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 Go to latest Published: Apr 16, 2024 License: AGPL-3.0 Imports: 30 Imported by: 0

Documentation

Index

Constants

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const AmpPrecision = 1e3
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const BalancerV2LoggerTag = "BALANCERV2_ORIGIN"
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const ComposableBalancerV2LoggerTag = "COMPOSABLE_BALANCERV2_ORIGIN"
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const CurveLoggerTag = "CURVE_ORIGIN"
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const DSRLoggerTag = "DSR_ORIGIN"
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const ISharesLoggerTag = "ISHARES_ORIGIN"
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const LidoLSTLoggerTag = "LIDO_LST_ORIGIN"
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const RocketPoolLoggerTag = "ROCKETPOOL_ORIGIN"
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const SDAILoggerTag = "SDAI_ORIGIN"
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const SushiswapLoggerTag = "SUSHISWAP_ORIGIN"
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const TickGenericHTTPLoggerTag = "TICK_GENERIC_HTTP_ORIGIN"
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const TickGenericJQLoggerTag = "TICK_GENERIC_JQ_ORIGIN"
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const UniswapV2LoggerTag = "UNISWAPV2_ORIGIN"
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const UniswapV3LoggerTag = "UNISWAPV3_ORIGIN"
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const WeightedBalancerV2LoggerTag = "WEIGHTED_BALANCERV2_ORIGIN"
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const WrappedStakedETHLoggerTag = "WSTETH_ORIGIN"

Variables

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var LN_36_LOWER_BOUND = ONE_18.Sub(_powX(10, 17)) //nolint:revive,gomnd,stylecheck
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var LN_36_UPPER_BOUND = ONE_18.Add(_powX(10, 17)) //nolint:revive,gomnd,stylecheck
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var MAX_EXPONENT_BOUND = _powX(2, 255) //nolint:revive,gomnd,stylecheck
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var MAX_NATURAL_EXPONENT = bn.DecFixedPoint(130, 0).Mul(ONE_18) //nolint:revive,gomnd,stylecheck
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var MILD_EXPONENT_BOUND = _divDown(_powX(2, 254), ONE_20) //nolint:revive,gomnd,stylecheck
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var MIN_NATURAL_EXPONENT = bn.DecFixedPoint(-41, 0).Mul(ONE_18) //nolint:revive,gomnd,stylecheck
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var ONE_18 = _powX(10, balancerV2Precision) //nolint:revive,stylecheck
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var ONE_20 = _powX(10, 20) //nolint:revive,gomnd,stylecheck
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var ONE_36 = _powX(10, 36) //nolint:revive,gomnd,stylecheck
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var PRODUCT_OUT_OF_BOUNDS = fmt.Errorf("PRODUCT_OUT_OF_BOUNDS") //nolint:revive,stylecheck
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var STABLE_GET_BALANCE_DIDNT_CONVERGE = fmt.Errorf("STABLE_GET_BALANCE_DIDNT_CONVERGE") //nolint:revive,stylecheck
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var STABLE_INVARIANT_DIDNT_CONVERGE = fmt.Errorf("STABLE_INVARIANT_DIDNT_CONVERGE") //nolint:revive,stylecheck
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var X_OUT_OF_BOUNDS = fmt.Errorf("X_OUT_OF_BOUNDS") //nolint:revive,stylecheck
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var Y_OUT_OF_BOUNDS = fmt.Errorf("Y_OUT_OF_BOUNDS") //nolint:revive,stylecheck

Functions

This section is empty.

Types

type AmplificationParameter 

type AmplificationParameter struct {
	// contains filtered or unexported fields
}

type AssetPair 

type AssetPair [maxTokenCount]string

func (AssetPair) IndexOf 

func (a AssetPair) IndexOf(token string) int

func (AssetPair) MarshalJSON 

func (a AssetPair) MarshalJSON() ([]byte, error)

func (AssetPair) String 

func (a AssetPair) String() string

func (*AssetPair) UnmarshalText 

func (a *AssetPair) UnmarshalText(text []byte) error

type BalancerV2 

type BalancerV2 struct {
	// contains filtered or unexported fields
}

func NewBalancerV2 

func NewBalancerV2(config BalancerV2Config) (*BalancerV2, error)

func (*BalancerV2) FetchDataPoints 

func (b *BalancerV2) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type BalancerV2Config 

type BalancerV2Config struct {
	Client             rpc.RPC
	ContractAddresses  ContractAddresses
	ReferenceAddresses ContractAddresses
	Logger             log.Logger
	Blocks             []int64
}

type ComposableBalancerV2 

type ComposableBalancerV2 struct {
	// contains filtered or unexported fields
}

func NewComposableBalancerV2 

func NewComposableBalancerV2(config ComposableBalancerV2Config) (*ComposableBalancerV2, error)

