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Toni's changes to poster (#129)
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* Fix poster towork with latest mocked pair (#125)

* Add multiple deltas for assets

Add multiple deltas for assets

Co-authored-by: Antonina Norair <[email protected]>
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@jflatow @toninorair
jflatow and toninorair authored Aug 4, 2020
1 parent c8804b0 commit e36e559
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Showing 5 changed files with 53 additions and 27 deletions.
51 changes: 37 additions & 14 deletions poster/src/index.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,19 @@ import { main } from './poster';
import Web3 from 'web3';
import yargs from 'yargs';

// default price delta triggering an update for the supported asset in %
const defaultDeltas = {
'ETH': 1,
'BTC': 1,
'DAI': 0.5,
'REP': 1.5,
'ZRX': 1.5,
'BAT': 1.5,
'KNC': 1.5,
'LINK': 1.5,
'COMP': 1.5
}

async function run() {
const parsed = yargs
.env('POSTER')
Expand All @@ -14,11 +27,11 @@ async function run() {
.option('timeout', {alias: 't', description: 'how many seconds to wait before retrying with more gas', type: 'number', default: 180})
.option('gas-limit', {alias: 'g', description: 'how much gas to send', type: 'number', default: 4000000})
.option('gas-price', {alias: 'gp', description: 'gas price', type: 'number'})
.option('price-delta', {alias: 'd', description: 'the min required difference between new and previous asset price for price update on blockchain', type: 'number', default: 1})
.option('asset', {alias: 'a', description: 'A list of supported token names for posting prices', type: 'array', default: ['BTC', 'ETH', 'DAI', 'REP', 'ZRX', 'BAT', 'KNC', 'LINK', 'COMP']})
.option('price-deltas', {alias: 'd', description: 'the min required difference between new and previous asset price for the update on blockchain', type: 'string', default: JSON.stringify(defaultDeltas)})
.option('testnet-world', {alias: 'tw', description: 'An option to use mocked uniswap token pairs with data from mainnet', type: 'boolean', default: false})
.option('testnet-uniswap-pairs', {alias: 'tup', description: 'A list of uniswap testnet pairs for all assets', type: 'array'})
.option('mainnet-uniswap-pairs', {alias: 'mup', description: 'A list of uniswap mainnet pairs for all assets', type: 'array'})
.option('testnet-uniswap-pairs', {alias: 'tup', description: 'A list of uniswap testnet pairs for all assets', type: 'string'})
.option('mainnet-uniswap-pairs', {alias: 'mup', description: 'A list of uniswap mainnet pairs for all assets', type: 'string'})

.help()
.alias('help', 'h')
Expand All @@ -33,21 +46,31 @@ async function run() {
const timeout = parsed['timeout'];
const gas_limit = parsed['gas-limit'];
const gas_price = parsed['gas-price'];
const price_delta = parsed['price-delta'];
const price_deltas = JSON.parse(parsed['price-deltas']);
const assets = <string[]>parsed['asset'];

// parameters for testnets only
// check that price deltas are set up for all assets, otherwise set default delta value
assets.forEach(asset => {
if (price_deltas[asset] == undefined) {
price_deltas[asset] = defaultDeltas[asset];
}
});

console.log(`Posting with price deltas = `, price_deltas);

// parameters only for testnets that mock uniswap mainnet
const mocked_world = parsed['testnet-world'];
const testnet_pairs = <string[]>parsed['testnet-uniswap-pairs'];
const mainnet_pairs = <string[]>parsed['mainnet-uniswap-pairs'];
const testnet_pairs = JSON.parse(parsed['testnet-uniswap-pairs'] || '{}');
const mainnet_pairs = JSON.parse(parsed['mainnet-uniswap-pairs'] || '{}');
console.log(`Configuring using testnet and mainnet uniswap pairs:`, testnet_pairs, mainnet_pairs);
const pairs = {testnet: {}, mainnet: {}};
if (mocked_world) {
if (testnet_pairs.length != mainnet_pairs.length || testnet_pairs.length != assets.length) {
throw new TypeError("For each asset mainnet and testnet pairs should be provided, all lengths should match")
}
assets.forEach((asset, index) => {
pairs['testnet'][asset] = testnet_pairs[index];
pairs['mainnet'][asset] = mainnet_pairs[index];
assets.forEach(asset => {
if (!testnet_pairs[asset] || !mainnet_pairs[asset]) {
throw new TypeError(`For each asset mainnet and testnet pairs should be provided, ${asset} asset is not properly configured`)
}
pairs['testnet'][asset] = testnet_pairs[asset];
pairs['mainnet'][asset] = mainnet_pairs[asset];
});
}

Expand All @@ -64,7 +87,7 @@ async function run() {
web3.eth.transactionConfirmationBlocks = 10;
}

await main(sources, poster_key, view_address, view_function, gas_limit, gas_price, price_delta, assets, mocked_world, pairs, web3);
await main(sources, poster_key, view_address, view_function, gas_limit, gas_price, price_deltas, assets, mocked_world, pairs, web3);

let success_log = {
message: "Price Feed Poster run completed successfully",
Expand Down
2 changes: 1 addition & 1 deletion poster/src/mainnet_uniswap_mocker.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -55,7 +55,7 @@ async function mockUniswapTokenPair(symbol: string, senderKey: string, pairs, ga

console.log(`Mocking uniswap token pair for ${symbol} with results--> ${reserve0} ${reserve1} ${blockTimestampLast} ${cumulativePrice0} ${cumulativePrice1}`);

const functionSig = "update(uint256,uint256,uint256,uint256,uint256)";
const functionSig = "update(uint112,uint112,uint32,uint256,uint256)";
const trxData = buildTrxData(reserve0, reserve1, blockTimestampLast, cumulativePrice0, cumulativePrice1, functionSig);
const trx = {
data: trxData,
Expand Down
7 changes: 4 additions & 3 deletions poster/src/post_with_retries.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,10 @@ async function postWithRetries(transaction: TransactionConfig, signerKey: string

console.log(`Posting from account: ${pubKey.address}`);

