New Pricecaster Modularization

backend/IPriceFetcher.ts

@@ -0,0 +1,25 @@
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+import { PriceTicker } from './PriceTicker'
+
+export interface IPriceFetcher {
+    start(): void
+    stop(): void
+
+    /**
+     * Set price aggregation strategy for this fetcher.
+     * @param IStrategy The local price aggregation strategy
+     */
+    setStrategy(IStrategy)
+
+    /**
+     * Get the current price, according to running strategy.
+     */
+    queryTicker(): PriceTicker
+}

backend/IPublisher.ts

@@ -0,0 +1,18 @@
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+import { PriceTicker } from './PriceTicker'
+
+export class PublishInfo {
+    block: BigInt = BigInt(0)
+    txid: string = ''
+}
+
+export interface IPublisher {
+    publish(tick: PriceTicker): Promise<PublishInfo>
+}

backend/PriceTicker.ts

@@ -0,0 +1,59 @@
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+/**
+ * A generic Price ticker information class
+ */
+export class PriceTicker {
+  constructor (price: BigInt, confidence: BigInt, exponent: number, networkTime: BigInt) {
+    this._price = price
+    this._confidence = confidence
+    this._exponent = exponent
+    this._networkTime = networkTime
+  }
+
+    /** price */
+    private _price: BigInt;
+    public get price (): BigInt {
+      return this._price
+    }
+
+    public set price (value: BigInt) {
+      this._price = value
+    }
+
+    /** a confidence interval */
+    private _confidence: BigInt;
+    public get confidence (): BigInt {
+      return this._confidence
+    }
+
+    public set confidence (value: BigInt) {
+      this._confidence = value
+    }
+
+    /** exponent (fixed point) */
+    private _exponent: number;
+    public get exponent (): number {
+      return this._exponent
+    }
+
+    public set exponent (value: number) {
+      this._exponent = value
+    }
+
+    /** time in blockchain network units */
+    private _networkTime: BigInt;
+    public get networkTime (): BigInt {
+      return this._networkTime
+    }
+
+    public set networkTime (value: BigInt) {
+      this._networkTime = value
+    }
+}

backend/PythPriceFetcher.ts

@@ -0,0 +1,56 @@
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+import { IPriceFetcher } from './IPriceFetcher'
+import { IStrategy } from './strategy/strategy'
+import { getPythProgramKeyForCluster, PriceData, Product, PythConnection } from '@pythnetwork/client'
+import { Cluster, clusterApiUrl, Connection } from '@solana/web3.js'
+import { PriceTicker } from './PriceTicker'
+const settings = require('../settings')
+
+export class PythPriceFetcher implements IPriceFetcher {
+  private strategy: IStrategy
+  private symbol: string
+  private pythConnection: PythConnection
+
+  constructor (symbol: string, strategy: IStrategy) {
+    const SOLANA_CLUSTER_NAME: Cluster = settings.pyth.solanaClusterName as Cluster
+    const connection = new Connection(clusterApiUrl(SOLANA_CLUSTER_NAME))
+    const pythPublicKey = getPythProgramKeyForCluster(SOLANA_CLUSTER_NAME)
+    this.pythConnection = new PythConnection(connection, pythPublicKey)
+    this.strategy = strategy
+    this.symbol = symbol
+  }
+
+  start (): void {
+    this.pythConnection.start()
+    this.pythConnection.onPriceChange((product: Product, price: PriceData) => {
+      if (product.symbol === this.symbol) {
+        this.onPriceChange(price)
+      }
+    })
+  }
+
+  stop (): void {
+    throw new Error('Method not implemented.')
+  }
+
+  setStrategy (s: IStrategy) {
+    this.strategy = s
+  }
+
+  queryTicker (): PriceTicker {
+    return this.strategy.getPrice()
+  }
+
+  private onPriceChange (price: PriceData) {
+    const pt: PriceTicker = new PriceTicker(price.priceComponent,
+      price.confidenceComponent, price.exponent, price.publishSlot)
+    this.strategy.put(pt)
+  }
+}

backend/main.ts

@@ -6,7 +6,32 @@
  * (c) 2021 Randlabs, Inc.
  */
 
-import { PriceFetcher } from './pricefetch'
+import { PythPriceFetcher } from './PythPriceFetcher'
+import { StdAlgoPublisher } from './publisher/StdAlgoPublisher'
+import { StrategyLastPrice } from './strategy/strategyLastPrice'
+const settings = require('../settings')
+const algosdk = require('algosdk')
 
