chore: Oracle methods to public (#732)

## Description - Modified some methods of oracle to public to decrease code duplication in peggo #### Helps #661 #### Closes: #734 ---- ### Author Checklist *All items are required. Please add a note to the item if the item is not applicable and please add links to any relevant follow up issues.* I have... - [ ] included the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title - [ ] added appropriate labels to the PR - [ ] added `!` to the type prefix if API or client breaking change - [ ] targeted the correct branch (see [PR Targeting](https://github.com/umee-network/umee/blob/main/CONTRIBUTING.md#pr-targeting)) - [ ] provided a link to the relevant issue or specification - [ ] added a changelog entry to `CHANGELOG.md` - [ ] included comments for [documenting Go code](https://blog.golang.org/godoc) - [ ] updated the relevant documentation or specification - [ ] reviewed "Files changed" and left comments if necessary - [ ] confirmed all CI checks have passed ### Reviewers Checklist *All items are required. Please add a note if the item is not applicable and please add your handle next to the items reviewed if you only reviewed selected items.* I have... - [ ] confirmed the correct [type prefix](https://github.com/commitizen/conventional-commit-types/blob/v3.0.0/index.json) in the PR title - [ ] confirmed `!` in the type prefix if API or client breaking change - [ ] confirmed all author checklist items have been addressed - [ ] reviewed state machine logic - [ ] reviewed API design and naming - [ ] reviewed documentation is accurate - [ ] reviewed tests and test coverage - [ ] manually tested (if applicable) (cherry picked from commit b934ac2)
umee-network · Apr 4, 2022 · f1f62e4 · f1f62e4
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diff --git a/price-feeder/CHANGELOG.md b/price-feeder/CHANGELOG.md
@@ -52,6 +52,11 @@ Ref: https://keepachangelog.com/en/1.0.0/
 ### Improvements
 
 - [#684](https://github.com/umee-network/umee/pull/684) Log errors when providers are unable to unmarshal candles and tickers, instead of either one.
+- [#732](https://github.com/umee-network/umee/pull/732) Set oracle functions to public to facilitate usage in other repositories.
+
+### Bugs
+
+- [#732](https://github.com/umee-network/umee/pull/732) Fixes an issue where filtering out erroneous providers' candles wasn't working.
 
 ## [v0.1.4](https://github.com/umee-network/umee/releases/tag/price-feeder%2Fv0.1.4) - 2022-03-24
 

diff --git a/price-feeder/oracle/oracle.go b/price-feeder/oracle/oracle.go
@@ -36,7 +36,7 @@ const (
 
 // deviationThreshold defines how many 𝜎 a provider can be away from the mean
 // without being considered faulty.
-var deviationThreshold = sdk.MustNewDecFromStr("2")
+var deviationThreshold = sdk.MustNewDecFromStr("1.0")
 
 // PreviousPrevote defines a structure for defining the previous prevote
 // submitted on-chain.
@@ -228,23 +228,8 @@ func (o *Oracle) SetPrices(ctx context.Context, acceptList oracletypes.DenomList
 			// e.g.: {ProviderKraken: {"ATOM": <price, volume>, ...}}
 			mtx.Lock()
 			for _, pair := range acceptedPairs {
-				if _, ok := providerPrices[providerName]; !ok {
-					providerPrices[providerName] = make(map[string]provider.TickerPrice)
-				}
-				if _, ok := providerCandles[providerName]; !ok {
-					providerCandles[providerName] = make(map[string][]provider.CandlePrice)
-				}
-
-				tp, pricesOk := prices[pair.String()]
-				cp, candlesOk := candles[pair.String()]
-				if pricesOk {
-					providerPrices[providerName][pair.Base] = tp
-				}
-				if candlesOk {
-					providerCandles[providerName][pair.Base] = cp
-				}
-
-				if !pricesOk && !candlesOk {
+				success := SetProviderTickerPricesAndCandles(providerName, providerPrices, providerCandles, prices, candles, pair)
+				if !success {
 					mtx.Unlock()
 					return fmt.Errorf("failed to find any exchange rates in provider responses")
 				}
@@ -259,74 +244,92 @@ func (o *Oracle) SetPrices(ctx context.Context, acceptList oracletypes.DenomList
 		o.logger.Debug().Err(err).Msg("failed to get ticker prices from provider")
 	}
 
-	filteredCandles, err := o.filterCandleDeviations(providerCandles)
+	computedPrices, err := GetComputedPrices(o.logger, providerCandles, providerPrices)
 	if err != nil {
 		return err
 	}
 
+	if len(computedPrices) != len(requiredRates) {
+		return fmt.Errorf("unable to get prices for all exchange candles")
+	}
+	for base := range requiredRates {
+		if _, ok := computedPrices[base]; !ok {
+			return fmt.Errorf("reported prices were not equal to required rates, missed: %s", base)
+		}
+	}
+
+	o.prices = computedPrices
+	return nil
+}
+
+// GetComputedPrices gets the candle and ticker prices and computes it.
+// It returns candles' TVWAP if possible, if not possible (not available
+// or due to some staleness) it will use the most recent ticker prices
+// and the VWAP formula instead.
+func GetComputedPrices(
+	logger zerolog.Logger,
+	providerCandles provider.AggregatedProviderCandles,
+	providerPrices provider.AggregatedProviderPrices,
+) (prices map[string]sdk.Dec, err error) {
+	filteredCandles, err := FilterCandleDeviations(logger, providerCandles)
+	if err != nil {
+		return nil, err
+	}
+
 	// attempt to use candles for TVWAP calculations
 	tvwapPrices, err := ComputeTVWAP(filteredCandles)
 	if err != nil {
-		return err
+		return nil, err
 	}
 
