Use decimals instead of floats in price cache (#362)

## Description

Previously, the notional cache was using the `float64` type to manipulate price data. Since floating point types can't represent price data accurately, this commit changes the codebase to use a lossless representation (i.e.: `decimal.Decimal`).

analytic/metric/metric.go

@@ -3,7 +3,6 @@ package metric
 import (
 	"context"
 	"fmt"
-	"math"
 	"math/big"
 	"strconv"
 	"time"
@@ -11,6 +10,7 @@ import (
 	influxdb2 "github.com/influxdata/influxdb-client-go/v2"
 	"github.com/influxdata/influxdb-client-go/v2/api"
 	"github.com/influxdata/influxdb-client-go/v2/api/write"
+	"github.com/shopspring/decimal"
 	wormscanNotionalCache "github.com/wormhole-foundation/wormhole-explorer/common/client/cache/notional"
 	"github.com/wormhole-foundation/wormhole-explorer/common/domain"
 	sdk "github.com/wormhole-foundation/wormhole/sdk/vaa"
@@ -156,11 +156,11 @@ func (m *Metric) volumeMeasurement(ctx context.Context, vaa *sdk.VAA) error {
 	p := MakePointForVaaVolumeParams{
 		Logger: m.logger,
 		Vaa:    vaa,
-		TokenPriceFunc: func(symbol domain.Symbol, timestamp time.Time) (float64, error) {
+		TokenPriceFunc: func(symbol domain.Symbol, timestamp time.Time) (decimal.Decimal, error) {
 
 			priceData, err := m.notionalCache.Get(symbol)
 			if err != nil {
-				return 0, err
+				return decimal.NewFromInt(0), err
 			}
 
 			return priceData.NotionalUsd, nil
@@ -190,25 +190,6 @@ func (m *Metric) volumeMeasurement(ctx context.Context, vaa *sdk.VAA) error {
 	return nil
 }
 
-// toInt converts a float64 into a big.Int with 8 decimals of implicit precision.
-//
-// If we ever upgrade the notional cache to store prices as big integers,
-// this gnarly function won't be needed anymore.
-func floatToBigInt(f float64) (*big.Int, error) {
-
-	integral, frac := math.Modf(f)
-
-	strIntegral := strconv.FormatFloat(integral, 'f', 0, 64)
-	strFrac := fmt.Sprintf("%.8f", frac)[2:]
-
-	i, err := strconv.ParseInt(strIntegral+strFrac, 10, 64)
-	if err != nil {
-		return nil, err
-	}
-
-	return big.NewInt(i), nil
-}
-
 // MakePointForVaaCount generates a data point for the VAA count measurement.
 //
 // Some VAAs will not generate a measurement, so the caller must always check
@@ -239,7 +220,7 @@ type MakePointForVaaVolumeParams struct {
 	Vaa *sdk.VAA
 
 	// TokenPriceFunc returns the price of the given token at the specified timestamp.
-	TokenPriceFunc func(symbol domain.Symbol, timestamp time.Time) (float64, error)
+	TokenPriceFunc func(symbol domain.Symbol, timestamp time.Time) (decimal.Decimal, error)
 
 	// Logger is an optional parameter, in case the caller wants additional visibility.
 	Logger *zap.Logger
@@ -321,10 +302,10 @@ func MakePointForVaaVolume(params *MakePointForVaaVolumeParams) (*write.Point, e
 	}
 
 	// Convert the notional value to an integer with an implicit precision of 8 decimals
-	notionalBigInt, err := floatToBigInt(notionalUSD)
-	if err != nil {
-		return nil, fmt.Errorf("failed to convert notional to big integer: %w", err)
-	}
+	notionalBigInt := notionalUSD.
+		Truncate(8).
+		Mul(decimal.NewFromInt(1e8)).
+		BigInt()
 
 	// Calculate the volume, with an implicit precision of 8 decimals
 	var volume big.Int

common/client/cache/notional/cache.go

@@ -9,6 +9,7 @@ import (
 	"time"
 
 	"github.com/go-redis/redis/v8"
+	"github.com/shopspring/decimal"
 	"github.com/wormhole-foundation/wormhole-explorer/common/domain"
 	"go.uber.org/zap"
 )
@@ -32,8 +33,8 @@ type NotionalLocalCacheReadable interface {
 
 // PriceData is the notional value of assets in cache.
 type PriceData struct {
-	NotionalUsd float64   `json:"notional_usd"`
-	UpdatedAt   time.Time `json:"updated_at"`
+	NotionalUsd decimal.Decimal `json:"notional_usd"`
+	UpdatedAt   time.Time       `json:"updated_at"`
 }
 
 // MarshalBinary implements the encoding.BinaryMarshaler interface.

