From e36d977e4072601254595bdbefa8f5f7c262d7bb Mon Sep 17 00:00:00 2001
From: De Facto <defactojob@tutanota.com>
Date: Tue, 16 Mar 2021 16:16:56 +0800
Subject: [PATCH] use aggregated cex median in PriceFeeder

---
 src/PriceFeeder.ts | 25 ++++++++++++++++++++++---
 src/feeds.ts       |  9 ++++++---
 2 files changed, 28 insertions(+), 6 deletions(-)

diff --git a/src/PriceFeeder.ts b/src/PriceFeeder.ts
index cba7afc..2a9beed 100644
--- a/src/PriceFeeder.ts
+++ b/src/PriceFeeder.ts
@@ -2,7 +2,14 @@ import fs from "fs"
 import { Wallet } from "solray"
 import { AggregatorDeployFile } from "./Deployer"
 import { loadJSONFile } from "./json"
-import { coinbase } from "./feeds"
+import {
+  AggregatedFeed,
+  BitStamp,
+  CoinBase,
+  coinbase,
+  FTX,
+  PriceFeed,
+} from "./feeds"
 import { Submitter, SubmitterConfig } from "./Submitter"
 import { log } from "./log"
 import { conn } from "./context"
@@ -10,12 +17,21 @@ import { conn } from "./context"
 // Look at all the available aggregators and submit to those that the wallet can
 // act as an oracle.
 export class PriceFeeder {
+  private feeds: PriceFeed[]
+
   constructor(
     private deployInfo: AggregatorDeployFile,
     private wallet: Wallet
-  ) {}
+  ) {
+    this.feeds = [new CoinBase(), new BitStamp(), new FTX()]
+  }
 
   async start() {
+    // connect to the price feeds
+    for (const feed of this.feeds) {
+      feed.connect()
+    }
+
     // find aggregators that this wallet can act as oracle
     this.startAccessibleAggregators()
   }
@@ -40,7 +56,10 @@ export class PriceFeeder {
         continue
       }
 
-      const priceFeed = coinbase(name)
+      const feed = new AggregatedFeed(this.feeds, name)
+      const priceFeed = feed.medians()
+      // const priceFeed = coinbase(name)
+
       const submitter = new Submitter(
         this.deployInfo.programID,
         aggregatorInfo.pubkey,
diff --git a/src/feeds.ts b/src/feeds.ts
index 1e415c4..425d798 100644
--- a/src/feeds.ts
+++ b/src/feeds.ts
@@ -296,13 +296,16 @@ export class AggregatedFeed {
     this.emitter.emit(UPDATE, this)
   }
 
-  async* medians() {
+  async *medians() {
     for await (let _ of this.updates()) {
-      yield this.median
+      const price = this.median
+      if (price) {
+        yield price
+      }
     }
   }
 
-  async* updates() {
+  async *updates() {
     for await (let _ of eventsIter<AggregatedFeed>(this.emitter, "UPDATE")) {
       yield this
     }