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https://github.com/0glabs/0g-chain.git
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Pricefeed price simulation refactor (#585)
* refactor price generation to use determistic sequence up to each block height and reset for each simulation * remove extra whitespace * improve comment * move PriceGenerator to simulation/types to keep logic clean
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@ -2,7 +2,6 @@ package simulation
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import (
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"math/rand"
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"sync"
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"time"
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"github.com/cosmos/cosmos-sdk/baseapp"
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@ -17,13 +16,6 @@ import (
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"github.com/kava-labs/kava/x/pricefeed/types"
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)
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var (
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btcPrices = []sdk.Dec{}
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bnbPrices = []sdk.Dec{}
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xrpPrices = []sdk.Dec{}
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genPrices sync.Once
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)
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// Simulation operation weights constants
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const (
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OpWeightMsgUpdatePrices = "op_weight_msg_update_prices"
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@ -52,39 +44,21 @@ func WeightedOperations(
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// SimulateMsgUpdatePrices updates the prices of various assets by randomly varying them based on current price
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func SimulateMsgUpdatePrices(ak auth.AccountKeeper, keeper keeper.Keeper, blocks int) simulation.Operation {
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// runs one at the start of each simulation
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startingPrices := map[string]sdk.Dec{
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"btc:usd": sdk.MustNewDecFromStr("7000"),
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"bnb:usd": sdk.MustNewDecFromStr("15"),
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"xrp:usd": sdk.MustNewDecFromStr("0.25"),
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}
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// creates the new price generator from starting prices - resets for each sim
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priceGenerator := NewPriceGenerator(startingPrices)
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return func(
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r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simulation.Account, chainID string,
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) (simulation.OperationMsg, []simulation.FutureOperation, error) {
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genPrices.Do(func() {
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// generate a random walk for each asset exactly once, with observations equal to the number of blocks in the sim
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for _, m := range keeper.GetMarkets(ctx) {
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startPrice := getStartPrice(m.MarketID)
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// allow prices to fluctuate from 10x GAINZ to 100x REKT
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maxPrice := sdk.MustNewDecFromStr("10.0").Mul(startPrice)
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minPrice := sdk.MustNewDecFromStr("0.01").Mul(startPrice)
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previousPrice := startPrice
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for i := 0; i < blocks; i++ {
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increment := getIncrement(m.MarketID)
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// note calling r instead of rand here breaks determinism
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upDown := rand.Intn(2)
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if upDown == 0 {
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if previousPrice.Add(increment).GT(maxPrice) {
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previousPrice = maxPrice
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} else {
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previousPrice = previousPrice.Add(increment)
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}
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} else {
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if previousPrice.Sub(increment).LT(minPrice) {
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previousPrice = minPrice
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} else {
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previousPrice = previousPrice.Sub(increment)
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}
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}
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setPrice(m.MarketID, previousPrice)
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}
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}
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})
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// walk prices to current block height, noop if already called for current height
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priceGenerator.Step(r, ctx.BlockHeight())
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randomMarket := pickRandomAsset(ctx, keeper, r)
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marketID := randomMarket.MarketID
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@ -100,7 +74,8 @@ func SimulateMsgUpdatePrices(ak auth.AccountKeeper, keeper keeper.Keeper, blocks
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return simulation.NoOpMsg(types.ModuleName), nil, nil
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}
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price := pickNewRandomPrice(marketID, int(ctx.BlockHeight()))
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// get price for marketID and current block height set in Step
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price := priceGenerator.GetCurrentPrice(marketID)
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// get the expiry time based off the current time
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expiry := getExpiryTime(ctx)
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@ -132,51 +107,6 @@ func SimulateMsgUpdatePrices(ak auth.AccountKeeper, keeper keeper.Keeper, blocks
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}
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}
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func getStartPrice(marketID string) (startPrice sdk.Dec) {
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switch marketID {
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case "btc:usd":
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return sdk.MustNewDecFromStr("7000")
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case "bnb:usd":
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return sdk.MustNewDecFromStr("15")
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case "xrp:usd":
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return sdk.MustNewDecFromStr("0.25")
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}
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return sdk.MustNewDecFromStr("100")
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}
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func getIncrement(marketID string) (increment sdk.Dec) {
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startPrice := getStartPrice(marketID)
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divisor := sdk.MustNewDecFromStr("20")
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increment = startPrice.Quo(divisor)
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return increment
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}
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func setPrice(marketID string, price sdk.Dec) {
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switch marketID {
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case "btc:usd":