common/domain/tokenbridge.go

@@ -22,7 +22,6 @@ type TokenMetadata struct {
 	Symbol      Symbol
 	CoingeckoID string
 	Decimals    int64
-	price       float64
 }
 
 var (

common/domain/update_mainnet_tokens.sh

@@ -9,4 +9,5 @@ sed -i 's/addr\:/TokenAddress\:/g' generated_mainnet_tokens.go
 sed -i 's/symbol\:/Symbol\:/g' generated_mainnet_tokens.go
 sed -i 's/coinGeckoId\:/CoingeckoID\:/g' generated_mainnet_tokens.go
 sed -i 's/decimals\:/Decimals\:/g' generated_mainnet_tokens.go
+sed -i 's/\, price\:.*}/}/g' generated_mainnet_tokens.go
 sed -i 's/TokenMetadata{TokenChain/{TokenChain/g' generated_mainnet_tokens.go

influx-backfiller/cmd/metrics/volume.go

@@ -12,6 +12,7 @@ import (
 	"time"
 
 	"github.com/influxdata/influxdb-client-go/v2/api/write"
+	"github.com/shopspring/decimal"
 	"github.com/wormhole-foundation/wormhole-explorer/analytic/metric"
 	"github.com/wormhole-foundation/wormhole-explorer/common/domain"
 	sdk "github.com/wormhole-foundation/wormhole/sdk/vaa"
@@ -151,21 +152,15 @@ func (lp *LineParser) ParseLine(line []byte) (string, error) {
 	{
 		p := metric.MakePointForVaaVolumeParams{
 			Vaa: vaa,
-			TokenPriceFunc: func(_ domain.Symbol, timestamp time.Time) (float64, error) {
+			TokenPriceFunc: func(_ domain.Symbol, timestamp time.Time) (decimal.Decimal, error) {
 
 				// fetch the historic price from cache
-				price, err := lp.PriceCache.GetPriceByTime(
-					int16(vaa.EmitterChain),
-					tokenMetadata.CoingeckoID,
-					timestamp,
-				)
+				price, err := lp.PriceCache.GetPriceByTime(tokenMetadata.CoingeckoID, timestamp)
 				if err != nil {
-					return 0, err
+					return decimal.NewFromInt(0), err
 				}
 
-				// convert to float64
-				result, _ := price.Float64()
-				return result, nil
+				return price, nil
 			},
 		}
 

influx-backfiller/prices/prices.go

@@ -22,22 +22,24 @@ func NewCoinPricesCache(priceFile string) *CoinPricesCache {
 	}
 }
 
-func (c *CoinPricesCache) GetPriceByTime(chainID int16, symbol string, day time.Time) (*decimal.Decimal, error) {
+func (c *CoinPricesCache) GetPriceByTime(coingeckoID string, day time.Time) (decimal.Decimal, error) {
 
-	// remove hours and minutes
+	// remove hours and minutes,
 	// times are in UTC
 	day = time.Date(day.Year(), day.Month(), day.Day(), 0, 0, 0, 0, time.UTC)
 
-	// generate key
-	key := fmt.Sprintf("%d%s%d", chainID, symbol, day.UnixMilli())
+	// look up the price
+	key := fmt.Sprintf("%s%d", coingeckoID, day.UnixMilli())
 	if price, ok := c.Prices[key]; ok {
-		return &price, nil
+		return price, nil
 	}
-	return nil, fmt.Errorf("price not found for %s", key)
+
+	return decimal.NewFromInt(0), fmt.Errorf("price not found for %s", key)
 }
 
 // load the csv file with prices into a map
 func (cpc *CoinPricesCache) InitCache() {
+
 	// open prices file
 	file := cpc.filename
 	f, err := os.Open(file)
@@ -45,23 +47,28 @@ func (cpc *CoinPricesCache) InitCache() {
 		panic(err)
 	}
 	defer f.Close()
+
 	// read line by line
 	scanner := bufio.NewScanner(f)
 	for scanner.Scan() {
-		row := scanner.Text()
+
 		// split line by comma
+		row := scanner.Text()
 		tokens := strings.Split(row, ",")
 		if len(tokens) != 5 {
 			panic(fmt.Errorf("invalid line: %s", row))
 		}
-		// build map key: chainid+coingecko_id+timestamp
-		key := fmt.Sprintf("%s%s%s", tokens[0], tokens[1], tokens[3])
 
+		// build map key: coingecko_id+timestamp
+		key := fmt.Sprintf("%s%s", tokens[1], tokens[3])
+
+		// parse price
 		price, err := decimal.NewFromString(tokens[4])
 		if err != nil {
 			msg := fmt.Sprintf("failed to parse price err=%v line=%s", err, row)
 			panic(msg)
 		}
+
 		cpc.Prices[key] = price
 	}
 

jobs/internal/coingecko/coingecko.go

@@ -7,6 +7,7 @@ import (
 	"net/http"
 	"strings"
 
+	"github.com/shopspring/decimal"
 	"github.com/wormhole-foundation/wormhole-explorer/common/domain"
 )
 
@@ -26,7 +27,7 @@ func NewCoingeckoAPI(url string) *CoingeckoAPI {
 
 // NotionalUSD is the response from the coingecko API.
 type NotionalUSD struct {
-	Price *float64 `json:"usd"`
+	Price *decimal.Decimal `json:"usd"`
 }
 
 // GetNotionalUSD returns the notional USD value for the given ids