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Validate invariants in report (#67)
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* Validate invariants in report

* Revert "Observations that violate bid<=mid<=ask are invalid (#61)"

This reverts commit a4b7359.
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@samsondav
samsondav authored Jul 2, 2024
1 parent 10f8eba commit 761f63e
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Showing 2 changed files with 19 additions and 111 deletions.
23 changes: 3 additions & 20 deletions mercury/v3/mercury.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -166,12 +166,7 @@ func (rp *reportingPlugin) Observation(ctx context.Context, repts types.ReportTi
}

if bpErr == nil && bidErr == nil && askErr == nil {
if err := validatePrices(obs.Bid.Val, obs.BenchmarkPrice.Val, obs.Ask.Val); err != nil {
rp.logger.Errorw("Cannot generate price observation: invalid bid/mid/ask", "err", err)
p.PricesValid = false
} else {
p.PricesValid = true
}
p.PricesValid = true
}

var maxFinalizedTimestampErr error
Expand Down Expand Up @@ -230,13 +225,6 @@ func (rp *reportingPlugin) Observation(ctx context.Context, repts types.ReportTi
return proto.Marshal(&p)
}

func validatePrices(bid, benchmarkPrice, ask *big.Int) error {
if bid.Cmp(benchmarkPrice) > 0 || benchmarkPrice.Cmp(ask) > 0 {
return fmt.Errorf("invariant violated: expected bid<=mid<=ask, got bid: %s, mid: %s, ask: %s", bid, benchmarkPrice, ask)
}
return nil
}

func parseAttributedObservation(ao types.AttributedObservation) (PAO, error) {
var pao parsedAttributedObservation
var obs MercuryObservationProto
Expand All @@ -261,13 +249,6 @@ func parseAttributedObservation(ao types.AttributedObservation) (PAO, error) {
if err != nil {
return parsedAttributedObservation{}, fmt.Errorf("ask cannot be converted to big.Int: %s", err)
}
if err := validatePrices(pao.Bid, pao.BenchmarkPrice, pao.Ask); err != nil {
// NOTE: since nodes themselves are not supposed to set
// PricesValid=true if this invariant is violated, this indicates a
// faulty/misbehaving node and the entire observation should be
// ignored
return parsedAttributedObservation{}, fmt.Errorf("observation claimed to be valid, but contains invalid prices: %w", err)
}
pao.PricesValid = true
}

Expand Down Expand Up @@ -428,6 +409,8 @@ func (rp *reportingPlugin) buildReportFields(previousReport types.Report, paos [
func (rp *reportingPlugin) validateReport(rf v3.ReportFields) error {
return errors.Join(
mercury.ValidateBetween("median benchmark price", rf.BenchmarkPrice, rp.onchainConfig.Min, rp.onchainConfig.Max),
mercury.ValidateBetween("median bid invariant", rf.Bid, rp.onchainConfig.Min, rf.BenchmarkPrice),
mercury.ValidateBetween("median ask invariant", rf.Ask, rf.BenchmarkPrice, rp.onchainConfig.Max),
mercury.ValidateBetween("median bid", rf.Bid, rp.onchainConfig.Min, rp.onchainConfig.Max),
mercury.ValidateBetween("median ask", rf.Ask, rp.onchainConfig.Min, rp.onchainConfig.Max),
mercury.ValidateFee("median link fee", rf.LinkFee),
Expand Down
107 changes: 16 additions & 91 deletions mercury/v3/mercury_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -164,34 +164,6 @@ func newValidAos(t *testing.T, protos ...*MercuryObservationProto) (aos []types.
return
}

func Test_parseAttributedObservation(t *testing.T) {
t.Run("returns error if bid<=mid<=ask is violated, even if observation claims itself to be valid", func(t *testing.T) {
obs := &MercuryObservationProto{
Timestamp: 42,

BenchmarkPrice: mercury.MustEncodeValueInt192(big.NewInt(123)),
Bid: mercury.MustEncodeValueInt192(big.NewInt(130)),
Ask: mercury.MustEncodeValueInt192(big.NewInt(120)),
PricesValid: true,

MaxFinalizedTimestamp: 40,
MaxFinalizedTimestampValid: true,

LinkFee: mercury.MustEncodeValueInt192(big.NewInt(1.1e18)),
LinkFeeValid: true,
NativeFee: mercury.MustEncodeValueInt192(big.NewInt(2.1e18)),
NativeFeeValid: true,
}

serialized, err := proto.Marshal(obs)
require.NoError(t, err)