NewComposableBalancerV2 create instance for ComposableStableBalancer `ComposableStableBalancer` is just a notable name, it is balancer v2 origin specialized for ComposableStablePool implementation https://docs.balancer.fi/concepts/pools/composable-stable.html WeightedPool or MetaStablePool was implemented in BalancerV2

func (*ComposableBalancerV2) FetchDataPoints 

func (b *ComposableBalancerV2) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type ComposableBalancerV2Config 

type ComposableBalancerV2Config struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type ComposableStablePool 

type ComposableStablePool struct {
	// contains filtered or unexported fields
}

func (*ComposableStablePool) CalcAmountOut 

func (p *ComposableStablePool) CalcAmountOut(tokenIn, tokenOut types.Address, amountIn *bn.DecFixedPointNumber) (
	*bn.DecFixedPointNumber,
	*bn.DecFixedPointNumber,
	error,
)

type ComposableStablePoolConfig 

type ComposableStablePoolConfig struct {
	Pair    value.Pair
	Address types.Address
}

type ComposableStablePools 

type ComposableStablePools struct {
	// contains filtered or unexported fields
}

func NewComposableStablePools 

func NewComposableStablePools(configs []ComposableStablePoolConfig, client rpc.RPC) (*ComposableStablePools, error)

func (*ComposableStablePools) FindPoolByPair 

func (c *ComposableStablePools) FindPoolByPair(pair value.Pair) *ComposableStablePool

func (*ComposableStablePools) InitializePools 

func (c *ComposableStablePools) InitializePools(ctx context.Context, blockNumber types.BlockNumber) error

type ContractAddresses 

type ContractAddresses map[AssetPair]types.Address

func (ContractAddresses) ByPair 

func (c ContractAddresses) ByPair(p value.Pair) (types.Address, int, int, error)

ByPair returns the contract address and the indexes of tokens, where the contract contains the given pair If not found base and quote token, return zero address and -1 for indexes For example, if we have a pool address of USDT/WBTC/WETH, and we are looking for USDT/WETH, then ByPair return the pool address and the indexes of 0, 2 (index is based on zero)

func (ContractAddresses) MarshalHCL 

func (c ContractAddresses) MarshalHCL() (cty.Value, error)

func (ContractAddresses) MarshalJSON 

func (c ContractAddresses) MarshalJSON() ([]byte, error)

type Curve 

type Curve struct {
	// contains filtered or unexported fields
}

func NewCurve 

func NewCurve(config CurveConfig) (*Curve, error)

func (*Curve) FetchDataPoints 

func (c *Curve) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type CurveConfig 

type CurveConfig struct {
	Client                      rpc.RPC
	StableSwapContractAddresses ContractAddresses
	CryptoSwapContractAddresses ContractAddresses
	Logger                      log.Logger
	Blocks                      []int64
}

type DSR 

type DSR struct {
	// contains filtered or unexported fields
}

func NewDSR 

func NewDSR(config DSRConfig) (*DSR, error)

func (*DSR) FetchDataPoints 

func (d *DSR) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type DSRConfig 

type DSRConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type ERC20 

type ERC20 struct {
	// contains filtered or unexported fields
}

func NewERC20 

func NewERC20(client rpc.RPC) (*ERC20, error)

func (*ERC20) GetSymbolAndDecimals 

func (e *ERC20) GetSymbolAndDecimals(ctx context.Context, addresses []types.Address) (map[string]ERC20Details, error)

type ERC20Details 

type ERC20Details struct {
	// contains filtered or unexported fields
}

type Extra 

type Extra struct {
	// contains filtered or unexported fields
}

type HTTPCallback 

type HTTPCallback func(ctx context.Context, pairs []value.Pair, data io.Reader) (map[any]datapoint.Point, error)

type IShares 

type IShares struct {
	// contains filtered or unexported fields
}

func NewIShares 

func NewIShares(config ISharesConfig) (*IShares, error)

func (*IShares) FetchDataPoints 

func (g *IShares) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the Origin interface.

type ISharesConfig 

type ISharesConfig struct {
	URL     string
	Headers http.Header
	Client  *http.Client
	Logger  log.Logger
}

type LidoLST 

type LidoLST struct {
	// contains filtered or unexported fields
}

func NewLidoLST 

func NewLidoLST(config LidoLSTConfig) (*LidoLST, error)

func (*LidoLST) FetchDataPoints 

func (r *LidoLST) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type LidoLSTConfig 

type LidoLSTConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type Origin 

type Origin interface {
	// FetchDataPoints fetches data points for the given list of queries.
	//
	// A query is an any type that can be used to query the origin for a data
	// point. For example, a query could be a pair of assets.
	//
	// Note that this method does not guarantee that data points will be
	// returned for all pairs nor in the same order as the pairs. The caller
	// must verify returned data.
	FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)
}