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btcPrices = append(btcPrices, price)
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return
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case "bnb:usd":
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bnbPrices = append(bnbPrices, price)
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return
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case "xrp:usd":
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xrpPrices = append(xrpPrices, price)
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}
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return
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}
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func pickNewRandomPrice(marketID string, blockHeight int) (newPrice sdk.Dec) {
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switch marketID {
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case "btc:usd":
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return btcPrices[blockHeight-1]
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case "bnb:usd":
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return bnbPrices[blockHeight-1]
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case "xrp:usd":
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return xrpPrices[blockHeight-1]
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}
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panic("invalid price request")
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}
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// getRandomOracle picks a random oracle from the list of oracles
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func getRandomOracle(r *rand.Rand, market types.Market) sdk.AccAddress {
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randomIndex := simulation.RandIntBetween(r, 0, len(market.Oracles))
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98
x/pricefeed/simulation/types.go
Normal file
98
x/pricefeed/simulation/types.go
Normal file
@ -0,0 +1,98 @@
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package simulation
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import (
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"math/rand"
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"sort"
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sdk "github.com/cosmos/cosmos-sdk/types"
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)
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// PriceGenerator allows deterministic price generation in simulations
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type PriceGenerator struct {
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markets []string
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currentPrice map[string]sdk.Dec
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maxPrice map[string]sdk.Dec
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minPrice map[string]sdk.Dec
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increment map[string]sdk.Dec
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currentBlockHeight int64
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}
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// NewPriceGenerator returns a new market price generator from starting values
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func NewPriceGenerator(startingPrice map[string]sdk.Dec) *PriceGenerator {
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p := &PriceGenerator{
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markets: []string{},
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currentPrice: startingPrice,
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maxPrice: map[string]sdk.Dec{},
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minPrice: map[string]sdk.Dec{},
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increment: map[string]sdk.Dec{},
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currentBlockHeight: 0,
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}
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divisor := sdk.MustNewDecFromStr("20")
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for marketID, startPrice := range startingPrice {
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p.markets = append(p.markets, marketID)
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// allow 10x price increase
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p.maxPrice[marketID] = sdk.MustNewDecFromStr("10.0").Mul(startPrice)
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// allow 100x price decrease
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p.minPrice[marketID] = sdk.MustNewDecFromStr("0.01").Mul(startPrice)
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// set increment - should we use a random increment?
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p.increment[marketID] = startPrice.Quo(divisor)
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}
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// market prices must be calculated in a deterministic order
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// this sort order defines the the order we update each market
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// price in the step function
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sort.Strings(p.markets)
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return p
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}
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// Step walks prices to a current block height from the previously called height
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// noop if called more than once for the same height
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func (p *PriceGenerator) Step(r *rand.Rand, blockHeight int64) {
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if p.currentBlockHeight == blockHeight {
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// step already called for blockHeight
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return
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}
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if p.currentBlockHeight > blockHeight {
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// step is called with a previous blockHeight
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panic("step out of order")
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}
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for _, marketID := range p.markets {
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lastPrice := p.currentPrice[marketID]
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minPrice := p.minPrice[marketID]
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maxPrice := p.maxPrice[marketID]
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increment := p.increment[marketID]
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lastHeight := p.currentBlockHeight
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for lastHeight < blockHeight {
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upDown := r.Intn(2)
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if upDown == 0 {
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lastPrice = sdk.MinDec(lastPrice.Add(increment), maxPrice)
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} else {
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lastPrice = sdk.MaxDec(lastPrice.Sub(increment), minPrice)
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}
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lastHeight++
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}
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p.currentPrice[marketID] = lastPrice
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}
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p.currentBlockHeight = blockHeight
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}
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// GetCurrentPrice returns price for last blockHeight set by Step
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func (p *PriceGenerator) GetCurrentPrice(marketID string) sdk.Dec {
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price, ok := p.currentPrice[marketID]
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if !ok {
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panic("unknown market")
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}
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return price
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}
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