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feat: Add AvailableMedians method #1657

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merged 10 commits into from
Dec 15, 2022
Merged

feat: Add AvailableMedians method #1657

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ce2d90d
Add AvailableMedians method
rbajollari Dec 14, 2022
41414ae
Add 0 medians scenario to test
rbajollari Dec 14, 2022
ed436f5
Merge branch 'main' into ryan/available-medians-method
toteki Dec 14, 2022
9ecaa17
AvailableMedians godoc
rbajollari Dec 14, 2022
b830682
Add nummedians return to median stat methods
rbajollari Dec 14, 2022
85d98b6
Merge branch 'main' into ryan/available-medians-method
rbajollari Dec 15, 2022
83f31a4
Merge branch 'main' into ryan/available-medians-method
rbajollari Dec 15, 2022
2b09be1
Merge branch 'main' into ryan/available-medians-method
toteki Dec 15, 2022
c670916
Remove AvailableMedians
rbajollari Dec 15, 2022
01ff5e4
godoc
rbajollari Dec 15, 2022
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12 changes: 8 additions & 4 deletions x/oracle/abci_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -265,16 +265,20 @@ func (s *IntegrationTestSuite) TestEndblockerHistoracle() {
s.Require().NoError(err)
s.Require().Equal(tc.expectedWithinHistoricMedianDeviation, withinHistoricMedianDeviation)

medianOfHistoricMedians, err := app.OracleKeeper.MedianOfHistoricMedians(ctx, denom.SymbolDenom, 6)
medianOfHistoricMedians, numMedians, err := app.OracleKeeper.MedianOfHistoricMedians(ctx, denom.SymbolDenom, 6)
s.Require().Equal(uint32(4), numMedians)
s.Require().Equal(tc.expectedMedianOfHistoricMedians, medianOfHistoricMedians)

averageOfHistoricMedians, err := app.OracleKeeper.AverageOfHistoricMedians(ctx, denom.SymbolDenom, 6)
averageOfHistoricMedians, numMedians, err := app.OracleKeeper.AverageOfHistoricMedians(ctx, denom.SymbolDenom, 6)
s.Require().Equal(uint32(4), numMedians)
s.Require().Equal(tc.expectedAverageOfHistoricMedians, averageOfHistoricMedians)

minOfHistoricMedians, err := app.OracleKeeper.MinOfHistoricMedians(ctx, denom.SymbolDenom, 6)
minOfHistoricMedians, numMedians, err := app.OracleKeeper.MinOfHistoricMedians(ctx, denom.SymbolDenom, 6)
s.Require().Equal(uint32(4), numMedians)
s.Require().Equal(tc.expectedMinOfHistoricMedians, minOfHistoricMedians)

maxOfHistoricMedians, err := app.OracleKeeper.MaxOfHistoricMedians(ctx, denom.SymbolDenom, 6)
maxOfHistoricMedians, numMedians, err := app.OracleKeeper.MaxOfHistoricMedians(ctx, denom.SymbolDenom, 6)
s.Require().Equal(uint32(4), numMedians)
s.Require().Equal(tc.expectedMaxOfHistoricMedians, maxOfHistoricMedians)

clearHistoricPrices(ctx, app.OracleKeeper, denom.SymbolDenom)
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52 changes: 36 additions & 16 deletions x/oracle/keeper/historic_price.go
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Original file line number Diff line number Diff line change
Expand Up @@ -134,63 +134,83 @@ func (k Keeper) SetHistoricMedianDeviation(
}

// MedianOfHistoricMedians calculates and returns the median of the last stampNum
// historic medians.
// historic medians as well as the amount of medians used to calculate that median.
// If no medians are available, all returns are zero and error is nil.
func (k Keeper) MedianOfHistoricMedians(
ctx sdk.Context,
denom string,
numStamps uint64,
) (sdk.Dec, error) {
) (sdk.Dec, uint32, error) {
medians := k.HistoricMedians(ctx, denom, numStamps)
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if len(medians) == 0 {
return sdk.ZeroDec(), 0, nil
}
median, err := decmath.Median(medians)
if err != nil {
return sdk.ZeroDec(), sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
return sdk.ZeroDec(), 0, sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
}
return median, nil

return median, uint32(len(medians)), nil
}

// AverageOfHistoricMedians calculates and returns the average of the last stampNum
// historic medians.
// historic medians as well as the amount of medians used to calculate that average.
// If no medians are available, all returns are zero and error is nil.
func (k Keeper) AverageOfHistoricMedians(
ctx sdk.Context,
denom string,
numStamps uint64,
) (sdk.Dec, error) {
) (sdk.Dec, uint32, error) {
medians := k.HistoricMedians(ctx, denom, numStamps)
if len(medians) == 0 {
return sdk.ZeroDec(), 0, nil
}
average, err := decmath.Average(medians)
if err != nil {
return sdk.ZeroDec(), sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
return sdk.ZeroDec(), 0, sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
}
return average, nil

