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Merge branch 'main' into dependabot/go_modules/google.golang.org/grpc…
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…-1.66.1
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aljo242 committed Sep 11, 2024
2 parents 9ddeeef + e97bcc5 commit ea81cd1
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Showing 5 changed files with 464 additions and 5 deletions.
68 changes: 68 additions & 0 deletions oracle/helpers_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,8 @@ import (

var (
btcusdtCP = slinkytypes.NewCurrencyPair("BTC", "USDT")
btcusdCP = slinkytypes.NewCurrencyPair("BTC", "USD")
usdtusdCP = slinkytypes.NewCurrencyPair("USDT", "USD")
ethusdtCP = slinkytypes.NewCurrencyPair("ETH", "USDT")
)

Expand Down Expand Up @@ -166,6 +168,72 @@ var (
Type: mmclienttypes.ConfigType,
}

validMarketMapSubset = mmtypes.MarketMap{
Markets: map[string]mmtypes.Market{
ethusdtCP.String(): {
Ticker: mmtypes.Ticker{
CurrencyPair: ethusdtCP,
MinProviderCount: 1,
Decimals: 8,
Enabled: true,
},
ProviderConfigs: []mmtypes.ProviderConfig{
{
Name: coinbase.Name,
OffChainTicker: coinbaseethusd.GetOffChainTicker(),
},
{
Name: okx.Name,
OffChainTicker: okxethusd.GetOffChainTicker(),
},
},
},
},
}

partialInvalidMarketMap = mmtypes.MarketMap{
Markets: map[string]mmtypes.Market{
btcusdCP.String(): {
Ticker: mmtypes.Ticker{
CurrencyPair: btcusdCP,
MinProviderCount: 1,
Decimals: 8,
Enabled: true,
},
ProviderConfigs: []mmtypes.ProviderConfig{
{
Name: coinbase.Name,
OffChainTicker: coinbasebtcusd.GetOffChainTicker(),
NormalizeByPair: &usdtusdCP,
},
{
Name: okx.Name,
OffChainTicker: okxbtcusd.GetOffChainTicker(),
NormalizeByPair: &usdtusdCP,
},
},
},
ethusdtCP.String(): {
Ticker: mmtypes.Ticker{
CurrencyPair: ethusdtCP,
MinProviderCount: 1,
Decimals: 8,
Enabled: true,
},
ProviderConfigs: []mmtypes.ProviderConfig{
{
Name: coinbase.Name,
OffChainTicker: coinbaseethusd.GetOffChainTicker(),
},
{
Name: okx.Name,
OffChainTicker: okxethusd.GetOffChainTicker(),
},
},
},
},
}

// Coinbase and OKX are supported by the marketmap.
marketMap = mmtypes.MarketMap{
Markets: map[string]mmtypes.Market{
Expand Down
11 changes: 8 additions & 3 deletions oracle/update.go
Original file line number Diff line number Diff line change
Expand Up @@ -19,14 +19,19 @@ func (o *OracleImpl) UpdateMarketMap(marketMap mmtypes.MarketMap) error {
o.mut.Lock()
defer o.mut.Unlock()

if err := marketMap.ValidateBasic(); err != nil {
validSubset, err := marketMap.GetValidSubset()
if err != nil {
o.logger.Error("failed to validate market map", zap.Error(err))
return err
}

if len(validSubset.Markets) == 0 {
o.logger.Warn("market map update produced no valid markets to fetch")
}

// Iterate over all existing price providers and update their market maps.
for name, state := range o.priceProviders {
providerTickers, err := types.ProviderTickersFromMarketMap(name, marketMap)
providerTickers, err := types.ProviderTickersFromMarketMap(name, validSubset)
if err != nil {
o.logger.Error("failed to create provider market map", zap.String("provider", name), zap.Error(err))
return err
Expand All @@ -42,7 +47,7 @@ func (o *OracleImpl) UpdateMarketMap(marketMap mmtypes.MarketMap) error {
o.priceProviders[name] = updatedState
}

o.marketMap = marketMap
o.marketMap = validSubset
if o.aggregator != nil {
o.aggregator.UpdateMarketMap(o.marketMap)
}
Expand Down
60 changes: 58 additions & 2 deletions oracle/update_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -18,7 +18,7 @@ import (
)

