oracle.price.aggregated.interval (#283)

* added dftx.indexer scaffolding * rewrote oracle into forward aggregation * added controller * added client oracles.ts * fix aggregated derivation * separated price client * refactor index * added price ticker * fixed dftx indexer issues * completed prices tests * fixed existing test failures * completed oracle invalidate test * fixed update.oracle.ts uncertainty test * Added interval indexers * Fixed tests * Modified interval to use time * Aggregate if no previous entries * Invalidate changes * Median time is in seconds * Added passing tests for interval indexer * Get rid of old controller names * Added controller functionality * Added controller functionality * Added whale api and tests * Fix code smell * Improve test coverage * Add greater than for prices * Sum up previous prices * Better aggregation * Fixed tests * Update packages/whale-api-client/src/api/prices.ts Co-authored-by: Fuxing Loh <[email protected]> * Change url * Update packages/whale-api-client/src/api/oracles.ts Co-authored-by: Fuxing Loh <[email protected]> * Increase limit * Fix test * Fix tests * Fix test url * Update src/module.indexer/model/dftx/set.oracle.data.ts Co-authored-by: Ivan Lee <[email protected]> * Convert to key * Averaged * Fix client tests * Implement forward aggregation * Comments * Add parse int pipe * Fix typo in tests * Reduce indentation depth and remove spread operator * Added invalidation * Revised algorithm * Split out into another indexer * Update src/module.indexer/model/dftx/set.oracle.data.interval.ts Co-authored-by: Fuxing Loh <[email protected]> * Update src/module.indexer/model/dftx/set.oracle.data.interval.ts Co-authored-by: Fuxing Loh <[email protected]> * PR Feedback * Fix tests Co-authored-by: Fuxing Loh <[email protected]> Co-authored-by: Fuxing Loh <[email protected]> Co-authored-by: Ivan Lee <[email protected]>
JellyfishSDK · Oct 4, 2021 · c2ac70c · c2ac70c
1 parent 29c05c6
commit c2ac70c
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Showing 11 changed files with 550 additions and 62 deletions.
diff --git a/packages/whale-api-client/__tests__/api/prices.test.ts b/packages/whale-api-client/__tests__/api/prices.test.ts
@@ -3,34 +3,34 @@ import { StubService } from '../stub.service'
 import { WhaleApiClient } from '../../src'
 import { StubWhaleApiClient } from '../stub.client'
 import { JsonRpcClient } from '@defichain/jellyfish-api-jsonrpc'
+import { PriceFeedTimeInterval } from '@whale-api-client/api/prices'
 
-let container: MasterNodeRegTestContainer
-let service: StubService
-let rpcClient: JsonRpcClient
-let apiClient: WhaleApiClient
+describe('oracles', () => {
+  let container: MasterNodeRegTestContainer
+  let service: StubService
+  let rpcClient: JsonRpcClient
+  let apiClient: WhaleApiClient
 
-beforeAll(async () => {
-  container = new MasterNodeRegTestContainer()
-  service = new StubService(container)
-  apiClient = new StubWhaleApiClient(service)
+  beforeAll(async () => {
+    container = new MasterNodeRegTestContainer()
+    service = new StubService(container)
+    apiClient = new StubWhaleApiClient(service)
 
-  await container.start()
-  await container.waitForReady()
-  await container.waitForWalletCoinbaseMaturity()
-  await service.start()
+    await container.start()
+    await container.waitForReady()
+    await container.waitForWalletCoinbaseMaturity()
+    await service.start()
 
-  rpcClient = new JsonRpcClient(await container.getCachedRpcUrl())
-})
-
-afterAll(async () => {
-  try {
-    await service.stop()
-  } finally {
-    await container.stop()
-  }
-})
+    rpcClient = new JsonRpcClient(await container.getCachedRpcUrl())
+  })
 
