0g-chain/x/pricefeed/keeper/keeper.go
jmahess 8d199746cd
[R4R] Pricefeed simulations (#420)
Co-authored-by: rhuairahrighairigh <ruaridh.odonnell@gmail.com>
Co-authored-by: John Maheswaran <john@kava.io>
Co-authored-by: Kevin Davis <kjydavis3@gmail.com>
2020-04-12 12:34:01 -04:00

209 lines
5.9 KiB
Go

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