Origin provides dataPoint prices for a given set of pairs from an external source.

type RocketPool 

type RocketPool struct {
	// contains filtered or unexported fields
}

func NewRocketPool 

func NewRocketPool(config RocketPoolConfig) (*RocketPool, error)

func (*RocketPool) FetchDataPoints 

func (r *RocketPool) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type RocketPoolConfig 

type RocketPoolConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type SDAI 

type SDAI struct {
	// contains filtered or unexported fields
}

func NewSDAI 

func NewSDAI(config SDAIConfig) (*SDAI, error)

func (*SDAI) FetchDataPoints 

func (s *SDAI) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type SDAIConfig 

type SDAIConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type Static 

type Static struct{}

Static is an origin that returns the same value for all queries.

func NewStatic 

func NewStatic() *Static

NewStatic creates a new static origin.

func (*Static) FetchDataPoints 

func (s *Static) FetchDataPoints(_ context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the data.Type interface.

type Sushiswap 

type Sushiswap struct {
	// contains filtered or unexported fields
}

func NewSushiswap 

func NewSushiswap(config SushiswapConfig) (*Sushiswap, error)

func (*Sushiswap) FetchDataPoints 

func (s *Sushiswap) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type SushiswapConfig 

type SushiswapConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type TickGenericHTTP 

type TickGenericHTTP struct {
	// contains filtered or unexported fields
}

TickGenericHTTP is a generic http price provider that can fetch prices from an HTTP endpoint. The callback function is used to parse the response body.

func NewTickGenericHTTP 

func NewTickGenericHTTP(config TickGenericHTTPConfig) (*TickGenericHTTP, error)

NewTickGenericHTTP creates a new TickGenericHTTP instance.

func (*TickGenericHTTP) FetchDataPoints 

func (g *TickGenericHTTP) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the Origin interface.

type TickGenericHTTPConfig 

type TickGenericHTTPConfig struct {
	// URL is an TickGenericHTTP endpoint that returns JSON data. It may contain
	// the following variables:
	//   - ${lcbase} - lower case base asset
	//   - ${ucbase} - upper case base asset
	//   - ${lcquote} - lower case quote asset
	//   - ${ucquote} - upper case quote asset
	//   - ${lcbases} - lower case base assets joined by commas
	//   - ${ucbases} - upper case base assets joined by commas
	//   - ${lcquotes} - lower case quote assets joined by commas
	//   - ${ucquotes} - upper case quote assets joined by commas
	URL string

	// Headers is a set of TickGenericHTTP headers that are sent with each request.
	Headers http.Header

	// Callback is a function that is used to parse the response body.
	Callback HTTPCallback

	// Client is an TickGenericHTTP client that is used to fetch data from the
	// TickGenericHTTP endpoint. If nil, http.DefaultClient is used.
	Client *http.Client

	// Logger is an TickGenericHTTP logger that is used to log errors. If nil,
	// null logger is used.
	Logger log.Logger
}

type TickGenericJQ 

type TickGenericJQ struct {
	// contains filtered or unexported fields
}

TickGenericJQ is a generic origin implementation that uses JQ to parse JSON data from an TickGenericHTTP endpoint.

func NewTickGenericJQ 

func NewTickGenericJQ(config TickGenericJQConfig) (*TickGenericJQ, error)

NewTickGenericJQ creates a new TickGenericJQ instance.

The client argument is an TickGenericHTTP client that is used to fetch data from the TickGenericHTTP endpoint.

The url argument is an TickGenericHTTP endpoint that returns JSON data. It may contain the following variables:

  • ${lcbase} - lower case base asset
  • ${ucbase} - upper case base asset
  • ${lcquote} - lower case quote asset
  • ${ucquote} - upper case quote asset
  • ${lcbases} - lower case base assets joined by commas
  • ${ucbases} - upper case base assets joined by commas
  • ${lcquotes} - lower case quote assets joined by commas
  • ${ucquotes} - upper case quote assets joined by commas

The jq argument is a JQ query that is used to parse JSON data. It must return a single value that will be used as a price or an object with the following fields:

  • price - a price
  • time - a timestamp (optional)
  • volume - a 24h volume (optional)

The JQ query may contain the following variables:

  • $lcbase - lower case base asset
  • $ucbase - upper case base asset
  • $lcquote - lower case quote asset
  • $ucquote - upper case quote asset

Price and volume must be a string that can be parsed as a number or a number.

