feat: External liquidity integration

config/config.go

@@ -65,10 +65,15 @@ type (
 	// CurrencyPair defines a price quote of the exchange rate for two different
 	// currencies and the supported providers for getting the exchange rate.
 	CurrencyPair struct {
-		Base        string                `mapstructure:"base" validate:"required"`
-		Quote       string                `mapstructure:"quote" validate:"required"`
-		PairAddress []PairAddressProvider `mapstructure:"pair_address_providers" validate:"dive"`
-		Providers   []types.ProviderName  `mapstructure:"providers" validate:"required,gt=0,dive,required"`
+		Base                    string                `mapstructure:"base" validate:"required"`
+		Quote                   string                `mapstructure:"quote" validate:"required"`
+		BaseProxy               string                `mapstructure:"base_proxy"`
+		QuoteProxy              string                `mapstructure:"quote_proxy"`
+		PairAddress             []PairAddressProvider `mapstructure:"pair_address_providers" validate:"dive"`
+		Providers               []types.ProviderName  `mapstructure:"providers" validate:"required,gt=0,dive,required"`
+		PoolID                  uint64                `mapstructure:"pool_id"`
+		ExternLiquidityProvider types.ProviderName    `mapstructure:"extern_liquidity_provider"`
+		CryptoCompareExchange   string                `mapstructure:"cryptocompare_exchange"`
 	}
 
 	PairAddressProvider struct {
@@ -237,6 +242,10 @@ func (c Config) ProviderPairs() map[types.ProviderName][]types.CurrencyPair {
 
 	for _, pair := range c.CurrencyPairs {
 		for _, provider := range pair.Providers {
+			poolID := uint64(0)
+			if provider == pair.ExternLiquidityProvider {
+				poolID = pair.PoolID
+			}
 			if len(pair.PairAddress) > 0 {
 				for _, uniPair := range pair.PairAddress {
 					if (uniPair.Provider == provider) && (uniPair.Address != "") {
@@ -249,8 +258,11 @@ func (c Config) ProviderPairs() map[types.ProviderName][]types.CurrencyPair {
 				}
 			} else {
 				providerPairs[provider] = append(providerPairs[provider], types.CurrencyPair{
-					Base:  pair.Base,
-					Quote: pair.Quote,
+					Base:       pair.Base,
+					Quote:      pair.Quote,
+					BaseProxy:  pair.BaseProxy,
+					QuoteProxy: pair.QuoteProxy,
+					PoolID:     poolID,
 				})
 			}
 		}

config/config_test.go

@@ -758,8 +758,12 @@ enabled = false
 	_, err = tmpFile.Write(content)
 	require.NoError(t, err)
 
-	_, err = config.ParseConfig(tmpFile.Name())
+	cfg, err := config.ParseConfig(tmpFile.Name())
 	require.NoError(t, err)
+
+	logger := zerolog.New(zerolog.ConsoleWriter{Out: os.Stderr}).Level(zerolog.InfoLevel).With().Timestamp().Logger()
+	err = config.CheckProviderMins(context.TODO(), logger, cfg)
+	require.EqualError(t, err, "must have at least 3 providers for ATOM")
 }
 
 func TestProviderWithAPIKey_Valid(t *testing.T) {

config/supported_assets.go

@@ -11,26 +11,28 @@ var (
 	// SupportedProviders defines a lookup table of all the supported currency API
 	// providers and whether or not they require an API key to be passed in.
 	SupportedProviders = map[types.ProviderName]APIKeyRequired{
-		provider.ProviderKraken:      false,
-		provider.ProviderBinance:     false,
-		provider.ProviderBinanceUS:   false,
-		provider.ProviderOsmosis:     false,
-		provider.ProviderOkx:         false,
-		provider.ProviderHuobi:       false,
-		provider.ProviderGate:        false,
-		provider.ProviderCoinbase:    false,
-		provider.ProviderBitget:      false,
-		provider.ProviderMexc:        false,
-		provider.ProviderCrypto:      false,
-		provider.ProviderPolygon:     true,
-		provider.ProviderEthUniswap:  false,
-		provider.ProviderEthCamelot:  false,
-		provider.ProviderEthBalancer: false,
-		provider.ProviderEthPancake:  false,
-		provider.ProviderEthCurve:    false,
-		provider.ProviderKujira:      false,
-		provider.ProviderAstroport:   false,
-		provider.ProviderMock:        false,
+		provider.ProviderKraken:        false,
+		provider.ProviderBinance:       false,
+		provider.ProviderBinanceUS:     false,
+		provider.ProviderOsmosis:       false,
+		provider.ProviderOkx:           false,
+		provider.ProviderHuobi:         false,
+		provider.ProviderGate:          false,
+		provider.ProviderCoinbase:      false,
+		provider.ProviderBitget:        false,
+		provider.ProviderMexc:          false,
+		provider.ProviderCrypto:        false,
+		provider.ProviderPolygon:       true,
+		provider.ProviderEthUniswap:    false,
+		provider.ProviderEthCamelot:    false,
+		provider.ProviderEthBalancer:   false,
+		provider.ProviderEthPancake:    false,
+		provider.ProviderEthCurve:      false,
+		provider.ProviderKujira:        false,
+		provider.ProviderAstroport:     false,
+		provider.ProviderMock:          false,
+		provider.ProviderCoinEx:        false,
+		provider.ProviderCryptoCompare: true,
 	}
 
