0g-chain/x/pricefeed/keeper/keeper.go

package keeper

import (
	"fmt"
	"sort"
	"time"

	"github.com/tendermint/tendermint/libs/log"

	"github.com/cosmos/cosmos-sdk/codec"
	sdk "github.com/cosmos/cosmos-sdk/types"
	sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
	"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
}

// NewKeeper returns a new keeper for the pricefeed module.
func NewKeeper(
	cdc *codec.Codec, key sdk.StoreKey, paramstore subspace.Subspace,
) Keeper {
	if !paramstore.HasKeyTable() {
		paramstore = paramstore.WithKeyTable(types.ParamKeyTable())
	}

	return Keeper{
		cdc:           cdc,
		key:           key,
		paramSubspace: paramstore,
	}
}

// Logger returns a module-specific logger.
func (k Keeper) Logger(ctx sdk.Context) log.Logger {
	return ctx.Logger().With("module", fmt.Sprintf("x/%s", types.ModuleName))
}

// 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, error) {
	// If the expiry is less than or equal to the current blockheight, we consider the price valid
	if !expiry.After(ctx.BlockTime()) {
		return types.PostedPrice{}, types.ErrExpired
	}

	store := ctx.KVStore(k.key)
	prices, err := k.GetRawPrices(ctx, marketID)
	if err != nil {
		return types.PostedPrice{}, err
	}
	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.NewPostedPrice(marketID, oracle, price, expiry)
	} else {
		prices = append(prices, types.NewPostedPrice(marketID, oracle, price, 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, expiry.UTC().String()),
		),
	)

	store.Set(types.RawPriceKey(marketID), k.cdc.MustMarshalBinaryBare(prices))
	return prices[index], nil
}

// SetCurrentPrices updates the price of an asset to the median of all valid oracle inputs
func (k Keeper) SetCurrentPrices(ctx sdk.Context, marketID string) error {
	_, ok := k.GetMarket(ctx, marketID)
	if !ok {
		return sdkerrors.Wrap(types.ErrInvalidMarket, marketID)
	}
	// store current price
	validPrevPrice := true
	prevPrice, err := k.GetCurrentPrice(ctx, marketID)
	if err != nil {
		validPrevPrice = false
	}

	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.NewCurrentPrice(v.MarketID, v.Price))
		}
	}

	if len(notExpiredPrices) == 0 {
		// NOTE: The current price stored will continue storing the most recent (expired)
		// price if this is not set.
		// This zero's out the current price stored value for that market and ensures
		// that CDP methods that GetCurrentPrice will return error.
		k.setCurrentPrice(ctx, marketID, types.CurrentPrice{})
		return types.ErrNoValidPrice
	}

	medianPrice := k.CalculateMedianPrice(ctx, notExpiredPrices)

	// check case that market price was not set in genesis
	if validPrevPrice && !medianPrice.Equal(prevPrice.Price) {
		// only emit event if price has changed
		ctx.EventManager().EmitEvent(
			sdk.NewEvent(
				types.EventTypeMarketPriceUpdated,
				sdk.NewAttribute(types.AttributeMarketID, marketID),
				sdk.NewAttribute(types.AttributeMarketPrice, medianPrice.String()),
			),
		)
	}

	currentPrice := types.NewCurrentPrice(marketID, medianPrice)
	k.setCurrentPrice(ctx, marketID, currentPrice)

	return nil
}

func (k Keeper) setCurrentPrice(ctx sdk.Context, marketID string, currentPrice types.CurrentPrice) {
	store := ctx.KVStore(k.key)
	store.Set(types.CurrentPriceKey(marketID), k.cdc.MustMarshalBinaryBare(currentPrice))
}

// CalculateMedianPrice calculates the median prices for the input prices.
func (k Keeper) CalculateMedianPrice(ctx sdk.Context, prices types.CurrentPrices) 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.CurrentPrices) 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, error) {
	store := ctx.KVStore(k.key)
	bz := store.Get(types.CurrentPriceKey(marketID))

	if bz == nil {
		return types.CurrentPrice{}, types.ErrNoValidPrice
	}
	var price types.CurrentPrice
	err := k.cdc.UnmarshalBinaryBare(bz, &price)
	if err != nil {
		return types.CurrentPrice{}, err
	}
	if price.Price.Equal(sdk.ZeroDec()) {
		return types.CurrentPrice{}, types.ErrNoValidPrice
	}
	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.PostedPrices, error) {
	store := ctx.KVStore(k.key)
	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{}, err
	}
	return prices, nil
}