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[TRA-508] Require that market exists in market map when creating new …
…oracle market (#1960)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,50 @@ | ||
| package marketmap | ||
|
|
||
| import ( | ||
| pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types" | ||
| "github.com/skip-mev/slinky/oracle/config" | ||
| "github.com/skip-mev/slinky/providers/apis/dydx" | ||
| dydxtypes "github.com/skip-mev/slinky/providers/apis/dydx/types" | ||
| marketmaptypes "github.com/skip-mev/slinky/x/marketmap/types" | ||
| "go.uber.org/zap" | ||
| ) | ||
|
|
||
| // Construct a MarketMap struct from a slice of MarketParams | ||
| func ConstructMarketMapFromParams( | ||
| allMarketParams []pricestypes.MarketParam, | ||
| ) (marketmaptypes.MarketMap, error) { | ||
| // fill out config with dummy variables to pass validation. This handler is only used to run the | ||
| // ConvertMarketParamsToMarketMap member function. | ||
| h, err := dydx.NewAPIHandler(zap.NewNop(), config.APIConfig{ | ||
| Enabled: true, | ||
| Timeout: 1, | ||
| Interval: 1, | ||
| ReconnectTimeout: 1, | ||
| MaxQueries: 1, | ||
| Atomic: false, | ||
| Endpoints: []config.Endpoint{{URL: "upgrade"}}, | ||
| BatchSize: 0, | ||
| Name: dydx.Name, | ||
| }) | ||
| if err != nil { | ||
| return marketmaptypes.MarketMap{}, err | ||
| } | ||
|
|
||
| var mpr dydxtypes.QueryAllMarketParamsResponse | ||
| for _, mp := range allMarketParams { | ||
| mpr.MarketParams = append(mpr.MarketParams, dydxtypes.MarketParam{ | ||
| Id: mp.Id, | ||
| Pair: mp.Pair, | ||
| Exponent: mp.Exponent, | ||
| MinExchanges: mp.MinExchanges, | ||
| MinPriceChangePpm: mp.MinPriceChangePpm, | ||
| ExchangeConfigJson: mp.ExchangeConfigJson, | ||
| }) | ||
| } | ||
| mm, err := h.ConvertMarketParamsToMarketMap(mpr) | ||
| if err != nil { | ||
| return marketmaptypes.MarketMap{}, err | ||
| } | ||
|
|
||
| return mm.MarketMap, nil | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| package marketmap_test | ||
|
|
||
| import ( | ||
| "testing" | ||
|
|
||
| "github.com/dydxprotocol/v4-chain/protocol/lib/marketmap" | ||
| pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types" | ||
| slinkytypes "github.com/skip-mev/slinky/pkg/types" | ||
| marketmaptypes "github.com/skip-mev/slinky/x/marketmap/types" | ||
| "github.com/stretchr/testify/require" | ||
| ) | ||
|
|
||
| func TestConstructMarketMapFromParams(t *testing.T) { | ||
| marketParams := []pricestypes.MarketParam{ | ||
| { | ||
| Pair: "BTC-USD", | ||
| Exponent: -8, | ||
| MinExchanges: 1, | ||
| MinPriceChangePpm: 10, | ||
| ExchangeConfigJson: `{"exchanges":[{"exchangeName":"Binance","ticker":"BTCUSDT"}]}`, | ||
| }, | ||
| } | ||
|
|
||
| expectedMarketMap := marketmaptypes.MarketMap{ | ||
| Markets: map[string]marketmaptypes.Market{ | ||
| "BTC/USD": { | ||
| Ticker: marketmaptypes.Ticker{ | ||
| CurrencyPair: slinkytypes.CurrencyPair{Base: "BTC", Quote: "USD"}, | ||
| Decimals: 8, | ||
| MinProviderCount: 1, | ||
| Enabled: true, | ||
| Metadata_JSON: "", | ||
| }, | ||
| ProviderConfigs: []marketmaptypes.ProviderConfig{ | ||
| {Name: "binance_ws", OffChainTicker: "BTCUSDT"}, | ||
| }, | ||
| }, | ||
| }, | ||
| } | ||
| marketMap, err := marketmap.ConstructMarketMapFromParams(marketParams) | ||
| require.NoError(t, err) | ||
| require.NotNil(t, marketMap) | ||
| require.Equal(t, expectedMarketMap, marketMap) | ||
| } |
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