feat: Update oracle endblocker for historic pricing (#1580)

* Update oracle endblocker for historic pricing

* Stamp prices and set median after updating exchange rate

* Empty-Commit

* Update endblocker based on keeper updates

* Integrate keeper and param changes

* Fix comment

* Comment out median calc and setting in endblocker

* Make historacle keeper methods only called in experimental mode in oracle endblocker

* Add abci_test

x/oracle/abci.go

@@ -16,7 +16,7 @@ func isPeriodLastBlock(ctx sdk.Context, blocksPerPeriod uint64) bool {
 }
 
 // EndBlocker is called at the end of every block
-func EndBlocker(ctx sdk.Context, k keeper.Keeper) error {
+func EndBlocker(ctx sdk.Context, k keeper.Keeper, experimental bool) error {
 	defer telemetry.ModuleMeasureSince(types.ModuleName, time.Now(), telemetry.MetricKeyEndBlocker)
 
 	params := k.GetParams(ctx)
@@ -41,6 +41,11 @@ func EndBlocker(ctx sdk.Context, k keeper.Keeper) error {
 
 		k.ClearExchangeRates(ctx)
 
+		if isPeriodLastBlock(ctx, params.MedianPeriod) && experimental {
+			k.ClearMedians(ctx)
+			k.ClearMedianDeviations(ctx)
+		}
+
 		// NOTE: it filters out inactive or jailed validators
 		ballotDenomSlice := k.OrganizeBallotByDenom(ctx, validatorClaimMap)
 
@@ -56,6 +61,18 @@ func EndBlocker(ctx sdk.Context, k keeper.Keeper) error {
 			if err = k.SetExchangeRateWithEvent(ctx, ballotDenom.Denom, exchangeRate); err != nil {
 				return err
 			}
+
+			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)
+				}
+
+				// 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)
+				}
+			}
 		}
 
 		// update miss counting & slashing
@@ -91,6 +108,14 @@ func EndBlocker(ctx sdk.Context, k keeper.Keeper) error {
 		k.SlashAndResetMissCounters(ctx)
 	}
 
+	// Prune historic prices every prune period
+	if isPeriodLastBlock(ctx, params.PrunePeriod) && experimental {
+		pruneBlock := uint64(ctx.BlockHeight()) - params.PrunePeriod
+		for _, v := range params.HistoricAcceptList {
+			k.DeleteHistoricPrice(ctx, v.String(), pruneBlock)
+		}
+	}
+
 	return nil
 }
 