-describe('oracles', () => {
+  afterAll(async () => {
+    try {
+      await service.stop()
+    } finally {
+      await container.stop()
+    }
+  })
   interface OracleSetup {
     id: string
     address: string
@@ -236,3 +236,91 @@ describe('oracles', () => {
     })
   })
 })
+
+describe('pricefeed with interval', () => {
+  let container: MasterNodeRegTestContainer
+  let service: StubService
+  let client: JsonRpcClient
+  let apiClient: WhaleApiClient
+
+  beforeAll(async () => {
+    container = new MasterNodeRegTestContainer()
+    service = new StubService(container)
+    apiClient = new StubWhaleApiClient(service)
+
+    await container.start()
+    await container.waitForReady()
+    await container.waitForWalletCoinbaseMaturity()
+    await service.start()
+
+    client = new JsonRpcClient(await container.getCachedRpcUrl())
+  })
+
+  afterAll(async () => {
+    try {
+      await service.stop()
+    } finally {
+      await container.stop()
+    }
+  })
+
+  it('should get interval', async () => {
+    const address = await container.getNewAddress()
+    const oracleId = await client.oracle.appointOracle(address, [
+      { token: 'S1', currency: 'USD' }
+    ], {
+      weightage: 1
+    })
+    await container.generate(1)
+
+    const oneMinute = 60
+    const timeNow = Math.floor(new Date().getTime() / 1000)
+    for (let i = 0; i < 60; i++) {
+      const mockTime = timeNow + i * oneMinute
+      const price = (i + 1).toFixed(2)
+      await client.oracle.setOracleData(oracleId, timeNow + 5 * 60 - 1, {
+        prices: [
+          { tokenAmount: `${price}@S1`, currency: 'USD' }
+        ]
+      })
+      await client.call('setmocktime', [mockTime], 'number')
+      await container.generate(1)
+    }
+
+    const height = await container.getBlockCount()
+    await container.generate(1)
+    await service.waitForIndexedHeight(height)
+
+    const noInterval = await apiClient.prices.getFeed('S1', 'USD', 60)
+    expect(noInterval.length).toStrictEqual(60)
+
+    const interval5Minutes = await apiClient.prices.getFeedWithInterval('S1', 'USD', PriceFeedTimeInterval.FIVE_MINUTES, 60)
+    expect(interval5Minutes.length).toStrictEqual(10)
+    expect(interval5Minutes.map(x => x.aggregated.amount)).toStrictEqual(
+      [
+        '60.00000000',
+        '56.50000000',
+        '50.50000000',
+        '44.50000000',
+        '38.50000000',
+        '32.50000000',
+        '26.50000000',
+        '20.50000000',
+        '14.50000000',
+        '6.00000000'
+      ]
+    )
+
+    const interval10Minutes = await apiClient.prices.getFeedWithInterval('S1', 'USD', PriceFeedTimeInterval.TEN_MINUTES, 60)
+    expect(interval10Minutes.length).toStrictEqual(5)
+    expect(interval10Minutes.map(x => x.aggregated.amount)).toStrictEqual(
+      [
+        '55.00000000',
+        '44.00000000',
+        '33.00000000',
+        '22.00000000',
+        '8.50000000'
+      ]
+    )
+  })
+})
diff --git a/packages/whale-api-client/src/api/prices.ts b/packages/whale-api-client/src/api/prices.ts
@@ -2,6 +2,16 @@ import { WhaleApiClient } from '../whale.api.client'
 import { ApiPagedResponse } from '../whale.api.response'
 import { OraclePriceFeed } from './oracles'
 
+/**
+ * Time interval for graphing
+ */
+export enum PriceFeedTimeInterval {
+  FIVE_MINUTES = 5 * 60,
+  TEN_MINUTES = 10 * 60,
+  ONE_HOUR = 60 * 60,
+  ONE_DAY = 24 * 60 * 60
+}
+
 /**
  * DeFi whale endpoint for price related services.
  */
@@ -46,6 +56,11 @@ export class Prices {
     return await this.client.requestList('GET', `prices/${key}/feed`, size, next)
   }
 
+  async getFeedWithInterval (token: string, currency: string, interval: PriceFeedTimeInterval, size: number = 30, next?: string): Promise<ApiPagedResponse<PriceFeedInterval>> {
+    const key = `${token}-${currency}`
+    return await this.client.requestList('GET', `prices/${key}/feed/interval/${interval}`, size, next)
+  }
+
   /**
    * Get a list of Oracles
    *
@@ -92,6 +107,32 @@ export interface PriceFeed {
   }
 }
 
+export interface PriceFeedInterval {
+  id: string
+  key: string
+  sort: string
+
+  token: string
+  currency: string
+
+  aggregated: {
+    amount: string
+    weightage: number
+    count: number
+    oracles: {
+      active: number
+      total: number
+    }
+  }
+
+  block: {
+    hash: string
+    height: number
+    time: number
+    medianTime: number
+  }
+}
+
 export interface PriceOracle {
   id: string
   key: string

diff --git a/src/module.api/price.controller.ts b/src/module.api/price.controller.ts
@@ -1,19 +1,21 @@
-import { Controller, Get, Param, Query } from '@nestjs/common'
+import { Controller, Get, Param, ParseIntPipe, Query } from '@nestjs/common'
 import { OraclePriceAggregated, OraclePriceAggregatedMapper } from '@src/module.model/oracle.price.aggregated'
 import { OracleTokenCurrencyMapper } from '@src/module.model/oracle.token.currency'
 import { ApiPagedResponse } from '@src/module.api/_core/api.paged.response'
 import { PaginationQuery } from '@src/module.api/_core/api.query'
 import { PriceTicker, PriceTickerMapper } from '@src/module.model/price.ticker'
 import { PriceOracle } from '@whale-api-client/api/prices'
 import { OraclePriceFeedMapper } from '@src/module.model/oracle.price.feed'
+import { OraclePriceAggregatedInterval, OraclePriceAggregatedIntervalMapper } from '@src/module.model/oracle.price.aggregated.interval'
 
