PriceFeeder class

This commit is contained in:
De Facto 2021-02-19 21:13:56 +08:00
parent 18882f23df
commit 3a6b17f03d
7 changed files with 118 additions and 112 deletions

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@ -40,16 +40,19 @@ function events<T>(emitter: EventEmitter, key: string) {
}
export function coinbase(pair: string): IPriceFeed {
// TODO: can subscribe to many pairs with one connection
const emitter = new EventEmitter()
const ws = new WebSocket("wss://ws-feed.pro.coinbase.com")
// "btc:usd" => "BTC-USD"
pair = pair.replace(":", "-").toUpperCase()
ws.on("open", () => {
console.log(`${pair} price feed connected`)
ws.send(
JSON.stringify({
type: "subscribe",
product_ids: [pair.replace("/", "-").toUpperCase()],
product_ids: [pair],
channels: ["ticker"],
})
)

66
src/PriceFeeder.ts Normal file
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@ -0,0 +1,66 @@
import fs from "fs"
import { Wallet } from "solray"
import { config } from "winston"
import { AggregatorDeployFile } from "./deploy"
import { loadJSONFile } from "./json"
import { coinbase } from "./PriceFeed"
import { Submitter, SubmitterConfig } from "./Submitter"
interface IPriceFeederConfig {
feeds: {
[key: string]: SubmitterConfig
}
}
export class PriceFeeder {
private deployInfo: AggregatorDeployFile
private config: IPriceFeederConfig
constructor(
deployInfoFile: string,
configFile: string,
private wallet: Wallet
) {
this.deployInfo = loadJSONFile(deployInfoFile)
this.config = loadJSONFile(configFile)
}
async start() {
// find aggregators that this wallet can act as oracle
this.startAccessibleAggregators()
}
private startAccessibleAggregators() {
for (let [name, aggregatorInfo] of Object.entries(
this.deployInfo.aggregators
)) {
const oracleInfo = Object.values(aggregatorInfo.oracles).find(
(oracleInfo) => {
return oracleInfo.owner.equals(this.wallet.pubkey)
}
)
if (oracleInfo == null) {
console.log("no oracle found for:", name)
continue
}
const priceFeed = coinbase(name)
const submitter = new Submitter(
this.deployInfo.programID,
aggregatorInfo.pubkey,
oracleInfo.pubkey,
this.wallet,
priceFeed,
{
// TODO: errrrr... how do i make this configurable?
// don't submit value unless btc changes at least a dollar
minValueChangeForNewRound: 100,
}
)
console.log("start price feeding:", name)
submitter.start()
}
}
}

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@ -21,7 +21,7 @@ import { IPriceFeed } from "./PriceFeed"
// allow oracle to start a new round after this many slots. each slot is about 500ms
const MAX_ROUND_STALENESS = 10
interface SubmitterConfig {
export interface SubmitterConfig {
// won't start a new round unless price changed this much
minValueChangeForNewRound: number
}

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@ -39,7 +39,7 @@ export class AppContext {
}
async oracleWallet() {
return walletFromEnv("ADMIN_MNEMONIC", conn)
return walletFromEnv("ORACLE_MNEMONIC", conn)
}
// get aggregatorProgramID() {

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@ -18,7 +18,8 @@ import {
} from "./config"
import FluxAggregator from "./FluxAggregator"
import { AggregatorConfig, IAggregatorConfig } from "./schema"
// import { AggregatorConfig } from "./schema"
import { jsonReplacer, jsonReviver } from "./json"
interface OracleDeployInfo {
pubkey: PublicKey
@ -47,30 +48,6 @@ const FLUX_AGGREGATOR_SO = path.resolve(
"../build/flux_aggregator.so"
)
function jsonReviver(_key: string, val: any) {
if (val && typeof val == "object") {
if (val["type"] == "PublicKey") {
return new PublicKey(val.base58)
}
}
return val
}
function jsonReplacer(key: string, value: any) {
if (value && typeof value != "object") {
return value
}
if (value.constructor == PublicKey) {
return {
type: "PublicKey",
base58: value.toBase58(),
}
}
return value
}
export class Deployer {
// file backed json state
public setup: AggregatorSetupFile

