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pricefeed cleanup #428

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[R4R] Pricefeed cleanup
This commit is contained in:
Federico Kunze 2020-04-17 23:31:55 -04:00 committed by GitHub
commit a0c2e4773b
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GPG Key ID: 4AEE18F83AFDEB23
7 changed files with 134 additions and 78 deletions
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28
x/pricefeed/alias.go
View File

@ -1,8 +1,8 @@
// nolint
// autogenerated code using github.com/rigelrozanski/multitool
// aliases generated for the following subdirectories:
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/types/
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/keeper/
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/keeper
// ALIASGEN: github.com/kava-labs/kava/x/pricefeed/types
package pricefeed
import (
@ -31,18 +31,18 @@ const (
RouterKey = types.RouterKey
QuerierRoute = types.QuerierRoute
DefaultParamspace = types.DefaultParamspace
RawPriceFeedPrefix = types.RawPriceFeedPrefix
CurrentPricePrefix = types.CurrentPricePrefix
MarketPrefix = types.MarketPrefix
OraclePrefix = types.OraclePrefix
TypeMsgPostPrice = types.TypeMsgPostPrice
QueryPrice = types.QueryPrice
QueryRawPrices = types.QueryRawPrices
QueryGetParams = types.QueryGetParams
QueryMarkets = types.QueryMarkets
QueryOracles = types.QueryOracles
QueryRawPrices = types.QueryRawPrices
QueryPrice = types.QueryPrice
)
var (
// functions aliases
NewKeeper = keeper.NewKeeper
NewQuerier = keeper.NewQuerier
RegisterCodec = types.RegisterCodec
ErrEmptyInput = types.ErrEmptyInput
ErrExpired = types.ErrExpired
@ -51,28 +51,34 @@ var (
ErrInvalidOracle = types.ErrInvalidOracle
NewGenesisState = types.NewGenesisState
DefaultGenesisState = types.DefaultGenesisState
CurrentPriceKey = types.CurrentPriceKey
RawPriceKey = types.RawPriceKey
NewCurrentPrice = types.NewCurrentPrice
NewPostedPrice = types.NewPostedPrice
NewMsgPostPrice = types.NewMsgPostPrice
NewParams = types.NewParams
DefaultParams = types.DefaultParams
ParamKeyTable = types.ParamKeyTable
NewKeeper = keeper.NewKeeper
NewQuerier = keeper.NewQuerier
NewQueryWithMarketIDParams = types.NewQueryWithMarketIDParams
// variable aliases
ModuleCdc = types.ModuleCdc
CurrentPricePrefix = types.CurrentPricePrefix
RawPriceFeedPrefix = types.RawPriceFeedPrefix
KeyMarkets = types.KeyMarkets
DefaultMarkets = types.DefaultMarkets
)
type (
Keeper = keeper.Keeper
GenesisState = types.GenesisState
Market = types.Market
Markets = types.Markets
CurrentPrice = types.CurrentPrice
PostedPrice = types.PostedPrice
PostedPrices = types.PostedPrices
SortDecs = types.SortDecs
MsgPostPrice = types.MsgPostPrice
Params = types.Params
QueryWithMarketIDParams = types.QueryWithMarketIDParams
Keeper = keeper.Keeper
)

10
x/pricefeed/genesis.go
View File

@ -25,7 +25,10 @@ func InitGenesis(ctx sdk.Context, keeper Keeper, gs GenesisState) {
// Set the current price (if any) based on what's now in the store
for _, market := range params.Markets {
if market.Active {
rps := keeper.GetRawPrices(ctx, market.MarketID)
rps, err := keeper.GetRawPrices(ctx, market.MarketID)
if err != nil {
panic(err)
}
if len(rps) > 0 {
err := keeper.SetCurrentPrices(ctx, market.MarketID)
if err != nil {
@ -44,7 +47,10 @@ func ExportGenesis(ctx sdk.Context, keeper Keeper) GenesisState {
var postedPrices []PostedPrice
for _, market := range keeper.GetMarkets(ctx) {
pp := keeper.GetRawPrices(ctx, market.MarketID)
pp, err := keeper.GetRawPrices(ctx, market.MarketID)
if err != nil {
panic(err)
}
postedPrices = append(postedPrices, pp...)
}