Time must be a string that can be parsed as time or a number that represents a UNIX timestamp.

If JQ query returns multiple values, the dataPoint will be invalid.

func (*TickGenericJQ) FetchDataPoints 

func (g *TickGenericJQ) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the Origin interface.

type TickGenericJQConfig 

type TickGenericJQConfig struct {
	// URL is an TickGenericHTTP endpoint that returns JSON data. It may contain
	// the following variables:
	//   - ${lcbase} - lower case base asset
	//   - ${ucbase} - upper case base asset
	//   - ${lcquote} - lower case quote asset
	//   - ${ucquote} - upper case quote asset
	//   - ${lcbases} - lower case base assets joined by commas
	//   - ${ucbases} - upper case base assets joined by commas
	//   - ${lcquotes} - lower case quote assets joined by commas
	//   - ${ucquotes} - upper case quote assets joined by commas
	URL string

	// Query is a JQ query that is used to parse JSON data. It must
	// return a single value that will be used as a price or an object with the
	// following fields:
	//   - price - a price
	//   - time - a timestamp (optional)
	//   - volume - a 24h volume (optional)
	//
	// The JQ query may contain the following variables:
	//   - $lcbase - lower case base asset
	//   - $ucbase - upper case base asset
	//   - $lcquote - lower case quote asset
	//   - $ucquote - upper case quote asset
	//
	// Price and volume must be a number or a string that can be parsed as a number.
	// Time must be a number or a string that can be parsed as a number or a string
	// that can be parsed as a time.
	Query string

	// Headers is a set of TickGenericHTTP headers that are sent with each request.
	Headers http.Header

	// Client is an TickGenericHTTP client that is used to fetch data from the
	// TickGenericHTTP endpoint. If nil, http.DefaultClient is used.
	Client *http.Client

	// Logger is an TickGenericHTTP logger that is used to log errors. If nil,
	// null logger is used.
	Logger log.Logger
}

type UniswapV2 

type UniswapV2 struct {
	// contains filtered or unexported fields
}

func NewUniswapV2 

func NewUniswapV2(config UniswapV2Config) (*UniswapV2, error)

func (*UniswapV2) FetchDataPoints 

func (u *UniswapV2) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type UniswapV2Config 

type UniswapV2Config struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type UniswapV3 

type UniswapV3 struct {
	// contains filtered or unexported fields
}

func NewUniswapV3 

func NewUniswapV3(config UniswapV3Config) (*UniswapV3, error)

func (*UniswapV3) FetchDataPoints 

func (u *UniswapV3) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type UniswapV3Config 

type UniswapV3Config struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type WeightedBalancerV2 

type WeightedBalancerV2 struct {
	// contains filtered or unexported fields
}

func NewWeightedBalancerV2 

func NewWeightedBalancerV2(config WeightedBalancerV2Config) (*WeightedBalancerV2, error)

func (*WeightedBalancerV2) FetchDataPoints 

func (b *WeightedBalancerV2) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type WeightedBalancerV2Config 

type WeightedBalancerV2Config struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

type WeightedPool 

type WeightedPool struct {
	// contains filtered or unexported fields
}

func (*WeightedPool) CalcAmountOut 

func (p *WeightedPool) CalcAmountOut(tokenIn, tokenOut types.Address, amountIn *bn.DecFixedPointNumber) (
	*bn.DecFixedPointNumber,
	*bn.DecFixedPointNumber,
	error,
)

type WeightedPoolConfig 

type WeightedPoolConfig struct {
	Pair    value.Pair
	Address types.Address
}

type WeightedPools 

type WeightedPools struct {
	// contains filtered or unexported fields
}

func NewWeightedPools 

func NewWeightedPools(configs []WeightedPoolConfig, client rpc.RPC) (*WeightedPools, error)

func (*WeightedPools) FindPoolByPair 

func (w *WeightedPools) FindPoolByPair(pair value.Pair) *WeightedPool

func (*WeightedPools) InitializePools 

func (w *WeightedPools) InitializePools(ctx context.Context, blockNumber types.BlockNumber) error

type WrappedStakedETH 

type WrappedStakedETH struct {
	// contains filtered or unexported fields
}

func NewWrappedStakedETH 

func NewWrappedStakedETH(config WrappedStakedETHConfig) (*WrappedStakedETH, error)

func (*WrappedStakedETH) FetchDataPoints 

func (w *WrappedStakedETH) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

type WrappedStakedETHConfig 

type WrappedStakedETHConfig struct {
	Client            rpc.RPC
	ContractAddresses ContractAddresses
	Logger            log.Logger
	Blocks            []int64
}

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