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feat: Separate eth providers into individual providers per exchange
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,293 @@ | ||
| package provider | ||
|
|
||
| import ( | ||
| "context" | ||
| "encoding/json" | ||
| "fmt" | ||
| "net/http" | ||
| "net/url" | ||
| "strings" | ||
| "sync" | ||
|
|
||
| "cosmossdk.io/math" | ||
| "github.com/gorilla/websocket" | ||
| "github.com/ojo-network/price-feeder/oracle/types" | ||
| "github.com/rs/zerolog" | ||
| ) | ||
|
|
||
| const ( | ||
| balancerWSHost = "api.eth-api.prod.ojo.network" | ||
| balancerWSPath = "/balancer/ws" | ||
| balancerWSScheme = "wss" | ||
| balancerRestHost = "https://api.eth-api.prod.ojo.network" | ||
| balancerRestPath = "/balancer/assetpairs" | ||
| balancerAckMsg = "ack" | ||
| ) | ||
|
|
||
| var _ Provider = (*BalancerProvider)(nil) | ||
|
|
||
| type ( | ||
| // BalancerProvider defines an Oracle provider implemented by OJO's | ||
| // Balancer API. | ||
| // | ||
| // REF: https://github.com/ojo-network/ehereum-api | ||
| BalancerProvider struct { | ||
| wsc *WebsocketController | ||
| wsURL url.URL | ||
| logger zerolog.Logger | ||
| mtx sync.RWMutex | ||
| endpoints Endpoint | ||
|
|
||
| priceStore | ||
| } | ||
|
|
||
| BalancerTicker struct { | ||
| Price string `json:"Price"` | ||
| Volume string `json:"Volume"` | ||
| } | ||
|
|
||
| BalancerCandle struct { | ||
| Close string `json:"Close"` | ||
| Volume string `json:"Volume"` | ||
| EndTime int64 `json:"EndTime"` | ||
| } | ||
|
|
||
| // BalancerPairsSummary defines the response structure for an Balancer pairs | ||
| // summary. | ||
| BalancerPairsSummary struct { | ||
| Data []BalancerPairData `json:"data"` | ||
| } | ||
|
|
||
| // BalancerPairData defines the data response structure for an Balancer pair. | ||
| BalancerPairData struct { | ||
| Base string `json:"base"` | ||
| Quote string `json:"quote"` | ||
| } | ||
| ) | ||
|
|
||
| func NewBalancerProvider( | ||
| ctx context.Context, | ||
| logger zerolog.Logger, | ||
| endpoints Endpoint, | ||
| pairs ...types.CurrencyPair, | ||
| ) (*BalancerProvider, error) { | ||
| if endpoints.Name != ProviderEthBalancer { | ||
| endpoints = Endpoint{ | ||
| Name: ProviderEthBalancer, | ||
| Rest: balancerRestHost, | ||
| Websocket: balancerWSHost, | ||
| } | ||
| } | ||
|
|
||
| wsURL := url.URL{ | ||
| Scheme: balancerWSScheme, | ||
| Host: endpoints.Websocket, | ||
| Path: balancerWSPath, | ||
| } | ||
|
|
||
| balancerLogger := logger.With().Str("provider", "balancer").Logger() | ||
|
|
||
| provider := &BalancerProvider{ | ||
| wsURL: wsURL, | ||
| logger: balancerLogger, | ||
| endpoints: endpoints, | ||
| priceStore: newPriceStore(balancerLogger), | ||
| } | ||
| provider.setCurrencyPairToTickerAndCandlePair(currencyPairToBalancerPair) | ||
|
|
||
| confirmedPairs, err := ConfirmPairAvailability( | ||
| provider, | ||
| provider.endpoints.Name, | ||
| provider.logger, | ||
| pairs..., | ||
| ) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
|
|
||
| provider.setSubscribedPairs(confirmedPairs...) | ||
|
|
||
| provider.wsc = NewWebsocketController( | ||
| ctx, | ||
| endpoints.Name, | ||
| wsURL, | ||
| []interface{}{""}, | ||
| provider.messageReceived, | ||
| defaultPingDuration, | ||
| websocket.PingMessage, | ||
| balancerLogger, | ||
| ) | ||
|
|
||
| return provider, nil | ||
| } | ||
|
|
||
| func (p *BalancerProvider) StartConnections() { | ||
| p.wsc.StartConnections() | ||
| } | ||
|
|
||
| // SubscribeCurrencyPairs sends the new subscription messages to the websocket | ||
| // and adds them to the providers subscribedPairs array | ||
| func (p *BalancerProvider) SubscribeCurrencyPairs(cps ...types.CurrencyPair) { | ||
| p.mtx.Lock() | ||
| defer p.mtx.Unlock() | ||
|
|
||
| confirmedPairs, err := ConfirmPairAvailability( | ||
| p, | ||
| p.endpoints.Name, | ||
| p.logger, | ||
| cps..., | ||
| ) | ||
| if err != nil { | ||
| return | ||
| } | ||
|
|
||
| p.setSubscribedPairs(confirmedPairs...) | ||
| } | ||
|
|
||
| func (p *BalancerProvider) messageReceived(_ int, _ *WebsocketConnection, bz []byte) { | ||
| // check if message is an ack | ||
| if string(bz) == balancerAckMsg { | ||
| return | ||
| } | ||
|
|
||
| var ( | ||
| messageResp map[string]interface{} | ||
| messageErr error | ||
| tickerResp BalancerTicker | ||
| tickerErr error | ||
| candleResp []BalancerCandle | ||
| candleErr error | ||
| ) | ||
