AssetPrefix
|
||||
OraclePrefix = types.OraclePrefix
|
||||
TypeMsgPostPrice = types.TypeMsgPostPrice
|
||||
QueryCurrentPrice = types.QueryCurrentPrice
|
||||
QueryRawPrices = types.QueryRawPrices
|
||||
QueryAssets = types.QueryAssets
|
||||
)
|
||||
|
||||
var (
|
||||
@ -37,28 +47,29 @@ var (
|
||||
ValidateGenesis = types.ValidateGenesis
|
||||
NewMsgPostPrice = types.NewMsgPostPrice
|
||||
ParamKeyTable = types.ParamKeyTable
|
||||
NewAssetParams = types.NewAssetParams
|
||||
DefaultAssetParams = types.DefaultAssetParams
|
||||
NewOracleParams = types.NewOracleParams
|
||||
DefaultOracleParams = types.DefaultOracleParams
|
||||
NewParams = types.NewParams
|
||||
DefaultParams = types.DefaultParams
|
||||
NewKeeper = keeper.NewKeeper
|
||||
NewQuerier = keeper.NewQuerier
|
||||
|
||||
// variable aliases
|
||||
ModuleCdc = types.ModuleCdc
|
||||
ParamStoreKeyOracles = types.ParamStoreKeyOracles
|
||||
ParamStoreKeyAssets = types.ParamStoreKeyAssets
|
||||
ModuleCdc = types.ModuleCdc
|
||||
KeyMarkets = types.KeyMarkets
|
||||
)
|
||||
|
||||
type (
|
||||
GenesisState = types.GenesisState
|
||||
MsgPostPrice = types.MsgPostPrice
|
||||
AssetParams = types.AssetParams
|
||||
OracleParams = types.OracleParams
|
||||
ParamSubspace = types.ParamSubspace
|
||||
QueryRawPricesResp = types.QueryRawPricesResp
|
||||
QueryAssetsResp = types.QueryAssetsResp
|
||||
Asset = types.Asset
|
||||
Market = types.Market
|
||||
Markets = types.Markets
|
||||
Oracle = types.Oracle
|
||||
Oracles = types.Oracles
|
||||
CurrentPrice = types.CurrentPrice
|
||||
PostedPrice = types.PostedPrice
|
||||
SortDecs = types.SortDecs
|
||||
GenesisState = types.GenesisState
|
||||
MsgPostPrice = types.MsgPostPrice
|
||||
Params = types.Params
|
||||
ParamSubspace = types.ParamSubspace
|
||||
QueryRawPricesResp = types.QueryRawPricesResp
|
||||
QueryAssetsResp = types.QueryAssetsResp
|
||||
Keeper = keeper.Keeper
|
||||
)
|
||||
|
||||
@ -2,6 +2,7 @@ package cli
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"time"
|
||||
|
||||
"github.com/spf13/cobra"
|
||||
|
||||
@ -12,6 +13,7 @@ import (
|
||||
"github.com/cosmos/cosmos-sdk/x/auth"
|
||||
"github.com/cosmos/cosmos-sdk/x/auth/client/utils"
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
tmtime "github.com/tendermint/tendermint/types/time"
|
||||
)
|
||||
|
||||
// GetTxCmd returns the transaction commands for this module
|
||||
@ -47,11 +49,13 @@ func GetCmdPostPrice(cdc *codec.Codec) *cobra.Command {
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
expiry, ok := sdk.NewIntFromString(args[2])
|
||||
expiryInt, ok := sdk.NewIntFromString(args[2])
|
||||
if !ok {
|
||||
fmt.Printf("invalid expiry - %s \n", args[2])
|
||||
return nil
|
||||
}
|
||||
expiry := tmtime.Canonical(time.Unix(expiryInt.Int64(), 0))
|
||||
|
||||
msg := types.NewMsgPostPrice(cliCtx.GetFromAddress(), args[0], price, expiry)
|
||||
err = msg.ValidateBasic()
|
||||
if err != nil {
|
||||
|
||||
@ -3,6 +3,7 @@ package rest
|
||||
import (
|
||||
"fmt"
|
||||
"net/http"
|
||||
"time"
|
||||
|
||||
"github.com/cosmos/cosmos-sdk/client/context"
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
@ -10,6 +11,7 @@ import (
|
||||
"github.com/cosmos/cosmos-sdk/x/auth/client/utils"
|
||||
"github.com/gorilla/mux"
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
tmtime "github.com/tendermint/tendermint/types/time"
|
||||
)
|
||||
|
||||
const (
|
||||
@ -57,11 +59,12 @@ func postPriceHandler(cliCtx context.CLIContext) http.HandlerFunc {
|
||||
return
|
||||
}
|
||||
|
||||
expiry, ok := sdk.NewIntFromString(req.Expiry)
|
||||
expiryInt, ok := sdk.NewIntFromString(req.Expiry)
|
||||
if !ok {
|
||||
rest.WriteErrorResponse(w, http.StatusBadRequest, "invalid expiry")
|
||||
return
|
||||
}
|
||||
expiry := tmtime.Canonical(time.Unix(expiryInt.Int64(), 0))
|
||||
|
||||
// create the message
|
||||
msg := types.NewMsgPostPrice(addr, req.AssetCode, price, expiry)
|
||||
|
||||
@ -4,29 +4,25 @@ import (
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
|
||||
// InitGenesis sets distribution information for genesis.
|
||||
func InitGenesis(ctx sdk.Context, keeper Keeper, data GenesisState) {
|
||||
|
||||
// Set the assets and oracles from params
|
||||
keeper.SetAssetParams(ctx, data.AssetParams)
|
||||
keeper.SetOracleParams(ctx ,data.OracleParams)
|
||||
keeper.SetParams(ctx, data.Params)
|
||||
|
||||
// Iterate through the posted prices and set them in the store
|
||||
for _, pp := range data.PostedPrices {
|
||||
addr, err := sdk.AccAddressFromBech32(pp.OracleAddress)
|
||||
if err != nil {
|
||||
panic(err)
|
||||
}
|
||||
_, err = keeper.SetPrice(ctx, addr, pp.AssetCode, pp.Price, pp.Expiry)
|
||||
_, err := keeper.SetPrice(ctx, pp.OracleAddress, pp.MarketID, pp.Price, pp.Expiry)
|
||||
if err != nil {
|
||||
panic(err)
|
||||
}
|
||||
}
|
||||
|
||||
// Set the current price (if any) based on what's now in the store
|
||||
if err := keeper.SetCurrentPrices(ctx); err != nil {
|
||||
panic(err)
|
||||
for _, a := range data.Params.Markets {
|
||||
if a.Active {
|
||||
_ = keeper.SetCurrentPrices(ctx, a.MarketID)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@ -34,18 +30,16 @@ func InitGenesis(ctx sdk.Context, keeper Keeper, data GenesisState) {
|
||||
func ExportGenesis(ctx sdk.Context, keeper Keeper) GenesisState {
|
||||
|
||||
// Get the params for assets and oracles
|
||||
assetParams := keeper.GetAssetParams(ctx)
|
||||
oracleParams := keeper.GetOracleParams(ctx)
|
||||
params := keeper.GetParams(ctx)
|
||||
|
||||
var postedPrices []PostedPrice
|
||||
for _, asset := range keeper.GetAssets(ctx) {
|
||||
pp := keeper.GetRawPrices(ctx, asset.AssetCode)
|
||||
for _, asset := range keeper.GetMarketParams(ctx) {
|
||||
pp := keeper.GetRawPrices(ctx, asset.MarketID)
|
||||
postedPrices = append(postedPrices, pp...)
