oracle

Documentation

Index

• func ComputeTVWAP(prices provider.AggregatedProviderCandles) (map[string]sdk.Dec, error)
• func ComputeVWAP(prices provider.AggregatedProviderPrices) (map[string]sdk.Dec, error)
• func Connect(protoAddr string) (net.Conn, error)
• func FilterCandleDeviations(logger zerolog.Logger, candles provider.AggregatedProviderCandles, ...) (provider.AggregatedProviderCandles, error)
• func FilterTickerDeviations(logger zerolog.Logger, prices provider.AggregatedProviderPrices, ...) (provider.AggregatedProviderPrices, error)
• func GenerateExchangeRatesString(prices sdk.DecCoins) string
• func GetComputedPrices(logger zerolog.Logger, providerCandles provider.AggregatedProviderCandles, ...) (prices map[string]sdk.Dec, err error)
• func NewProvider(ctx context.Context, providerName string, logger zerolog.Logger, ...) (provider.Provider, error)
• func ProtocolAndAddress(listenAddr string) (string, string)
• func SetProviderTickerPricesAndCandles(providerName string, providerPrices provider.AggregatedProviderPrices, ...) (success bool)
• func StandardDeviation(prices map[string]map[string]sdk.Dec) (map[string]sdk.Dec, map[string]sdk.Dec, error)
• type JailCache
  • func (jailCache *JailCache) IsOutdated(currentBlockHeight int64) bool
  • func (jailCache *JailCache) Update(currentBlockHeight int64, isJailed bool)
• type Oracle
  • func New(logger zerolog.Logger, oc client.OracleClient, ...) *Oracle
  • func (o *Oracle) GetCachedJailedState(ctx context.Context, currentBlockHeight int64) (bool, error)
  • func (o *Oracle) GetJailedState(ctx context.Context) (bool, error)
  • func (o *Oracle) GetLastPriceSyncTimestamp() time.Time
  • func (o *Oracle) GetParamCache(ctx context.Context, currentBlockHeight int64) (oracletypes.Params, error)
  • func (o *Oracle) GetParams(ctx context.Context) (oracletypes.Params, error)
  • func (o *Oracle) GetPrices() sdk.DecCoins
  • func (o *Oracle) SetPrices(ctx context.Context) error
  • func (o *Oracle) Start(ctx context.Context) error
  • func (o *Oracle) Stop()
• type ParamCache
  • func (paramCache *ParamCache) IsOutdated(currentBlockHeight int64) bool
  • func (paramCache *ParamCache) Update(currentBlockHeight int64, params oracletypes.Params)

Functions

func ComputeTVWAP

func ComputeTVWAP(prices provider.AggregatedProviderCandles) (map[string]sdk.Dec, error)

ComputeTVWAP computes the time volume weighted average price for all points for each exchange pair. Filters out any candles that did not occur within timePeriod. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref : https://en.wikipedia.org/wiki/Time-weighted_average_price

func ComputeVWAP

func ComputeVWAP(prices provider.AggregatedProviderPrices) (map[string]sdk.Dec, error)

ComputeVWAP computes the volume weighted average price for all price points for each ticker/exchange pair. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref: https://en.wikipedia.org/wiki/Volume-weighted_average_price

func Connect

func Connect(protoAddr string) (net.Conn, error)

Connect dials the given address and returns a net.Conn. The protoAddr argument should be prefixed with the protocol, eg. "tcp://127.0.0.1:8080" or "unix:///tmp/test.sock".

func FilterCandleDeviations

func FilterCandleDeviations(
	logger zerolog.Logger,
	candles provider.AggregatedProviderCandles,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderCandles, error)

FilterCandleDeviations finds the standard deviations of the tvwaps of all assets, and filters out any providers that are not within 2𝜎 of the mean.

func FilterTickerDeviations

func FilterTickerDeviations(
	logger zerolog.Logger,
	prices provider.AggregatedProviderPrices,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

FilterTickerDeviations finds the standard deviations of the prices of all assets, and filters out any providers that are not within 2𝜎 of the mean.

func GenerateExchangeRatesString

func GenerateExchangeRatesString(prices sdk.DecCoins) string

GenerateExchangeRatesString generates a canonical string representation of the aggregated exchange rates.

func GetComputedPrices

func GetComputedPrices(
	logger zerolog.Logger,
	providerCandles provider.AggregatedProviderCandles,
	providerPrices provider.AggregatedProviderPrices,
	providerPairs map[string][]types.CurrencyPair,
	deviations map[string]sdk.Dec,
	requiredRates map[string]struct{},
) (prices map[string]sdk.Dec, err error)