65
x/pricefeed/keeper/keeper.go
View File

@ -46,7 +46,10 @@ func (k Keeper) SetPrice(
// If the expiry is less than or equal to the current blockheight, we consider the price valid
if expiry.After(ctx.BlockTime()) {
store := ctx.KVStore(k.key)
prices := k.GetRawPrices(ctx, marketID)
prices, err := k.GetRawPrices(ctx, marketID)
if err != nil {
return types.PostedPrice{}, err
}
var index int
found := false
for i := range prices {
@ -58,13 +61,9 @@ func (k Keeper) SetPrice(
}
// set the price for that particular oracle
if found {
prices[index] = types.PostedPrice{
MarketID: marketID, OracleAddress: oracle,
Price: price, Expiry: expiry}
prices[index] = types.NewPostedPrice(marketID, oracle, price, expiry)
} else {
prices = append(prices, types.PostedPrice{
MarketID: marketID, OracleAddress: oracle,
Price: price, Expiry: expiry})
prices = append(prices, types.NewPostedPrice(marketID, oracle, price, expiry))
index = len(prices) - 1
}
@ -79,7 +78,7 @@ func (k Keeper) SetPrice(
),
)
store.Set(
[]byte(types.RawPriceFeedPrefix+marketID), k.cdc.MustMarshalBinaryBare(prices),
types.RawPriceKey(marketID), k.cdc.MustMarshalBinaryBare(prices),
)
return prices[index], nil
}
@ -100,21 +99,21 @@ func (k Keeper) SetCurrentPrices(ctx sdk.Context, marketID string) sdk.Error {
validPrevPrice = false
}
prices := k.GetRawPrices(ctx, marketID)
var notExpiredPrices []types.CurrentPrice
prices, err := k.GetRawPrices(ctx, marketID)
if err != nil {
return err
}
var notExpiredPrices types.CurrentPrices
// filter out expired prices
for _, v := range prices {
if v.Expiry.After(ctx.BlockTime()) {
notExpiredPrices = append(notExpiredPrices, types.CurrentPrice{
MarketID: v.MarketID,
Price: v.Price,
})
notExpiredPrices = append(notExpiredPrices, types.NewCurrentPrice(v.MarketID, v.Price))
}
}
if len(notExpiredPrices) == 0 {
store := ctx.KVStore(k.key)
store.Set(
[]byte(types.CurrentPricePrefix+marketID), k.cdc.MustMarshalBinaryBare(types.CurrentPrice{}),
types.CurrentPriceKey(marketID), k.cdc.MustMarshalBinaryBare(types.CurrentPrice{}),
)
return types.ErrNoValidPrice(k.codespace)
}
@ -135,20 +134,17 @@ func (k Keeper) SetCurrentPrices(ctx sdk.Context, marketID string) sdk.Error {
}
store := ctx.KVStore(k.key)
currentPrice := types.CurrentPrice{
MarketID: marketID,
Price: medianPrice,
}
currentPrice := types.NewCurrentPrice(marketID, medianPrice)
store.Set(
[]byte(types.CurrentPricePrefix+marketID), k.cdc.MustMarshalBinaryBare(currentPrice),
types.CurrentPriceKey(marketID), k.cdc.MustMarshalBinaryBare(currentPrice),
)
return nil
}
// CalculateMedianPrice calculates the median prices for the input prices.
func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices []types.CurrentPrice) sdk.Dec {
func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices types.CurrentPrices) sdk.Dec {
l := len(prices)
if l == 1 {
@ -169,7 +165,7 @@ func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices []types.CurrentPric
}
func (k Keeper) calculateMeanPrice(ctx sdk.Context, prices []types.CurrentPrice) sdk.Dec {
func (k Keeper) calculateMeanPrice(ctx sdk.Context, prices types.CurrentPrices) sdk.Dec {
sum := prices[0].Price.Add(prices[1].Price)
mean := sum.Quo(sdk.NewDec(2))
return mean
@ -178,15 +174,16 @@ func (k Keeper) calculateMeanPrice(ctx sdk.Context, prices []types.CurrentPrice)
// GetCurrentPrice fetches the current median price of all oracles for a specific market
func (k Keeper) GetCurrentPrice(ctx sdk.Context, marketID string) (types.CurrentPrice, sdk.Error) {
store := ctx.KVStore(k.key)
bz := store.Get([]byte(types.CurrentPricePrefix + marketID))
bz := store.Get(types.CurrentPriceKey(marketID))
if bz == nil {
return types.CurrentPrice{}, types.ErrNoValidPrice(k.codespace)
}
var price types.CurrentPrice
k.cdc.MustUnmarshalBinaryBare(bz, &price)
err := k.cdc.UnmarshalBinaryBare(bz, &price)
if err != nil {
return types.CurrentPrice{}, sdk.ErrInternal(sdk.AppendMsgToErr("failed to unmarshal result", err.Error()))
}
if price.Price.Equal(sdk.ZeroDec()) {
return types.CurrentPrice{}, types.ErrNoValidPrice(k.codespace)
}
@ -194,12 +191,18 @@ func (k Keeper) GetCurrentPrice(ctx sdk.Context, marketID string) (types.Current
}
// GetRawPrices fetches the set of all prices posted by oracles for an asset
func (k Keeper) GetRawPrices(ctx sdk.Context, marketID string) []types.PostedPrice {
func (k Keeper) GetRawPrices(ctx sdk.Context, marketID string) (types.PostedPrices, sdk.Error) {
store := ctx.KVStore(k.key)
bz := store.Get([]byte(types.RawPriceFeedPrefix + marketID))
var prices []types.PostedPrice
k.cdc.MustUnmarshalBinaryBare(bz, &prices)
return prices
bz := store.Get(types.RawPriceKey(marketID))
if bz == nil {
return types.PostedPrices{}, nil
}
var prices types.PostedPrices
err := k.cdc.UnmarshalBinaryBare(bz, &prices)
if err != nil {
return types.PostedPrices{}, sdk.ErrInternal(sdk.AppendMsgToErr("failed to unmarshal result", err.Error()))
}
return prices, nil
}
// Codespace return the codespace for the keeper

