feat: multi-quote deviation logic #1110
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adamewozniak
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| require.Equal(t, prices[pair.Base], atomPrice) | ||
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| func TestGetComputedPricesCandlesConversion(t *testing.T) { |
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This & TestGetComputedPricesTickersConversion are the test cases that don't work without this PR
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- For this kind of things, would be better if we firstly discuss the solution in the issue before coding (also would help with review)
- I'm not sure we should do aggregation between different pairs, because we dismiss arbitrage. Probably only 3-4 base pairs should be possible (USDT, BTC, USD, maybe Atom - and atom only allowed when we don't have other price with significantly better volume)
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If we have less than 3 values, then we won't have a price. Is this desirable?
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I don't believe this is true - with 2 or less values we don't filter anything out due to deviation but we still have a price, because we can't calculate a meaningful standard deviation. Of course the best case is having 3+ values.
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umee/price-feeder/oracle/filter.go
Line 115 in 4348c3e
adamewozniak
changed the title
Agreed, maybe ETH as well - but this should be addressed in another PR |
OK, but I don't want to release a price feeder without that update. Could you add followup issue? |
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Need to try and backport this to the price feeder release branch for some testnet support |
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@Mergifyio backport release/price-feeder/v0.2.x |
* fix multi quote deviation logic * test++ * tests++ * cl++ * add reddit as a provider * tests++ * cl++ * moar tests * fix this test just a tiny bit * add the multi-quote test case * make tests less lenient * add another btc pair to test cases for deviation logic * cleanup * cleanliness * cleanup tests * compute tests * clear up some comments & change this to a feature Co-authored-by: Robert Zaremba <robert@zaremba.ch> (cherry picked from commit a85f6dd) # Conflicts: # price-feeder/CHANGELOG.md # price-feeder/oracle/oracle.go
✅ Backports have been created
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✅ Backports have been created
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@Mergifyio backport release/price-feeder/v0.2.x |
✅ Backports have been created
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1 similar comment
✅ Backports have been created
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* feat: multi-quote deviation logic (#1110) * fix multi quote deviation logic * test++ * tests++ * cl++ * add reddit as a provider * tests++ * cl++ * moar tests * fix this test just a tiny bit * add the multi-quote test case * make tests less lenient * add another btc pair to test cases for deviation logic * cleanup * cleanliness * cleanup tests * compute tests * clear up some comments & change this to a feature Co-authored-by: Robert Zaremba <robert@zaremba.ch> (cherry picked from commit a85f6dd) # Conflicts: # price-feeder/CHANGELOG.md # price-feeder/oracle/oracle.go * remove some of this stuff Co-authored-by: Adam Wozniak <29418299+adamewozniak@users.noreply.github.com>
This PR solves the issue for the price feeder wherein a validator might configure it to use these exchange rates to get the price of BTC/USD :
This case is specific to certain assets which have more exchange rates with other tokens than they do with stablecoins.
This PR also takes care of deviation detection for stablecoins before converting everything.
closes: #1083
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