feat: add max percentage deviation metric (celo-org#174)

erNail · Jun 27, 2023 · 74c3b52 · 74c3b52
1 parent fe3b63c
commit 74c3b52
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Showing 2 changed files with 15 additions and 0 deletions.
diff --git a/src/aggregator_functions.ts b/src/aggregator_functions.ts
@@ -114,6 +114,7 @@ export function crossCheckPriceData(
   // 1. Prices should not deviate more than maxPercentageDeviation.
   const prices = tickerData.map((price: WeightedPrice) => price.price)
   const maxNormalizedAbsMeanDev = maxPercentageDeviaton(prices)
+  config.metricCollector?.maxPercentageDeviation(config.currencyPair, maxNormalizedAbsMeanDev)
   assert(
     maxNormalizedAbsMeanDev.isLessThanOrEqualTo(config.maxPercentageDeviation),
     `Max price cross-sectional deviation too large (${maxNormalizedAbsMeanDev} >= ${config.maxPercentageDeviation} )`

diff --git a/src/metric_collector.ts b/src/metric_collector.ts
@@ -67,6 +67,7 @@ export class MetricCollector {
 
   private tickerPropertyGauge: Gauge<string>
   private priceSourceGauge: Gauge<string>
+  private maxPercentageDeviationGauge: Gauge<string>
 
   private transactionBlockNumberGauge: Gauge<string>
   private transactionGasGauge: Gauge<string>
@@ -158,6 +159,12 @@ export class MetricCollector {
       labelNames: ['pair', 'source', 'property'],
     })
 
+    this.maxPercentageDeviationGauge = new Gauge({
+      name: 'oracle_max_percentage_deviation',
+      help: 'Gauge to indicate the max price cross-sectional deviation of a price pair',
+      labelNames: ['currencyPair'],
+    })
+
     this.transactionBlockNumberGauge = new Gauge({
       name: 'oracle_transaction_block_number',
       help: 'Gauge showing the block number of the most recent transaction defined by type',
@@ -331,6 +338,13 @@ export class MetricCollector {
     this.priceSourceGauge.set({ pair, source, property: 'weight' }, weightedPrice.weight.toNumber())
   }
 
+  /**
+   * Indicates the max price cross-sectional deviation of a price pair
+   */
+  maxPercentageDeviation(pair: string, maxPercentageDeviation: BigNumber) {
+    this.maxPercentageDeviationGauge.set({ pair }, maxPercentageDeviation.toNumber())
+  }
+
   /**
    * Indicates the most recent block number of a specific type
    */