Skip to content

Commit

Permalink
feat: change entryPrice and currentPrice logic
Browse files Browse the repository at this point in the history
  • Loading branch information
@harsh-98
harsh-98 committed Dec 27, 2023
1 parent 0abce92 commit 9a94803
Show file tree
Hide file tree
Showing 4 changed files with 117 additions and 120 deletions.
73 changes: 38 additions & 35 deletions calc/entry_price.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -14,13 +14,7 @@ import (
type PriceDS struct {
CurrentPrice float64 `json:"closePrice"`
TradingToken string `json:"tradingToken,omitempty"`
QuoteToken string `json:"quoteToken,omitempty"`
}

func (session *PriceDS) SetCurrentPrice(tradingToken, quoteToken string, price float64) {
session.TradingToken = tradingToken
session.QuoteToken = quoteToken
session.CurrentPrice = price
BaseToken string `json:"quoteToken,omitempty"`
}

type EntryPriceI interface {
Expand Down Expand Up @@ -58,34 +52,34 @@ func loadSymToAddrStore(chainId int64) {
}
}

func CalcCurrentPriceBySession(session EntryPriceI, chainId int64, store tokenI) {
cBal := new(big.Int).Add(
toBigInt(session.GetCollateralInUnderlying(), store.GetToken(session.GetUnderlyingToken()).Decimals),
session.GetBorrowedAmount(),
)
tradingToken, quoteToken, currentPrice, err := CalcCurrentPrice(
session.GetBalances(),
session.GetUnderlyingToken(),
cBal,
chainId,
store,
)
if err != nil {
return
}
session.SetCurrentPrice(tradingToken, quoteToken, currentPrice)
}
func CalcCurrentPrice(bal core.DBBalanceFormat,
cToken string, cBal *big.Int, chainId int64, store tokenI) (string, string, float64, error) {
loadSymToAddrStore(chainId)
//
//
if _, ok := bal[cToken]; ok {
cBal = new(big.Int).Sub(cBal, bal[cToken].BI.Convert())
}
//
return getCurrentPrice(bal, store, cToken, cBal)
}
// func CalcCurrentPriceBySession(session EntryPriceI, chainId int64, store tokenI) {
// cBal := new(big.Int).Add(
// toBigInt(session.GetCollateralInUnderlying(), store.GetToken(session.GetUnderlyingToken()).Decimals),
// session.GetBorrowedAmount(),
// )
// tradingToken, quoteToken, currentPrice, err := CalcCurrentPrice(
// session.GetBalances(),
// session.GetUnderlyingToken(),
// cBal,
// chainId,
// store,
// )
// if err != nil {
// return
// }
// session.SetCurrentPrice(tradingToken, quoteToken, currentPrice)
// }
// func CalcCurrentPrice(bal core.DBBalanceFormat,
// cToken string, cBal *big.Int, chainId int64, store tokenI) (string, string, float64, error) {
// loadSymToAddrStore(chainId)
// //
// //
// if _, ok := bal[cToken]; ok {
// cBal = new(big.Int).Sub(cBal, bal[cToken].BI.Convert())
// }
// //
// return getCurrentPrice(bal, store, cToken, cBal)
// }

func getCurrentPrice(bal core.DBBalanceFormat, store tokenI, cToken string, cBal *big.Int) (string, string, float64, error) {
otherToken, otherAmount, ok := singleEntryPriceToken(bal, cToken)
Expand All @@ -112,6 +106,15 @@ func getCurrentPrice(bal core.DBBalanceFormat, store tokenI, cToken string, cBal
return tradingToken, baseToken, currentPrice, nil
}

func TradingAndBaseTokens(bal core.DBBalanceFormat, cToken string) (tradingToken, baseToken string) {
otherToken, _, ok := singleEntryPriceToken(bal, cToken)
if !ok {
return "", ""
}

return tradingAndBase(otherToken, cToken)
}

// trading priority is higher than base
func tradingAndBase(a, b string) (trading, base string) {
if priority(a) > priority(b) {
Expand Down
80 changes: 0 additions & 80 deletions calc/entry_price_test.go
View file

This file was deleted.

80 changes: 78 additions & 2 deletions pkg/priceFetcher/1inch_oracle.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -6,8 +6,10 @@ import (
"fmt"
"math/big"
"net/http"
"strings"

