125 lines
3.3 KiB
TypeScript
125 lines
3.3 KiB
TypeScript
import fs from "fs"
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import { Wallet } from "solray"
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import { AggregatorDeployFile } from "./Deployer"
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import { loadJSONFile } from "./json"
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import {
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AggregatedFeed,
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BitStamp,
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CoinBase,
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coinbase,
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FTX,
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Binance,
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OKEx,
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PriceFeed,
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} from "./feeds"
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import { Submitter, SubmitterConfig } from "./Submitter"
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import { log } from "./log"
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import { conn } from "./context"
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// 0 => Coinbase, BTC-USD
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// 1 => BitStamp, live_trades_btcusd
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// 2 => FTX, BTC/USD
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// 3 => Binance, BTCBUSD
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// 4 => OKEx, BTC-USDC
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const priceFeedMapping = {
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'btc:usdt': {
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minValueChangeForNewRound: 5000,
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useFeeds: [0,2,3,4],
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pairNames: ['BTC-USDT', 'BTC/USDT', 'BTCUSDT', 'BTC-USDT']
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},
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'btc:usd': {
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minValueChangeForNewRound: 5000,
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useFeeds: [0,1,2,3,4],
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pairNames: ['BTC-USD', 'live_trades_btcusd', 'BTC/USD', 'BTCBUSD', 'BTC-USDC']
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},
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'eth:usdt': {
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minValueChangeForNewRound: 150,
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useFeeds: [0,2,3,4],
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pairNames: ['ETH-USDT', 'ETH/USDT', 'ETHUSDT', 'ETH-USDT']
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},
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'eth:usd': {
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minValueChangeForNewRound: 150,
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useFeeds: [0,1,2,3,4],
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pairNames: ['ETH-USD', 'live_trades_ethusd', 'ETH/USD', 'ETHBUSD', 'ETH-USDC']
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},
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'sol:usd': {
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minValueChangeForNewRound: 4,
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useFeeds: [2,3,4],
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pairNames: ['SOL/USD', 'SOLBUSD', 'SOL-USDT']
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// uses USDT for OKEx
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},
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'srm:usd': {
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minValueChangeForNewRound: 1,
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useFeeds: [2,3,4],
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pairNames: ['SRM/USD', 'SRMBUSD', 'SRM-USDT']
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// uses USDT for OKEx
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},
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}
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// Look at all the available aggregators and submit to those that the wallet can
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// act as an oracle.
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export class PriceFeeder {
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private feeds: PriceFeed[]
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constructor(
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private deployInfo: AggregatorDeployFile,
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private wallet: Wallet
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) {
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this.feeds = [new CoinBase(), new BitStamp(), new FTX(), new Binance(), new OKEx()]
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}
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async start() {
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// connect to the price feeds
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for (const feed of this.feeds) {
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feed.connect()
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}
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// find aggregators that this wallet can act as oracle
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this.startAccessibleAggregators()
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}
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private async startAccessibleAggregators() {
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let slot = await conn.getSlot()
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conn.onSlotChange((slotInfo) => {
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slot = slotInfo.slot
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})
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for (let [name, aggregatorInfo] of Object.entries(
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this.deployInfo.aggregators
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)) {
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const oracleInfo = Object.values(aggregatorInfo.oracles).find(
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(oracleInfo) => {
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return oracleInfo.owner.equals(this.wallet.pubkey)
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}
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)
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if (oracleInfo == null) {
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log.debug("Is not an oracle", { name })
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continue
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}
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const useFeeds = (priceFeedMapping[name]) ? priceFeedMapping[name].useFeeds.map(x => this.feeds[x]) : this.feeds;
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const feed = new AggregatedFeed(useFeeds, priceFeedMapping[name].pairNames, name)
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const priceFeed = feed.medians()
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const minValueChangeForNewRound = priceFeedMapping[name].minValueChangeForNewRound || 100
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const submitter = new Submitter(
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this.deployInfo.programID,
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aggregatorInfo.pubkey,
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oracleInfo.pubkey,
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this.wallet,
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priceFeed,
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{
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// TODO: errrrr... probably make configurable on chain. hardwire for
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// now, don't submit value unless btc changes at least a dollar
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minValueChangeForNewRound,
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},
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() => slot
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)
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submitter.start()
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}
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}
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}
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