-const pricefetcher = new PriceFetcher()
-pricefetcher.run()
+console.log('Pricecaster Service Fetcher  -- (c) 2021 Randlabs.io\n')
+
+const fetchers: { [key: string]: PythPriceFetcher } = {}
+const publishers: { [key: string]: StdAlgoPublisher } = {}
+
+for (const sym in settings.symbols) {
+  console.log(`Setting up fetcher/publisher for ${sym}`)
+  publishers[sym] = new StdAlgoPublisher(sym,
+    settings.symbols[sym].priceKeeperAppId,
+    settings.symbols[sym].validator,
+    algosdk.mnemonicToSecretKey(settings.symbols[sym].mnemo)
+  )
+  fetchers[sym] = new PythPriceFetcher(sym, new StrategyLastPrice())
+}
+
+// const pricefetcher = new PythPriceFetcher('BTC/USD', new StrategyLastPrice(10))
+// const publisher = new StdAlgoPublisher('BTC/USD', 38888888, )
+
+// async function processTick() {
+//   const tick = pricefetcher.queryTicker()
+//   const publishInfo = await publisher.publish(tick)
+//   setTimeout(processTick, 1000)
+// })

backend/pricefetch.ts

@@ -1,69 +0,0 @@
-/**
- * Pricecaster Service.
- *
- * Fetcher backend component.
- *
- * (c) 2021 Randlabs, Inc.
- */
-
-import { getPythProgramKeyForCluster, PriceData, Product, PythConnection } from '@pythnetwork/client'
-import { Cluster, clusterApiUrl, Connection } from '@solana/web3.js'
-import algosdk from 'algosdk'
-const PricecasterLib = require('../lib/pricecaster')
-const settings = require('../settings')
-
-/**
- * The main Price fetcher service class.
- */
-export class PriceFetcher {
-  private pclib: any
-  pythConnection: PythConnection
-
-  constructor () {
-    const SOLANA_CLUSTER_NAME: Cluster = settings.pyth.solanaClusterName as Cluster
-    const connection = new Connection(clusterApiUrl(SOLANA_CLUSTER_NAME))
-    const pythPublicKey = getPythProgramKeyForCluster(SOLANA_CLUSTER_NAME)
-    const algodClient = new algosdk.Algodv2(settings.token, settings.api, settings.port)
-    this.pythConnection = new PythConnection(connection, pythPublicKey)
-    this.pclib = new PricecasterLib.PricecasterLib(algodClient)
-  }
-
-  /**
-   * Starts the service.
-   */
-  run () {
-    console.log('Pricecaster Service Fetcher  -- (c) 2021 Randlabs.io\n')
-    console.log('AlgoClient Configuration: ')
-    console.log(`API: '${settings.api}' PORT:'${settings.port}'`)
-
-    if (this.preflightCheck()) {
-      console.log('Preflight check passed, starting Pyth listener...')
-      this.pythConnection.start()
-      this.pythConnection.onPriceChange((product: Product, price: PriceData) => {
-        this.onPriceChange(product, price)
-      })
-    }
-
-    console.log('Booting done.')
-  }
-
-  /**
-   * Executes a preflight check of configuration parameters.
-   * @returns True if parameters are ok, false otherwise.
-   */
-  preflightCheck () {
-    return true
-  }
-
-  /**
-   * Price reception handler.
-   * @param product The reported symbol/pair
-   * @param price The reported price data
-   */
-  onPriceChange (product: Product, price: PriceData) {
-    // eslint-disable-next-line no-prototype-builtins
-    if (settings.symbols.hasOwnProperty(product.symbol)) {
-      console.log(`${product.symbol}: $${price.price} \xB1$${price.confidence}`)
-    }
-  }
-}

backend/publisher/StdAlgoPublisher.ts

@@ -0,0 +1,45 @@
+import algosdk from 'algosdk'
+import { IPublisher, PublishInfo } from '../IPublisher'
+import { PriceTicker } from '../PriceTicker'
+const PricecasterLib = require('../../lib/pricecaster')
+const settings = require('../../settings')
+
+export class StdAlgoPublisher implements IPublisher {
+  private pclib: any
+  private symbol: string
+  private signKey: Uint8Array
+  private validator: string
+  constructor (symbol: string, appId: BigInt, validator: string, signKey: Uint8Array) {
+    this.symbol = symbol
+    this.signKey = signKey
+    this.validator = validator
+    const algodClient = new algosdk.Algodv2(settings.algo.token, settings.algo.api, settings.algo.port)
+    this.pclib = new PricecasterLib.PricecasterLib(algodClient)
+    this.pclib.setAppId(appId)
+  }
+
+  signCallback (sender: string, tx: algosdk.Transaction) {
+    const txSigned = tx.signTxn(this.signKey)
+    return txSigned
+  }
+
+  async publish (tick: PriceTicker): Promise<PublishInfo> {
+    const publishInfo = new PublishInfo()
+    const msg = this.pclib.createMessage(
+      this.symbol,
+      tick.price,
+      tick.exponent,
+      tick.confidence,
+      tick.networkTime,
+      this.signKey)
+
+    const txId = await this.pclib.submitMessage(
+      this.validator,
+      msg,
+      this.signCallback
+    )
+
+    publishInfo.txid = txId
+    return publishInfo
+  }
+}

