Remove smoothed prices

protocol/app/app.go

@@ -876,7 +876,6 @@ func New(
 		appCodec,
 		keys[pricesmoduletypes.StoreKey],
 		indexPriceCache,
-		pricesmoduletypes.NewMarketToSmoothedPrices(pricesmoduletypes.SmoothedPriceTrackingBlockHistoryLength),
 		timeProvider,
 		app.IndexerEventManager,
 		// set the governance and delaymsg module accounts as the authority for conducting upgrades

protocol/app/prepare/prepare_proposal_test.go

@@ -360,7 +360,7 @@ func TestPrepareProposalHandler(t *testing.T) {
 			mockClobKeeper.On("GetOperations", mock.Anything, mock.Anything).
 				Return(tc.clobResp)
 
-			ctx, _, _, _, _, _ := keepertest.PricesKeepers(t)
+			ctx, _, _, _, _ := keepertest.PricesKeepers(t)
 
 			handler := prepare.PrepareProposalHandler(
 				mockTxConfig,
@@ -440,7 +440,7 @@ func TestPrepareProposalHandler_OtherTxs(t *testing.T) {
 			mockBridgeKeeper.On("GetAcknowledgeBridges", mock.Anything, mock.Anything).
 				Return(constants.MsgAcknowledgeBridges_Ids0_1_Height0)
 
-			ctx, _, _, _, _, _ := keepertest.PricesKeepers(t)
+			ctx, _, _, _, _ := keepertest.PricesKeepers(t)
 
 			handler := prepare.PrepareProposalHandler(
 				encodingCfg.TxConfig,

protocol/app/process/expected_keepers.go

@@ -19,11 +19,6 @@ type ProcessPricesKeeper interface {
 		marketPriceUpdates *pricestypes.MsgUpdateMarketPrices,
 		performNonDeterministicValidation bool,
 	) error
-
-	UpdateSmoothedPrices(
-		ctx sdk.Context,
-		linearInterpolateFunc func(v0 uint64, v1 uint64, ppm uint32) (uint64, error),
-	) error
 }
 
 // ProcessClobKeeper defines the expected clob keeper used for `ProcessProposal`.

protocol/app/process/full_node_process_proposal_test.go

@@ -73,7 +73,7 @@ func TestFullNodeProcessProposalHandler(t *testing.T) {
 			// Setup.
 			_, bridgeKeeper, _, _, _, _, _ := keepertest.BridgeKeepers(t)
 
-			ctx, pricesKeeper, _, indexPriceCache, _, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, indexPriceCache, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 			keepertest.CreateTestMarkets(t, ctx, pricesKeeper)
 			indexPriceCache.UpdatePrices(constants.AtTimeTSingleExchangePriceUpdate)

protocol/app/process/market_prices_test.go

@@ -65,7 +65,7 @@ func TestDecodeUpdateMarketPricesTx(t *testing.T) {
 
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
-			ctx, k, _, _, _, _ := keepertest.PricesKeepers(t)
+			ctx, k, _, _, _ := keepertest.PricesKeepers(t)
 			pricesTxDecoder := process.NewDefaultUpdateMarketPriceTxDecoder(k, encodingCfg.TxConfig.TxDecoder())
 			umpt, err := pricesTxDecoder.DecodeUpdateMarketPricesTx(ctx, [][]byte{tc.txBytes})
 			if tc.expectedErr != nil {
@@ -120,7 +120,7 @@ func TestUpdateMarketPricesTx_Validate(t *testing.T) {
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
-			ctx, k, _, indexPriceCache, _, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, k, _, indexPriceCache, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 			keepertest.CreateTestMarkets(t, ctx, k)
 			indexPriceCache.UpdatePrices(tc.indexPrices)
@@ -162,7 +162,7 @@ func TestUpdateMarketPricesTx_GetMsg(t *testing.T) {
 		t.Run(name, func(t *testing.T) {
 			var msg sdk.Msg
 			if tc.txBytes != nil {
-				ctx, k, _, _, _, _ := keepertest.PricesKeepers(t)
+				ctx, k, _, _, _ := keepertest.PricesKeepers(t)
 