 	// SupportedConversions defines a lookup table for which currency pairs we
@@ -55,6 +57,20 @@ var (
 		{Base: "INJ", Quote: "USDT"}:    {},
 		{Base: "TIA", Quote: "USDT"}:    {},
 		{Base: "WSTETH", Quote: "WETH"}: {},
+
+		{Base: "MATIC", Quote: "USD"}: {},
+		{Base: "AVAX", Quote: "USD"}:  {},
+		{Base: "BNB", Quote: "USD"}:   {},
+
+		{Base: "ETH", Quote: "USDT"}:   {},
+		{Base: "MATIC", Quote: "USDT"}: {},
+		{Base: "AVAX", Quote: "USDT"}:  {},
+		{Base: "BNB", Quote: "USDT"}:   {},
+
+		{Base: "ETH", Quote: "USDC"}:   {},
+		{Base: "MATIC", Quote: "USDC"}: {},
+		{Base: "AVAX", Quote: "USDC"}:  {},
+		{Base: "BNB", Quote: "USDC"}:   {},
 	}
 
 	SupportedUniswapCurrencies = map[string]struct{}{

elys-provider-config/currency-pairs.toml

@@ -0,0 +1,112 @@
+[[currency_pairs]]
+base = "USDT"
+providers = [
+  "coinbase",
+  "kraken",
+  "crypto",
+]
+quote = "USD"
+
+[[currency_pairs]]
+base = "USDC"
+providers = [
+  "kraken",
+]
+quote = "USD"
+
+[[currency_pairs]]
+base = "ATOM"
+base_proxy = "ATOM"
+providers = [
+  "binance",
+]
+quote = "USDT"
+quote_proxy = "USDC"
+extern_liquidity_provider = "binance"
+pool_id = 2
+
+[[currency_pairs]]
+base = "ATOM"
+providers = [
+  "kraken",
+]
+quote = "USD"
+
+[[currency_pairs]]
+base = "OSMO"
+providers = [
+  "osmosis",
+]
+quote = "ATOM"
+
+[[currency_pairs]]
+base = "OSMO"
+providers = [
+  "crypto",
+]
+quote = "USD"
+
+[[currency_pairs]]
+base = "JUNO"
+quote = "OSMO"
+providers = [ "osmosis",]
+
+[[currency_pairs]]
+base = "BTC"
+providers = [
+  "binance",
+]
+quote = "USDT"
+
+[[currency_pairs]]
+base = "ETH"
+providers = [
+  "binance",
+]
+quote = "USDT"
+
+[[currency_pairs]]
+base = "ETH"
+providers = [
+  "binance",
+]
+quote = "USDT"
+
+[[currency_pairs]]
+base = "ETH"
+base_proxy = "ETH"
+providers = [
+  "binance",
+]
+quote = "USDT"
+quote_proxy = "USDC"
+
+[[currency_pairs]]
+base = "MATIC"
+providers = [
+  "binance",
+]
+quote = "USDT"
+quote_proxy = "USDC"
+
+
+[[currency_pairs]]
+base = "BNB"
+providers = [
+  "binance",
+]
+quote = "USDC"
+
+[[currency_pairs]]
+base = "AVAX"
+providers = [
+  "binance",
+]
+quote = "USDC"
+
+[[currency_pairs]]
+base = "AKT"
+providers = [
+  "gate",
+]
+quote = "USDT"

elys-provider-config/deviation-thresholds.toml

@@ -0,0 +1,139 @@
+[[deviation_thresholds]]
+base = "MARS"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "CMST"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "USDT"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "UMEE"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "ATOM"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "USDC"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "CRO"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "DAI"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "ETH"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "BTC"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "BNB"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "JUNO"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "OSMO"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "stATOM"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "stOSMO"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "IST"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "AKT"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "LUNA"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "WAXL"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "MATIC"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "DOT"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "stkATOM"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "qATOM"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "CBETH"
+threshold = "1.5"
+
+[[deviation_thresholds]]
+base = "stJUNO"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "USK"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "stUMEE"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "RETH"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "LINK"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "WETH"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "WBTC"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "ETH"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "AVAX"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "MATIC"
+threshold = "2"
+
+[[deviation_thresholds]]
+base = "BNB"
+threshold = "2"