|
||||
}
|
||||
|
||||
return GenesisState{
|
||||
AssetParams: assetParams,
|
||||
OracleParams: oracleParams,
|
||||
Params: params,
|
||||
PostedPrices: postedPrices,
|
||||
}
|
||||
}
|
||||
|
||||
@ -29,22 +29,10 @@ func HandleMsgPostPrice(
|
||||
msg MsgPostPrice) sdk.Result {
|
||||
|
||||
// TODO cleanup message validation and errors
|
||||
err := k.ValidatePostPrice(ctx, msg)
|
||||
_, err := k.GetOracle(ctx, msg.AssetCode, msg.From)
|
||||
if err != nil {
|
||||
return err.Result()
|
||||
return ErrInvalidOracle(k.Codespace()).Result()
|
||||
}
|
||||
k.SetPrice(ctx, msg.From, msg.AssetCode, msg.Price, msg.Expiry)
|
||||
return sdk.Result{}
|
||||
}
|
||||
|
||||
// EndBlocker updates the current pricefeed
|
||||
func EndBlocker(ctx sdk.Context, k Keeper) {
|
||||
// TODO val_state_change.go is relevant if we want to rotate the oracle set
|
||||
|
||||
// Running in the end blocker ensures that prices will update at most once per block,
|
||||
// which seems preferable to having state storage values change in response to multiple transactions
|
||||
// which occur during a block
|
||||
//TODO use an iterator and update the prices for all assets in the store
|
||||
k.SetCurrentPrices(ctx)
|
||||
return
|
||||
}
|
||||
|
||||
@ -1,280 +0,0 @@
|
||||
package pricefeed
|
||||
|
||||
import (
|
||||
"sort"
|
||||
|
||||
"github.com/cosmos/cosmos-sdk/codec"
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
// TODO refactor constants to app.go
|
||||
const (
|
||||
// QuerierRoute is the querier route for gov
|
||||
QuerierRoute = ModuleName
|
||||
|
||||
// Parameter store default namestore
|
||||
DefaultParamspace = ModuleName
|
||||
|
||||
// Store prefix for the raw pricefeed of an asset
|
||||
RawPriceFeedPrefix = StoreKey + ":raw:"
|
||||
|
||||
// Store prefix for the current price of an asset
|
||||
CurrentPricePrefix = StoreKey + ":currentprice:"
|
||||
|
||||
// Store Prefix for the assets in the pricefeed system
|
||||
AssetPrefix = StoreKey + ":assets"
|
||||
|
||||
// OraclePrefix store prefix for the oracle accounts
|
||||
OraclePrefix = StoreKey + ":oracles"
|
||||
)
|
||||
|
||||
// Keeper struct for pricefeed module
|
||||
type Keeper struct {
|
||||
// The reference to the Paramstore to get and set pricefeed specific params
|
||||
paramSpace ParamSubspace
|
||||
// The keys used to access the stores from Context
|
||||
storeKey sdk.StoreKey
|
||||
// Codec for binary encoding/decoding
|
||||
cdc *codec.Codec
|
||||
// Reserved codespace
|
||||
codespace sdk.CodespaceType
|
||||
}
|
||||
|
||||
// NewKeeper returns a new keeper for the pricefeed module. It handles:
|
||||
// - adding oracles
|
||||
// - adding/removing assets from the pricefeed
|
||||
func NewKeeper(
|
||||
storeKey sdk.StoreKey, cdc *codec.Codec, paramSpace ParamSubspace, codespace sdk.CodespaceType,
|
||||
) Keeper {
|
||||
return Keeper{
|
||||
paramSpace: paramSpace,
|
||||
storeKey: storeKey,
|
||||
cdc: cdc,
|
||||
codespace: codespace,
|
||||
}
|
||||
}
|
||||
|
||||
// // AddOracle adds an Oracle to the store
|
||||
// func (k Keeper) AddOracle(ctx sdk.Context, address string) {
|
||||
|
||||
// oracles := k.GetOracles(ctx)
|
||||
// oracles = append(oracles, Oracle{OracleAddress: address})
|
||||
// store := ctx.KVStore(k.storeKey)
|
||||
// store.Set(
|
||||
// []byte(OraclePrefix), k.cdc.MustMarshalBinaryBare(oracles),
|
||||
// )
|
||||
// }
|
||||
|
||||
// // AddAsset adds an asset to the store
|
||||
// func (k Keeper) AddAsset(
|
||||
// ctx sdk.Context,
|
||||
// assetCode string,
|
||||
// desc string,
|
||||
// ) {
|
||||
// assets := k.GetAssets(ctx)
|
||||
// assets = append(assets, Asset{AssetCode: assetCode, Description: desc})
|
||||
// store := ctx.KVStore(k.storeKey)
|
||||
// store.Set(
|
||||
// []byte(AssetPrefix), k.cdc.MustMarshalBinaryBare(assets),
|
||||
// )
|
||||
// }
|
||||
|
||||
func (k Keeper) SetAssetParams(ctx sdk.Context, ap AssetParams) {
|
||||
k.paramSpace.Set(ctx, ParamStoreKeyAssets, &ap)
|
||||
}
|
||||
|
||||
func (k Keeper) SetOracleParams(ctx sdk.Context, op OracleParams) {
|
||||
k.paramSpace.Set(ctx, ParamStoreKeyOracles, &op)
|
||||
}
|
||||
|
||||
// SetPrice updates the posted price for a specific oracle
|
||||
func (k Keeper) SetPrice(
|
||||
ctx sdk.Context,
|
||||
oracle sdk.AccAddress,
|
||||
assetCode string,
|
||||
price sdk.Dec,
|
||||
expiry sdk.Int) (PostedPrice, sdk.Error) {
|
||||
// If the expiry is less than or equal to the current blockheight, we consider the price valid
|
||||
if expiry.GTE(sdk.NewInt(ctx.BlockHeight())) {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
prices := k.GetRawPrices(ctx, assetCode)
|
||||
var index int
|
||||
found := false
|
||||
for i := range prices {
|
||||
if prices[i].OracleAddress == oracle.String() {
|
||||
index = i
|
||||
found = true
|
||||
break
|
||||
}
|
||||
}
|
||||
// set the price for that particular oracle
|
||||
if found {
|
||||
prices[index] = PostedPrice{AssetCode: assetCode, OracleAddress: oracle.String(), Price: price, Expiry: expiry}
|
||||
} else {
|
||||
prices = append(prices, PostedPrice{
|
||||
assetCode, oracle.String(), price, expiry,
|
||||
})
|
||||
index = len(prices) - 1
|
||||
}
|
||||
|
||||
store.Set(
|
||||
[]byte(RawPriceFeedPrefix+assetCode), k.cdc.MustMarshalBinaryBare(prices),
|
||||
)
|
||||
return prices[index], nil
|
||||
}
|
||||
return PostedPrice{}, ErrExpired(k.codespace)
|
||||
|
||||
}
|
||||
|
||||
// SetCurrentPrices updates the price of an asset to the meadian of all valid oracle inputs
|
||||
func (k Keeper) SetCurrentPrices(ctx sdk.Context) sdk.Error {
|
||||
assets := k.GetAssets(ctx)
|
||||
for _, v := range assets {
|
||||
assetCode := v.AssetCode
|
||||
prices := k.GetRawPrices(ctx, assetCode)
|
||||
var notExpiredPrices []CurrentPrice
|
||||
// filter out expired prices
|
||||
for _, v := range prices {
|
||||
if v.Expiry.GTE(sdk.NewInt(ctx.BlockHeight())) {
|
||||
notExpiredPrices = append(notExpiredPrices, CurrentPrice{
|
||||
AssetCode: v.AssetCode,
|
||||
Price: v.Price,
|
||||
Expiry: v.Expiry,
|
||||
})
|
||||
}
|
||||
}
|
||||
l := len(notExpiredPrices)
|
||||
var medianPrice sdk.Dec
|
||||
var expiry sdk.Int
|
||||
// TODO make threshold for acceptance (ie. require 51% of oracles to have posted valid prices
|
||||
if l == 0 {
|
||||
// Error if there are no valid prices in the raw pricefeed
|
||||
return ErrNoValidPrice(k.codespace)
|
||||
} else if l == 1 {
|
||||
// Return immediately if there's only one price
|
||||
medianPrice = notExpiredPrices[0].Price
|
||||
expiry = notExpiredPrices[0].Expiry
|
||||
} else {
|
||||
// sort the prices
|
||||
sort.Slice(notExpiredPrices, func(i, j int) bool {
|
||||
return notExpiredPrices[i].Price.LT(notExpiredPrices[j].Price)
|
||||
})
|
||||
// If there's an even number of prices
|
||||
if l%2 == 0 {
|
||||
// TODO make sure this is safe.
|
||||
// Since it's a price and not a balance, division with precision loss is OK.
|
||||
price1 := notExpiredPrices[l/2-1].Price
|
||||
price2 := notExpiredPrices[l/2].Price
|
||||
sum := price1.Add(price2)
|
||||
divsor, _ := sdk.NewDecFromStr("2")
|
||||
medianPrice = sum.Quo(divsor)
|
||||
// TODO Check if safe, makes sense
|
||||
// Takes the average of the two expiries rounded down to the nearest Int.
