feat: price-feeder: coinbase provider (#648)

* coinbase tickers & trades * trades -> candles * test stuff * cleanup :~) * preallocate * a couple nit fixes * leftify the happy path * add GetAvailablePairs function to coinbase provider * cl++
umee-network · Mar 21, 2022 · bf606c1 · bf606c1
1 parent 58be905
commit bf606c1
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Showing 5 changed files with 587 additions and 19 deletions.
diff --git a/price-feeder/CHANGELOG.md b/price-feeder/CHANGELOG.md
@@ -58,6 +58,7 @@ Ref: https://keepachangelog.com/en/1.0.0/
 - [#601](https://github.com/umee-network/umee/pull/601) Use TVWAP formula for determining prices when available.
 - [#609](https://github.com/umee-network/umee/pull/609) TVWAP faulty provider detection.
 - [#649](https://github.com/umee-network/umee/pull/649) Add "GetAvailablePairs" function to providers.
+- [#648](https://github.com/umee-network/umee/pull/648) Add Coinbase as a provider.
 
 ### Bug Fixes
 

diff --git a/price-feeder/config/config.go b/price-feeder/config/config.go
@@ -18,13 +18,14 @@ const (
 	defaultSrvWriteTimeout = 15 * time.Second
 	defaultSrvReadTimeout  = 15 * time.Second
 
-	ProviderKraken  = "kraken"
-	ProviderBinance = "binance"
-	ProviderOsmosis = "osmosis"
-	ProviderHuobi   = "huobi"
-	ProviderOkx     = "okx"
-	ProviderGate    = "gate"
-	ProviderMock    = "mock"
+	ProviderKraken   = "kraken"
+	ProviderBinance  = "binance"
+	ProviderOsmosis  = "osmosis"
+	ProviderHuobi    = "huobi"
+	ProviderOkx      = "okx"
+	ProviderGate     = "gate"
+	ProviderCoinbase = "coinbase"
+	ProviderMock     = "mock"
 )
 
 var (
@@ -36,13 +37,14 @@ var (
 	// SupportedProviders defines a lookup table of all the supported currency API
 	// providers.
 	SupportedProviders = map[string]struct{}{
-		ProviderKraken:  {},
-		ProviderBinance: {},
-		ProviderOsmosis: {},
-		ProviderOkx:     {},
-		ProviderHuobi:   {},
-		ProviderGate:    {},
-		ProviderMock:    {},
+		ProviderKraken:   {},
+		ProviderBinance:  {},
+		ProviderOsmosis:  {},
+		ProviderOkx:      {},
+		ProviderHuobi:    {},
+		ProviderGate:     {},
+		ProviderCoinbase: {},
+		ProviderMock:     {},
 	}
 )
 

diff --git a/price-feeder/oracle/oracle.go b/price-feeder/oracle/oracle.go
@@ -34,11 +34,9 @@ const (
 	tickerTimeout = 1000 * time.Millisecond
 )
 
-var (
-	// deviationThreshold defines how many 𝜎 a provider can be away from the mean
-	// without being considered faulty.
-	deviationThreshold = sdk.MustNewDecFromStr("2")
-)
+// deviationThreshold defines how many 𝜎 a provider can be away from the mean
+// without being considered faulty.
+var deviationThreshold = sdk.MustNewDecFromStr("2")
 
 // PreviousPrevote defines a structure for defining the previous prevote
 // submitted on-chain.
@@ -366,6 +364,9 @@ func NewProvider(ctx context.Context, providerName string, logger zerolog.Logger
 	case config.ProviderHuobi:
 		return provider.NewHuobiProvider(ctx, logger, providerPairs...)
 
+	case config.ProviderCoinbase:
+		return provider.NewCoinbaseProvider(ctx, logger, providerPairs...)
+
 	case config.ProviderOkx:
 		return provider.NewOkxProvider(ctx, logger, providerPairs...)