mirror of
https://github.com/0glabs/0g-chain.git
synced 2024-12-26 16:25:21 +00:00
281 lines
7.9 KiB
Go
281 lines
7.9 KiB
Go
|
package pricefeed
|
||
|
|
||
|
import (
|
||
|
"sort"
|
||
|
|
||
|
"github.com/cosmos/cosmos-sdk/codec"
|
||
|
sdk "github.com/cosmos/cosmos-sdk/types"
|
||
|
)
|
||
|
|
||
|
// TODO refactor constants to app.go
|
||
|
const (
|
||
|
// QuerierRoute is the querier route for gov
|
||
|
QuerierRoute = ModuleName
|
||
|
|
||
|
// Parameter store default namestore
|
||
|
DefaultParamspace = ModuleName
|
||
|
|
||
|
// Store prefix for the raw pricefeed of an asset
|
||
|
RawPriceFeedPrefix = StoreKey + ":raw:"
|
||
|
|
||
|
// Store prefix for the current price of an asset
|
||
|
CurrentPricePrefix = StoreKey + ":currentprice:"
|
||
|
|
||
|
// Store Prefix for the assets in the pricefeed system
|
||
|
AssetPrefix = StoreKey + ":assets"
|
||
|
|
||
|
// OraclePrefix store prefix for the oracle accounts
|
||
|
OraclePrefix = StoreKey + ":oracles"
|
||
|
)
|
||
|
|
||
|
// Keeper struct for pricefeed module
|
||
|
type Keeper struct {
|
||
|
// The reference to the Paramstore to get and set pricefeed specific params
|
||
|
paramSpace ParamSubspace
|
||
|
// The keys used to access the stores from Context
|
||
|
storeKey sdk.StoreKey
|
||
|
// Codec for binary encoding/decoding
|
||
|
cdc *codec.Codec
|
||
|
// Reserved codespace
|
||
|
codespace sdk.CodespaceType
|
||
|
}
|
||
|
|
||
|
// NewKeeper returns a new keeper for the pricefeed module. It handles:
|
||
|
// - adding oracles
|
||
|
// - adding/removing assets from the pricefeed
|
||
|
func NewKeeper(
|
||
|
storeKey sdk.StoreKey, cdc *codec.Codec, paramSpace ParamSubspace, codespace sdk.CodespaceType,
|
||
|
) Keeper {
|
||
|
return Keeper{
|
||
|
paramSpace: paramSpace,
|
||
|
storeKey: storeKey,
|
||
|
cdc: cdc,
|
||
|
codespace: codespace,
|
||
|
}
|
||
|
}
|
||
|
|
||
|
// // AddOracle adds an Oracle to the store
|
||
|
// func (k Keeper) AddOracle(ctx sdk.Context, address string) {
|
||
|
|
||
|
// oracles := k.GetOracles(ctx)
|
||
|
// oracles = append(oracles, Oracle{OracleAddress: address})
|
||
|
// store := ctx.KVStore(k.storeKey)
|
||
|
// store.Set(
|
||
|
// []byte(OraclePrefix), k.cdc.MustMarshalBinaryBare(oracles),
|
||
|
// )
|
||
|
// }
|
||
|
|
||
|
// // AddAsset adds an asset to the store
|
||
|
// func (k Keeper) AddAsset(
|
||
|
// ctx sdk.Context,
|
||
|
// assetCode string,
|
||
|
// desc string,
|
||
|
// ) {
|
||
|
// assets := k.GetAssets(ctx)
|
||
|
// assets = append(assets, Asset{AssetCode: assetCode, Description: desc})
|
||
|
// store := ctx.KVStore(k.storeKey)
|
||
|
// store.Set(
|
||
|
// []byte(AssetPrefix), k.cdc.MustMarshalBinaryBare(assets),
|
||
|
// )
|
||
|
// }
|
||
|
|
||
|
func (k Keeper) SetAssetParams(ctx sdk.Context, ap AssetParams) {
|
||
|
k.paramSpace.Set(ctx, ParamStoreKeyAssets, &ap)
|
||
|
}
|
||
|
|
||
|
func (k Keeper) SetOracleParams(ctx sdk.Context, op OracleParams) {
|
||
|
k.paramSpace.Set(ctx, ParamStoreKeyOracles, &op)
|
||
|
}
|
||
|
|
||
|
// SetPrice updates the posted price for a specific oracle