|
|
||
| messageErr = json.Unmarshal(bz, &messageResp) | ||
| if messageErr != nil { | ||
| p.logger.Error(). | ||
| Int("length", len(bz)). | ||
| AnErr("message", messageErr). | ||
| Msg("Error on receive message") | ||
| } | ||
|
|
||
| // Check the response for currency pairs that the provider is subscribed | ||
| // to and determine whether it is a ticker or candle. | ||
| for _, pair := range p.subscribedPairs { | ||
| balancerPair := currencyPairToBalancerPair(pair) | ||
| if msg, ok := messageResp[balancerPair]; ok { | ||
| switch v := msg.(type) { | ||
| // ticker response | ||
| case map[string]interface{}: | ||
| tickerString, _ := json.Marshal(v) | ||
| tickerErr = json.Unmarshal(tickerString, &tickerResp) | ||
| if tickerErr != nil { | ||
| p.logger.Error(). | ||
| Int("length", len(bz)). | ||
| AnErr("ticker", tickerErr). | ||
| Msg("Error on receive message") | ||
| continue | ||
| } | ||
| p.setTickerPair( | ||
| tickerResp, | ||
| balancerPair, | ||
| ) | ||
| telemetryWebsocketMessage(ProviderEthBalancer, MessageTypeTicker) | ||
| continue | ||
|
|
||
| // candle response | ||
| case []interface{}: | ||
| // use latest candlestick in list if there is one | ||
| if len(v) == 0 { | ||
| continue | ||
| } | ||
| candleString, _ := json.Marshal(v) | ||
| candleErr = json.Unmarshal(candleString, &candleResp) | ||
| if candleErr != nil { | ||
| p.logger.Error(). | ||
| Int("length", len(bz)). | ||
| AnErr("candle", candleErr). | ||
| Msg("Error on receive message") | ||
| continue | ||
| } | ||
| for _, singleCandle := range candleResp { | ||
| p.setCandlePair( | ||
| singleCandle, | ||
| balancerPair, | ||
| ) | ||
| } | ||
| telemetryWebsocketMessage(ProviderEthBalancer, MessageTypeCandle) | ||
| continue | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| func (o BalancerTicker) toTickerPrice() (types.TickerPrice, error) { | ||
| price, err := math.LegacyNewDecFromStr(o.Price) | ||
| if err != nil { | ||
| return types.TickerPrice{}, fmt.Errorf("balancer: failed to parse ticker price: %w", err) | ||
| } | ||
| volume, err := math.LegacyNewDecFromStr(o.Volume) | ||
| if err != nil { | ||
| return types.TickerPrice{}, fmt.Errorf("balancer: failed to parse ticker volume: %w", err) | ||
| } | ||
|
|
||
| tickerPrice := types.TickerPrice{ | ||
| Price: price, | ||
| Volume: volume, | ||
| } | ||
| return tickerPrice, nil | ||
| } | ||
|
|
||
| func (o BalancerCandle) toCandlePrice() (types.CandlePrice, error) { | ||
| close, err := math.LegacyNewDecFromStr(o.Close) | ||
| if err != nil { | ||
| return types.CandlePrice{}, fmt.Errorf("balancer: failed to parse candle price: %w", err) | ||
| } | ||
| volume, err := math.LegacyNewDecFromStr(o.Volume) | ||
| if err != nil { | ||
| return types.CandlePrice{}, fmt.Errorf("balancer: failed to parse candle volume: %w", err) | ||
| } | ||
| candlePrice := types.CandlePrice{ | ||
| Price: close, | ||
| Volume: volume, | ||
| TimeStamp: o.EndTime, | ||
| } | ||
| return candlePrice, nil | ||
| } | ||
|
|
||
| // setSubscribedPairs sets N currency pairs to the map of subscribed pairs. | ||
| func (p *BalancerProvider) setSubscribedPairs(cps ...types.CurrencyPair) { | ||
| for _, cp := range cps { | ||
| p.subscribedPairs[cp.String()] = cp | ||
| } | ||
| } | ||
|
|
||
| // GetAvailablePairs returns all pairs to which the provider can subscribe. | ||
| // ex.: map["ATOMUSDT" => {}, "OJOUSDC" => {}]. | ||
| func (p *BalancerProvider) GetAvailablePairs() (map[string]struct{}, error) { | ||
| resp, err := http.Get(p.endpoints.Rest + balancerRestPath) | ||
| if err != nil { | ||
| return nil, err | ||
| } | ||
| defer resp.Body.Close() | ||
|
|
||
| var pairsSummary []BalancerPairData | ||
| if err := json.NewDecoder(resp.Body).Decode(&pairsSummary); err != nil { | ||
| return nil, err | ||
| } | ||
|
|
||
| availablePairs := make(map[string]struct{}, len(pairsSummary)) | ||
| for _, pair := range pairsSummary { | ||
| cp := types.CurrencyPair{ | ||
| Base: pair.Base, | ||
| Quote: pair.Quote, | ||
| } | ||
| availablePairs[strings.ToUpper(cp.String())] = struct{}{} | ||
| } | ||
|
|
||
| return availablePairs, nil | ||
| } | ||
|
|
||
| // currencyPairToBalancerPair receives a currency pair and return balancer | ||
| // ticker symbol atomusdt@ticker. | ||
| func currencyPairToBalancerPair(cp types.CurrencyPair) string { | ||
| return cp.Base + "/" + cp.Quote | ||
| } |
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