30
src/json.ts Normal file
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@ -0,0 +1,30 @@
import { PublicKey } from "solray"
import fs from "fs"
export function jsonReviver(_key: string, val: any) {
if (val && typeof val == "object") {
if (val["type"] == "PublicKey") {
return new PublicKey(val.base58)
}
}
return val
}
export function jsonReplacer(key: string, value: any) {
if (value && typeof value != "object") {
return value
}
if (value.constructor == PublicKey) {
return {
type: "PublicKey",
base58: value.toBase58(),
}
}
return value
}
export function loadJSONFile<T>(file: string): T {
return JSON.parse(fs.readFileSync(file, "utf8"), jsonReviver)
}

98
test.ts
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@ -1,49 +1,32 @@
import dotenv from "dotenv"
dotenv.config()
import BN from "bn.js"
import { ProgramAccount, SPLToken, Wallet } from "solray"
import { AppContext, conn, network } from "./src/context"
import fs from "fs"
import { AggregatorConfig } from "./src/schema"
import FluxAggregator from "./src/FluxAggregator"
import * as encoding from "./src/schema"
import { Account, AccountInfo, Connection, PublicKey } from "@solana/web3.js"
import { coinbase } from "./src/PriceFeed"
import { Submitter } from "./src/Submitter"
import { Deployer } from "./src/deploy"
import { PriceFeeder } from "./src/PriceFeeder"
import { loadAggregatorSetup } from "./src/config"
import { stateFromJSON } from "./src/state"
async function main() {
console.log({network})
const setupFile = `config/setup.${network}.json`
const deployFile = `deploy.${network}.json`
const feederConfigFile = "feeder.json"
let ctx = new AppContext()
let adminWallet = await ctx.adminWallet()
const deployer = new Deployer(
`deploy2.${network}.json`,
`config/setup.${network}.json`,
adminWallet
)
let oracleWallet = await ctx.oracleWallet()
await conn.requestAirdrop(adminWallet.pubkey, 10 * 1e9)
await conn.requestAirdrop(oracleWallet.pubkey, 10 * 1e9)
const deployer = new Deployer(deployFile, setupFile, adminWallet)
await deployer.runAll()
const feeder = new PriceFeeder(deployFile, feederConfigFile, oracleWallet)
feeder.start()
console.log("done")
return
// let deployer = await ctx.deployer()
// let oracleWallet = await ctx.oracleWallet()
// console.log(network)
// await conn.requestAirdrop(adminWallet.pubkey, 10 * 1e9)
// console.log((await conn.getBalance(adminWallet.pubkey)) / 1e9)
// const spltoken = new SPLToken(adminWallet)
// const rewardToken = await deployer.ensure("create reward token", async () => {
// return spltoken.initializeMint({
@ -77,59 +60,6 @@ async function main() {
// )
// console.log(await spltoken.mintInfo(rewardToken.publicKey))
// const N_ORACLES = 4
// interface OracleRole {
// owner: Account
// oracle: PublicKey
// }
// const oracleRoles: OracleRole[] = []
// for (let i = 0; i < N_ORACLES; i++) {
// // TODO: probably put the desired oracles in a config file...
// let owner = await deployer.ensure(`create oracle[${i}] owner`, async () => {
// return new Account()
// })
// let oracle = await deployer.ensure(
// `add oracle[${i}] to btc:usd`,
// async () => {
// return program.addOracle({
// description: "test-oracle",
// aggregator: aggregator.publicKey,
// aggregatorOwner: adminWallet.account,
// oracleOwner: owner.publicKey,
// })
// }
// )
// oracleRoles.push({ owner, oracle: oracle.publicKey })
// }
// for (const role of oracleRoles) {
// // const wallet = Wallet.from
// const owner = Wallet.fromAccount(role.owner, conn)
// await conn.requestAirdrop(owner.pubkey, 10 * 1e9)
// console.log(owner.address, await conn.getBalance(owner.pubkey))
// const priceFeed = coinbase("BTC/USD")
// const submitter = new Submitter(
// aggregatorProgram.publicKey,
// aggregator.publicKey,
// role.oracle,
// owner,
// priceFeed,
// {
// // don't submit value unless btc changes at least a dollar
// minValueChangeForNewRound: 100,
// }
// )
// submitter.start()
// }
}
main().catch((err) => console.log(err))