added Binance feed

config/setup.dev.json

@@ -25,6 +25,32 @@
         "blockworks",
         "bonafida"
       ]
+    },
+    "sol:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "solink",
+        "blockworks",
+        "bonafida"
+      ]
+    },
+    "srm:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "solink",
+        "blockworks",
+        "bonafida"
+      ]
     }
   },
   "oracles": {
@@ -38,4 +64,4 @@
       "owner": "5tTHnk3YjZuPUKUKAXR9PoAPhbLRCyy7AthLLZUTKpUX"
     }
   }
-}
+}

config/setup.private.json.example

@@ -21,6 +21,28 @@
       "oracles": [
         "tester"
       ]
+    },
+    "sol:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "tester"
+      ]
+    },
+    "srm:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "tester"
+      ]
     }
   },
   "oracles": {
@@ -28,4 +50,4 @@
       "owner": "9QYPHz91uGZMSueGBhtxmy17L4ynJoWXdTE7mU21kizc"
     }
   }
-}
+}

config/setup.sandbox.json

@@ -21,6 +21,28 @@
       "oracles": [
         "tester"
       ]
+    },
+    "sol:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "tester"
+      ]
+    },
+    "srm:usd": {
+      "decimals": 2,
+      "minSubmissions": 1,
+      "maxSubmissions": 3,
+      "restartDelay": 0,
+      "rewardAmount": 10000,
+      "rewardTokenAccount": "3oLHHTaRqNsuTMjsTtkVy8bock6Bx8gCmDxku4TurVj1",
+      "oracles": [
+        "tester"
+      ]
     }
   },
   "oracles": {
@@ -28,4 +50,4 @@
       "owner": "FosLwbttPgkEDv36VJLU3wwXcBSSoUGkh7dyZPsXNtT4"
     }
   }
-}
+}

src/PriceFeeder.ts

@@ -8,6 +8,7 @@ import {
   CoinBase,
   coinbase,
   FTX,
+  Binance,
   PriceFeed,
 } from "./feeds"
 import { Submitter, SubmitterConfig } from "./Submitter"
@@ -23,7 +24,7 @@ export class PriceFeeder {
     private deployInfo: AggregatorDeployFile,
     private wallet: Wallet
   ) {
-    this.feeds = [new CoinBase(), new BitStamp(), new FTX()]
+    this.feeds = [new CoinBase(), new BitStamp(), new FTX(), new Binance()]
   }
 
   async start() {
@@ -64,6 +65,10 @@ export class PriceFeeder {
         minValueChangeForNewRound = 5000
       } else if (name === "eth:usd") {
         minValueChangeForNewRound = 150
+      } else if (name === "sol:usd") {
+        minValueChangeForNewRound = 10
+      } else if (name === "srm:usd") {
+        minValueChangeForNewRound = 10
       }
 
       const submitter = new Submitter(

src/feeds.ts

@@ -126,7 +126,7 @@ export class BitStamp extends PriceFeed {
 
     const channel = (payload.channel as string).replace("live_trades_", "")
 
-    // assume that the symbols for the pair are 3 letters
+    // assume that the base symbol for the pair is 3 letters
     const pair = channel.slice(0, 3) + ":" + channel.slice(3)
 
     const price: IPrice = {
@@ -261,6 +261,60 @@ export class CoinBase extends PriceFeed {
   }
 }
 
+export class Binance extends PriceFeed {
+  protected log = log.child({ class: Binance.name })
+  protected baseurl = "wss://stream.binance.com/ws"
+
+  parseMessage(data) {
+    const payload = JSON.parse(data)
+
+    // {
+    //   "e": "trade",     // Event type
+    //   "E": 123456789,   // Event time
+    //   "s": "BNBBTC",    // Symbol
+    //   "t": 12345,       // Trade ID
+    //   "p": "0.001",     // Price
+    //   "q": "100",       // Quantity
+    //   "b": 88,          // Buyer order ID
+    //   "a": 50,          // Seller order ID
+    //   "T": 123456785,   // Trade time
+    //   "m": true,        // Is the buyer the market maker?
+    //   "M": true         // Ignore
+    // }
+
+    if (payload.e != "trade") {
+      return
+    }
+
+    // assume that the base symbol for the pair is 3 letters
+    const pair = (payload.s.slice(0, 3) + ":" + payload.s.slice(3)).toLowerCase()
+
+    const price: IPrice = {
+      source: Binance.name,
+      pair,
+      decimals: 2,
+      value: Math.floor(payload.p * 100),
+    }
+
+    return price
+  }
+
+  async handleSubscribe(pair: string) {
+    // "btc:usd" => "btcusdt"
+    const [baseCurrency, quoteCurrency] = pair.split(':')
+    const targetPair = `${baseCurrency}${(quoteCurrency.toLowerCase() === 'usd' ? 'usdt' : quoteCurrency)}@trade`.toLowerCase()
+    this.conn.send(
+      JSON.stringify({
+        method: "SUBSCRIBE",
+        params: [
+          targetPair,
+        ],
+        id: 1
+      })
+    )
+  }
+}
+
 export class AggregatedFeed {
   public emitter = new EventEmitter()
   public prices: IPrice[] = []