GetComputedPrices gets the candle and ticker prices and computes it. It returns candles' TVWAP if possible, if not possible (not available or due to some staleness) it will use the most recent ticker prices and the VWAP formula instead.

func NewProvider

func NewProvider(
	ctx context.Context,
	providerName string,
	logger zerolog.Logger,
	endpoint config.ProviderEndpoint,
	providerPairs ...types.CurrencyPair,
) (provider.Provider, error)

Create various providers to pull priace data for oracle price feeds

func ProtocolAndAddress

func ProtocolAndAddress(listenAddr string) (string, string)

ProtocolAndAddress splits an address into the protocol and address components. For instance, "tcp://127.0.0.1:8080" will be split into "tcp" and "127.0.0.1:8080". If the address has no protocol prefix, the default is "tcp".

func SetProviderTickerPricesAndCandles

func SetProviderTickerPricesAndCandles(
	providerName string,
	providerPrices provider.AggregatedProviderPrices,
	providerCandles provider.AggregatedProviderCandles,
	prices map[string]provider.TickerPrice,
	candles map[string][]provider.CandlePrice,
	pair types.CurrencyPair,
) (success bool)

SetProviderTickerPricesAndCandles flattens and collects prices for candles and tickers based on the base currency per provider. Returns true if at least one of price or candle exists.

func StandardDeviation

func StandardDeviation(
	prices map[string]map[string]sdk.Dec,
) (map[string]sdk.Dec, map[string]sdk.Dec, error)

StandardDeviation returns maps of the standard deviations and means of assets. Will skip calculating for an asset if there are less than 3 prices.

Types

type JailCache

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

func (*JailCache) IsOutdated

func (jailCache *JailCache) IsOutdated(currentBlockHeight int64) bool

func (*JailCache) Update

func (jailCache *JailCache) Update(currentBlockHeight int64, isJailed bool)

type Oracle

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

Oracle implements the core component responsible for fetching exchange rates for a given set of currency pairs and determining the correct exchange rates to submit to the on-chain price oracle adhering the oracle specification.

func New

func New(
	logger zerolog.Logger,
	oc client.OracleClient,
	currencyPairs []config.CurrencyPair,
	providerTimeout time.Duration,
	deviations map[string]sdk.Dec,
	endpoints map[string]config.ProviderEndpoint,
	healthchecksConfig []config.Healthchecks,
) *Oracle

func (*Oracle) GetCachedJailedState

func (o *Oracle) GetCachedJailedState(ctx context.Context, currentBlockHeight int64) (bool, error)

func (*Oracle) GetJailedState

func (o *Oracle) GetJailedState(ctx context.Context) (bool, error)

GetJailedState returns the current on-chain jailing state of the validator

func (*Oracle) GetLastPriceSyncTimestamp

func (o *Oracle) GetLastPriceSyncTimestamp() time.Time

GetLastPriceSyncTimestamp returns the latest timestamp at which prices where fetched from the oracle's set of exchange rate providers.

func (*Oracle) GetParamCache

func (o *Oracle) GetParamCache(ctx context.Context, currentBlockHeight int64) (oracletypes.Params, error)

GetParamCache returns the last updated parameters of the x/oracle module if the current ParamCache is outdated, we will query it again.

func (*Oracle) GetParams

func (o *Oracle) GetParams(ctx context.Context) (oracletypes.Params, error)

GetParams returns the current on-chain parameters of the x/oracle module.

func (*Oracle) GetPrices

func (o *Oracle) GetPrices() sdk.DecCoins

GetPrices returns a copy of the current prices fetched from the oracle's set of exchange rate providers.

func (*Oracle) SetPrices

func (o *Oracle) SetPrices(ctx context.Context) error

SetPrices retrieves all the prices and candles from our set of providers as determined in the config. If candles are available, uses TVWAP in order to determine prices. If candles are not available, uses the most recent prices with VWAP. Warns the user of any missing prices, and filters out any faulty providers which do not report prices or candles within 2𝜎 of the others.

func (*Oracle) Start

func (o *Oracle) Start(ctx context.Context) error

Start starts the oracle process in a blocking fashion.

func (*Oracle) Stop

func (o *Oracle) Stop()

Stop stops the oracle process and waits for it to gracefully exit.

type ParamCache

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

ParamCache is used to cache oracle param data for an amount of blocks, defined by paramsCacheInterval.

func (*ParamCache) IsOutdated

func (paramCache *ParamCache) IsOutdated(currentBlockHeight int64) bool

IsOutdated checks whether or not the current param data was fetched in the last 200 blocks.

func (*ParamCache) Update

func (paramCache *ParamCache) Update(currentBlockHeight int64, params oracletypes.Params)

Update retrieves the most recent oracle params and updates the instance.