|
||||
expiry = notExpiredPrices[l/2-1].Expiry.Add(notExpiredPrices[l/2].Expiry).Quo(sdk.NewInt(2))
|
||||
} else {
|
||||
// integer division, so we'll get an integer back, rounded down
|
||||
medianPrice = notExpiredPrices[l/2].Price
|
||||
expiry = notExpiredPrices[l/2].Expiry
|
||||
}
|
||||
}
|
||||
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
currentPrice := CurrentPrice{
|
||||
AssetCode: assetCode,
|
||||
Price: medianPrice,
|
||||
Expiry: expiry,
|
||||
}
|
||||
store.Set(
|
||||
[]byte(CurrentPricePrefix+assetCode), k.cdc.MustMarshalBinaryBare(currentPrice),
|
||||
)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
func (k Keeper) GetOracleParams(ctx sdk.Context) OracleParams {
|
||||
var op OracleParams
|
||||
k.paramSpace.Get(ctx, ParamStoreKeyOracles, &op)
|
||||
return op
|
||||
}
|
||||
|
||||
// GetOracles returns the oracles in the pricefeed store
|
||||
func (k Keeper) GetOracles(ctx sdk.Context) []Oracle {
|
||||
var op OracleParams
|
||||
k.paramSpace.Get(ctx, ParamStoreKeyOracles, &op)
|
||||
return op.Oracles
|
||||
}
|
||||
|
||||
func (k Keeper) GetAssetParams(ctx sdk.Context) AssetParams {
|
||||
var ap AssetParams
|
||||
k.paramSpace.Get(ctx, ParamStoreKeyAssets, &ap)
|
||||
return ap
|
||||
}
|
||||
|
||||
// GetAssets returns the assets in the pricefeed store
|
||||
func (k Keeper) GetAssets(ctx sdk.Context) []Asset {
|
||||
var ap AssetParams
|
||||
k.paramSpace.Get(ctx, ParamStoreKeyAssets, &ap)
|
||||
return ap.Assets
|
||||
}
|
||||
|
||||
// GetAsset returns the asset if it is in the pricefeed system
|
||||
func (k Keeper) GetAsset(ctx sdk.Context, assetCode string) (Asset, bool) {
|
||||
assets := k.GetAssets(ctx)
|
||||
|
||||
for i := range assets {
|
||||
if assets[i].AssetCode == assetCode {
|
||||
return assets[i], true
|
||||
}
|
||||
}
|
||||
return Asset{}, false
|
||||
|
||||
}
|
||||
|
||||
// GetOracle returns the oracle address as a string if it is in the pricefeed store
|
||||
func (k Keeper) GetOracle(ctx sdk.Context, oracle string) (Oracle, bool) {
|
||||
oracles := k.GetOracles(ctx)
|
||||
|
||||
for i := range oracles {
|
||||
if oracles[i].OracleAddress == oracle {
|
||||
return oracles[i], true
|
||||
}
|
||||
}
|
||||
return Oracle{}, false
|
||||
|
||||
}
|
||||
|
||||
// GetCurrentPrice fetches the current median price of all oracles for a specific asset
|
||||
func (k Keeper) GetCurrentPrice(ctx sdk.Context, assetCode string) CurrentPrice {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
bz := store.Get([]byte(CurrentPricePrefix + assetCode))
|
||||
// TODO panic or return error if not found
|
||||
var price CurrentPrice
|
||||
k.cdc.MustUnmarshalBinaryBare(bz, &price)
|
||||
return price
|
||||
}
|
||||
|
||||
// GetRawPrices fetches the set of all prices posted by oracles for an asset
|
||||
func (k Keeper) GetRawPrices(ctx sdk.Context, assetCode string) []PostedPrice {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
bz := store.Get([]byte(RawPriceFeedPrefix + assetCode))
|
||||
var prices []PostedPrice
|
||||
k.cdc.MustUnmarshalBinaryBare(bz, &prices)
|
||||
return prices
|
||||
}
|
||||
|
||||
// ValidatePostPrice makes sure the person posting the price is an oracle
|
||||
func (k Keeper) ValidatePostPrice(ctx sdk.Context, msg MsgPostPrice) sdk.Error {
|
||||
// TODO implement this
|
||||
|
||||
_, assetFound := k.GetAsset(ctx, msg.AssetCode)
|
||||
if !assetFound {
|
||||
return ErrInvalidAsset(k.codespace)
|
||||
}
|
||||
_, oracleFound := k.GetOracle(ctx, msg.From.String())
|
||||
if !oracleFound {
|
||||
return ErrInvalidOracle(k.codespace)
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
168
x/pricefeed/keeper/keeper.go
Normal file
168
x/pricefeed/keeper/keeper.go
Normal file
@ -0,0 +1,168 @@
|
||||
package keeper
|
||||
|
||||
import (
|
||||
"sort"
|
||||
"time"
|
||||
|
||||
"github.com/cosmos/cosmos-sdk/codec"
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
"github.com/cosmos/cosmos-sdk/x/params"
|
||||
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
// Keeper struct for pricefeed module
|
||||
type Keeper struct {
|
||||
// The keys used to access the stores from Context
|
||||
storeKey sdk.StoreKey
|
||||
// Codec for binary encoding/decoding
|
||||
cdc *codec.Codec
|
||||
// The reference to the Paramstore to get and set pricefeed specific params
|
||||
paramstore params.Subspace
|
||||
// Reserved codespace
|
||||
codespace sdk.CodespaceType
|
||||
}
|
||||
|
||||
// NewKeeper returns a new keeper for the pricefeed module. It handles:
|
||||
// - adding oracles
|
||||
// - adding/removing assets from the pricefeed
|
||||
func NewKeeper(
|
||||
storeKey sdk.StoreKey, cdc *codec.Codec, paramstore params.Subspace, codespace sdk.CodespaceType,
|
||||
) Keeper {
|
||||
return Keeper{
|
||||
paramstore: paramstore.WithKeyTable(types.ParamKeyTable()),
|
||||
storeKey: storeKey,
|
||||
cdc: cdc,
|
||||
codespace: codespace,
|
||||
}
|
||||
}
|
||||
|
||||
// SetPrice updates the posted price for a specific oracle
|
||||
func (k Keeper) SetPrice(
|
||||
ctx sdk.Context,
|
||||
oracle sdk.AccAddress,
|
||||
marketID string,
|
||||
price sdk.Dec,
|
||||
expiry time.Time) (types.PostedPrice, sdk.Error) {
|
||||
// If the expiry is less than or equal to the current blockheight, we consider the price valid
|
||||
if expiry.After(ctx.BlockTime()) {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
prices := k.GetRawPrices(ctx, marketID)
|
||||
var index int
|
||||
found := false
|
||||
for i := range prices {
|
||||
if prices[i].OracleAddress.Equals(oracle) {
|
||||
index = i
|
||||
found = true
|
||||
break
|
||||
}
|
||||
}
|
||||
// set the price for that particular oracle
|
||||
if found {
|
||||
prices[index] = types.PostedPrice{
|
||||
MarketID: marketID, OracleAddress: oracle,
|
||||
Price: price, Expiry: expiry}
|
||||
} else {
|
||||
prices = append(prices, types.PostedPrice{
|
||||
MarketID: marketID, OracleAddress: oracle,
|
||||
Price: price, Expiry: expiry})
|
||||
index = len(prices) - 1
|
||||
}
|
||||
|
||||
store.Set(
|
||||
[]byte(types.RawPriceFeedPrefix+marketID), k.cdc.MustMarshalBinaryBare(prices),
|
||||
)
|
||||
return prices[index], nil
|
||||
}
|
||||
return types.PostedPrice{}, types.ErrExpired(k.codespace)
|
||||
|
||||
}
|
||||
|
||||
// SetCurrentPrices updates the price of an asset to the meadian of all valid oracle inputs
|
||||
func (k Keeper) SetCurrentPrices(ctx sdk.Context, marketID string) sdk.Error {
|
||||
_, ok := k.GetMarket(ctx, marketID)
|
||||
if !ok {
|
||||
return types.ErrInvalidAsset(k.codespace)
|
||||
}
|
||||
prices := k.GetRawPrices(ctx, marketID)
|
||||
var notExpiredPrices []types.CurrentPrice
|
||||
// filter out expired prices
|
||||
for _, v := range prices {
|
||||
if v.Expiry.After(ctx.BlockTime()) {
|
||||
notExpiredPrices = append(notExpiredPrices, types.CurrentPrice{
|
||||
MarketID: v.MarketID,
|
||||
Price: v.Price,
|
||||
})
|
||||
}
|
||||
}
|
||||
medianPrice, err := k.CalculateMedianPrice(ctx, notExpiredPrices)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
currentPrice := types.CurrentPrice{
|
||||
MarketID: marketID,
|
||||
Price: medianPrice,
|
||||
}
|
||||
store.Set(
|
||||
[]byte(types.CurrentPricePrefix+marketID), k.cdc.MustMarshalBinaryBare(currentPrice),
|
||||
)
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
// CalculateMedianPrice calculates the median prices for the input prices.