 				// Decode.
 				pricesTxDecoder := process.NewDefaultUpdateMarketPriceTxDecoder(k, constants.TestEncodingCfg.TxConfig.TxDecoder())

protocol/app/process/process_proposal.go

@@ -3,7 +3,6 @@ package process
 import (
 	"time"
 
-	"github.com/dydxprotocol/v4-chain/protocol/lib"
 	error_lib "github.com/dydxprotocol/v4-chain/protocol/lib/error"
 	"github.com/dydxprotocol/v4-chain/protocol/lib/log"
 
@@ -65,14 +64,6 @@ func ProcessProposalHandler(
 			log.Module, ModuleName,
 		)
 
-		// Perform the update of smoothed prices here to ensure that smoothed prices are updated even if a block is later
-		// rejected by consensus. We want smoothed prices to be updated on fixed cadence, and we are piggybacking on
-		// consensus round to do so.
-		if err := pricesKeeper.UpdateSmoothedPrices(ctx, lib.Uint64LinearInterpolate); err != nil {
-			recordErrorMetricsWithLabel(metrics.UpdateSmoothedPrices)
-			error_lib.LogErrorWithOptionalContext(ctx, "UpdateSmoothedPrices failed", err)
-		}
-
 		txs, err := DecodeProcessProposalTxs(ctx, txConfig.TxDecoder(), req, bridgeKeeper, pricesTxDecoder)
 		if err != nil {
 			error_lib.LogErrorWithOptionalContext(ctx, "DecodeProcessProposalTxs failed", err)

protocol/app/process/process_proposal_test.go

@@ -258,7 +258,7 @@ func TestProcessProposalHandler_Error(t *testing.T) {
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
-			ctx, pricesKeeper, _, indexPriceCache, marketToSmoothedPrices, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, indexPriceCache, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 			keepertest.CreateTestMarkets(t, ctx, pricesKeeper)
 			indexPriceCache.UpdatePrices(constants.AtTimeTSingleExchangePriceUpdate)
@@ -295,11 +295,6 @@ func TestProcessProposalHandler_Error(t *testing.T) {
 
 			// Validate.
 			require.Equal(t, tc.expectedResponse, *resp)
-			require.Equal(
-				t,
-				marketToSmoothedPrices.GetSmoothedPricesForTest(),
-				constants.AtTimeTSingleExchangeSmoothedPrices,
-			)
 		})
 	}
 }

protocol/app/process/transactions_test.go

@@ -108,7 +108,7 @@ func TestDecodeProcessProposalTxs_Error(t *testing.T) {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
 			_, bridgeKeeper, _, _, _, _, _ := keepertest.BridgeKeepers(t)
-			ctx, pricesKeeper, _, _, _, _ := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, _, _ := keepertest.PricesKeepers(t)
 
 			// Run.
 			_, err := process.DecodeProcessProposalTxs(
@@ -188,7 +188,7 @@ func TestDecodeProcessProposalTxs_Valid(t *testing.T) {
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
-			ctx, pricesKeeper, _, _, _, _ := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, _, _ := keepertest.PricesKeepers(t)
 			_, bridgeKeeper, _, _, _, _, _ := keepertest.BridgeKeepers(t)
 