func TestUpdateWithMarketMap(t *testing.T) {
t.Run("bad market map is rejected", func(t *testing.T) {
t.Run("bad market map is not rejected", func(t *testing.T) {
orc, err := oracle.New(
oracleCfg,
noOpPriceAggregator{},
Expand All @@ -35,7 +35,7 @@ func TestUpdateWithMarketMap(t *testing.T) {
"bad": {},
},
})
require.Error(t, err)
require.NoError(t, err)

o.Stop()
})
Expand Down Expand Up @@ -626,4 +626,60 @@ func TestUpdateProviderState(t *testing.T) {
500*time.Millisecond,
)
})

t.Run("can update the market map with partial failure on NormalizeBy", func(t *testing.T) {
orc, err := oracle.New(
oracleCfg,
noOpPriceAggregator{},
oracle.WithLogger(logger),
oracle.WithPriceAPIQueryHandlerFactory(oraclefactory.APIQueryHandlerFactory),
oracle.WithPriceWebSocketQueryHandlerFactory(oraclefactory.WebSocketQueryHandlerFactory),
)
require.NoError(t, err)
o := orc.(*oracle.OracleImpl)
require.NoError(t, o.Init(context.TODO()))

providers := o.GetProviderState()
require.Len(t, providers, 3)

// Update the oracle's market map.
require.NoError(t, o.UpdateMarketMap(partialInvalidMarketMap))

providers = o.GetProviderState()

cbTickers, err := types.ProviderTickersFromMarketMap(coinbase.Name, validMarketMapSubset)
require.NoError(t, err)

// Check the state after the update.
coinbaseState, ok := providers[coinbase.Name]
require.True(t, ok)
checkProviderState(
t,
cbTickers,
coinbase.Name,
providertypes.API,
false,
coinbaseState,
)

okxTickers, err := types.ProviderTickersFromMarketMap(okx.Name, validMarketMapSubset)
require.NoError(t, err)

okxState, ok := providers[okx.Name]
require.True(t, ok)
checkProviderState(
t,
okxTickers,
okx.Name,
providertypes.WebSockets,
false,
okxState,
)

binanceState, ok := providers[binance.Name]
require.True(t, ok)
checkProviderState(t, nil, binance.Name, providertypes.API, false, binanceState)

o.Stop()
})
}
46 changes: 46 additions & 0 deletions x/marketmap/types/market.go
Original file line number Diff line number Diff line change
Expand Up @@ -40,6 +40,52 @@ func (mm *MarketMap) ValidateBasic() error {
return nil
}

// GetValidSubset outputs a MarketMap which contains the maximal valid subset of this MarketMap.
//
// In particular, this will eliminate anything which would otherwise cause a failure in ValidateBasic.
// The resulting MarketMap should be able to pass ValidateBasic.
func (mm *MarketMap) GetValidSubset() (MarketMap, error) {
validSubset := MarketMap{Markets: make(map[string]Market)}

// Operates in 2 passes:
// 1. Remove invalid ProviderConfigs
for ticker, market := range mm.Markets {
var validProviderConfigs []ProviderConfig
for _, providerConfig := range market.ProviderConfigs {
if providerConfig.NormalizeByPair != nil {
normalizeMarket, found := mm.Markets[providerConfig.NormalizeByPair.String()]
if !found {
continue
}

if !normalizeMarket.Ticker.Enabled && market.Ticker.Enabled {
continue
}
}
validProviderConfigs = append(validProviderConfigs, providerConfig)
}
market.ProviderConfigs = validProviderConfigs
validSubset.Markets[ticker] = market
}
// 2. Remove ValidateBasic failures on all included markets
for ticker, market := range validSubset.Markets {
if err := market.ValidateBasic(); err != nil {
delete(validSubset.Markets, ticker)
continue
}
// expect that the ticker (index) is equal to the market.Ticker.String()
if ticker != market.Ticker.String() {
delete(validSubset.Markets, ticker)
continue
}
}
if valErr := validSubset.ValidateBasic(); valErr != nil {
return validSubset, valErr
}

return validSubset, nil
}

// String returns the string representation of the market map.
func (mm *MarketMap) String() string {
return fmt.Sprintf(
Expand Down
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