|
||||
func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices []types.CurrentPrice) (sdk.Dec, sdk.Error) {
|
||||
l := len(prices)
|
||||
|
||||
if l == 0 {
|
||||
// Error if there are no valid prices in the raw pricefeed
|
||||
return sdk.Dec{}, types.ErrNoValidPrice(k.codespace)
|
||||
} else if l == 1 {
|
||||
// Return immediately if there's only one price
|
||||
return prices[0].Price, nil
|
||||
} else {
|
||||
// sort the prices
|
||||
sort.Slice(prices, func(i, j int) bool {
|
||||
return prices[i].Price.LT(prices[j].Price)
|
||||
})
|
||||
// for even numbers of prices, the median is calculated as the mean of the two middle prices
|
||||
if l%2 == 0 {
|
||||
median := k.calculateMeanPrice(ctx, prices[l/2-1:l/2+1])
|
||||
return median, nil
|
||||
}
|
||||
// for odd numbers of prices, return the middle element
|
||||
return prices[l/2].Price, nil
|
||||
}
|
||||
}
|
||||
|
||||
func (k Keeper) calculateMeanPrice(ctx sdk.Context, prices []types.CurrentPrice) sdk.Dec {
|
||||
sum := prices[0].Price.Add(prices[1].Price)
|
||||
mean := sum.Quo(sdk.NewDec(2))
|
||||
return mean
|
||||
}
|
||||
|
||||
// GetCurrentPrice fetches the current median price of all oracles for a specific asset
|
||||
func (k Keeper) GetCurrentPrice(ctx sdk.Context, marketID string) types.CurrentPrice {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
bz := store.Get([]byte(types.CurrentPricePrefix + marketID))
|
||||
// TODO panic or return error if not found
|
||||
var price types.CurrentPrice
|
||||
k.cdc.MustUnmarshalBinaryBare(bz, &price)
|
||||
return price
|
||||
}
|
||||
|
||||
// GetRawPrices fetches the set of all prices posted by oracles for an asset
|
||||
func (k Keeper) GetRawPrices(ctx sdk.Context, marketID string) []types.PostedPrice {
|
||||
store := ctx.KVStore(k.storeKey)
|
||||
bz := store.Get([]byte(types.RawPriceFeedPrefix + marketID))
|
||||
var prices []types.PostedPrice
|
||||
k.cdc.MustUnmarshalBinaryBare(bz, &prices)
|
||||
return prices
|
||||
}
|
||||
|
||||
// Codespace return the codespace for the keeper
|
||||
func (k Keeper) Codespace() sdk.CodespaceType {
|
||||
return k.codespace
|
||||
}
|
||||
141
x/pricefeed/keeper/keeper_test.go
Normal file
141
x/pricefeed/keeper/keeper_test.go
Normal file
@ -0,0 +1,141 @@
|
||||
package keeper
|
||||
|
||||
import (
|
||||
"testing"
|
||||
"time"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
"github.com/stretchr/testify/require"
|
||||
abci "github.com/tendermint/tendermint/abci/types"
|
||||
tmtime "github.com/tendermint/tendermint/types/time"
|
||||
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
// TestKeeper_SetGetMarket tests adding markets to the pricefeed, getting markets from the store
|
||||
func TestKeeper_SetGetMarket(t *testing.T) {
|
||||
helper := getMockApp(t, 0, types.GenesisState{}, nil)
|
||||
header := abci.Header{
|
||||
Height: helper.mApp.LastBlockHeight() + 1,
|
||||
Time: tmtime.Now()}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, header)
|
||||
|
||||
mp := types.Params{
|
||||
Markets: types.Markets{
|
||||
types.Market{MarketID: "tstusd", BaseAsset: "tst", QuoteAsset: "usd", Oracles: types.Oracles{}, Active: true},
|
||||
},
|
||||
}
|
||||
helper.keeper.SetParams(ctx, mp)
|
||||
markets := helper.keeper.GetMarketParams(ctx)
|
||||
require.Equal(t, len(markets), 1)
|
||||
require.Equal(t, markets[0].MarketID, "tstusd")
|
||||
|
||||
_, found := helper.keeper.GetMarket(ctx, "tstusd")
|
||||
require.Equal(t, found, true)
|
||||
|
||||
mp = types.Params{
|
||||
Markets: types.Markets{
|
||||
types.Market{MarketID: "tstusd", BaseAsset: "tst", QuoteAsset: "usd", Oracles: types.Oracles{}, Active: true},
|
||||
types.Market{MarketID: "tst2usd", BaseAsset: "tst2", QuoteAsset: "usd", Oracles: types.Oracles{}, Active: true},
|
||||
},
|
||||
}
|
||||
helper.keeper.SetParams(ctx, mp)
|
||||
markets = helper.keeper.GetMarketParams(ctx)
|
||||
require.Equal(t, len(markets), 2)
|
||||
require.Equal(t, markets[0].MarketID, "tstusd")
|
||||
require.Equal(t, markets[1].MarketID, "tst2usd")
|
||||
|
||||
_, found = helper.keeper.GetMarket(ctx, "nan")
|
||||
require.Equal(t, found, false)
|
||||
}
|
||||
|
||||
// TestKeeper_GetSetPrice Test Posting the price by an oracle
|
||||
func TestKeeper_GetSetPrice(t *testing.T) {
|
||||
helper := getMockApp(t, 2, types.GenesisState{}, nil)
|
||||
header := abci.Header{
|
||||
Height: helper.mApp.LastBlockHeight() + 1,
|
||||
Time: tmtime.Now()}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, header)
|
||||
mp := types.Params{
|
||||
Markets: types.Markets{
|
||||
types.Market{MarketID: "tstusd", BaseAsset: "tst", QuoteAsset: "usd", Oracles: types.Oracles{}, Active: true},
|
||||
},
|
||||
}
|
||||
helper.keeper.SetParams(ctx, mp)
|
||||
// Set price by oracle 1
|
||||
_, err := helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.33"),
|
||||
header.Time.Add(1*time.Hour))
|
||||
require.NoError(t, err)
|
||||
// Get raw prices
|
||||
rawPrices := helper.keeper.GetRawPrices(ctx, "tstusd")
|
||||
require.Equal(t, len(rawPrices), 1)
|
||||
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.33")), true)
|
||||
// Set price by oracle 2
|
||||
_, err = helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[1], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.35"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
require.NoError(t, err)
|
||||
|
||||
rawPrices = helper.keeper.GetRawPrices(ctx, "tstusd")
|
||||
require.Equal(t, len(rawPrices), 2)
|
||||
require.Equal(t, rawPrices[1].Price.Equal(sdk.MustNewDecFromStr("0.35")), true)
|
||||
|
||||
// Update Price by Oracle 1
|
||||
_, err = helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.37"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
require.NoError(t, err)
|
||||
rawPrices = helper.keeper.GetRawPrices(ctx, "tstusd")
|
||||
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.37")), true)
|
||||
}
|
||||
|
||||
// TestKeeper_GetSetCurrentPrice Test Setting the median price of an Asset
|
||||
func TestKeeper_GetSetCurrentPrice(t *testing.T) {
|
||||
helper := getMockApp(t, 4, types.GenesisState{}, nil)
|
||||
header := abci.Header{
|
||||
Height: helper.mApp.LastBlockHeight() + 1,
|
||||
Time: tmtime.Now()}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, header)
|
||||
mp := types.Params{
|
||||
Markets: types.Markets{
|
||||
types.Market{MarketID: "tstusd", BaseAsset: "tst", QuoteAsset: "usd", Oracles: types.Oracles{}, Active: true},
|
||||
},
|
||||
}
|
||||
helper.keeper.SetParams(ctx, mp)
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.33"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[1], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.35"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[2], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.34"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
// Set current price
|
||||
err := helper.keeper.SetCurrentPrices(ctx, "tstusd")
|
||||
require.NoError(t, err)
|
||||
// Get Current price
|
||||
price := helper.keeper.GetCurrentPrice(ctx, "tstusd")
|
||||
require.Equal(t, price.Price.Equal(sdk.MustNewDecFromStr("0.34")), true)
|
||||
|
||||
// Even number of oracles
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[3], "tstusd",
|
||||
