oracle

package
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 Go to latest Published: Jan 22, 2023 License: Apache-2.0 Imports: 22 Imported by: 0

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Index

Constants

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Variables

This section is empty.

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 ComputeTvwapsByProvider 

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

ComputeTvwapsByProvider computes the tvwap prices from candles for each provider separately and returns them in a map separated by provider name

func ComputeVWAP 

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

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 ComputeVwapsByProvider 

func ComputeVwapsByProvider(prices provider.AggregatedProviderPrices) map[provider.Name]map[string]sdk.Dec

ComputeVwapsByProvider computes the vwap prices from tickers for each provider separately and returns them in a map separated by provider name

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 ConvertCandlesToUSD 

func ConvertCandlesToUSD(
	logger zerolog.Logger,
	candles provider.AggregatedProviderCandles,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderCandles, error)

ConvertCandlesToUSD converts any candles which are not quoted in USD to USD by other price feeds. It will also filter out any candles not within the deviation threshold set by the config.

Ref: https://github.com/tessornetwork/nebula/blob/4348c3e433df8c37dd98a690e96fc275de609bc1/price-feeder/oracle/filter.go#L41

func ConvertTickersToUSD 

func ConvertTickersToUSD(
	logger zerolog.Logger,
	tickers provider.AggregatedProviderPrices,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

ConvertTickersToUSD converts any tickers which are not quoted in USD to USD, using the conversion rates of other tickers. It will also filter out any tickers not within the deviation threshold set by the config.

Ref: https://github.com/tessornetwork/nebula/blob/4348c3e433df8c37dd98a690e96fc275de609bc1/price-feeder/oracle/filter.go#L41

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 map[string]sdk.Dec) string

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

func GenerateSalt 

func GenerateSalt(length int) (string, error)

GenerateSalt generates a random salt, size length/2, as a HEX encoded string.

func NewProvider 

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

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 provider.Name,
	providerPrices provider.AggregatedProviderPrices,
	providerCandles provider.AggregatedProviderCandles,
	prices map[string]types.TickerPrice,
	candles map[string][]types.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[provider.Name]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 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[provider.Name]provider.Endpoint,
) *Oracle

func (*Oracle) GetComputedPrices 

func (o *Oracle) GetComputedPrices(
	providerCandles provider.AggregatedProviderCandles,
	providerPrices provider.AggregatedProviderPrices,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviations map[string]sdk.Dec,
) (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 (*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, currentBlockHeigh 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() map[string]sdk.Dec

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

func (*Oracle) GetTvwapPrices 

func (o *Oracle) GetTvwapPrices() PricesByProvider

GetTvwapPrices returns a copy of the tvwapsByProvider map

func (*Oracle) GetVwapPrices 

func (o *Oracle) GetVwapPrices() PricesByProvider

GetVwapPrices returns the vwapsByProvider map using a read lock

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 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(currentBlockHeigh 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(currentBlockHeigh int64, params oracletypes.Params)

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

type PreviousPrevote 

type PreviousPrevote struct {
	ExchangeRates     string
	Salt              string
	SubmitBlockHeight int64
}

PreviousPrevote defines a structure for defining the previous prevote submitted on-chain.

func NewPreviousPrevote 

func NewPreviousPrevote() *PreviousPrevote

type PricesByProvider 

type PricesByProvider map[provider.Name]map[string]sdk.Dec

type PricesWithMutex 

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

func (*PricesWithMutex) GetPricesClone 

func (pwm *PricesWithMutex) GetPricesClone() PricesByProvider

GetPricesClone retrieves a clone of PricesWithMutex.prices surrounded by a read lock

func (*PricesWithMutex) SetPrices 

func (pwm *PricesWithMutex) SetPrices(prices PricesByProvider)

SetPrices sets the PricesWithMutex.prices value surrounded by a write lock

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