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feat: Require stablecoins to be converted to USD (backport #925) #938

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merged 1 commit into from
May 23, 2022
Merged

feat: Require stablecoins to be converted to USD (backport #925) #938

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4 changes: 4 additions & 0 deletions price-feeder/CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -45,6 +45,10 @@ Ref: https://keepachangelog.com/en/1.0.0/

## [Unreleased]

### Features

- [#925](https://github.com/umee-network/umee/pull/925) Require stablecoins to be converted to USD to protect against depegging.

## [v0.2.1](https://github.com/umee-network/umee/releases/tag/price-feeder%2Fv0.2.1) - 2022-04-06

### Improvements
Expand Down
21 changes: 17 additions & 4 deletions price-feeder/config/config.go
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Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ import (
)

const (
denomUSD = "USD"
DenomUSD = "USD"

defaultListenAddr = "0.0.0.0:7171"
defaultSrvWriteTimeout = 15 * time.Second
Expand Down Expand Up @@ -184,13 +184,14 @@ func ParseConfig(configPath string) (Config, error) {
}

pairs := make(map[string]map[string]struct{})
coinQuotes := make(map[string]struct{})
for _, cp := range cfg.CurrencyPairs {
if !strings.Contains(strings.ToUpper(cp.Quote), denomUSD) {
return cfg, fmt.Errorf("unsupported pair quote: %s", cp.Quote)
}
if _, ok := pairs[cp.Base]; !ok {
pairs[cp.Base] = make(map[string]struct{})
}
if strings.ToUpper(cp.Quote) != DenomUSD {
coinQuotes[cp.Quote] = struct{}{}
}

for _, provider := range cp.Providers {
if _, ok := SupportedProviders[provider]; !ok {
Expand All @@ -200,6 +201,18 @@ func ParseConfig(configPath string) (Config, error) {
}
}

// Use coinQuotes to ensure that any quotes can be converted to USD.
for quote := range coinQuotes {
for index, pair := range cfg.CurrencyPairs {
if pair.Base == quote && pair.Quote == DenomUSD {
break
}
if index == len(cfg.CurrencyPairs)-1 {
return cfg, fmt.Errorf("all non-usd quotes require a conversion rate feed")
}
}
}

for base, providers := range pairs {
if _, ok := pairs[base]["mock"]; !ok && len(providers) < 3 {
return cfg, fmt.Errorf("must have at least three providers for %s", base)
Expand Down
55 changes: 52 additions & 3 deletions price-feeder/config/config_test.go
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Expand Up @@ -148,6 +148,15 @@ providers = [
"huobi"
]

[[currency_pairs]]
base = "USDT"
quote = "USD"
providers = [
"kraken",
"binance",
"huobi"
]

[account]
address = "umee15nejfgcaanqpw25ru4arvfd0fwy6j8clccvwx4"
validator = "umeevalcons14rjlkfzp56733j5l5nfk6fphjxymgf8mj04d5p"
Expand Down Expand Up @@ -182,7 +191,7 @@ global_labels = [["chain-id", "umee-local-testnet"]]
require.Equal(t, "20s", cfg.Server.WriteTimeout)
require.Equal(t, "20s", cfg.Server.ReadTimeout)
require.True(t, cfg.Server.VerboseCORS)
require.Len(t, cfg.CurrencyPairs, 2)
require.Len(t, cfg.CurrencyPairs, 3)
require.Equal(t, "ATOM", cfg.CurrencyPairs[0].Base)
require.Equal(t, "USDT", cfg.CurrencyPairs[0].Quote)
require.Len(t, cfg.CurrencyPairs[0].Providers, 3)
Expand Down Expand Up @@ -222,6 +231,15 @@ providers = [
"huobi"
]

[[currency_pairs]]
base = "USDT"
quote = "USD"
providers = [
"kraken",
"binance",
"huobi"
]

[account]
address = "umee15nejfgcaanqpw25ru4arvfd0fwy6j8clccvwx4"
validator = "umeevalcons14rjlkfzp56733j5l5nfk6fphjxymgf8mj04d5p"
Expand Down Expand Up @@ -250,7 +268,7 @@ enabled = false
require.Equal(t, "20s", cfg.Server.WriteTimeout)
require.Equal(t, "20s", cfg.Server.ReadTimeout)
require.True(t, cfg.Server.VerboseCORS)
require.Len(t, cfg.CurrencyPairs, 2)
require.Len(t, cfg.CurrencyPairs, 3)
require.Equal(t, "ATOM", cfg.CurrencyPairs[0].Base)
require.Equal(t, "USDT", cfg.CurrencyPairs[0].Quote)
require.Len(t, cfg.CurrencyPairs[0].Providers, 3)
Expand All @@ -267,6 +285,37 @@ func TestParseConfig_InvalidProvider(t *testing.T) {
content := []byte(`
listen_addr = ""

[[currency_pairs]]
base = "ATOM"
quote = "USD"
providers = [
"kraken",
"binance"
]

[[currency_pairs]]
base = "UMEE"
quote = "USD"
providers = [
"kraken",
"foobar"
]
`)
_, err = tmpFile.Write(content)
require.NoError(t, err)

_, err = config.ParseConfig(tmpFile.Name())
require.Error(t, err)
}

func TestParseConfig_NonUSDQuote(t *testing.T) {
tmpFile, err := ioutil.TempFile("", "price-feeder.toml")
require.NoError(t, err)
defer os.Remove(tmpFile.Name())

content := []byte(`
listen_addr = ""

[[currency_pairs]]
base = "ATOM"
quote = "USDT"
Expand All @@ -280,7 +329,7 @@ base = "UMEE"
quote = "USDT"
providers = [
"kraken",
"foobar"
"binance"
]
`)
_, err = tmpFile.Write(content)
Expand Down
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