9
x/pricefeed/keeper/keeper_test.go
View File

@ -67,7 +67,8 @@ func TestKeeper_GetSetPrice(t *testing.T) {
time.Now().Add(1*time.Hour))
require.NoError(t, err)
// Get raw prices
rawPrices := keeper.GetRawPrices(ctx, "tstusd")
rawPrices, err := keeper.GetRawPrices(ctx, "tstusd")
require.NoError(t, err)
require.Equal(t, len(rawPrices), 1)
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.33")), true)
// Set price by oracle 2
@ -77,7 +78,8 @@ func TestKeeper_GetSetPrice(t *testing.T) {
time.Now().Add(time.Hour*1))
require.NoError(t, err)
rawPrices = keeper.GetRawPrices(ctx, "tstusd")
rawPrices, err = keeper.GetRawPrices(ctx, "tstusd")
require.NoError(t, err)
require.Equal(t, len(rawPrices), 2)
require.Equal(t, rawPrices[1].Price.Equal(sdk.MustNewDecFromStr("0.35")), true)
@ -87,7 +89,8 @@ func TestKeeper_GetSetPrice(t *testing.T) {
sdk.MustNewDecFromStr("0.37"),
time.Now().Add(time.Hour*1))
require.NoError(t, err)
rawPrices = keeper.GetRawPrices(ctx, "tstusd")
rawPrices, err = keeper.GetRawPrices(ctx, "tstusd")
require.NoError(t, err)
require.Equal(t, rawPrices[0].Price.Equal(sdk.MustNewDecFromStr("0.37")), true)
}