 			// Run.
@@ -318,7 +318,7 @@ func TestProcessProposalTxs_Validate_Error(t *testing.T) {
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
-			ctx, pricesKeeper, _, indexPriceCache, _, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, indexPriceCache, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 			keepertest.CreateTestMarkets(t, ctx, pricesKeeper)
 			indexPriceCache.UpdatePrices(constants.AtTimeTSingleExchangePriceUpdate)
@@ -425,7 +425,7 @@ func TestProcessProposalTxs_Validate_Valid(t *testing.T) {
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
 			// Setup.
-			ctx, pricesKeeper, _, indexPriceCache, _, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, pricesKeeper, _, indexPriceCache, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 			keepertest.CreateTestMarkets(t, ctx, pricesKeeper)
 			indexPriceCache.UpdatePrices(constants.AtTimeTSingleExchangePriceUpdate)

protocol/lib/metrics/constants.go

@@ -255,26 +255,22 @@ const (
 	BlockTimeMs = "block_time_ms"
 
 	// Prices.
-	CreateOracleMarket                           = "create_oracle_market"
-	CurrentMarketPrices                          = "current_market_prices"
-	GetValidMarketPriceUpdates                   = "get_valid_market_price_updates"
-	IndexPriceDoesNotExist                       = "index_price_does_not_exist"
-	IndexPriceIsZero                             = "index_price_is_zero"
-	IndexPriceNotAccurate                        = "index_price_not_accurate"
-	IndexPriceNotAvailForAccuracyCheck           = "index_price_not_available_for_accuracy_check"
-	LastPriceUpdateForMarketBlock                = "last_price_update_for_market_block"
-	MissingPriceUpdates                          = "missing_price_updates"
-	NumMarketPricesToUpdate                      = "num_market_prices_to_update"
-	PriceChangeRate                              = "price_change_rate"
-	ProposedPriceChangesPriceUpdateDecision      = "proposed_price_changes_price_update_decision"
-	ProposedPriceCrossesOraclePrice              = "proposed_price_crosses_oracle_price"
-	ProposedPriceDoesNotMeetMinPriceChange       = "proposed_price_does_not_meet_min_price_change"
-	RecentSmoothedPriceDoesNotMeetMinPriceChange = "recent_smoothed_price_doesnt_meet_min_price_change"
-	RecentSmoothedPriceCrossesOraclePrice        = "recent_smoothed_price_crosses_old_price"
-	StatefulPriceUpdateValidation                = "stateful_price_update_validation"
-	UpdateMarketParam                            = "update_market_param"
-	UpdateMarketPrices                           = "update_market_prices"
-	UpdateSmoothedPrices                         = "update_smoothed_prices"
+	CreateOracleMarket                      = "create_oracle_market"
+	CurrentMarketPrices                     = "current_market_prices"
+	GetValidMarketPriceUpdates              = "get_valid_market_price_updates"
+	IndexPriceDoesNotExist                  = "index_price_does_not_exist"
+	IndexPriceIsZero                        = "index_price_is_zero"
+	IndexPriceNotAccurate                   = "index_price_not_accurate"
+	IndexPriceNotAvailForAccuracyCheck      = "index_price_not_available_for_accuracy_check"
+	LastPriceUpdateForMarketBlock           = "last_price_update_for_market_block"
+	MissingPriceUpdates                     = "missing_price_updates"
+	NumMarketPricesToUpdate                 = "num_market_prices_to_update"
+	PriceChangeRate                         = "price_change_rate"
+	ProposedPriceChangesPriceUpdateDecision = "proposed_price_changes_price_update_decision"
+	ProposedPriceDoesNotMeetMinPriceChange  = "proposed_price_does_not_meet_min_price_change"
+	StatefulPriceUpdateValidation           = "stateful_price_update_validation"
+	UpdateMarketParam                       = "update_market_param"
+	UpdateMarketPrices                      = "update_market_prices"
 
