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Implement feed multiple external liquidity endpoint (#182)
* implement feed multiple external liquidity endpoint * Add LiquidityRatioFromPriceDepth function to be able to calculate total estimated liquidity from price depth & use it on external liquidity calculation * Add unit test on LiquidityRatioFromPriceDepth & resolve message codec registration issue * add changes on config.yml while testing price-feeder * - Update assets value calculation script on external liquidity feed function - Update config.yml to be able to feed external liquidity info locally * update external liquidity struct * update openapi yml * update to use average depth when calculating external liquidity ratio
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82 changes: 82 additions & 0 deletions
82
x/amm/keeper/msg_server_feed_multiple_external_liquidity.go
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,82 @@ | ||
| package keeper | ||
|
|
||
| import ( | ||
| "context" | ||
| "fmt" | ||
|
|
||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
| "github.com/elys-network/elys/x/amm/types" | ||
| oracletypes "github.com/elys-network/elys/x/oracle/types" | ||
| ) | ||
|
|
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| func AssetsValue(ctx sdk.Context, oracleKeeper types.OracleKeeper, amountDepthInfo []types.AssetAmountDepth) (sdk.Dec, sdk.Dec, error) { | ||
| totalValue := sdk.ZeroDec() | ||
| totalDepth := sdk.ZeroDec() | ||
| if len(amountDepthInfo) == 0 { | ||
| return sdk.ZeroDec(), sdk.ZeroDec(), nil | ||
| } | ||
| for _, asset := range amountDepthInfo { | ||
| price, found := oracleKeeper.GetAssetPrice(ctx, asset.Asset) | ||
| if !found { | ||
| return sdk.ZeroDec(), sdk.ZeroDec(), fmt.Errorf("asset price not set: %s", asset.Asset) | ||
| } else { | ||
| v := price.Price.Mul(asset.Amount) | ||
| totalValue = totalValue.Add(v) | ||
| } | ||
| totalDepth = totalDepth.Add(asset.Depth) | ||
| } | ||
| avgDepth := totalDepth.Quo(sdk.NewDec(int64(len(amountDepthInfo)))) | ||
| return totalValue, avgDepth, nil | ||
| } | ||
|
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| func LiquidityRatioFromPriceDepth(depth sdk.Dec) sdk.Dec { | ||
| if depth == sdk.OneDec() { | ||
| return sdk.OneDec() | ||
| } | ||
| sqrt, err := sdk.OneDec().Sub(depth).ApproxSqrt() | ||
| if err != nil { | ||
| panic(err) | ||
| } | ||
| return sdk.OneDec().Sub(sqrt) | ||
| } | ||
|
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| func (k msgServer) FeedMultipleExternalLiquidity(goCtx context.Context, msg *types.MsgFeedMultipleExternalLiquidity) (*types.MsgFeedMultipleExternalLiquidityResponse, error) { | ||
| ctx := sdk.UnwrapSDKContext(goCtx) | ||
|
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| feeder, found := k.oracleKeeper.GetPriceFeeder(ctx, msg.Sender) | ||
| if !found { | ||
| return nil, oracletypes.ErrNotAPriceFeeder | ||
| } | ||
|
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| if !feeder.IsActive { | ||
| return nil, oracletypes.ErrPriceFeederNotActive | ||
| } | ||
|
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| for _, el := range msg.Liquidity { | ||
| pool, found := k.GetPool(ctx, el.PoolId) | ||
| if !found { | ||
| return nil, types.ErrInvalidPoolId | ||
| } | ||
|
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| tvl, err := pool.TVL(ctx, k.oracleKeeper) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
|
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| elValue, elDepth, err := AssetsValue(ctx, k.oracleKeeper, el.AmountDepthInfo) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
|
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| elRatio := elValue.Quo(tvl) | ||
| elRatio = elRatio.Quo(LiquidityRatioFromPriceDepth(elDepth)) | ||
| if elRatio.LT(sdk.OneDec()) { | ||
| elRatio = sdk.OneDec() | ||
| } | ||
|
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| pool.PoolParams.ExternalLiquidityRatio = elRatio | ||
| k.SetPool(ctx, pool) | ||
| } | ||
|
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| return &types.MsgFeedMultipleExternalLiquidityResponse{}, nil | ||
| } |
27 changes: 27 additions & 0 deletions
27
x/amm/keeper/msg_server_feed_multiple_external_liquidity_test.go
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,27 @@ | ||
| package keeper_test | ||
|
|
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| import ( | ||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
| "github.com/elys-network/elys/x/amm/keeper" | ||
| ) | ||
|
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| func (suite *KeeperTestSuite) TestLiquidityRatioFromPriceDepth() { | ||
| depth := sdk.NewDecWithPrec(1, 2) // 1% | ||
| suite.Require().Equal("0.005012562893380046", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(2, 2) // 2% | ||
| suite.Require().Equal("0.010050506338833466", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(5, 2) // 5% | ||
| suite.Require().Equal("0.025320565519103610", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(10, 2) // 10% | ||
| suite.Require().Equal("0.051316701949486201", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(30, 2) // 30% | ||
| suite.Require().Equal("0.163339973465924452", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(50, 2) // 50% | ||
| suite.Require().Equal("0.292893218813452476", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(70, 2) // 70% | ||
| suite.Require().Equal("0.452277442494833887", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(90, 2) // 90% | ||
| suite.Require().Equal("0.683772233983162067", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| depth = sdk.NewDecWithPrec(100, 2) // 100% | ||
| suite.Require().Equal("1.000000000000000000", keeper.LiquidityRatioFromPriceDepth(depth).String()) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,45 @@ | ||
| package types | ||
|
|
||
| import ( | ||
| sdk "github.com/cosmos/cosmos-sdk/types" | ||
| sdkerrors "github.com/cosmos/cosmos-sdk/types/errors" | ||
| ) | ||
|
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| const TypeMsgFeedMultipleExternalLiquidity = "feed_multiple_external_liquidity" | ||
|
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| var _ sdk.Msg = &MsgFeedMultipleExternalLiquidity{} | ||
|
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| func NewMsgFeedMultipleExternalLiquidity(sender string) *MsgFeedMultipleExternalLiquidity { | ||
| return &MsgFeedMultipleExternalLiquidity{ | ||
| Sender: sender, | ||
| } | ||
| } | ||
|
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| func (msg *MsgFeedMultipleExternalLiquidity) Route() string { | ||
| return RouterKey | ||
| } | ||
|
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| func (msg *MsgFeedMultipleExternalLiquidity) Type() string { | ||
| return TypeMsgSwapExactAmountOut | ||
| } | ||
|
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| func (msg *MsgFeedMultipleExternalLiquidity) GetSigners() []sdk.AccAddress { | ||
| sender, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| if err != nil { | ||
| panic(err) | ||
| } | ||
| return []sdk.AccAddress{sender} | ||
| } | ||
|
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| func (msg *MsgFeedMultipleExternalLiquidity) GetSignBytes() []byte { | ||
| bz := ModuleCdc.MustMarshalJSON(msg) | ||
| return sdk.MustSortJSON(bz) | ||
| } | ||
|
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| func (msg *MsgFeedMultipleExternalLiquidity) ValidateBasic() error { | ||
| _, err := sdk.AccAddressFromBech32(msg.Sender) | ||
| if err != nil { | ||
| return sdkerrors.Wrapf(sdkerrors.ErrInvalidAddress, "invalid sender address (%s)", err) | ||
| } | ||
| return nil | ||
| } |
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