sdk.MustNewDecFromStr("0.36"),
|
||||
header.Time.Add(time.Hour*1))
|
||||
err = helper.keeper.SetCurrentPrices(ctx, "tstusd")
|
||||
require.NoError(t, err)
|
||||
price = helper.keeper.GetCurrentPrice(ctx, "tstusd")
|
||||
require.Equal(t, price.Price.Equal(sdk.MustNewDecFromStr("0.345")), true)
|
||||
|
||||
}
|
||||
64
x/pricefeed/keeper/params.go
Normal file
64
x/pricefeed/keeper/params.go
Normal file
@ -0,0 +1,64 @@
|
||||
package keeper
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
// GetParams gets params from the store
|
||||
func (k Keeper) GetParams(ctx sdk.Context) types.Params {
|
||||
return types.NewParams(k.GetMarketParams(ctx))
|
||||
}
|
||||
|
||||
// SetParams updates params in the store
|
||||
func (k Keeper) SetParams(ctx sdk.Context, params types.Params) {
|
||||
k.paramstore.SetParamSet(ctx, ¶ms)
|
||||
}
|
||||
|
||||
// GetMarketParams get asset params from store
|
||||
func (k Keeper) GetMarketParams(ctx sdk.Context) types.Markets {
|
||||
var markets types.Markets
|
||||
k.paramstore.Get(ctx, types.KeyMarkets, &markets)
|
||||
return markets
|
||||
}
|
||||
|
||||
// GetOracles returns the oracles in the pricefeed store
|
||||
func (k Keeper) GetOracles(ctx sdk.Context, marketID string) (types.Oracles, error) {
|
||||
|
||||
for _, m := range k.GetMarketParams(ctx) {
|
||||
if marketID == m.MarketID {
|
||||
return m.Oracles, nil
|
||||
}
|
||||
}
|
||||
return types.Oracles{}, fmt.Errorf("asset %s not found", marketID)
|
||||
}
|
||||
|
||||
// GetOracle returns the oracle from the store or an error if not found
|
||||
func (k Keeper) GetOracle(ctx sdk.Context, marketID string, address sdk.AccAddress) (types.Oracle, error) {
|
||||
oracles, err := k.GetOracles(ctx, marketID)
|
||||
if err != nil {
|
||||
return types.Oracle{}, fmt.Errorf("asset %s not found", marketID)
|
||||
}
|
||||
for _, o := range oracles {
|
||||
if address.Equals(o.Address) {
|
||||
return o, nil
|
||||
}
|
||||
}
|
||||
return types.Oracle{}, fmt.Errorf("oracle %s not found for asset %s", address, marketID)
|
||||
}
|
||||
|
||||
// GetMarket returns the market if it is in the pricefeed system
|
||||
func (k Keeper) GetMarket(ctx sdk.Context, marketID string) (types.Market, bool) {
|
||||
markets := k.GetMarketParams(ctx)
|
||||
|
||||
for i := range markets {
|
||||
if markets[i].MarketID == marketID {
|
||||
return markets[i], true
|
||||
}
|
||||
}
|
||||
return types.Market{}, false
|
||||
|
||||
}
|
||||
@ -1,21 +1,23 @@
|
||||
package pricefeed
|
||||
package keeper
|
||||
|
||||
import (
|
||||
"github.com/cosmos/cosmos-sdk/codec"
|
||||
|
||||
abci "github.com/tendermint/tendermint/abci/types"
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
abci "github.com/tendermint/tendermint/abci/types"
|
||||
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
// NewQuerier is the module level router for state queries
|
||||
func NewQuerier(keeper Keeper) sdk.Querier {
|
||||
return func(ctx sdk.Context, path []string, req abci.RequestQuery) (res []byte, err sdk.Error) {
|
||||
switch path[0] {
|
||||
case QueryCurrentPrice:
|
||||
case types.QueryCurrentPrice:
|
||||
return queryCurrentPrice(ctx, path[1:], req, keeper)
|
||||
case QueryRawPrices:
|
||||
case types.QueryRawPrices:
|
||||
return queryRawPrices(ctx, path[1:], req, keeper)
|
||||
case QueryAssets:
|
||||
case types.QueryAssets:
|
||||
return queryAssets(ctx, req, keeper)
|
||||
default:
|
||||
return nil, sdk.ErrUnknownRequest("unknown pricefeed query endpoint")
|
||||
@ -25,12 +27,12 @@ func NewQuerier(keeper Keeper) sdk.Querier {
|
||||
}
|
||||
|
||||
func queryCurrentPrice(ctx sdk.Context, path []string, req abci.RequestQuery, keeper Keeper) (res []byte, err sdk.Error) {
|
||||
assetCode := path[0]
|
||||
_, found := keeper.GetAsset(ctx, assetCode)
|
||||
marketID := path[0]
|
||||
_, found := keeper.GetMarket(ctx, marketID)
|
||||
if !found {
|
||||
return []byte{}, sdk.ErrUnknownRequest("asset not found")
|
||||
}
|
||||
currentPrice := keeper.GetCurrentPrice(ctx, assetCode)
|
||||
currentPrice := keeper.GetCurrentPrice(ctx, marketID)
|
||||
|
||||
bz, err2 := codec.MarshalJSONIndent(keeper.cdc, currentPrice)
|
||||
if err2 != nil {
|
||||
@ -41,13 +43,13 @@ func queryCurrentPrice(ctx sdk.Context, path []string, req abci.RequestQuery, ke
|
||||
}
|
||||
|
||||
func queryRawPrices(ctx sdk.Context, path []string, req abci.RequestQuery, keeper Keeper) (res []byte, err sdk.Error) {
|
||||
var priceList QueryRawPricesResp
|
||||
assetCode := path[0]
|
||||
_, found := keeper.GetAsset(ctx, assetCode)
|
||||
var priceList types.QueryRawPricesResp
|
||||
marketID := path[0]
|
||||
_, found := keeper.GetMarket(ctx, marketID)
|
||||
if !found {
|
||||
return []byte{}, sdk.ErrUnknownRequest("asset not found")
|
||||
}
|
||||
rawPrices := keeper.GetRawPrices(ctx, assetCode)
|
||||
rawPrices := keeper.GetRawPrices(ctx, marketID)
|
||||
for _, price := range rawPrices {
|
||||
priceList = append(priceList, price.String())
|
||||
}
|
||||
@ -60,8 +62,8 @@ func queryRawPrices(ctx sdk.Context, path []string, req abci.RequestQuery, keepe
|
||||
}
|
||||
|
||||
func queryAssets(ctx sdk.Context, req abci.RequestQuery, keeper Keeper) (res []byte, err sdk.Error) {
|
||||
var assetList QueryAssetsResp
|
||||
assets := keeper.GetAssets(ctx)
|
||||
var assetList types.QueryAssetsResp
|
||||
assets := keeper.GetMarketParams(ctx)
|
||||
for _, asset := range assets {
|
||||
assetList = append(assetList, asset.String())
|
||||
}
|
||||
@ -71,4 +73,4 @@ func queryAssets(ctx sdk.Context, req abci.RequestQuery, keeper Keeper) (res []b
|
||||
}
|
||||
|
||||
return bz, nil
|
||||
}
|
||||
}
|
||||
@ -1,4 +1,4 @@
|
||||
package pricefeed
|
||||
package keeper
|
||||
|
||||
import (
|
||||
"testing"
|
||||
@ -7,8 +7,9 @@ import (
|
||||
authexported "github.com/cosmos/cosmos-sdk/x/auth/exported"
|
||||
"github.com/cosmos/cosmos-sdk/x/mock"
|
||||
"github.com/stretchr/testify/require"
|
||||
abci "github.com/tendermint/tendermint/abci/types"
|
||||
"github.com/tendermint/tendermint/crypto"
|
||||
|
||||
"github.com/kava-labs/kava/x/pricefeed/types"
|
||||
)
|
||||
|
||||
type testHelper struct {
|
||||
@ -19,16 +20,12 @@ type testHelper struct {
|
||||
privKeys []crypto.PrivKey
|
||||
}
|
||||
|
||||
func getMockApp(t *testing.T, numGenAccs int, genState GenesisState, genAccs []authexported.Account) testHelper {
|
||||
func getMockApp(t *testing.T, numGenAccs int, genState types.GenesisState, genAccs []authexported.Account) testHelper {
|
||||
mApp := mock.NewApp()
|
||||
RegisterCodec(mApp.Cdc)
|
||||
keyPricefeed := sdk.NewKVStoreKey(StoreKey)
|
||||
types.RegisterCodec(mApp.Cdc)
|
||||
keyPricefeed := sdk.NewKVStoreKey(types.StoreKey)
|
||||
pk := mApp.ParamsKeeper
|
||||
keeper := NewKeeper(keyPricefeed, mApp.Cdc, pk.Subspace(DefaultParamspace).WithKeyTable(ParamKeyTable()), DefaultCodespace)
|
||||
|
||||
// Register routes
|
||||
mApp.Router().AddRoute(RouterKey, NewHandler(keeper))
|
||||
mApp.SetEndBlocker(getEndBlocker(keeper))
|
||||
keeper := NewKeeper(keyPricefeed, mApp.Cdc, pk.Subspace(types.DefaultParamspace), types.DefaultCodespace)
|
||||
|
||||
require.NoError(t, mApp.CompleteSetup(keyPricefeed))
|
||||
|
||||
@ -47,11 +44,3 @@ func getMockApp(t *testing.T, numGenAccs int, genState GenesisState, genAccs []a