backend/strategy/strategy.ts

@@ -6,7 +6,7 @@
  * (c) 2021 Randlabs, Inc.
  */
 
-import { PriceData } from '@pythnetwork/client'
+import { PriceTicker } from '../PriceTicker'
 
 /**
  * Implements a strategy for obtaining an asset price from
@@ -29,10 +29,10 @@ export interface IStrategy {
      * @param priceData  The price data to put
      * @returns true if successful.
      */
-    put(priceData: PriceData): boolean
+    put(ticker: PriceTicker): boolean
 
     /**
      * Get the calculated price according to selected strategy.
      */
-    getPrice(): number
+    getPrice(): PriceTicker
 }

backend/strategy/strategyBase.ts

@@ -0,0 +1,21 @@
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+import { PriceTicker } from '../PriceTicker'
+import { IStrategy } from './strategy'
+
+export abstract class StrategyBase implements IStrategy {
+  constructor (bufSize: number = 10) {
+    this.createBuffer(bufSize)
+  }
+
+  abstract put(priceData: PriceTicker): boolean
+  abstract createBuffer(size: number): void
+  abstract clearBuffer(): void
+  abstract getPrice(): PriceTicker
+}

backend/strategy/strategyBaseQueue.ts

@@ -6,15 +6,15 @@
  * (c) 2021 Randlabs, Inc.
  */
 
-import { PriceData } from '@pythnetwork/client'
+import { PriceTicker } from '../PriceTicker'
 import { StrategyBase } from './strategyBase'
 
 /**
  * A base class for queue-based buffer strategies
  */
 export abstract class StrategyBaseQueue extends StrategyBase {
-  private buffer: PriceData[]
-  private bufSize: number
+  protected buffer: PriceTicker[] = []
+  private bufSize: number = 0
 
   createBuffer (maxSize: number): void {
     this.bufSize = maxSize
@@ -24,13 +24,13 @@ export abstract class StrategyBaseQueue extends StrategyBase {
     this.buffer.length = 0
   }
 
-  put (priceData: PriceData): boolean {
+  put (ticker: PriceTicker): boolean {
     if (this.buffer.length === this.bufSize) {
       this.buffer.shift()
     }
-    this.buffer.push(priceData)
+    this.buffer.push(ticker)
     return true
   }
 
-  abstract getPrice(): number
+  abstract getPrice(): PriceTicker
 }

backend/strategy/strategyLastPrice.ts

@@ -0,0 +1,23 @@
+import { PriceTicker } from '../PriceTicker'
+import { StrategyBaseQueue } from './strategyBaseQueue'
+/**
+ * Pricecaster Service.
+ *
+ * Fetcher backend component.
+ *
+ * (c) 2021 Randlabs, Inc.
+ */
+
+/**
+ * This strategy just caches the last provided price,
+ * acting as a single-item buffer.
+ */
+export class StrategyLastPrice extends StrategyBaseQueue {
+  constructor () {
+    super(1)
+  }
+
+  getPrice (): PriceTicker {
+    return this.buffer[0]
+  }
+}

backend/strategyAvgPrice.ts

@@ -1,15 +0,0 @@
-/**
- * Pricecaster Service.
- *
- * Fetcher backend component.
- *
- * (c) 2021 Randlabs, Inc.
- */
-
-import { StrategyBaseQueue } from './strategyqueuebase'
-
-class StrategyAveragePrice extends StrategyBaseQueue {
-  getPrice (): number {
-    return 0
-  }
-}

backend/strategyBase.ts

@@ -1,23 +0,0 @@
-/**
- * Pricecaster Service.
- *
- * Fetcher backend component.
- *
- * (c) 2021 Randlabs, Inc.
- */
-
-import { PriceData } from '@pythnetwork/client'
-import { IStrategy } from './strategy'
-
-export abstract class StrategyBase implements IStrategy {
-    protected symbol: string
-    constructor (symbol: string, bufSize: number) {
-      this.symbol = symbol
-      this.createBuffer(bufSize)
-    }
-
-    abstract put(priceData: PriceData): boolean
-    abstract createBuffer(size: number): void
-    abstract clearBuffer(): void
-    abstract getPrice(): number
-}

scripts/test_message.ts

@@ -1,4 +1,4 @@
-import algosdk, { signBytes } from 'algosdk'
+import algosdk from 'algosdk'
 import { Buffer } from 'buffer'
 import { writeFileSync } from 'fs'
 