 	// If TVWAP candles are not available or were filtered out due to staleness,
 	// use most recent prices & VWAP instead.
 	if len(tvwapPrices) == 0 {
-		filteredProviderPrices, err := o.filterTickerDeviations(providerPrices)
+		filteredProviderPrices, err := FilterTickerDeviations(logger, providerPrices)
 		if err != nil {
-			return err
+			return nil, err
 		}
 
 		vwapPrices, err := ComputeVWAP(filteredProviderPrices)
 		if err != nil {
-			return err
+			return nil, err
 		}
 
-		// warn the user of any missing prices
-		reportedPrices := make(map[string]struct{})
-		for _, providers := range filteredProviderPrices {
-			for base := range providers {
-				if _, ok := reportedPrices[base]; !ok {
-					reportedPrices[base] = struct{}{}
-				}
-			}
-		}
+		return vwapPrices, nil
+	}
 
-		if len(reportedPrices) != len(requiredRates) {
-			return fmt.Errorf("unable to get prices for all exchange prices")
-		}
-		for base := range requiredRates {
-			if _, ok := reportedPrices[base]; !ok {
-				return fmt.Errorf("reported prices were not equal to required rates")
-			}
-		}
+	return tvwapPrices, nil
+}
 
-		o.prices = vwapPrices
-	} else {
-		// warn the user of any missing candles
-		reportedCandles := make(map[string]struct{})
-		for _, providers := range filteredCandles {
-			for base := range providers {
-				if _, ok := reportedCandles[base]; !ok {
-					reportedCandles[base] = struct{}{}
-				}
-			}
-		}
+// SetProviderTickerPricesAndCandles flattens and collects prices for
+// candles and tickers based on the base currency per provider.
+// Returns true if at least one of price or candle exists.
+func SetProviderTickerPricesAndCandles(
+	providerName string,
+	providerPrices provider.AggregatedProviderPrices,
+	providerCandles provider.AggregatedProviderCandles,
+	prices map[string]provider.TickerPrice,
+	candles map[string][]provider.CandlePrice,
+	pair types.CurrencyPair,
+) (success bool) {
+	if _, ok := providerPrices[providerName]; !ok {
+		providerPrices[providerName] = make(map[string]provider.TickerPrice)
+	}
+	if _, ok := providerCandles[providerName]; !ok {
+		providerCandles[providerName] = make(map[string][]provider.CandlePrice)
+	}
 
-		if len(reportedCandles) != len(requiredRates) {
-			return fmt.Errorf("unable to get prices for all exchange candles")
-		}
-		for base := range requiredRates {
-			if _, ok := reportedCandles[base]; !ok {
-				return fmt.Errorf("reported candles were not equal to required rates")
-			}
-		}
+	tp, pricesOk := prices[pair.String()]
+	cp, candlesOk := candles[pair.String()]
 
-		o.prices = tvwapPrices
+	if pricesOk {
+		providerPrices[providerName][pair.Base] = tp
+	}
+	if candlesOk {
+		providerCandles[providerName][pair.Base] = cp
 	}
 
-	return nil
+	return pricesOk || candlesOk
 }
 
 // GetParams returns the current on-chain parameters of the x/oracle module.
@@ -405,9 +408,10 @@ func NewProvider(ctx context.Context, providerName string, logger zerolog.Logger
 	return nil, fmt.Errorf("provider %s not found", providerName)
 }
 
-// filterTickerDeviations finds the standard deviations of the prices of
+// FilterTickerDeviations finds the standard deviations of the prices of
 // all assets, and filters out any providers that are not within 2𝜎 of the mean.
-func (o *Oracle) filterTickerDeviations(
+func FilterTickerDeviations(
+	logger zerolog.Logger,
 	prices provider.AggregatedProviderPrices,
 ) (provider.AggregatedProviderPrices, error) {
 	var (
@@ -442,7 +446,7 @@ func (o *Oracle) filterTickerDeviations(
 				filteredPrices[providerName][base] = tp
 			} else {
 				telemetry.IncrCounter(1, "failure", "provider", "type", "ticker")
-				o.logger.Warn().
+				logger.Warn().
 					Str("base", base).
 					Str("provider", providerName).
 					Str("price", tp.Price.String()).
@@ -454,9 +458,10 @@ func (o *Oracle) filterTickerDeviations(
 	return filteredPrices, nil
 }
 
-// filterCandleDeviations finds the standard deviations of the tvwaps of
+// FilterCandleDeviations finds the standard deviations of the tvwaps of
 // all assets, and filters out any providers that are not within 2𝜎 of the mean.
-func (o *Oracle) filterCandleDeviations(
+func FilterCandleDeviations(
+	logger zerolog.Logger,
 	candles provider.AggregatedProviderCandles,
 ) (provider.AggregatedProviderCandles, error) {
 	var (
@@ -507,7 +512,7 @@ func (o *Oracle) filterCandleDeviations(
 				filteredCandles[providerName][base] = candles[providerName][base]
 			} else {
 				telemetry.IncrCounter(1, "failure", "provider", "type", "candle")
-				o.logger.Warn().
+				logger.Warn().
 					Str("base", base).
 					Str("provider", providerName).
 					Str("price", price.String()).