 @Controller('/prices')
 export class PriceController {
   constructor (
     protected readonly oraclePriceAggregatedMapper: OraclePriceAggregatedMapper,
     protected readonly oracleTokenCurrencyMapper: OracleTokenCurrencyMapper,
     protected readonly priceTickerMapper: PriceTickerMapper,
-    protected readonly priceFeedMapper: OraclePriceFeedMapper
+    protected readonly priceFeedMapper: OraclePriceFeedMapper,
+    protected readonly oraclePriceAggregatedIntervalMapper: OraclePriceAggregatedIntervalMapper
   ) {
   }
 
@@ -45,6 +47,19 @@ export class PriceController {
     })
   }
 
+  @Get('/:key/feed/interval/:interval')
+  async getFeedWithInterval (
+    @Param('key') key: string,
+      @Param('interval', ParseIntPipe) interval: number,
+      @Query() query: PaginationQuery
+  ): Promise<ApiPagedResponse<OraclePriceAggregatedInterval>> {
+    const priceKey = `${key}-${interval}`
+    const items = await this.oraclePriceAggregatedIntervalMapper.query(priceKey, query.size, query.next)
+    return ApiPagedResponse.of(items, query.size, item => {
+      return item.sort
+    })
+  }
+
   @Get('/:key/oracles')
   async listPriceOracles (
     @Param('key') key: string,

diff --git a/src/module.indexer/model/dftx.indexer.ts b/src/module.indexer/model/dftx.indexer.ts
@@ -6,6 +6,7 @@ import { AppointOracleIndexer } from '@src/module.indexer/model/dftx/appoint.ora
 import { RemoveOracleIndexer } from '@src/module.indexer/model/dftx/remove.oracle'
 import { UpdateOracleIndexer } from '@src/module.indexer/model/dftx/update.oracle'
 import { SetOracleDataIndexer } from '@src/module.indexer/model/dftx/set.oracle.data'
+import { SetOracleDataIntervalIndexer } from '@src/module.indexer/model/dftx/set.oracle.data.interval'
 import { CreateMasternodeIndexer } from '@src/module.indexer/model/dftx/create.masternode'
 import { ResignMasternodeIndexer } from '@src/module.indexer/model/dftx/resign.masternode'
 import { CreateTokenIndexer } from '@src/module.indexer/model/dftx/create.token'
@@ -24,6 +25,7 @@ export class MainDfTxIndexer extends Indexer {
     private readonly removeOracle: RemoveOracleIndexer,
     private readonly updateOracle: UpdateOracleIndexer,
     private readonly setOracleData: SetOracleDataIndexer,
+    private readonly setOracleDataInterval: SetOracleDataIntervalIndexer,
     private readonly createMasternode: CreateMasternodeIndexer,
     private readonly resignMasternode: ResignMasternodeIndexer,
     private readonly createToken: CreateTokenIndexer,
@@ -38,6 +40,7 @@ export class MainDfTxIndexer extends Indexer {
       setOracleData,
       createMasternode,
       resignMasternode,
+      setOracleDataInterval,
       createToken,
       createPoolPair,
       updatePoolPair

diff --git a/src/module.indexer/model/dftx/_module.ts b/src/module.indexer/model/dftx/_module.ts
@@ -3,6 +3,7 @@ import { AppointOracleIndexer } from '@src/module.indexer/model/dftx/appoint.ora
 import { RemoveOracleIndexer } from '@src/module.indexer/model/dftx/remove.oracle'
 import { UpdateOracleIndexer } from '@src/module.indexer/model/dftx/update.oracle'
 import { SetOracleDataIndexer } from '@src/module.indexer/model/dftx/set.oracle.data'
+import { SetOracleDataIntervalIndexer } from '@src/module.indexer/model/dftx/set.oracle.data.interval'
 import { CreateMasternodeIndexer } from '@src/module.indexer/model/dftx/create.masternode'
 import { ResignMasternodeIndexer } from '@src/module.indexer/model/dftx/resign.masternode'
 import { CreateTokenIndexer } from '@src/module.indexer/model/dftx/create.token'
@@ -18,6 +19,7 @@ const indexers = [
   UpdateOracleIndexer,
   CreateMasternodeIndexer,
   ResignMasternodeIndexer,
+  SetOracleDataIntervalIndexer,
   CreateTokenIndexer,
   CreatePoolPairIndexer,
   UpdatePoolPairIndexer