"github.com/Gearbox-protocol/sdk-go/artifacts/multicall"
"github.com/Gearbox-protocol/sdk-go/calc"
"github.com/Gearbox-protocol/sdk-go/core"
"github.com/Gearbox-protocol/sdk-go/log"
"github.com/Gearbox-protocol/sdk-go/utils"
Expand Down Expand Up @@ -57,7 +59,14 @@ type DecimalStoreI interface {
GetDecimalsForList([]common.Address)
}

func New1InchOracle(client core.ClientI, chainId int64, inchOracle common.Address, tStore DecimalStoreI, dataStrings ...string) *OneInchOracle {
func JsonnetStringInchConfig(syms []core.Symbol) string {
var subPhrase []string
for _, sym := range syms {
subPhrase = append(subPhrase, fmt.Sprintf(`'%s'`, sym))
}
return fmt.Sprintf(`{baseTokens: [%s]}`, strings.Join(subPhrase, ","))
}
func New1InchOracle(client core.ClientI, chainId int64, tStore DecimalStoreI, dataStrings ...string) *OneInchOracle {
calc := &OneInchOracle{}
// get 1inch jsonnet
data := func() string {
Expand All @@ -77,7 +86,7 @@ func New1InchOracle(client core.ClientI, chainId int64, inchOracle common.Addres
// delete ETH as 0xee address can't be used for getting symbol in token_store.go
delete(calc.symToAddr.Tokens, "ETH")
//
calc.inchOracle = inchOracle
calc.inchOracle = get1InchAddress(chainId)
calc.client = client
calc.setCrvCallLen()

Expand All @@ -86,6 +95,15 @@ func New1InchOracle(client core.ClientI, chainId int64, inchOracle common.Addres
return calc
}

func get1InchAddress(chainId int64) common.Address {
switch chainId {
case 1, 7878, 1337:
return common.HexToAddress("0x07D91f5fb9Bf7798734C3f606dB065549F6893bb")
}
log.Fatal("Can't get the inch oracle for", chainId)
return core.NULL_ADDR
}

func (calc *OneInchOracle) setCrvCallLen() {
var crvLen int
for _, details := range calc.CrvTokens {
Expand Down Expand Up @@ -372,3 +390,61 @@ func (calc OneInchOracle) processCrvResults(results []multicall.Multicall2Result
ind++
}
}

func (o *OneInchOracle) GetCurrentPriceAtBlockNum(blockNum int64, bal core.DBBalanceFormat, underlying string) float64 {
tradingToken, baseToken := calc.TradingAndBaseTokens(bal, underlying)
if tradingToken == "" {
return 0
}
//
prices := map[string]*core.BigInt{}
//
{ // getting price via multicall
inchOracle := get1InchAddress(core.GetChainId(o.client))
tokens := []common.Address{common.HexToAddress(tradingToken), common.HexToAddress(baseToken)}
usdc := o.symToAddr.Tokens["USDC"]
//
pfABI := core.GetAbi("1InchOracle")
calls := []multicall.Multicall2Call{}
for _, token := range tokens {
data, err := pfABI.Pack("getRate", token, usdc, false)
log.CheckFatal(err)
calls = append(calls, multicall.Multicall2Call{
Target: inchOracle,
CallData: data,
})
}
results := core.MakeMultiCall(o.client, blockNum, false, calls)
for ind, entry := range results {
tokenAddr := tokens[ind]
if entry.Success {
price := new(big.Int).SetBytes(entry.ReturnData)
// for usdt = 18-6-2 = 10
// for wbtc = 18-8-2 = 8
// for gusd = 18-2-2= 14
normalizeDecimal := 18 - o.decimals.GetDecimals(tokenAddr) - 2
price = utils.GetInt64(price, normalizeDecimal)
prices[tokenAddr.Hex()] = (*core.BigInt)(price)
} else if usdc == tokenAddr {
prices[tokenAddr.Hex()] = (*core.BigInt)(big.NewInt(1000_000_00))
}
}
}
return GetTradingPriceFrom1Inch(prices, tradingToken, baseToken)
}

func GetTradingPriceFrom1Inch(prices map[string]*core.BigInt, tradingToken, baseToken string) float64 {
getPrice := func(token string) *big.Int {
p := prices[token]
if p == nil {
return new(big.Int)
}
return p.Convert()
}
tradingPrice := utils.GetFloat64Decimal(getPrice(tradingToken), 8)
basePrice := utils.GetFloat64Decimal(getPrice(baseToken), 8)
if tradingPrice == 0 || basePrice == 0 {
return 0
}
return tradingPrice / basePrice
}
4 changes: 1 addition & 3 deletions pkg/priceFetcher/1inch_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -31,9 +31,7 @@ func TestSpotPriceStore(t *testing.T) {
expectedTokenPrices := map[string]string{}
utils.ReadJsonAndSetInterface("inputs/spot_price_test.json", &expectedTokenPrices)
tStore := getDecimalStore(client, expectedTokenPrices, blockNumber, t)
inchOracle := common.HexToAddress("0x07D91f5fb9Bf7798734C3f606dB065549F6893bb") // 1inch oracle
//
store := New1InchOracle(client, 1, inchOracle, tStore)
store := New1InchOracle(client, 1, tStore)
calls := store.GetCalls()
//
results := core.MakeMultiCall(client, blockNumber, false, calls)
Expand Down

0 comments on commit 9a94803

Please sign in to comment.