// TODO: Why manual nonce management?
let nonce = await web3.eth.getTransactionCount(pubKey.address)
transaction.nonce = nonce

try {
return await signAndSend(transaction, signerKey, web3);
} catch (e) {
Expand All @@ -55,9 +59,6 @@ async function postWithRetries(transaction: TransactionConfig, signerKey: string
// Sleep for some time before retrying
await (new Promise(okay => setTimeout(okay, SLEEP_DURATION)));

let nonce = await web3.eth.getTransactionCount(pubKey.address)
transaction.nonce = nonce

return postWithRetries(transaction, signerKey, web3, retries - 1, attempt + 1);
} else {
throw new Error(`Failed to run Open Price Feed poster after ${attempt} attempt(s): error=\`${e.toString()}\``);
Expand Down
12 changes: 7 additions & 5 deletions poster/src/poster.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -22,14 +22,14 @@ export async function main(
functionSig: string,
gas: number,
gasPrice: number | undefined,
delta: number,
deltas,
assets: string[],
mocked_world: boolean,
pairs,
web3: Web3) {

const payloads = await fetchPayloads(sources);
const feedItems = await filterPayloads(payloads, viewAddress, assets, delta, web3);
const feedItems = await filterPayloads(payloads, viewAddress, assets, deltas, web3);

if (feedItems.length > 0) {
// If gas price was not defined, fetch average one from Compound API
Expand All @@ -39,7 +39,9 @@ export async function main(

// mock uniswap mainnet pairs price
if (mocked_world) {
await mockUniswapTokenPairs(assets, senderKey, pairs, gas, gasPrice, web3);
// Mock only pairs that will be updated
const updateAssets = feedItems.map(item => item.symbol)
await mockUniswapTokenPairs(updateAssets, senderKey, pairs, gas, gasPrice, web3);
}

const trxData = buildTrxData(feedItems, functionSig);
Expand All @@ -61,7 +63,7 @@ export async function filterPayloads(
payloads: OpenPriceFeedPayload[],
viewAddress: string,
supportedAssets: string[],
delta: number,
deltas,
web3: Web3): Promise<OpenPriceFeedItem[]> {

const dataAddress = await getDataAddress(viewAddress, web3);
Expand Down Expand Up @@ -96,7 +98,7 @@ export async function filterPayloads(
};
})).then((feedItems) => {
return feedItems.filter(({message, signature, symbol, price, prev}) => {
return !inDeltaRange(delta, price, prev);
return !inDeltaRange(deltas[symbol], price, prev);
});
});
}));
Expand Down
8 changes: 4 additions & 4 deletions poster/tests/poster_test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -211,7 +211,7 @@ describe('filtering payloads', () => {
mockMessages(transformPayloads(payloads));
mockPrevPrices({ 'BTC': 9149090000, 'ETH': 229435000, 'DAI': 1003372, 'REP': 16884999, 'ZRX': 357704, 'BAT': 260992, 'KNC': 1156300, 'LINK': 4704680 });

const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'ZRX', 'BAT', 'KNC', 'LINK', 'COMP'], 1, new Web3());
const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'ZRX', 'BAT', 'KNC', 'LINK', 'COMP'], {BTC: 1, ETH: 1, DAI: 1, REP: 1, ZRX: 1, BAT: 1, KNC: 1, LINK: 1, COMP: 1}, new Web3());
expect(feedItems).toEqual([
{
dataType: "type",
Expand Down Expand Up @@ -249,7 +249,7 @@ describe('filtering payloads', () => {
];
mockMessages(transformPayloads(payloads));

const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'BAT', 'KNC', 'LINK', 'COMP'], 1, new Web3());
const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'BAT', 'KNC', 'LINK', 'COMP'], {BTC: 1, ETH: 1, DAI: 1, REP: 1, ZRX: 1, BAT: 1, KNC: 1, LINK: 1, COMP: 1}, new Web3());
expect(feedItems).toEqual([
{
message: '0x1',
Expand Down Expand Up @@ -297,7 +297,7 @@ describe('filtering payloads', () => {
]
mockMessages(transformPayloads(payloads));

const feedItems = await filterPayloads(payloads, '0x0', [], 1, new Web3());
const feedItems = await filterPayloads(payloads, '0x0', [], {}, new Web3());
expect(feedItems).toEqual([]);
})

Expand All @@ -324,7 +324,7 @@ describe('filtering payloads', () => {
];
mockMessages(transformPayloads(payloads));

const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'ZRX', 'BAT', 'KNC', 'LINK', 'COMP'], 0, new Web3());
const feedItems = await filterPayloads(payloads, '0x0', ['BTC', 'ETH', 'DAI', 'REP', 'ZRX', 'BAT', 'KNC', 'LINK', 'COMP'], {BTC: 0, ETH: 0, DAI: 0, REP: 0, ZRX: 0, BAT: 0, KNC: 0, LINK: 0, COMP: 0}, new Web3());
expect(feedItems).toEqual([
{
message: '0x1',
Expand Down

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