|
||||
mock.SetGenesis(mApp, genAccs)
|
||||
return testHelper{mApp, keeper, addrs, pubKeys, privKeys}
|
||||
}
|
||||
|
||||
// gov and staking endblocker
|
||||
func getEndBlocker(keeper Keeper) sdk.EndBlocker {
|
||||
return func(ctx sdk.Context, req abci.RequestEndBlock) abci.ResponseEndBlock {
|
||||
EndBlocker(ctx, keeper)
|
||||
return abci.ResponseEndBlock{}
|
||||
}
|
||||
}
|
||||
@ -1,124 +0,0 @@
|
||||
package pricefeed
|
||||
|
||||
import (
|
||||
"testing"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
"github.com/stretchr/testify/require"
|
||||
abci "github.com/tendermint/tendermint/abci/types"
|
||||
)
|
||||
|
||||
// TestKeeper_SetGetAsset tests adding assets to the pricefeed, getting assets from the store
|
||||
func TestKeeper_SetGetAsset(t *testing.T) {
|
||||
helper := getMockApp(t, 0, GenesisState{}, nil)
|
||||
header := abci.Header{Height: helper.mApp.LastBlockHeight() + 1}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, abci.Header{})
|
||||
ap := AssetParams{
|
||||
Assets: []Asset{Asset{AssetCode: "tst", Description: "the future of finance"}},
|
||||
}
|
||||
helper.keeper.SetAssetParams(ctx, ap)
|
||||
assets := helper.keeper.GetAssets(ctx)
|
||||
require.Equal(t, len(assets), 1)
|
||||
require.Equal(t, assets[0].AssetCode, "tst")
|
||||
|
||||
_, found := helper.keeper.GetAsset(ctx, "tst")
|
||||
require.Equal(t, found, true)
|
||||
|
||||
ap = AssetParams{
|
||||
Assets: []Asset{
|
||||
Asset{AssetCode: "tst", Description: "the future of finance"},
|
||||
Asset{AssetCode: "tst2", Description: "the future of finance"}},
|
||||
}
|
||||
helper.keeper.SetAssetParams(ctx, ap)
|
||||
assets = helper.keeper.GetAssets(ctx)
|
||||
require.Equal(t, len(assets), 2)
|
||||
require.Equal(t, assets[0].AssetCode, "tst")
|
||||
require.Equal(t, assets[1].AssetCode, "tst2")
|
||||
|
||||
_, found = helper.keeper.GetAsset(ctx, "nan")
|
||||
require.Equal(t, found, false)
|
||||
}
|
||||
|
||||
// TestKeeper_GetSetPrice Test Posting the price by an oracle
|
||||
func TestKeeper_GetSetPrice(t *testing.T) {
|
||||
helper := getMockApp(t, 2, GenesisState{}, nil)
|
||||
header := abci.Header{Height: helper.mApp.LastBlockHeight() + 1}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, abci.Header{})
|
||||
ap := AssetParams{
|
||||
Assets: []Asset{Asset{AssetCode: "tst", Description: "the future of finance"}},
|
||||
}
|
||||
helper.keeper.SetAssetParams(ctx, ap)
|
||||
// Set price by oracle 1
|
||||
_, err := helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tst",
|
||||
sdk.MustNewDecFromStr("0.33"),
|
||||
sdk.NewInt(10))
|
||||
require.NoError(t, err)
|
||||
// Get raw prices
|
||||
rawPrices := helper.keeper.GetRawPrices(ctx, "tst")
|
||||
require.Equal(t, len(rawPrices), 1)
|
||||
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.33")), true)
|
||||
// Set price by oracle 2
|
||||
_, err = helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[1], "tst",
|
||||
sdk.MustNewDecFromStr("0.35"),
|
||||
sdk.NewInt(10))
|
||||
require.NoError(t, err)
|
||||
|
||||
rawPrices = helper.keeper.GetRawPrices(ctx, "tst")
|
||||
require.Equal(t, len(rawPrices), 2)
|
||||
require.Equal(t, rawPrices[1].Price.Equal(sdk.MustNewDecFromStr("0.35")), true)
|
||||
|
||||
// Update Price by Oracle 1
|
||||
_, err = helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tst",
|
||||
sdk.MustNewDecFromStr("0.37"),
|
||||
sdk.NewInt(10))
|
||||
require.NoError(t, err)
|
||||
rawPrices = helper.keeper.GetRawPrices(ctx, "tst")
|
||||
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.37")), true)
|
||||
}
|
||||
|
||||
// TestKeeper_GetSetCurrentPrice Test Setting the median price of an Asset
|
||||
func TestKeeper_GetSetCurrentPrice(t *testing.T) {
|
||||
helper := getMockApp(t, 4, GenesisState{}, nil)
|
||||
header := abci.Header{Height: helper.mApp.LastBlockHeight() + 1}
|
||||
helper.mApp.BeginBlock(abci.RequestBeginBlock{Header: header})
|
||||
ctx := helper.mApp.BaseApp.NewContext(false, abci.Header{})
|
||||
// Odd number of oracles
|
||||
ap := AssetParams{
|
||||
Assets: []Asset{Asset{AssetCode: "tst", Description: "the future of finance"}},
|
||||
}
|
||||
helper.keeper.SetAssetParams(ctx, ap)
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[0], "tst",
|
||||
sdk.MustNewDecFromStr("0.33"),
|
||||
sdk.NewInt(10))
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[1], "tst",
|
||||
sdk.MustNewDecFromStr("0.35"),
|
||||
sdk.NewInt(10))
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[2], "tst",
|
||||
sdk.MustNewDecFromStr("0.34"),
|
||||
sdk.NewInt(10))
|
||||
// Set current price
|
||||
err := helper.keeper.SetCurrentPrices(ctx)
|
||||
require.NoError(t, err)
|
||||
// Get Current price
|
||||
price := helper.keeper.GetCurrentPrice(ctx, "tst")
|
||||
require.Equal(t, price.Price.Equal(sdk.MustNewDecFromStr("0.34")), true)
|
||||
|
||||
// Even number of oracles
|
||||
helper.keeper.SetPrice(
|
||||
ctx, helper.addrs[3], "tst",
|
||||
sdk.MustNewDecFromStr("0.36"),
|
||||
sdk.NewInt(10))
|
||||
err = helper.keeper.SetCurrentPrices(ctx)
|
||||
require.NoError(t, err)
|
||||
price = helper.keeper.GetCurrentPrice(ctx, "tst")
|
||||
require.Equal(t, price.Price.Equal(sdk.MustNewDecFromStr("0.345")), true)
|
||||
|
||||
}
|
||||
98
x/pricefeed/types/asset.go
Normal file
98
x/pricefeed/types/asset.go
Normal file
@ -0,0 +1,98 @@
|
||||
package types
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
// Market struct that represents an asset in the pricefeed
|
||||
type Market struct {
|
||||
MarketID string `json:"market_id" yaml:"market_id"`
|
||||
BaseAsset string `json:"base_asset" yaml:"base_asset"`
|
||||
QuoteAsset string `json:"quote_asset" yaml:"quote_asset"`
|
||||
Oracles Oracles `json:"oracles" yaml:"oracles"`
|
||||
Active bool `json:"active" yaml:"active"`
|
||||
}
|
||||
|
||||
// String implement fmt.Stringer
|
||||
func (a Market) String() string {
|
||||
return fmt.Sprintf(`Asset:
|
||||
Market ID: %s
|
||||
Base Asset: %s
|
||||
Quote Asset: %s
|
||||
Oracles: %s
|
||||
Active: %t`,
|
||||
a.MarketID, a.BaseAsset, a.QuoteAsset, a.Oracles, a.Active)
|
||||
}
|
||||
|
||||
// Markets array type for oracle
|
||||
type Markets []Market
|
||||
|
||||
// String implements fmt.Stringer
|
||||
func (ms Markets) String() string {
|
||||
out := "Markets:\n"
|
||||
for _, m := range ms {
|
||||
out += fmt.Sprintf("%s\n", m.String())
|
||||
}
|
||||
return strings.TrimSpace(out)
|
||||
}
|
||||
|
||||
// Oracle struct that documents which address an oracle is using
|
||||
type Oracle struct {
|
||||
Address sdk.AccAddress `json:"address" yaml:"address"`
|
||||
}
|
||||
|
||||
// String implements fmt.Stringer
|
||||
func (o Oracle) String() string {
|
||||
return fmt.Sprintf(`Address: %s`, o.Address)
|
||||
}
|
||||
|
||||
// Oracles array type for oracle
|
||||
type Oracles []Oracle
|
||||
|
||||
// String implements fmt.Stringer
|
||||
func (os Oracles) String() string {
|
||||
out := "Oracles:\n"
|
||||
for _, o := range os {
|
||||
out += fmt.Sprintf("%s\n", o.String())
|
||||
}
|
||||
return strings.TrimSpace(out)
|
||||
}
|
||||
|
||||
// CurrentPrice struct that contains the metadata of a current price for a particular asset in the pricefeed module.