x/oracle/abci_test.go

@@ -0,0 +1,109 @@
+package oracle_test
+
+import (
+	"fmt"
+	"testing"
+
+	"github.com/cosmos/cosmos-sdk/simapp"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	minttypes "github.com/cosmos/cosmos-sdk/x/mint/types"
+	"github.com/cosmos/cosmos-sdk/x/staking"
+	"github.com/cosmos/cosmos-sdk/x/staking/teststaking"
+	"github.com/stretchr/testify/suite"
+	"github.com/tendermint/tendermint/crypto/secp256k1"
+	tmrand "github.com/tendermint/tendermint/libs/rand"
+	tmproto "github.com/tendermint/tendermint/proto/tendermint/types"
+
+	umeeapp "github.com/umee-network/umee/v3/app"
+	appparams "github.com/umee-network/umee/v3/app/params"
+	"github.com/umee-network/umee/v3/x/oracle"
+	"github.com/umee-network/umee/v3/x/oracle/types"
+)
+
+const (
+	displayDenom string = appparams.DisplayDenom
+	bondDenom    string = appparams.BondDenom
+)
+
+type IntegrationTestSuite struct {
+	suite.Suite
+
+	ctx sdk.Context
+	app *umeeapp.UmeeApp
+}
+
+const (
+	initialPower = int64(10000000000)
+)
+
+func (s *IntegrationTestSuite) SetupTest() {
+	require := s.Require()
+	isCheckTx := false
+	app := umeeapp.Setup(s.T(), isCheckTx, 1)
+	ctx := app.BaseApp.NewContext(isCheckTx, tmproto.Header{
+		ChainID: fmt.Sprintf("test-chain-%s", tmrand.Str(4)),
+		Height:  int64(types.DefaultMedianPeriod) - 1,
+	})
+
+	oracle.InitGenesis(ctx, app.OracleKeeper, *types.DefaultGenesisState())
+
+	sh := teststaking.NewHelper(s.T(), ctx, *app.StakingKeeper)
+	sh.Denom = bondDenom
+	amt := sdk.TokensFromConsensusPower(100, sdk.DefaultPowerReduction)
+
+	// mint and send coins to validators
+	require.NoError(app.BankKeeper.MintCoins(ctx, minttypes.ModuleName, initCoins))
+	require.NoError(app.BankKeeper.SendCoinsFromModuleToAccount(ctx, minttypes.ModuleName, addr, initCoins))
+	require.NoError(app.BankKeeper.MintCoins(ctx, minttypes.ModuleName, initCoins))
+	require.NoError(app.BankKeeper.SendCoinsFromModuleToAccount(ctx, minttypes.ModuleName, addr2, initCoins))
+
+	sh.CreateValidator(valAddr, valPubKey, amt, true)
+	sh.CreateValidator(valAddr2, valPubKey2, amt, true)
+
+	staking.EndBlocker(ctx, *app.StakingKeeper)
+
+	s.app = app
+	s.ctx = ctx
+}
+
+// Test addresses
+var (
+	valPubKeys = simapp.CreateTestPubKeys(2)
+
+	valPubKey = valPubKeys[0]
+	pubKey    = secp256k1.GenPrivKey().PubKey()
+	addr      = sdk.AccAddress(pubKey.Address())
+	valAddr   = sdk.ValAddress(pubKey.Address())
+
+	valPubKey2 = valPubKeys[1]
+	pubKey2    = secp256k1.GenPrivKey().PubKey()
+	addr2      = sdk.AccAddress(pubKey2.Address())
+	valAddr2   = sdk.ValAddress(pubKey2.Address())
+
+	initTokens = sdk.TokensFromConsensusPower(initialPower, sdk.DefaultPowerReduction)
+	initCoins  = sdk.NewCoins(sdk.NewCoin(bondDenom, initTokens))
+)
+
+func (s *IntegrationTestSuite) TestEndblockerExperimentalFlag() {
+	app, ctx := s.app, s.ctx
+
+	// add historic price and calcSet median stats
+	app.OracleKeeper.AddHistoricPrice(s.ctx, displayDenom, sdk.MustNewDecFromStr("1.0"))
+	app.OracleKeeper.CalcAndSetMedian(s.ctx, displayDenom)
+
+	// with experimental flag off median stats don't get cleared
+	oracle.EndBlocker(ctx, app.OracleKeeper, false)
+	median, err := app.OracleKeeper.GetMedian(s.ctx, displayDenom)
+	s.Require().NoError(err)
+	s.Require().Equal(sdk.MustNewDecFromStr("1.0"), median)
+
+	// with experimental flag on median stats get cleared
+	oracle.EndBlocker(ctx, app.OracleKeeper, true)
+	median, err = app.OracleKeeper.GetMedian(s.ctx, displayDenom)
+	s.Require().Error(err)
+	s.Require().Equal(sdk.ZeroDec(), median)
+}
+
+func TestOracleTestSuite(t *testing.T) {
+	suite.Run(t, new(IntegrationTestSuite))
+}

x/oracle/keeper/historic_price.go

@@ -220,8 +220,7 @@ func (k Keeper) DeleteHistoricPrice(
 	store.Delete(types.KeyHistoricPrice(denom, blockNum))
 }
 
-// DeleteMedian deletes a given denom's median price in the last prune
-// period since a given block.
+// DeleteMedian deletes a given denom's median price.
 func (k Keeper) DeleteMedian(
 	ctx sdk.Context,
 	denom string,
@@ -231,11 +230,32 @@ func (k Keeper) DeleteMedian(
 }
 
 // DeleteMedianDeviation deletes a given denom's standard deviation around
-// its median price in the last prune period since a given block.
+// its median price.
 func (k Keeper) DeleteMedianDeviation(
 	ctx sdk.Context,
 	denom string,
 ) {
 	store := ctx.KVStore(k.storeKey)
 	store.Delete(types.KeyMedianDeviation(denom))
 }
+
+// ClearMedians iterates through all medians in the store and deletes them.
+func (k Keeper) ClearMedians(ctx sdk.Context) {
+	store := ctx.KVStore(k.storeKey)
+	iter := sdk.KVStorePrefixIterator(store, types.KeyPrefixMedian)
+	defer iter.Close()
+	for ; iter.Valid(); iter.Next() {
+		store.Delete(iter.Key())
+	}
+}
+
+// ClearMedianDeviations iterates through all median deviations in the store
+// and deletes them.
+func (k Keeper) ClearMedianDeviations(ctx sdk.Context) {
+	store := ctx.KVStore(k.storeKey)
+	iter := sdk.KVStorePrefixIterator(store, types.KeyPrefixMedianDeviation)
+	defer iter.Close()
+	for ; iter.Valid(); iter.Next() {
+		store.Delete(iter.Key())
+	}
+}

