feat: Update oracle endblocker for historic pricing by rbajollari · Pull Request #1580 · umee-network/umee

rbajollari · 2022-11-11T16:59:12Z

Description

closes: #1542

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confirmed the correct type prefix in the PR title
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codecov-commenter · 2022-11-11T17:02:37Z

Codecov Report

Merging #1580 (26ce029) into main (3953226) will decrease coverage by 1.04%.
The diff coverage is 22.22%.

@@            Coverage Diff             @@
##             main    #1580      +/-   ##
==========================================
- Coverage   55.09%   54.05%   -1.05%     
==========================================
  Files          68       71       +3     
  Lines        6835     7150     +315     
==========================================
+ Hits         3766     3865      +99     
- Misses       2787     2988     +201     
- Partials      282      297      +15

Impacted Files	Coverage Δ
x/oracle/keeper/historic_price.go	`81.81% <0.00%> (-9.78%)`	⬇️
x/oracle/module.go	`53.24% <0.00%> (ø)`
x/oracle/abci.go	`47.57% <27.77%> (ø)`
x/oracle/types/params.go	`96.15% <100.00%> (+0.04%)`	⬆️
x/oracle/genesis.go	`4.23% <0.00%> (ø)`

x/oracle/abci.go

+	}
+
 	return nil
 }


robert-zaremba

endblocker tests should be extended to cover new functionality
Median computation should be correctly benchmarked (with right amount of data, eg: 20 tokens, with full amount of prices).
need to validate the stamp price usage.

x/oracle/abci.go

x/oracle/keeper/historic_price.go

x/oracle/abci.go

zarazan · 2022-11-21T18:42:26Z

Could we use the experimental flag instead of commenting out the code? And then the test can set the experimental flag.

…acle endblocker

x/oracle/abci.go

+			if experimental {
+				// Stamp rate every stamp period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.StampPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.AddHistoricPrice(ctx, ballotDenom.Denom, exchangeRate)


x/oracle/abci.go

+			if experimental {
+				// Stamp rate every stamp period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.StampPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.AddHistoricPrice(ctx, ballotDenom.Denom, exchangeRate)


x/oracle/abci.go

+				// Stamp rate every stamp period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.StampPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.AddHistoricPrice(ctx, ballotDenom.Denom, exchangeRate)
+				}


x/oracle/abci.go

+
+				// Set median price every median period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.MedianPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.CalcAndSetMedian(ctx, ballotDenom.Denom)


x/oracle/abci.go

+
+				// Set median price every median period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.MedianPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.CalcAndSetMedian(ctx, ballotDenom.Denom)


x/oracle/abci.go

+				// Set median price every median period if asset is set to have historic stats tracked
+				if isPeriodLastBlock(ctx, params.MedianPeriod) && params.HistoricAcceptList.Contains(ballotDenom.Denom) {
+					k.CalcAndSetMedian(ctx, ballotDenom.Denom)
+				}


x/oracle/abci.go

+		for _, v := range params.HistoricAcceptList {
+			k.DeleteHistoricPrice(ctx, v.String(), pruneBlock)
+		}
+	}


zarazan

Couple comments, looks great!

x/oracle/abci.go


+		if isPeriodLastBlock(ctx, params.MedianPeriod) && experimental {
+			k.ClearMedians(ctx)
+			k.ClearMedianDeviations(ctx)


x/oracle/abci.go

+		if isPeriodLastBlock(ctx, params.MedianPeriod) && experimental {
+			k.ClearMedians(ctx)
+			k.ClearMedianDeviations(ctx)
+		}


x/oracle/abci.go

+			k.ClearMedians(ctx)
+			k.ClearMedianDeviations(ctx)
+		}
+


zarazan

Love it, thanks for adding that test!

x/oracle/abci_test.go

robert-zaremba

The functionality looks wrong. I think we wanted to have a rolling median. Let's confirm in Slack. Blocking for the moment.

Update oracle endblocker for historic pricing

f071cec

rbajollari added the C:x/oracle label Nov 11, 2022

rbajollari self-assigned this Nov 11, 2022

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rbajollari and others added 3 commits November 13, 2022 13:58

Stamp prices and set median after updating exchange rate

1869ba0

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4b46f4b

Merge branch 'main' into ryan/historacle-endblocker

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Update endblocker based on keeper updates

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Merge branch 'main' into ryan/historacle-endblocker

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rbajollari and others added 4 commits November 17, 2022 08:46

Merge branch 'main' into ryan/historacle-endblocker

e30263d

Merge branch 'main' into ryan/historacle-endblocker

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Integrate keeper and param changes

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Merge branch 'main' into ryan/historacle-endblocker

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rbajollari added 2 commits November 17, 2022 20:02

Merge branch 'main' into ryan/historacle-endblocker

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Merge branch 'main' into ryan/historacle-endblocker

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rbajollari mentioned this pull request Nov 21, 2022

Benchmark calc and set medians for historacle pricing #1612

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Fix comment

c3de8b6

rbajollari marked this pull request as ready for review November 21, 2022 16:50

rbajollari requested a review from a team as a code owner November 21, 2022 16:50

Comment out median calc and setting in endblocker

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rbajollari and others added 2 commits November 21, 2022 14:14

Make historacle keeper methods only called in experimental mode in or…

68671c5

…acle endblocker

Merge branch 'main' into ryan/historacle-endblocker

3bef9b1

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rbajollari and others added 3 commits November 22, 2022 10:07

Merge branch 'main' into ryan/historacle-endblocker

61a730f

Merge branch 'main' into ryan/historacle-endblocker

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Add abci_test

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rbajollari requested a review from zarazan November 22, 2022 20:11

zarazan approved these changes Nov 22, 2022

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Merge branch 'main' into ryan/historacle-endblocker

26ce029

rbajollari merged commit f468a4c into main Nov 23, 2022

rbajollari deleted the ryan/historacle-endblocker branch November 23, 2022 00:36

rbajollari mentioned this pull request Nov 23, 2022

Integration Tests for Oracle EndBlocker #1619

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rbajollari commented Nov 11, 2022

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codecov-commenter commented Nov 11, 2022 •

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zarazan commented Nov 21, 2022 •

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