chore: bump github.com/umee-network/umee/price-feeder from 0.2.1 to 0.2.4

cmd/peggo/orchestrator.go

@@ -205,7 +205,7 @@ func getOrchestratorCmd() *cobra.Command {
 				return err
 			}
 
-			if err := o.SubscribeSymbols(oracle.BaseSymbolETH); err != nil {
+			if err := o.SubscribeSymbols(oracle.SymbolETH); err != nil {
 				return err
 			}
 

go.mod

@@ -3,7 +3,7 @@ module github.com/umee-network/peggo
 go 1.17
 
 require (
-	github.com/Gravity-Bridge/Gravity-Bridge/module v1.4.2-0.20220317234142-1c674cbc83ff
+	github.com/Gravity-Bridge/Gravity-Bridge/module v1.4.2-0.20220517191451-8d660b559b07
 	github.com/avast/retry-go v3.0.0+incompatible
 	github.com/cosmos/cosmos-sdk v0.45.5
 	github.com/cosmos/go-bip39 v1.0.0
@@ -22,7 +22,7 @@ require (
 	github.com/spf13/viper v1.12.0
 	github.com/stretchr/testify v1.8.0
 	github.com/tendermint/tendermint v0.34.19
-	github.com/umee-network/umee/price-feeder v0.2.1
+	github.com/umee-network/umee/price-feeder v0.2.4
 	github.com/umee-network/umee/v2 v2.0.2
 	golang.org/x/sync v0.0.0-20210220032951-036812b2e83c
 	golang.org/x/term v0.0.0-20210927222741-03fcf44c2211
@@ -50,7 +50,7 @@ require (
 	github.com/Workiva/go-datastructures v1.0.53 // indirect
 	github.com/alexkohler/prealloc v1.0.0 // indirect
 	github.com/alingse/asasalint v0.0.10 // indirect
-	github.com/armon/go-metrics v0.3.10 // indirect
+	github.com/armon/go-metrics v0.3.11 // indirect
 	github.com/ashanbrown/forbidigo v1.3.0 // indirect
 	github.com/ashanbrown/makezero v1.1.1 // indirect
 	github.com/beorn7/perks v1.0.1 // indirect
@@ -108,7 +108,7 @@ require (
 	github.com/go-ole/go-ole v1.2.6 // indirect
 	github.com/go-playground/locales v0.14.0 // indirect
 	github.com/go-playground/universal-translator v0.18.0 // indirect
-	github.com/go-playground/validator/v10 v10.10.1 // indirect
+	github.com/go-playground/validator/v10 v10.11.0 // indirect
 	github.com/go-stack/stack v1.8.0 // indirect
 	github.com/go-toolsmith/astcast v1.0.0 // indirect
 	github.com/go-toolsmith/astcopy v1.0.0 // indirect
@@ -214,9 +214,9 @@ require (
 	github.com/phayes/checkstyle v0.0.0-20170904204023-bfd46e6a821d // indirect
 	github.com/pmezard/go-difflib v1.0.0 // indirect
 	github.com/polyfloyd/go-errorlint v1.0.0 // indirect
-	github.com/prometheus/client_golang v1.12.1 // indirect
+	github.com/prometheus/client_golang v1.12.2 // indirect
 	github.com/prometheus/client_model v0.2.0 // indirect
-	github.com/prometheus/common v0.33.0 // indirect
+	github.com/prometheus/common v0.34.0 // indirect
 	github.com/prometheus/procfs v0.7.3 // indirect
 	github.com/quasilyte/go-ruleguard v0.3.16-0.20220213074421-6aa060fab41a // indirect
 	github.com/quasilyte/gogrep v0.0.0-20220120141003-628d8b3623b5 // indirect

orchestrator/main_loops.go

@@ -352,7 +352,7 @@ func (p *gravityOrchestrator) BatchRequesterLoop(ctx context.Context) (err error
 						return fmt.Errorf("failed to get Ethereum gas estimate: %w", err)
 					}
 
-					usdEthPrice, err := p.oracle.GetPrice(oracle.BaseSymbolETH)
+					usdEthPrice, err := p.oracle.GetPrice(oracle.SymbolETH)
 					if err != nil {
 						return err
 					}

orchestrator/oracle/currency.go

@@ -0,0 +1,32 @@
+package oracle
+
+import (
+	"strings"
+
+	umeedpftypes "github.com/umee-network/umee/price-feeder/oracle/types"
+)
+
+const (
+	symbolUSD  = "USD"
+	symbolUSDT = "USDT"
+	symbolDAI  = "DAI"
+)
+
+var (
+	quoteStablecoins = []string{symbolUSD, symbolUSDT, symbolDAI}
+)
+
+// GetStablecoinsCurrencyPair return the currency pair of that symbol quoted by some
+// stablecoins.
+func GetStablecoinsCurrencyPair(baseSymbol string) []umeedpftypes.CurrencyPair {
+	currencyPairs := make([]umeedpftypes.CurrencyPair, len(quoteStablecoins))
+
+	for i, quote := range quoteStablecoins {
+		currencyPairs[i] = umeedpftypes.CurrencyPair{
+			Base:  strings.ToUpper(baseSymbol),
+			Quote: quote,
+		}
+	}
+
+	return currencyPairs
+}

orchestrator/oracle/oracle.go

@@ -3,7 +3,6 @@ package oracle
 import (
 	"context"
 	"fmt"
-	"strings"
 	"sync"
 	"time"
 