|
||
|
func (k Keeper) SetPrice(
|
||
|
ctx sdk.Context,
|
||
|
oracle sdk.AccAddress,
|
||
|
assetCode string,
|
||
|
price sdk.Dec,
|
||
|
expiry sdk.Int) (PostedPrice, sdk.Error) {
|
||
|
// If the expiry is less than or equal to the current blockheight, we consider the price valid
|
||
|
if expiry.GTE(sdk.NewInt(ctx.BlockHeight())) {
|
||
|
store := ctx.KVStore(k.storeKey)
|
||
|
prices := k.GetRawPrices(ctx, assetCode)
|
||
|
var index int
|
||
|
found := false
|
||
|
for i := range prices {
|
||
|
if prices[i].OracleAddress == oracle.String() {
|
||
|
index = i
|
||
|
found = true
|
||
|
break
|
||
|
}
|
||
|
}
|
||
|
// set the price for that particular oracle
|
||
|
if found {
|
||
|
prices[index] = PostedPrice{AssetCode: assetCode, OracleAddress: oracle.String(), Price: price, Expiry: expiry}
|
||
|
} else {
|
||
|
prices = append(prices, PostedPrice{
|
||
|
assetCode, oracle.String(), price, expiry,
|
||
|
})
|
||
|
index = len(prices) - 1
|
||
|
}
|
||
|
|
||
|
store.Set(
|
||
|
[]byte(RawPriceFeedPrefix+assetCode), k.cdc.MustMarshalBinaryBare(prices),
|
||
|
)
|
||
|
return prices[index], nil
|
||
|
}
|
||
|
return PostedPrice{}, ErrExpired(k.codespace)
|
||
|
|
||
|
}
|
||
|
|
||
|
// SetCurrentPrices updates the price of an asset to the meadian of all valid oracle inputs
|
||
|
func (k Keeper) SetCurrentPrices(ctx sdk.Context) sdk.Error {
|
||
|
assets := k.GetAssets(ctx)
|
||
|
for _, v := range assets {
|
||
|
assetCode := v.AssetCode
|
||
|
prices := k.GetRawPrices(ctx, assetCode)
|
||
|
var notExpiredPrices []CurrentPrice
|
||
|
// filter out expired prices
|
||
|
for _, v := range prices {
|
||
|
if v.Expiry.GTE(sdk.NewInt(ctx.BlockHeight())) {
|
||
|
notExpiredPrices = append(notExpiredPrices, CurrentPrice{
|
||
|
AssetCode: v.AssetCode,
|
||
|
Price: v.Price,
|
||
|
Expiry: v.Expiry,
|
||
|
})
|
||
|
}
|
||
|
}
|
||
|
l := len(notExpiredPrices)
|
||
|
var medianPrice sdk.Dec
|
||
|
var expiry sdk.Int
|
||
|
// TODO make threshold for acceptance (ie. require 51% of oracles to have posted valid prices
|
||
|
if l == 0 {
|
||
|
// Error if there are no valid prices in the raw pricefeed
|
||
|
return ErrNoValidPrice(k.codespace)
|
||
|
} else if l == 1 {
|
||
|
// Return immediately if there's only one price
|
||
|
medianPrice = notExpiredPrices[0].Price
|
||
|
expiry = notExpiredPrices[0].Expiry
|
||
|
} else {
|
||
|
// sort the prices
|
||
|
sort.Slice(notExpiredPrices, func(i, j int) bool {
|
||
|
return notExpiredPrices[i].Price.LT(notExpiredPrices[j].Price)
|
||
|
})
|
||
|
// If there's an even number of prices
|
||
|
if l%2 == 0 {
|
||
|
// TODO make sure this is safe.
|
||
|
// Since it's a price and not a balance, division with precision loss is OK.
|
||
|
price1 := notExpiredPrices[l/2-1].Price
|
||
|
price2 := notExpiredPrices[l/2].Price
|
||
|
sum := price1.Add(price2)
|
||
|
divsor, _ := sdk.NewDecFromStr("2")
|
||
|
medianPrice = sum.Quo(divsor)
|
||
|
// TODO Check if safe, makes sense
|
||
|
// Takes the average of the two expiries rounded down to the nearest Int.