14
x/pricefeed/keeper/querier.go
View File

@ -56,18 +56,20 @@ func queryPrice(ctx sdk.Context, req abci.RequestQuery, keeper Keeper) (res []by
func queryRawPrices(ctx sdk.Context, req abci.RequestQuery, keeper Keeper) (res []byte, sdkErr sdk.Error) {
var requestParams types.QueryWithMarketIDParams
err := keeper.cdc.UnmarshalJSON(req.Data, &requestParams)
if err != nil {
return nil, sdk.ErrInternal(fmt.Sprintf("failed to parse params: %s", err))
err2 := keeper.cdc.UnmarshalJSON(req.Data, &requestParams)
if err2 != nil {
return nil, sdk.ErrInternal(fmt.Sprintf("failed to parse params: %s", err2))
}
_, found := keeper.GetMarket(ctx, requestParams.MarketID)
if !found {
return []byte{}, sdk.ErrUnknownRequest("asset not found")
}
rawPrices := keeper.GetRawPrices(ctx, requestParams.MarketID)
bz, err := codec.MarshalJSONIndent(keeper.cdc, rawPrices)
rawPrices, err := keeper.GetRawPrices(ctx, requestParams.MarketID)
if err != nil {
return nil, err
}
bz, err2 := codec.MarshalJSONIndent(keeper.cdc, rawPrices)
if err2 != nil {
panic("could not marshal result to JSON")
}

26
x/pricefeed/types/key.go
View File

@ -15,16 +15,22 @@ const (
// DefaultParamspace default namestore
DefaultParamspace = ModuleName
)
var (
// CurrentPricePrefix prefix for the current price of an asset
CurrentPricePrefix = []byte{0x00}
// RawPriceFeedPrefix prefix for the raw pricefeed of an asset
RawPriceFeedPrefix = StoreKey + ":raw:"
// CurrentPricePrefix prefix for the current price of an asset
CurrentPricePrefix = StoreKey + ":currentprice:"
// MarketPrefix Prefix for the assets in the pricefeed system
MarketPrefix = StoreKey + ":markets"
// OraclePrefix store prefix for the oracle accounts
OraclePrefix = StoreKey + ":oracles"
RawPriceFeedPrefix = []byte{0x01}
)
// CurrentPriceKey returns the prefix for the current price
func CurrentPriceKey(marketID string) []byte {
return append(CurrentPricePrefix, []byte(marketID)...)
}
// RawPriceKey returns the prefix for the raw price
func RawPriceKey(marketID string) []byte {
return append(RawPriceFeedPrefix, []byte(marketID)...)
}

30
x/pricefeed/types/market.go
View File

@ -46,6 +46,14 @@ type CurrentPrice struct {
Price sdk.Dec `json:"price" yaml:"price"`
}
// NewCurrentPrice returns an instance of CurrentPrice
func NewCurrentPrice(marketID string, price sdk.Dec) CurrentPrice {
return CurrentPrice{MarketID: marketID, Price: price}
}
// CurrentPrices type for an array of CurrentPrice
type CurrentPrices []CurrentPrice
// PostedPrice price for market posted by a specific oracle
type PostedPrice struct {
MarketID string `json:"market_id" yaml:"market_id"`
@ -54,6 +62,19 @@ type PostedPrice struct {
Expiry time.Time `json:"expiry" yaml:"expiry"`
}
// NewPostedPrice returns a new PostedPrice
func NewPostedPrice(marketID string, oracle sdk.AccAddress, price sdk.Dec, expiry time.Time) PostedPrice {
return PostedPrice{
MarketID: marketID,
OracleAddress: oracle,
Price: price,
Expiry: expiry,
}
}
// PostedPrices type for an array of PostedPrice
type PostedPrices []PostedPrice
// implement fmt.Stringer
func (cp CurrentPrice) String() string {
return strings.TrimSpace(fmt.Sprintf(`Market ID: %s
@ -68,6 +89,15 @@ Price: %s
Expiry: %s`, pp.MarketID, pp.OracleAddress, pp.Price, pp.Expiry))
}
// String implements fmt.Stringer
func (ps PostedPrices) String() string {
out := "Posted Prices:\n"
for _, p := range ps {
out += fmt.Sprintf("%s\n", p.String())
}
return strings.TrimSpace(out)
}
// SortDecs provides the interface needed to sort sdk.Dec slices
type SortDecs []sdk.Dec