 	// Sending.
 	Account                       = "account"

protocol/testutil/keeper/assets.go

@@ -56,7 +56,7 @@ func AssetsKeepers(
 		transientStoreKey storetypes.StoreKey,
 	) []GenesisInitializer {
 		// Define necessary keepers here for unit tests
-		pricesKeeper, _, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
+		pricesKeeper, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
 		accountKeeper, _ = createAccountKeeper(stateStore, db, cdc, registry)
 		bankKeeper, _ = createBankKeeper(stateStore, db, cdc, accountKeeper)
 		keeper, storeKey = createAssetsKeeper(stateStore, db, cdc, pricesKeeper, transientStoreKey, msgSenderEnabled)

protocol/testutil/keeper/clob.go

@@ -79,7 +79,7 @@ func NewClobKeepersTestContextWithUninitializedMemStore(
 		indexerEventsTransientStoreKey storetypes.StoreKey,
 	) []GenesisInitializer {
 		// Define necessary keepers here for unit tests
-		ks.PricesKeeper, _, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, indexerEventsTransientStoreKey)
+		ks.PricesKeeper, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, indexerEventsTransientStoreKey)
 		// Mock time provider response for market creation.
 		mockTimeProvider.On("Now").Return(constants.TimeT)
 		epochsKeeper, _ := createEpochsKeeper(stateStore, db, cdc)

protocol/testutil/keeper/perpetuals.go

@@ -63,7 +63,7 @@ func PerpetualsKeepersWithClobHelpers(
 			transientStoreKey storetypes.StoreKey,
 		) []GenesisInitializer {
 			// Define necessary keepers here for unit tests
-			pc.PricesKeeper, _, pc.IndexPriceCache, _, pc.MockTimeProvider = createPricesKeeper(
+			pc.PricesKeeper, _, pc.IndexPriceCache, pc.MockTimeProvider = createPricesKeeper(
 				stateStore,
 				db,
 				cdc,

protocol/testutil/keeper/prices.go

@@ -31,7 +31,6 @@ func PricesKeepers(
 	keeper *keeper.Keeper,
 	storeKey storetypes.StoreKey,
 	indexPriceCache *pricefeedserver_types.MarketToExchangePrices,
-	marketToSmoothedPrices types.MarketToSmoothedPrices,
 	mockTimeProvider *mocks.TimeProvider,
 ) {
 	ctx = initKeepers(t, func(
@@ -42,13 +41,13 @@ func PricesKeepers(
 		transientStoreKey storetypes.StoreKey,
 	) []GenesisInitializer {
 		// Define necessary keepers here for unit tests
-		keeper, storeKey, indexPriceCache, marketToSmoothedPrices, mockTimeProvider =
+		keeper, storeKey, indexPriceCache, mockTimeProvider =
 			createPricesKeeper(stateStore, db, cdc, transientStoreKey)
 
 		return []GenesisInitializer{keeper}
 	})
 
-	return ctx, keeper, storeKey, indexPriceCache, marketToSmoothedPrices, mockTimeProvider
+	return ctx, keeper, storeKey, indexPriceCache, mockTimeProvider
 }
 
 func createPricesKeeper(
@@ -60,7 +59,6 @@ func createPricesKeeper(
 	*keeper.Keeper,
 	storetypes.StoreKey,
 	*pricefeedserver_types.MarketToExchangePrices,
-	types.MarketToSmoothedPrices,
 	*mocks.TimeProvider,
 ) {
 	storeKey := storetypes.NewKVStoreKey(types.StoreKey)
@@ -69,8 +67,6 @@ func createPricesKeeper(
 
 	indexPriceCache := pricefeedserver_types.NewMarketToExchangePrices(pricefeed_types.MaxPriceAge)
 
-	marketToSmoothedPrices := types.NewMarketToSmoothedPrices(types.SmoothedPriceTrackingBlockHistoryLength)
-
 	mockTimeProvider := &mocks.TimeProvider{}
 
 	mockMsgSender := &mocks.IndexerMessageSender{}
@@ -84,7 +80,6 @@ func createPricesKeeper(
 		cdc,
 		storeKey,
 		indexPriceCache,
-		marketToSmoothedPrices,
 		mockTimeProvider,
 		mockIndexerEventsManager,
 		[]string{
@@ -93,7 +88,7 @@ func createPricesKeeper(
 		},
 	)
 