return average, uint32(len(medians)), nil
}

// MaxOfHistoricMedian calculates and returns the maximum value of the last stampNum
// historic medians.
// historic medians as well as the amount of medians used to calculate that maximum.
// If no medians are available, all returns are zero and error is nil.
func (k Keeper) MaxOfHistoricMedians(
ctx sdk.Context,
denom string,
numStamps uint64,
) (sdk.Dec, error) {
) (sdk.Dec, uint32, error) {
medians := k.HistoricMedians(ctx, denom, numStamps)
if len(medians) == 0 {
return sdk.ZeroDec(), 0, nil
}
max, err := decmath.Max(medians)
if err != nil {
return sdk.ZeroDec(), sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
return sdk.ZeroDec(), 0, sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
}
return max, nil

return max, uint32(len(medians)), nil
}

// MinOfHistoricMedians calculates and returns the minimum value of the last stampNum
// historic medians.
// historic medians as well as the amount of medians used to calculate that minimum.
// If no medians are available, all returns are zero and error is nil.
func (k Keeper) MinOfHistoricMedians(
ctx sdk.Context,
denom string,
numStamps uint64,
) (sdk.Dec, error) {
) (sdk.Dec, uint32, error) {
medians := k.HistoricMedians(ctx, denom, numStamps)
if len(medians) == 0 {
return sdk.ZeroDec(), 0, nil
}
min, err := decmath.Min(medians)
if err != nil {
return sdk.ZeroDec(), sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
return sdk.ZeroDec(), 0, sdkerrors.Wrap(err, fmt.Sprintf("denom: %s", denom))
}
return min, nil

return min, uint32(len(medians)), nil
}

// historicPrices returns all the historic prices of a given denom.
Expand Down
26 changes: 17 additions & 9 deletions x/oracle/keeper/historic_price_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -32,7 +32,7 @@ func (s *IntegrationTestSuite) TestSetHistoraclePricing() {
ctx = ctx.WithBlockHeight(ctx.BlockHeight() + 1)
}

// check median and median standard deviation
// check medians, num of available medians, and median standard deviation
medians := app.OracleKeeper.HistoricMedians(ctx, displayDenom, 3)
s.Require().Equal(len(medians), 3)
s.Require().Equal(medians[0], sdk.MustNewDecFromStr("1.2"))
Expand All @@ -49,31 +49,39 @@ func (s *IntegrationTestSuite) TestSetHistoraclePricing() {
s.Require().NoError(err)

// check median stats of last 3 stamps
medianOfMedians, err := app.OracleKeeper.MedianOfHistoricMedians(ctx, displayDenom, 3)
medianOfMedians, numMedians, err := app.OracleKeeper.MedianOfHistoricMedians(ctx, displayDenom, 3)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(3))
s.Require().Equal(medianOfMedians, sdk.MustNewDecFromStr("1.125"))
averageOfMedians, err := app.OracleKeeper.AverageOfHistoricMedians(ctx, displayDenom, 3)
averageOfMedians, numMedians, err := app.OracleKeeper.AverageOfHistoricMedians(ctx, displayDenom, 3)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(3))
s.Require().Equal(averageOfMedians, sdk.MustNewDecFromStr("1.141666666666666666"))
maxMedian, err := app.OracleKeeper.MaxOfHistoricMedians(ctx, displayDenom, 3)
maxMedian, numMedians, err := app.OracleKeeper.MaxOfHistoricMedians(ctx, displayDenom, 3)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(3))
s.Require().Equal(maxMedian, sdk.MustNewDecFromStr("1.2"))
minMedian, err := app.OracleKeeper.MinOfHistoricMedians(ctx, displayDenom, 3)
minMedian, numMedians, err := app.OracleKeeper.MinOfHistoricMedians(ctx, displayDenom, 3)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(3))
s.Require().Equal(minMedian, sdk.MustNewDecFromStr("1.1"))

// check median stats of last 1 stamps
medianOfMedians, err = app.OracleKeeper.MedianOfHistoricMedians(ctx, displayDenom, 1)
medianOfMedians, numMedians, err = app.OracleKeeper.MedianOfHistoricMedians(ctx, displayDenom, 1)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(1))
s.Require().Equal(medianOfMedians, sdk.MustNewDecFromStr("1.2"))
averageOfMedians, err = app.OracleKeeper.AverageOfHistoricMedians(ctx, displayDenom, 1)
averageOfMedians, numMedians, err = app.OracleKeeper.AverageOfHistoricMedians(ctx, displayDenom, 1)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(1))
s.Require().Equal(averageOfMedians, sdk.MustNewDecFromStr("1.2"))
maxMedian, err = app.OracleKeeper.MaxOfHistoricMedians(ctx, displayDenom, 1)
maxMedian, numMedians, err = app.OracleKeeper.MaxOfHistoricMedians(ctx, displayDenom, 1)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(1))
s.Require().Equal(maxMedian, sdk.MustNewDecFromStr("1.2"))
minMedian, err = app.OracleKeeper.MinOfHistoricMedians(ctx, displayDenom, 1)
minMedian, numMedians, err = app.OracleKeeper.MinOfHistoricMedians(ctx, displayDenom, 1)
s.Require().NoError(err)
s.Require().Equal(numMedians, uint32(1))
s.Require().Equal(minMedian, sdk.MustNewDecFromStr("1.2"))

// delete first median
Expand Down