|
||||
type CurrentPrice struct {
|
||||
MarketID string `json:"market_id" yaml:"market_id"`
|
||||
Price sdk.Dec `json:"price" yaml:"price"`
|
||||
}
|
||||
|
||||
// PostedPrice struct represented a price for an asset posted by a specific oracle
|
||||
type PostedPrice struct {
|
||||
MarketID string `json:"market_id" yaml:"market_id"`
|
||||
OracleAddress sdk.AccAddress `json:"oracle_address" yaml:"oracle_address"`
|
||||
Price sdk.Dec `json:"price" yaml:"price"`
|
||||
Expiry time.Time `json:"expiry" yaml:"expiry"`
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (cp CurrentPrice) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`Market ID: %s
|
||||
Price: %s`, cp.MarketID, cp.Price))
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (pp PostedPrice) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`Market ID: %s
|
||||
Oracle Address: %s
|
||||
Price: %s
|
||||
Expiry: %s`, pp.MarketID, pp.OracleAddress, pp.Price, pp.Expiry))
|
||||
}
|
||||
|
||||
// SortDecs provides the interface needed to sort sdk.Dec slices
|
||||
type SortDecs []sdk.Dec
|
||||
|
||||
func (a SortDecs) Len() int { return len(a) }
|
||||
func (a SortDecs) Swap(i, j int) { a[i], a[j] = a[j], a[i] }
|
||||
func (a SortDecs) Less(i, j int) bool { return a[i].LT(a[j]) }
|
||||
8
x/pricefeed/types/events.go
Normal file
8
x/pricefeed/types/events.go
Normal file
@ -0,0 +1,8 @@
|
||||
package types
|
||||
|
||||
// Pricefeed module event types
|
||||
const (
|
||||
EventTypeNoValidPrices = "no_valid_prices"
|
||||
|
||||
AttributeKeyPriceUpdateFailed = "price_update_failed"
|
||||
)
|
||||
@ -2,21 +2,18 @@ package types
|
||||
|
||||
import (
|
||||
"bytes"
|
||||
"fmt"
|
||||
)
|
||||
|
||||
// GenesisState - pricefeed state that must be provided at genesis
|
||||
type GenesisState struct {
|
||||
AssetParams AssetParams `json:"asset_params" yaml:"asset_params"`
|
||||
OracleParams OracleParams `json:"oracle_params" yaml:"oracle_params"`
|
||||
Params Params `json:"asset_params" yaml:"asset_params"`
|
||||
PostedPrices []PostedPrice `json:"posted_prices" yaml:"posted_prices"`
|
||||
}
|
||||
|
||||
// NewGenesisState creates a new genesis state for the pricefeed module
|
||||
func NewGenesisState(ap AssetParams, op OracleParams, pp []PostedPrice) GenesisState {
|
||||
func NewGenesisState(p Params, pp []PostedPrice) GenesisState {
|
||||
return GenesisState{
|
||||
AssetParams: ap,
|
||||
OracleParams: op,
|
||||
Params: p,
|
||||
PostedPrices: pp,
|
||||
}
|
||||
}
|
||||
@ -24,8 +21,7 @@ func NewGenesisState(ap AssetParams, op OracleParams, pp []PostedPrice) GenesisS
|
||||
// DefaultGenesisState defines default GenesisState for pricefeed
|
||||
func DefaultGenesisState() GenesisState {
|
||||
return NewGenesisState(
|
||||
DefaultAssetParams(),
|
||||
DefaultOracleParams(),
|
||||
DefaultParams(),
|
||||
[]PostedPrice{},
|
||||
)
|
||||
}
|
||||
@ -45,19 +41,9 @@ func (data GenesisState) IsEmpty() bool {
|
||||
// ValidateGenesis performs basic validation of genesis data returning an
|
||||
// error for any failed validation criteria.
|
||||
func ValidateGenesis(data GenesisState) error {
|
||||
// iterate over assets and verify them
|
||||
for _, asset := range data.AssetParams.Assets {
|
||||
if asset.AssetCode == "" {
|
||||
return fmt.Errorf("invalid asset: %s. missing asset code", asset.String())
|
||||
}
|
||||
}
|
||||
|
||||
// iterate over oracles and verify them
|
||||
for _, oracle := range data.OracleParams.Oracles {
|
||||
if oracle.OracleAddress == "" {
|
||||
return fmt.Errorf("invalid oracle: %s. missing oracle address", oracle.String())
|
||||
}
|
||||
if err := data.Params.Validate(); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
@ -9,4 +9,22 @@ const (
|
||||
|
||||
// RouterKey Top level router key
|
||||
RouterKey = ModuleName
|
||||
|
||||
// QuerierRoute is the querier route for gov
|
||||
QuerierRoute = ModuleName
|
||||
|
||||
// DefaultParamspace default namestore
|
||||
DefaultParamspace = ModuleName
|
||||
|
||||
// RawPriceFeedPrefix prefix for the raw pricefeed of an asset
|
||||
RawPriceFeedPrefix = StoreKey + ":raw:"
|
||||
|
||||
// CurrentPricePrefix prefix for the current price of an asset
|
||||
CurrentPricePrefix = StoreKey + ":currentprice:"
|
||||
|
||||
// AssetPrefix Prefix for the assets in the pricefeed system
|
||||
AssetPrefix = StoreKey + ":assets"
|
||||
|
||||
// OraclePrefix store prefix for the oracle accounts
|
||||
OraclePrefix = StoreKey + ":oracles"
|
||||
)
|
||||
|
||||
@ -1,6 +1,8 @@
|
||||
package types
|
||||
|
||||
import (
|
||||
"time"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
@ -15,7 +17,7 @@ type MsgPostPrice struct {
|
||||
From sdk.AccAddress // client that sent in this address
|
||||
AssetCode string // asset code used by exchanges/api
|
||||
Price sdk.Dec // price in decimal (max precision 18)
|
||||
Expiry sdk.Int // block height
|
||||
Expiry time.Time // expiry time
|
||||
}
|
||||
|
||||
// NewMsgPostPrice creates a new post price msg
|
||||
@ -23,7 +25,7 @@ func NewMsgPostPrice(
|
||||
from sdk.AccAddress,
|
||||
assetCode string,
|
||||
price sdk.Dec,
|
||||
expiry sdk.Int) MsgPostPrice {
|
||||
expiry time.Time) MsgPostPrice {
|
||||
return MsgPostPrice{
|
||||
From: from,
|
||||
AssetCode: assetCode,
|
||||
@ -60,9 +62,6 @@ func (msg MsgPostPrice) ValidateBasic() sdk.Error {
|
||||
if msg.Price.LT(sdk.ZeroDec()) {
|
||||
return sdk.ErrInternal("invalid (negative) price")
|
||||
}
|
||||
if msg.Expiry.LT(sdk.ZeroInt()) {
|
||||
return sdk.ErrInternal("invalid (negative) expiry")
|
||||
}
|
||||
// TODO check coin denoms
|
||||
return nil
|
||||
}
|
||||
|
||||
@ -5,6 +5,7 @@ import (
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
"github.com/stretchr/testify/require"
|
||||
tmtime "github.com/tendermint/tendermint/types/time"
|
||||
)
|
||||
|
||||
func TestMsgPlaceBid_ValidateBasic(t *testing.T) {
|
||||
@ -13,8 +14,7 @@ func TestMsgPlaceBid_ValidateBasic(t *testing.T) {
|
||||
// OracleAddress: addr.String(),
|
||||
// }}
|
||||
price, _ := sdk.NewDecFromStr("0.3005")
|
||||
expiry, _ := sdk.NewIntFromString("10")
|
||||
negativeExpiry, _ := sdk.NewIntFromString("-3")
|
||||
expiry := tmtime.Now()
|
||||
negativePrice, _ := sdk.NewDecFromStr("-3.05")
|
||||
|
||||
tests := []struct {
|
||||
@ -26,7 +26,6 @@ func TestMsgPlaceBid_ValidateBasic(t *testing.T) {
|
||||
{"emptyAddr", MsgPostPrice{sdk.AccAddress{}, "xrp", price, expiry}, false},
|
||||
{"emptyAsset", MsgPostPrice{addr, "", price, expiry}, false},
|
||||
{"negativePrice", MsgPostPrice{addr, "xrp", negativePrice, expiry}, false},
|
||||
{"negativeExpiry", MsgPostPrice{addr, "xrp", price, negativeExpiry}, false},
|
||||
}
|
||||
for _, tc := range tests {
|
||||
t.Run(tc.name, func(t *testing.T) {
