feat: Add WSTETH/WETH as supported conversion (backport #410) (#411)

* feat: Add WSTETH/WETH as supported conversion (#410) * feat: Add WSTETH/WETH as supported conversion * one conversion path deeper * lint (cherry picked from commit 8876d36) # Conflicts: # oracle/util.go * fix conflicts --------- Co-authored-by: ryanbajollari <[email protected]> Co-authored-by: rbajollari <[email protected]>
ojo-network · Sep 5, 2024 · 59c2e44 · 59c2e44
1 parent 2d6a07d
commit 59c2e44
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Showing 3 changed files with 38 additions and 9 deletions.
diff --git a/config/supported_assets.go b/config/supported_assets.go
@@ -47,13 +47,14 @@ var (
 		{Base: "INJ", Quote: "USD"}:  {},
 		{Base: "TIA", Quote: "USD"}:  {},
 
-		{Base: "OSMO", Quote: "USDT"}: {},
-		{Base: "JUNO", Quote: "USDT"}: {},
-		{Base: "WETH", Quote: "USDC"}: {},
-		{Base: "WBTC", Quote: "BTC"}:  {},
-		{Base: "WBTC", Quote: "WETH"}: {},
-		{Base: "INJ", Quote: "USDT"}:  {},
-		{Base: "TIA", Quote: "USDT"}:  {},
+		{Base: "OSMO", Quote: "USDT"}:   {},
+		{Base: "JUNO", Quote: "USDT"}:   {},
+		{Base: "WETH", Quote: "USDC"}:   {},
+		{Base: "WBTC", Quote: "BTC"}:    {},
+		{Base: "WBTC", Quote: "WETH"}:   {},
+		{Base: "INJ", Quote: "USDT"}:    {},
+		{Base: "TIA", Quote: "USDT"}:    {},
+		{Base: "WSTETH", Quote: "WETH"}: {},
 	}
 
 	SupportedUniswapCurrencies = map[string]struct{}{

diff --git a/oracle/convert.go b/oracle/convert.go
@@ -1,6 +1,7 @@
 package oracle
 
 import (
+	"cosmossdk.io/math"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/rs/zerolog"
 
@@ -18,10 +19,32 @@ func ConvertRatesToUSD(rates types.CurrencyPairDec) types.CurrencyPairDec {
 			continue
 		}
 
+		var converted bool
 		for cpConvert, rateConvert := range rates {
 			if cpConvert.Quote == config.DenomUSD && cpConvert.Base == cp.Quote {
 				convertedPair := types.CurrencyPair{Base: cp.Base, Quote: config.DenomUSD}
 				convertedRates[convertedPair] = rate.Mul(rateConvert)
+				converted = true
+			}
+		}
+
+		// If the rate is not converted, try one conversion path deeper.
+		if !converted {
+			for cpConvert, rateConvert := range rates {
+				if cpConvert.Base == cp.Quote {
+					var quoteRate math.LegacyDec
+					var foundQuoteRate bool
+					for cpConvert2, rateConvert2 := range rates {
+						if cpConvert2.Quote == config.DenomUSD && cpConvert2.Base == cpConvert.Quote {
+							quoteRate = rateConvert2
+							foundQuoteRate = true
+						}
+					}
+					if foundQuoteRate {
+						convertedPair := types.CurrencyPair{Base: cp.Base, Quote: config.DenomUSD}
+						convertedRates[convertedPair] = rate.Mul(rateConvert).Mul(quoteRate)
+					}
+				}
 			}
 		}
 	}

diff --git a/oracle/util.go b/oracle/util.go
@@ -5,6 +5,7 @@ import (
 	"sort"
 	"time"
 
+	"cosmossdk.io/math"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	oracletypes "github.com/ojo-network/ojo/x/oracle/types"
 
@@ -13,8 +14,9 @@ import (
 )
 
 var (
-	minimumTimeWeight   = sdk.MustNewDecFromStr("0.2000")
-	minimumCandleVolume = sdk.MustNewDecFromStr("0.0001")
+	minimumTimeWeight   = math.LegacyMustNewDecFromStr("0.2000")
+	minimumTickerVolume = math.LegacyMustNewDecFromStr("0.000000000000001")
+	minimumCandleVolume = math.LegacyMustNewDecFromStr("0.0001")
 )
 
 const (
@@ -58,6 +60,9 @@ func ComputeVWAP(prices types.AggregatedProviderPrices) types.CurrencyPairDec {
 			if _, ok := volumeSum[base]; !ok {
 				volumeSum[base] = sdk.ZeroDec()
 			}
+			if tp.Volume.LT(minimumTickerVolume) {
+				tp.Volume = minimumTickerVolume
+			}
 
 			// weightedPrices[base] = Σ {P * V} for all TickerPrice
 			weightedPrices[base] = weightedPrices[base].Add(tp.Price.Mul(tp.Volume))