Merge branch 'main' into ryan/clientless-param-cache

ojo-network · Sep 10, 2024 · 2a442bd · 2a442bd
2 parents 9a77229 + 8876d36
commit 2a442bd
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Showing 3 changed files with 34 additions and 7 deletions.
diff --git a/config/supported_assets.go b/config/supported_assets.go
@@ -47,13 +47,14 @@ var (
 		{Base: "INJ", Quote: "USD"}:  {},
 		{Base: "TIA", Quote: "USD"}:  {},
 
-		{Base: "OSMO", Quote: "USDT"}: {},
-		{Base: "JUNO", Quote: "USDT"}: {},
-		{Base: "WETH", Quote: "USDC"}: {},
-		{Base: "WBTC", Quote: "BTC"}:  {},
-		{Base: "WBTC", Quote: "WETH"}: {},
-		{Base: "INJ", Quote: "USDT"}:  {},
-		{Base: "TIA", Quote: "USDT"}:  {},
+		{Base: "OSMO", Quote: "USDT"}:   {},
+		{Base: "JUNO", Quote: "USDT"}:   {},
+		{Base: "WETH", Quote: "USDC"}:   {},
+		{Base: "WBTC", Quote: "BTC"}:    {},
+		{Base: "WBTC", Quote: "WETH"}:   {},
+		{Base: "INJ", Quote: "USDT"}:    {},
+		{Base: "TIA", Quote: "USDT"}:    {},
+		{Base: "WSTETH", Quote: "WETH"}: {},
 	}
 
 	SupportedUniswapCurrencies = map[string]struct{}{

diff --git a/oracle/convert.go b/oracle/convert.go
@@ -18,10 +18,32 @@ func ConvertRatesToUSD(rates types.CurrencyPairDec) types.CurrencyPairDec {
 			continue
 		}
 
+		var converted bool
 		for cpConvert, rateConvert := range rates {
 			if cpConvert.Quote == config.DenomUSD && cpConvert.Base == cp.Quote {
 				convertedPair := types.CurrencyPair{Base: cp.Base, Quote: config.DenomUSD}
 				convertedRates[convertedPair] = rate.Mul(rateConvert)
+				converted = true
+			}
+		}
+
+		// If the rate is not converted, try one conversion path deeper.
+		if !converted {
+			for cpConvert, rateConvert := range rates {
+				if cpConvert.Base == cp.Quote {
+					var quoteRate math.LegacyDec
+					var foundQuoteRate bool
+					for cpConvert2, rateConvert2 := range rates {
+						if cpConvert2.Quote == config.DenomUSD && cpConvert2.Base == cpConvert.Quote {
+							quoteRate = rateConvert2
+							foundQuoteRate = true
+						}
+					}
+					if foundQuoteRate {
+						convertedPair := types.CurrencyPair{Base: cp.Base, Quote: config.DenomUSD}
+						convertedRates[convertedPair] = rate.Mul(rateConvert).Mul(quoteRate)
+					}
+				}
 			}
 		}
 	}

diff --git a/oracle/util.go b/oracle/util.go
@@ -14,6 +14,7 @@ import (
 
 var (
 	minimumTimeWeight   = math.LegacyMustNewDecFromStr("0.2000")
+	minimumTickerVolume = math.LegacyMustNewDecFromStr("0.000000000000001")
 	minimumCandleVolume = math.LegacyMustNewDecFromStr("0.0001")
 )
 
@@ -58,6 +59,9 @@ func ComputeVWAP(prices types.AggregatedProviderPrices) types.CurrencyPairDec {
 			if _, ok := volumeSum[base]; !ok {
 				volumeSum[base] = math.LegacyZeroDec()
 			}
+			if tp.Volume.LT(minimumTickerVolume) {
+				tp.Volume = minimumTickerVolume
+			}
 
 			// weightedPrices[base] = Σ {P * V} for all TickerPrice
 			weightedPrices[base] = weightedPrices[base].Add(tp.Price.Mul(tp.Volume))