@@ -7,13 +7,13 @@ const mnemo = 'assault approve result rare float sugar power float soul kind gal
 
 const appId = BigInt(0x123456789)
 const nonce = BigInt(0x1000)
-const symbol = "BTC/USD         "
+const symbol = 'BTC/USD         '
 const price = 45278.65
 const sd = 8.00000000004
 
 // Create message
 const buf = Buffer.alloc(131)
-buf.write('PRICEDATA',0)
+buf.write('PRICEDATA', 0)
 // v
 buf.writeInt8(1, 9)
 // dest
@@ -22,7 +22,7 @@ buf.writeBigUInt64BE(appId, 10)
 buf.writeBigUInt64BE(nonce, 18)
 // symbol
 buf.write(symbol, 26)
-// price 
+// price
 buf.writeDoubleBE(price, 42)
 // sd
 buf.writeDoubleBE(sd, 50)

settings.js

@@ -1,26 +1,22 @@
 module.exports = {
+  algo: {
+    token: '',
+    api: 'https://api.betanet.algoexplorer.io',
+    port: ''
+  },
   pyth: {
     solanaClusterName: 'devnet'
   },
-  token: '',
-  api: 'https://api.betanet.algoexplorer.io',
-  port: '',
   symbols: {
     'BTC/USD': {
-      appId: 3020301,
-      verifierpk: 'OPDM7ACAW64Q4VBWAL77Z5SHSJVZZ44V3BAN7W44U43SUXEOUENZMZYOQU',
-      buffersize: 50,
-      ratio: 'asap',
-      strategy: 'maxconf',
-      phony: false
+      priceKeeperAppId: 3020301,
+      validator: 'OPDM7ACAW64Q4VBWAL77Z5SHSJVZZ44V3BAN7W44U43SUXEOUENZMZYOQU',
+      mnemo: 'assault approve result rare float sugar power float soul kind galaxy edit unusual pretty tone tilt net range pelican avoid unhappy amused recycle abstract master'
     },
     'ETH/USD': {
-      appId: 3020301,
-      verifierpk: 'OPDM7ACAW64Q4VBWAL77Z5SHSJVZZ44V3BAN7W44U43SUXEOUENZMZYOQU',
-      buffersize: 50,
-      ratio: 'asap',
-      strategy: 'maxconf',
-      phony: false
+      priceKeeperAppId: 3020301,
+      validator: 'OPDM7ACAW64Q4VBWAL77Z5SHSJVZZ44V3BAN7W44U43SUXEOUENZMZYOQU',
+      mnemo: 'assault approve result rare float sugar power float soul kind galaxy edit unusual pretty tone tilt net range pelican avoid unhappy amused recycle abstract master'
     }
   }
 }

test/sc-test.js

@@ -14,10 +14,6 @@ const SIGNATURES = {}
 SIGNATURES[VALIDATOR_ADDR] = algosdk.mnemonicToSecretKey(VALIDATOR_MNEMO)
 SIGNATURES[OTHER_ADDR] = algosdk.mnemonicToSecretKey(OTHER_MNEMO)
 
-function getRandomInt(min, max) {
-  return Math.floor(Math.random() * (max - min)) + min;
-}
-
 const VALID_SYMBOL = 'BTC/USD         '
 const VALID_PRICE = BigInt(485265555)
 const VALID_EXPONENT = BigInt(4)
@@ -72,7 +68,7 @@ describe('Price-Keeper contract tests', function () {
     const txid = await pclib.submitMessage(VALIDATOR_ADDR, msgBuffer, signCallback)
     expect(txid).to.have.length(52)
     await pclib.waitForTransactionResponse(txid)
-    //console.log(await tools.printAppGlobalState(algodClient, appId, VALIDATOR_ADDR))
+    // console.log(await tools.printAppGlobalState(algodClient, appId, VALIDATOR_ADDR))
     const stPrice = await tools.readAppGlobalStateByKey(algodClient, appId, VALIDATOR_ADDR, 'price')
     const stExp = await tools.readAppGlobalStateByKey(algodClient, appId, VALIDATOR_ADDR, 'exp')
     const stConf = await tools.readAppGlobalStateByKey(algodClient, appId, VALIDATOR_ADDR, 'conf')