@@ -17,11 +16,13 @@ import (
 	ummedpfsync "github.com/umee-network/umee/price-feeder/pkg/sync"
 )
 
-// We define tickerTimeout as the minimum timeout between each oracle loop.
 const (
-	tickerTimeout        = 1000 * time.Millisecond
+	// tickerTimeout is the minimum timeout between each oracle loop.
+	tickerTimeout = 1000 * time.Millisecond
+	// availablePairsReload is the amount of time to reload the providers available pairs.
 	availablePairsReload = 24 * time.Hour
-	BaseSymbolETH        = "ETH"
+	// SymbolETH refers to the ethereum symbol.
+	SymbolETH = "ETH"
 )
 
 // Oracle implements the core component responsible for fetching exchange rates
@@ -34,6 +35,9 @@ type Oracle struct {
 	providers             map[string]*Provider // providerName => Provider
 	prices                map[string]sdk.Dec   // baseSymbol => price ex.: UMEE, ETH => sdk.Dec
 	subscribedBaseSymbols map[string]struct{}  // baseSymbol => nothing
+	// this field could be calculated each time by looping providers.subscribedPairs
+	// but the time to process is not worth the amount of memory
+	providerSubscribedPairs map[string][]umeedpftypes.CurrencyPair // providerName => []CurrencyPair
 }
 
 // Provider wraps the umee provider interface.
@@ -59,16 +63,23 @@ func New(ctx context.Context, logger zerolog.Logger, providersName []string) (*O
 		}
 	}
 
-	oracle := &Oracle{
-		logger:                logger.With().Str("module", "oracle").Logger(),
-		closer:                ummedpfsync.NewCloser(),
-		providers:             providers,
-		subscribedBaseSymbols: map[string]struct{}{},
+	o := &Oracle{
+		logger:                  logger.With().Str("module", "oracle").Logger(),
+		closer:                  ummedpfsync.NewCloser(),
+		providers:               providers,
+		subscribedBaseSymbols:   map[string]struct{}{},
+		providerSubscribedPairs: map[string][]umeedpftypes.CurrencyPair{},
 	}
-	oracle.loadAvailablePairs()
-	go oracle.start(ctx)
+	o.loadAvailablePairs()
+	if err := o.subscribeProviders([]umeedpftypes.CurrencyPair{
+		{Base: symbolUSDT, Quote: symbolUSD},
+		{Base: symbolDAI, Quote: symbolUSD},
+	}); err != nil {
+		return nil, err
+	}
+	go o.start(ctx)
 
-	return oracle, nil
+	return o, nil
 }
 
 // GetPrices returns the price for the provided base symbols.
@@ -166,6 +177,7 @@ func (o *Oracle) subscribeProviders(currencyPairs []umeedpftypes.CurrencyPair) e
 
 		for _, pair := range pairsToSubscribe {
 			provider.subscribedPairs[pair.String()] = pair
+			o.providerSubscribedPairs[providerName] = append(o.providerSubscribedPairs[providerName], pair)
 
 			o.logger.Debug().Str("provider_name", providerName).
 				Str("pair_symbol", pair.String()).
@@ -237,7 +249,7 @@ func (o *Oracle) setPrices() error {
 	for providerName, provider := range o.providers {
 		providerName := providerName
 		provider := provider
-		subscribedPrices := umeedpftypes.MapPairsToSlice(provider.subscribedPairs)
+		subscribedPrices := o.providerSubscribedPairs[providerName]
 
 		g.Go(func() error {
 			var (
@@ -277,7 +289,13 @@ func (o *Oracle) setPrices() error {
 		o.logger.Debug().Err(err).Msg("failed to get ticker prices from provider")
 	}
 
-	computedPrices, err := ummedpforacle.GetComputedPrices(o.logger, providerCandles, providerPrices)
+	computedPrices, err := ummedpforacle.GetComputedPrices(
+		o.logger,
+		providerCandles,
+		providerPrices,
+		o.providerSubscribedPairs,
+		make(map[string]sdk.Dec, 0), // uses default deviation
+	)
 	if err != nil {
 		return err
 	}
@@ -293,19 +311,3 @@ func (o *Oracle) tick() error {
 
 	return nil
 }
-
-// GetStablecoinsCurrencyPair return the currency pair of that symbol quoted by some
-// stablecoins.
-func GetStablecoinsCurrencyPair(baseSymbol string) []umeedpftypes.CurrencyPair {
-	quotes := []string{"USD", "USDT", "DAI"}
-	currencyPairs := make([]umeedpftypes.CurrencyPair, len(quotes))
-
-	for i, quote := range quotes {
-		currencyPairs[i] = umeedpftypes.CurrencyPair{
-			Base:  strings.ToUpper(baseSymbol),
-			Quote: quote,
-		}
-	}
-
-	return currencyPairs
-}

orchestrator/relayer/batch_relaying.go

@@ -221,7 +221,7 @@ func (s *gravityRelayer) IsBatchProfitable(
 	}
 
 	// First we get the cost of the transaction in USD
-	usdEthPrice, err := s.oracle.GetPrice(oracle.BaseSymbolETH)
+	usdEthPrice, err := s.oracle.GetPrice(oracle.SymbolETH)
 	if err != nil {
 		s.logger.Err(err).Msg("failed to get ETH price")
 		return false