|
||||
|
||||
@ -5,77 +5,51 @@ import (
|
||||
"strings"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
params "github.com/cosmos/cosmos-sdk/x/params/subspace"
|
||||
"github.com/cosmos/cosmos-sdk/x/params"
|
||||
)
|
||||
|
||||
// Parameter store key
|
||||
var (
|
||||
// ParamStoreKeyOracles Param store key for oracles
|
||||
ParamStoreKeyOracles = []byte("oracles")
|
||||
// ParamStoreKeyAssets Param store key for assets
|
||||
ParamStoreKeyAssets = []byte("assets")
|
||||
// KeyMarkets store key for markets
|
||||
KeyMarkets = []byte("Markets")
|
||||
)
|
||||
|
||||
// ParamKeyTable Key declaration for parameters
|
||||
func ParamKeyTable() params.KeyTable {
|
||||
return params.NewKeyTable(
|
||||
ParamStoreKeyOracles, OracleParams{},
|
||||
ParamStoreKeyAssets, AssetParams{},
|
||||
)
|
||||
return params.NewKeyTable().RegisterParamSet(&Params{})
|
||||
}
|
||||
|
||||
// AssetParams params for assets. Can be altered via governance
|
||||
type AssetParams struct {
|
||||
Assets []Asset `json:"assets,omitempty" yaml:"assets,omitempty"` // Array containing the assets supported by the pricefeed
|
||||
// Params params for pricefeed. Can be altered via governance
|
||||
type Params struct {
|
||||
Markets Markets `json:"markets" yaml:"markets"` // Array containing the markets supported by the pricefeed
|
||||
}
|
||||
|
||||
// NewAssetParams creates a new AssetParams object
|
||||
func NewAssetParams(assets []Asset) AssetParams {
|
||||
return AssetParams{
|
||||
Assets: assets,
|
||||
// ParamSetPairs implements the ParamSet interface and returns all the key/value pairs
|
||||
// pairs of pricefeed module's parameters.
|
||||
func (p Params) ParamSetPairs() params.ParamSetPairs {
|
||||
return params.ParamSetPairs{
|
||||
{Key: KeyMarkets, Value: &p.Markets},
|
||||
}
|
||||
}
|
||||
|
||||
// DefaultAssetParams default params for assets
|
||||
func DefaultAssetParams() AssetParams {
|
||||
return NewAssetParams([]Asset{})
|
||||
}
|
||||
|
||||
// implements fmt.stringer
|
||||
func (ap AssetParams) String() string {
|
||||
var assetListString []string
|
||||
for _, asset := range ap.Assets {
|
||||
assetListString = append(assetListString, asset.String())
|
||||
}
|
||||
return strings.TrimSpace(fmt.Sprintf(`Asset Params:
|
||||
Assets: %s\`, strings.Join(assetListString, ", ")))
|
||||
}
|
||||
|
||||
// OracleParams params for assets. Can be altered via governance
|
||||
type OracleParams struct {
|
||||
Oracles []Oracle `json:"oracles,omitempty" yaml:"oracles,omitempty"` // Array containing the oracles supported by the pricefeed
|
||||
}
|
||||
|
||||
// NewOracleParams creates a new OracleParams object
|
||||
func NewOracleParams(oracles []Oracle) OracleParams {
|
||||
return OracleParams{
|
||||
Oracles: oracles,
|
||||
// NewParams creates a new AssetParams object
|
||||
func NewParams(markets Markets) Params {
|
||||
return Params{
|
||||
Markets: markets,
|
||||
}
|
||||
}
|
||||
|
||||
// DefaultOracleParams default params for assets
|
||||
func DefaultOracleParams() OracleParams {
|
||||
return NewOracleParams([]Oracle{})
|
||||
// DefaultParams default params for pricefeed
|
||||
func DefaultParams() Params {
|
||||
return NewParams(Markets{})
|
||||
}
|
||||
|
||||
// implements fmt.stringer
|
||||
func (op OracleParams) String() string {
|
||||
var oracleListString []string
|
||||
for _, oracle := range op.Oracles {
|
||||
oracleListString = append(oracleListString, oracle.String())
|
||||
// String implements fmt.stringer
|
||||
func (p Params) String() string {
|
||||
out := "Params:\n"
|
||||
for _, a := range p.Markets {
|
||||
out += a.String()
|
||||
}
|
||||
return strings.TrimSpace(fmt.Sprintf(`Oracle Params:
|
||||
Oracles: %s\`, strings.Join(oracleListString, ", ")))
|
||||
return strings.TrimSpace(out)
|
||||
}
|
||||
|
||||
// ParamSubspace defines the expected Subspace interface for parameters
|
||||
@ -83,3 +57,14 @@ type ParamSubspace interface {
|
||||
Get(ctx sdk.Context, key []byte, ptr interface{})
|
||||
Set(ctx sdk.Context, key []byte, param interface{})
|
||||
}
|
||||
|
||||
// Validate ensure that params have valid values
|
||||
func (p Params) Validate() error {
|
||||
// iterate over assets and verify them
|
||||
for _, asset := range p.Markets {
|
||||
if asset.MarketID == "" {
|
||||
return fmt.Errorf("invalid market: %s. missing market ID", asset.String())
|
||||
}
|
||||
}
|
||||
return nil
|
||||
}
|
||||
|
||||
@ -1,67 +0,0 @@
|
||||
package types
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"strings"
|
||||
|
||||
sdk "github.com/cosmos/cosmos-sdk/types"
|
||||
)
|
||||
|
||||
// Asset struct that represents an asset in the pricefeed
|
||||
type Asset struct {
|
||||
AssetCode string `json:"asset_code"`
|
||||
Description string `json:"description"`
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (a Asset) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`AssetCode: %s
|
||||
Description: %s`, a.AssetCode, a.Description))
|
||||
}
|
||||
|
||||
// Oracle struct that documents which address an oracle is using
|
||||
type Oracle struct {
|
||||
OracleAddress string `json:"oracle_address"`
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (o Oracle) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`OracleAddress: %s`, o.OracleAddress))
|
||||
}
|
||||
|
||||
// CurrentPrice struct that contains the metadata of a current price for a particular asset in the pricefeed module.
|
||||
type CurrentPrice struct {
|
||||
AssetCode string `json:"asset_code"`
|
||||
Price sdk.Dec `json:"price"`
|
||||
Expiry sdk.Int `json:"expiry"`
|
||||
}
|
||||
|
||||
// PostedPrice struct represented a price for an asset posted by a specific oracle
|
||||
type PostedPrice struct {
|
||||
AssetCode string `json:"asset_code"`
|
||||
OracleAddress string `json:"oracle_address"`
|
||||
Price sdk.Dec `json:"price"`
|
||||
Expiry sdk.Int `json:"expiry"`
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (cp CurrentPrice) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`AssetCode: %s
|
||||
Price: %s
|
||||
Expiry: %s`, cp.AssetCode, cp.Price, cp.Expiry))
|
||||
}
|
||||
|
||||
// implement fmt.Stringer
|
||||
func (pp PostedPrice) String() string {
|
||||
return strings.TrimSpace(fmt.Sprintf(`AssetCode: %s
|
||||
OracleAddress: %s
|
||||
Price: %s
|
||||
Expiry: %s`, pp.AssetCode, pp.OracleAddress, pp.Price, pp.Expiry))
|
||||
}
|
||||
|
||||
// SortDecs provides the interface needed to sort sdk.Dec slices
|
||||
type SortDecs []sdk.Dec
|
||||
|
||||
func (a SortDecs) Len() int { return len(a) }
|
||||
func (a SortDecs) Swap(i, j int) { a[i], a[j] = a[j], a[i] }
|
||||
func (a SortDecs) Less(i, j int) bool { return a[i].LT(a[j]) }
|
||||
Loading…
Reference in New Issue
Block a user