|
||
|
expiry = notExpiredPrices[l/2-1].Expiry.Add(notExpiredPrices[l/2].Expiry).Quo(sdk.NewInt(2))
|
||
|
} else {
|
||
|
// integer division, so we'll get an integer back, rounded down
|
||
|
medianPrice = notExpiredPrices[l/2].Price
|
||
|
expiry = notExpiredPrices[l/2].Expiry
|
||
|
}
|
||
|
}
|
||
|
|
||
|
store := ctx.KVStore(k.storeKey)
|
||
|
currentPrice := CurrentPrice{
|
||
|
AssetCode: assetCode,
|
||
|
Price: medianPrice,
|
||
|
Expiry: expiry,
|
||
|
}
|
||
|
store.Set(
|
||
|
[]byte(CurrentPricePrefix+assetCode), k.cdc.MustMarshalBinaryBare(currentPrice),
|
||
|
)
|
||
|
}
|
||
|
|
||
|
return nil
|
||
|
}
|
||
|
|
||
|
func (k Keeper) GetOracleParams(ctx sdk.Context) OracleParams {
|
||
|
var op OracleParams
|
||
|
k.paramSpace.Get(ctx, ParamStoreKeyOracles, &op)
|
||
|
return op
|
||
|
}
|
||
|
|
||
|
// GetOracles returns the oracles in the pricefeed store
|
||
|
func (k Keeper) GetOracles(ctx sdk.Context) []Oracle {
|
||
|
var op OracleParams
|
||
|
k.paramSpace.Get(ctx, ParamStoreKeyOracles, &op)
|
||
|
return op.Oracles
|
||
|
}
|
||
|
|
||
|
func (k Keeper) GetAssetParams(ctx sdk.Context) AssetParams {
|
||
|
var ap AssetParams
|
||
|
k.paramSpace.Get(ctx, ParamStoreKeyAssets, &ap)
|
||
|
return ap
|
||
|
}
|
||
|
|
||
|
// GetAssets returns the assets in the pricefeed store
|
||
|
func (k Keeper) GetAssets(ctx sdk.Context) []Asset {
|
||
|
var ap AssetParams
|
||
|
k.paramSpace.Get(ctx, ParamStoreKeyAssets, &ap)
|
||
|
return ap.Assets
|
||
|
}
|
||
|
|
||
|
// GetAsset returns the asset if it is in the pricefeed system
|
||
|
func (k Keeper) GetAsset(ctx sdk.Context, assetCode string) (Asset, bool) {
|
||
|
assets := k.GetAssets(ctx)
|
||
|
|
||
|
for i := range assets {
|
||
|
if assets[i].AssetCode == assetCode {
|
||
|
return assets[i], true
|
||
|
}
|
||
|
}
|
||
|
return Asset{}, false
|
||
|
|
||
|
}
|
||
|
|
||
|
// GetOracle returns the oracle address as a string if it is in the pricefeed store
|
||
|
func (k Keeper) GetOracle(ctx sdk.Context, oracle string) (Oracle, bool) {
|
||
|
oracles := k.GetOracles(ctx)
|
||
|
|
||
|
for i := range oracles {
|
||
|
if oracles[i].OracleAddress == oracle {
|
||
|
return oracles[i], true
|
||
|
}
|
||
|
}
|
||
|
return Oracle{}, false
|
||
|
|
||
|
}
|
||
|
|
||
|
// GetCurrentPrice fetches the current median price of all oracles for a specific asset
|
||
|
func (k Keeper) GetCurrentPrice(ctx sdk.Context, assetCode string) CurrentPrice {
|
||
|
store := ctx.KVStore(k.storeKey)
|
||
|
bz := store.Get([]byte(CurrentPricePrefix + assetCode))
|
||
|
// TODO panic or return error if not found
|
||
|
var price CurrentPrice
|
||
|
k.cdc.MustUnmarshalBinaryBare(bz, &price)
|
||
|
return price
|
||
|
}
|
||
|
|
||
|
// GetRawPrices fetches the set of all prices posted by oracles for an asset
|
||
|
func (k Keeper) GetRawPrices(ctx sdk.Context, assetCode string) []PostedPrice {
|
||
|
store := ctx.KVStore(k.storeKey)
|
||
|
bz := store.Get([]byte(RawPriceFeedPrefix + assetCode))
|
||
|
var prices []PostedPrice
|
||
|
k.cdc.MustUnmarshalBinaryBare(bz, &prices)
|
||
|
return prices
|
||
|
}
|
||
|
|
||
|
// ValidatePostPrice makes sure the person posting the price is an oracle
|
||
|
func (k Keeper) ValidatePostPrice(ctx sdk.Context, msg MsgPostPrice) sdk.Error {
|
||
|
// TODO implement this
|
||
|
|
||
|
_, assetFound := k.GetAsset(ctx, msg.AssetCode)
|
||
|
if !assetFound {
|
||
|
return ErrInvalidAsset(k.codespace)
|
||
|
}
|
||
|
_, oracleFound := k.GetOracle(ctx, msg.From.String())
|
||
|
if !oracleFound {
|
||
|
return ErrInvalidOracle(k.codespace)
|
||
|
}
|
||
|
|
||
|
return nil
|
||
|
}
|