-	return k, storeKey, indexPriceCache, marketToSmoothedPrices, mockTimeProvider
+	return k, storeKey, indexPriceCache, mockTimeProvider
 }
 
 // CreateTestMarkets creates a standard set of test markets for testing.

protocol/testutil/keeper/rewards.go

@@ -42,7 +42,7 @@ func RewardsKeepers(
 		transientStoreKey storetypes.StoreKey,
 	) []GenesisInitializer {
 		// Define necessary keepers here for unit tests
-		pricesKeeper, _, _, _, _ = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
+		pricesKeeper, _, _, _ = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
 		// Mock time provider response for market creation.
 		epochsKeeper, _ := createEpochsKeeper(stateStore, db, cdc)
 		assetsKeeper, _ = createAssetsKeeper(

protocol/testutil/keeper/sending.go

@@ -57,7 +57,7 @@ func SendingKeepersWithSubaccountsKeeper(t testing.TB, saKeeper types.Subaccount
 		// Define necessary keepers here for unit tests
 		epochsKeeper, _ := createEpochsKeeper(stateStore, db, cdc)
 		blockTimeKeeper, _ := createBlockTimeKeeper(stateStore, db, cdc)
-		ks.PricesKeeper, _, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
+		ks.PricesKeeper, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
 		ks.PerpetualsKeeper, _ = createPerpetualsKeeper(
 			stateStore,
 			db,

protocol/testutil/keeper/subaccounts.go

@@ -52,7 +52,7 @@ func SubaccountsKeepers(
 		transientStoreKey storetypes.StoreKey,
 	) []GenesisInitializer {
 		// Define necessary keepers here for unit tests
-		pricesKeeper, _, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
+		pricesKeeper, _, _, mockTimeProvider = createPricesKeeper(stateStore, db, cdc, transientStoreKey)
 		epochsKeeper, _ := createEpochsKeeper(stateStore, db, cdc)
 		perpetualsKeeper, _ = createPerpetualsKeeper(stateStore, db, cdc, pricesKeeper, epochsKeeper, transientStoreKey)
 		assetsKeeper, _ = createAssetsKeeper(stateStore, db, cdc, pricesKeeper, transientStoreKey, msgSenderEnabled)

protocol/x/prices/genesis_test.go

@@ -33,7 +33,7 @@ func TestExportGenesis(t *testing.T) {
 	}
 	for name, tc := range tests {
 		t.Run(name, func(t *testing.T) {
-			ctx, k, _, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
+			ctx, k, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
 			mockTimeProvider.On("Now").Return(constants.TimeT)
 
 			prices.InitGenesis(ctx, *k, *tc.genesisState)
@@ -50,7 +50,7 @@ func TestExportGenesis(t *testing.T) {
 }
 
 func TestExportGenesis_WithMutation(t *testing.T) {
-	ctx, k, _, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
+	ctx, k, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
 	mockTimeProvider.On("Now").Return(constants.TimeT)
 	prices.InitGenesis(ctx, *k, *types.DefaultGenesis())
 
@@ -94,7 +94,7 @@ func invalidGenesis() types.GenesisState {
 }
 
 func TestInitGenesis_Panics(t *testing.T) {
-	ctx, k, _, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
+	ctx, k, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
 	mockTimeProvider.On("Now").Return(constants.TimeT)
 
 	// Verify InitGenesis panics when given an invalid genesis state.
@@ -104,7 +104,7 @@ func TestInitGenesis_Panics(t *testing.T) {
 }
 
 func TestInitGenesisEmitsMarketUpdates(t *testing.T) {
-	ctx, k, _, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
+	ctx, k, _, _, mockTimeProvider := keepertest.PricesKeepers(t)
 	mockTimeProvider.On("Now").Return(constants.TimeT)
 
 	prices.InitGenesis(ctx, *k, constants.Prices_DefaultGenesisState)