x/oracle/keeper/historic_price_test.go

@@ -12,11 +12,12 @@ func (s *IntegrationTestSuite) TestSetHistoraclePricing() {
 
 	// add multiple historic prices to store
 	exchangeRates := []string{"1.0", "1.2", "1.1", "1.4"}
-	for _, exchangeRate := range exchangeRates {
-		app.OracleKeeper.AddHistoricPrice(ctx, displayDenom, sdk.MustNewDecFromStr(exchangeRate))
-
+	for i, exchangeRate := range exchangeRates {
 		// update blockheight
-		ctx = ctx.WithBlockHeight(ctx.BlockHeight() + 1)
+		ctx = ctx.WithBlockHeight(ctx.BlockHeight() + int64(i))
+
+		app.OracleKeeper.AddHistoricPrice(ctx, displayDenom, sdk.MustNewDecFromStr(exchangeRate))
+		app.OracleKeeper.CalcAndSetMedian(ctx, displayDenom)
 	}
 
 	// set and check median and median standard deviation

x/oracle/module.go

@@ -182,7 +182,7 @@ func (am AppModule) BeginBlock(_ sdk.Context, _ abci.RequestBeginBlock) {}
 // EndBlock executes all ABCI EndBlock logic respective to the x/oracle module.
 // It returns no validator updates.
 func (am AppModule) EndBlock(ctx sdk.Context, _ abci.RequestEndBlock) []abci.ValidatorUpdate {
-	if err := EndBlocker(ctx, am.keeper); err != nil {
+	if err := EndBlocker(ctx, am.keeper, am.experimental); err != nil {
 		panic(err)
 	}
 

x/oracle/types/params.go

@@ -194,6 +194,10 @@ func (p Params) Validate() error {
 		return fmt.Errorf("oracle parameter MedianPeriod must be greater than or equal with StampPeriod")
 	}
 
+	if p.StampPeriod%p.VotePeriod != 0 || p.MedianPeriod%p.VotePeriod != 0 || p.PrunePeriod%p.VotePeriod != 0 {
+		return fmt.Errorf("oracle parameters StampPeriod, MedianPeriod, and PrunePeriod must be exact multiples of VotePeiod")
+	}
+
 	for _, denom := range p.AcceptList {
 		if len(denom.BaseDenom) == 0 {
 			return fmt.Errorf("oracle parameter AcceptList Denom must have BaseDenom")

x/oracle/types/params_test.go

@@ -241,21 +241,34 @@ func TestParamsEqual(t *testing.T) {
 	err = p10.Validate()
 	require.Error(t, err)
 
-	// empty name
+	// StampPeriod, MedianPeriod, PrunePeriod are multiples of VotePeriod
 	p11 := DefaultParams()
-	p11.AcceptList[0].BaseDenom = ""
-	p11.AcceptList[0].SymbolDenom = "ATOM"
+	p11.StampPeriod = 10
+	p11.VotePeriod = 3
+	err = p11.Validate()
+	require.Error(t, err)
+	p11.MedianPeriod = 10
+	err = p11.Validate()
+	require.Error(t, err)
+	p11.PrunePeriod = 10
 	err = p11.Validate()
 	require.Error(t, err)
 
-	// empty
+	// empty name
 	p12 := DefaultParams()
-	p12.AcceptList[0].BaseDenom = "uatom"
-	p12.AcceptList[0].SymbolDenom = ""
+	p12.AcceptList[0].BaseDenom = ""
+	p12.AcceptList[0].SymbolDenom = "ATOM"
 	err = p12.Validate()
 	require.Error(t, err)
 
+	// empty
 	p13 := DefaultParams()
-	require.NotNil(t, p13.ParamSetPairs())
-	require.NotNil(t, p13.String())
+	p13.AcceptList[0].BaseDenom = "uatom"
+	p13.AcceptList[0].SymbolDenom = ""
+	err = p13.Validate()
+	require.Error(t, err)
+
+	p14 := DefaultParams()
+	require.NotNil(t, p14.ParamSetPairs())
+	require.NotNil(t, p14.String())
 }