2019-11-27 14:45:59 +00:00
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package keeper
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import (
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"fmt"
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"sort"
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"time"
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"github.com/cosmos/cosmos-sdk/codec"
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sdk "github.com/cosmos/cosmos-sdk/types"
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"github.com/cosmos/cosmos-sdk/x/params/subspace"
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"github.com/kava-labs/kava/x/pricefeed/types"
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)
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// Keeper struct for pricefeed module
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type Keeper struct {
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// key used to access the stores from Context
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key sdk.StoreKey
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// Codec for binary encoding/decoding
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cdc *codec.Codec
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// The reference to the Paramstore to get and set pricefeed specific params
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paramSubspace subspace.Subspace
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// Reserved codespace
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codespace sdk.CodespaceType
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}
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// NewKeeper returns a new keeper for the pricefeed module.
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func NewKeeper(
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cdc *codec.Codec, key sdk.StoreKey, paramSubspace subspace.Subspace, codespace sdk.CodespaceType,
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) Keeper {
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return Keeper{
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paramSubspace: paramSubspace.WithKeyTable(types.ParamKeyTable()),
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key: key,
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cdc: cdc,
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codespace: codespace,
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}
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}
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// SetPrice updates the posted price for a specific oracle
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func (k Keeper) SetPrice(
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ctx sdk.Context,
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oracle sdk.AccAddress,
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marketID string,
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price sdk.Dec,
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expiry time.Time) (types.PostedPrice, sdk.Error) {
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// If the expiry is less than or equal to the current blockheight, we consider the price valid
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if expiry.After(ctx.BlockTime()) {
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store := ctx.KVStore(k.key)
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prices := k.GetRawPrices(ctx, marketID)
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var index int
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found := false
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for i := range prices {
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if prices[i].OracleAddress.Equals(oracle) {
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index = i
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found = true
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break
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}
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}
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// set the price for that particular oracle
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if found {
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prices[index] = types.NewPostedPrice(marketID, oracle, price, expiry)
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} else {
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prices = append(prices, types.NewPostedPrice(marketID, oracle, price, expiry))
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index = len(prices) - 1
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}
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// Emit an event containing the oracle's new price
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ctx.EventManager().EmitEvent(
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sdk.NewEvent(
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types.EventTypeOracleUpdatedPrice,
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sdk.NewAttribute(types.AttributeMarketID, marketID),
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sdk.NewAttribute(types.AttributeOracle, oracle.String()),
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sdk.NewAttribute(types.AttributeMarketPrice, price.String()),
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sdk.NewAttribute(types.AttributeExpiry, fmt.Sprintf("%d", expiry.Unix())),
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),
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)
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store.Set(
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types.RawPriceKey(marketID), k.cdc.MustMarshalBinaryBare(prices),
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)
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return prices[index], nil
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}
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return types.PostedPrice{}, types.ErrExpired(k.codespace)
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}
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// SetCurrentPrices updates the price of an asset to the median of all valid oracle inputs
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func (k Keeper) SetCurrentPrices(ctx sdk.Context, marketID string) sdk.Error {
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_, ok := k.GetMarket(ctx, marketID)
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if !ok {
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return types.ErrInvalidMarket(k.codespace, marketID)
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}
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// store current price
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validPrevPrice := true
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prevPrice, err := k.GetCurrentPrice(ctx, marketID)
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if err != nil {
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validPrevPrice = false
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}
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prices := k.GetRawPrices(ctx, marketID)
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var notExpiredPrices types.CurrentPrices
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// filter out expired prices
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for _, v := range prices {
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if v.Expiry.After(ctx.BlockTime()) {
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notExpiredPrices = append(notExpiredPrices, types.NewCurrentPrice(v.MarketID, v.Price))
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}
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}
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if len(notExpiredPrices) == 0 {
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store := ctx.KVStore(k.key)
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store.Set(
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types.CurrentPriceKey(marketID), k.cdc.MustMarshalBinaryBare(types.CurrentPrice{}),
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)
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return types.ErrNoValidPrice(k.codespace)
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}
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medianPrice := k.CalculateMedianPrice(ctx, notExpiredPrices)
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// check case that market price was not set in genesis
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if validPrevPrice {
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// only emit event if price has changed
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if !medianPrice.Equal(prevPrice.Price) {
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ctx.EventManager().EmitEvent(
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sdk.NewEvent(
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types.EventTypeMarketPriceUpdated,
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sdk.NewAttribute(types.AttributeMarketID, fmt.Sprintf("%s", marketID)),
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sdk.NewAttribute(types.AttributeMarketPrice, fmt.Sprintf("%s", medianPrice.String())),
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),
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)
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}
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}
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store := ctx.KVStore(k.key)
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currentPrice := types.NewCurrentPrice(marketID, medianPrice)
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store.Set(
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types.CurrentPriceKey(marketID), k.cdc.MustMarshalBinaryBare(currentPrice),
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)
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return nil
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}
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// CalculateMedianPrice calculates the median prices for the input prices.
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func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices types.CurrentPrices) sdk.Dec {
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l := len(prices)
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if l == 1 {
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// Return immediately if there's only one price
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return prices[0].Price
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}
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// sort the prices
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sort.Slice(prices, func(i, j int) bool {
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return prices[i].Price.LT(prices[j].Price)
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})
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// for even numbers of prices, the median is calculated as the mean of the two middle prices
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if l%2 == 0 {
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median := k.calculateMeanPrice(ctx, prices[l/2-1:l/2+1])
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return median
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}
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// for odd numbers of prices, return the middle element
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return prices[l/2].Price
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}
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func (k Keeper) calculateMeanPrice(ctx sdk.Context, prices types.CurrentPrices) sdk.Dec {
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sum := prices[0].Price.Add(prices[1].Price)
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mean := sum.Quo(sdk.NewDec(2))
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return mean
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}
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// GetCurrentPrice fetches the current median price of all oracles for a specific market
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func (k Keeper) GetCurrentPrice(ctx sdk.Context, marketID string) (types.CurrentPrice, sdk.Error) {
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store := ctx.KVStore(k.key)
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bz := store.Get(types.CurrentPriceKey(marketID))
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if bz == nil {
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return types.CurrentPrice{}, types.ErrNoValidPrice(k.codespace)
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}
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var price types.CurrentPrice
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k.cdc.MustUnmarshalBinaryBare(bz, &price)
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if price.Price.Equal(sdk.ZeroDec()) {
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return types.CurrentPrice{}, types.ErrNoValidPrice(k.codespace)
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}
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return price, nil
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}
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// GetRawPrices fetches the set of all prices posted by oracles for an asset
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func (k Keeper) GetRawPrices(ctx sdk.Context, marketID string) types.PostedPrices {
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store := ctx.KVStore(k.key)
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bz := store.Get(types.RawPriceKey(marketID))
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var prices types.PostedPrices
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k.cdc.MustUnmarshalBinaryBare(bz, &prices)
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return prices
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}
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// Codespace return the codespace for the keeper
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func (k Keeper) Codespace() sdk.CodespaceType {
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return k.codespace
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}
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