_, err = parseAttributedObservation(types.AttributedObservation{Observation: serialized, Observer: commontypes.OracleID(42)})
require.Error(t, err)
assert.Equal(t, "observation claimed to be valid, but contains invalid prices: invariant violated: expected bid<=mid<=ask, got bid: 130, mid: 123, ask: 120", err.Error())
})
}

func Test_Plugin_Report(t *testing.T) {
dataSource := &testDataSource{}
codec := &testReportCodec{
Expand Down Expand Up @@ -465,11 +437,23 @@ func Test_Plugin_validateReport(t *testing.T) {
assert.Contains(t, err.Error(), "median benchmark price (Value: 150000) is outside of allowable range (Min: 1, Max: 1000)")
assert.Contains(t, err.Error(), "median bid (Value: 150000) is outside of allowable range (Min: 1, Max: 1000)")
assert.Contains(t, err.Error(), "median ask (Value: 150000) is outside of allowable range (Min: 1, Max: 1000)")
assert.Contains(t, err.Error(), "median link fee (Value: -1) is outside of allowable range (Min: 0, Max: 3138550867693340381917894711603833208051177722232017256447)")
assert.Contains(t, err.Error(), "median native fee (Value: -1) is outside of allowable range (Min: 0, Max: 3138550867693340381917894711603833208051177722232017256447)")
assert.Contains(t, err.Error(), "observationTimestamp (Value: 43) must be >= validFromTimestamp (Value: 44)")
assert.Contains(t, err.Error(), "median link fee (Value: -1) is outside of allowable range (Min: 0, Max: 3138550867693340381917894711603833208051177722232017256447)")
assert.Contains(t, err.Error(), "expiresAt (Value: 42) must be ahead of observation timestamp (Value: 43)")
})
t.Run("bid/ask invariant violation", func(t *testing.T) {
rf := v3.ReportFields{
BenchmarkPrice: big.NewInt(500),
Bid: big.NewInt(501),
Ask: big.NewInt(499),
}
err := rp.validateReport(rf)
require.Error(t, err)

assert.Contains(t, err.Error(), "median bid invariant (Value: 501) is outside of allowable range (Min: 1, Max: 500)")
assert.Contains(t, err.Error(), "median ask invariant (Value: 499) is outside of allowable range (Min: 500, Max: 1000)")
})

t.Run("zero values", func(t *testing.T) {
rf := v3.ReportFields{}
Expand Down Expand Up @@ -523,20 +507,16 @@ func Test_Plugin_Observation(t *testing.T) {
assert.LessOrEqual(t, len(b), maxObservationLength)
})

validBid := big.NewInt(rand.Int63() - 2)
validBenchmarkPrice := new(big.Int).Add(validBid, big.NewInt(1))
validAsk := new(big.Int).Add(validBid, big.NewInt(2))

t.Run("all observations succeeded", func(t *testing.T) {
obs := v3.Observation{
BenchmarkPrice: mercurytypes.ObsResult[*big.Int]{
Val: validBenchmarkPrice,
Val: big.NewInt(rand.Int63()),
},
Bid: mercurytypes.ObsResult[*big.Int]{
Val: validBid,
Val: big.NewInt(rand.Int63()),
},
Ask: mercurytypes.ObsResult[*big.Int]{
Val: validAsk,
Val: big.NewInt(rand.Int63()),
},
MaxFinalizedTimestamp: mercurytypes.ObsResult[int64]{
Val: rand.Int63(),
Expand Down Expand Up @@ -741,61 +721,6 @@ func Test_Plugin_Observation(t *testing.T) {
assert.Zero(t, p.Ask)
assert.False(t, p.PricesValid)
})

t.Run("bid<=mid<=ask violation", func(t *testing.T) {
obs := v3.Observation{
BenchmarkPrice: mercurytypes.ObsResult[*big.Int]{
Val: big.NewInt(10),
},
Bid: mercurytypes.ObsResult[*big.Int]{
Val: big.NewInt(11),
},
Ask: mercurytypes.ObsResult[*big.Int]{
Val: big.NewInt(12),
},
MaxFinalizedTimestamp: mercurytypes.ObsResult[int64]{
Val: rand.Int63(),
},
LinkPrice: mercurytypes.ObsResult[*big.Int]{
Val: big.NewInt(rand.Int63()),
},
NativePrice: mercurytypes.ObsResult[*big.Int]{
Val: big.NewInt(rand.Int63()),
},
}
dataSource.Obs = obs

parsedObs, err := rp.Observation(context.Background(), types.ReportTimestamp{}, nil)
require.NoError(t, err)

var p MercuryObservationProto
require.NoError(t, proto.Unmarshal(parsedObs, &p))

assert.LessOrEqual(t, p.Timestamp, uint32(time.Now().Unix()))
assert.Equal(t, obs.BenchmarkPrice.Val, mustDecodeBigInt(p.BenchmarkPrice))
assert.False(t, p.PricesValid) // not valid!

// other values passed through ok
assert.Equal(t, obs.MaxFinalizedTimestamp.Val, p.MaxFinalizedTimestamp)
assert.True(t, p.MaxFinalizedTimestampValid)

fee := mercury.CalculateFee(obs.LinkPrice.Val, decimal.NewFromInt32(1))
assert.Equal(t, fee, mustDecodeBigInt(p.LinkFee))
assert.True(t, p.LinkFeeValid)

fee = mercury.CalculateFee(obs.NativePrice.Val, decimal.NewFromInt32(1))
assert.Equal(t, fee, mustDecodeBigInt(p.NativeFee))
assert.True(t, p.NativeFeeValid)

// test benchmark price higher than ask
obs.BenchmarkPrice.Val = big.NewInt(13)
dataSource.Obs = obs

parsedObs, err = rp.Observation(context.Background(), types.ReportTimestamp{}, nil)
require.NoError(t, err)
require.NoError(t, proto.Unmarshal(parsedObs, &p))
assert.False(t, p.PricesValid) // not valid!
})
}

func newUnparseableAttributedObservation() types.AttributedObservation {
Expand Down

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