oracle

func ComputeTVWAP ¶

func ComputeTVWAP(prices provider.AggregatedProviderCandles) (map[string]sdk.Dec, error)

ComputeTVWAP computes the time volume weighted average price for all points for each exchange pair. Filters out any candles that did not occur within timePeriod. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref : https://en.wikipedia.org/wiki/Time-weighted_average_price

func ComputeTvwapsByProvider ¶

func ComputeTvwapsByProvider(prices provider.AggregatedProviderCandles) (map[provider.Name]map[string]sdk.Dec, error)

ComputeTvwapsByProvider computes the tvwap prices from candles for each provider separately and returns them in a map separated by provider name

func ComputeVWAP ¶

func ComputeVWAP(prices provider.AggregatedProviderPrices) map[string]sdk.Dec

ComputeVWAP computes the volume weighted average price for all price points for each ticker/exchange pair. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref: https://en.wikipedia.org/wiki/Volume-weighted_average_price

func ComputeVwapsByProvider ¶

func ComputeVwapsByProvider(prices provider.AggregatedProviderPrices) map[provider.Name]map[string]sdk.Dec

ComputeVwapsByProvider computes the vwap prices from tickers for each provider separately and returns them in a map separated by provider name

func Connect ¶

func Connect(protoAddr string) (net.Conn, error)

Connect dials the given address and returns a net.Conn. The protoAddr argument should be prefixed with the protocol, eg. "tcp://127.0.0.1:8080" or "unix:///tmp/test.sock".

func ConvertCandlesToUSD ¶

func ConvertCandlesToUSD(
	logger zerolog.Logger,
	candles provider.AggregatedProviderCandles,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderCandles, error)

ConvertCandlesToUSD converts any candles which are not quoted in USD to USD by other price feeds. It will also filter out any candles not within the deviation threshold set by the config.

Ref: https://github.com/umee-network/umee/blob/4348c3e433df8c37dd98a690e96fc275de609bc1/price-feeder/oracle/filter.go#L41

func ConvertTickersToUSD ¶

func ConvertTickersToUSD(
	logger zerolog.Logger,
	tickers provider.AggregatedProviderPrices,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

ConvertTickersToUSD converts any tickers which are not quoted in USD to USD, using the conversion rates of other tickers. It will also filter out any tickers not within the deviation threshold set by the config.

Ref: https://github.com/umee-network/umee/blob/4348c3e433df8c37dd98a690e96fc275de609bc1/price-feeder/oracle/filter.go#L41

func FilterCandleDeviations ¶

func FilterCandleDeviations(
	logger zerolog.Logger,
	candles provider.AggregatedProviderCandles,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderCandles, error)

FilterCandleDeviations finds the standard deviations of the tvwaps of all assets, and filters out any providers that are not within 2𝜎 of the mean.

func FilterTickerDeviations ¶

func FilterTickerDeviations(
	logger zerolog.Logger,
	prices provider.AggregatedProviderPrices,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

FilterTickerDeviations finds the standard deviations of the prices of all assets, and filters out any providers that are not within 2𝜎 of the mean.

func GenerateExchangeRatesString ¶

func GenerateExchangeRatesString(prices map[string]sdk.Dec) string

GenerateExchangeRatesString generates a canonical string representation of the aggregated exchange rates.

func GenerateSalt ¶

func GenerateSalt(length int) (string, error)

GenerateSalt generates a random salt, size length/2, as a HEX encoded string.

func NewProvider ¶

func NewProvider(
	ctx context.Context,
	providerName provider.Name,
	logger zerolog.Logger,
	endpoint provider.Endpoint,
	providerPairs ...types.CurrencyPair,
) (provider.Provider, error)

func ProtocolAndAddress ¶

func ProtocolAndAddress(listenAddr string) (string, string)

ProtocolAndAddress splits an address into the protocol and address components. For instance, "tcp://127.0.0.1:8080" will be split into "tcp" and "127.0.0.1:8080". If the address has no protocol prefix, the default is "tcp".

func SetProviderTickerPricesAndCandles ¶

func SetProviderTickerPricesAndCandles(
	providerName provider.Name,
	providerPrices provider.AggregatedProviderPrices,
	providerCandles provider.AggregatedProviderCandles,
	prices map[string]types.TickerPrice,
	candles map[string][]types.CandlePrice,
	pair types.CurrencyPair,
) (success bool)

SetProviderTickerPricesAndCandles flattens and collects prices for candles and tickers based on the base currency per provider. Returns true if at least one of price or candle exists.

func StandardDeviation ¶

func StandardDeviation(
	prices map[provider.Name]map[string]sdk.Dec,
) (map[string]sdk.Dec, map[string]sdk.Dec, error)

StandardDeviation returns maps of the standard deviations and means of assets. Will skip calculating for an asset if there are less than 3 prices.