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#![cfg_attr(not(feature = "std"), no_std)]
#![allow(clippy::all)]
pub mod weights;
#[cfg(feature = "runtime-benchmarks")]
mod benchmarking;
#[allow(unused_imports)]
#[macro_use]
extern crate alloc;
#[cfg(test)]
mod mock;
#[cfg(test)]
mod tests;
pub mod migration;
use codec::{Decode, Encode};
use common::prelude::{
Balance, Fixed, FixedWrapper, LiquiditySourceType, PriceToolsPallet, QuoteAmount,
};
use common::{
balance, fixed_const, fixed_wrapper, DEXId, LiquidityProxyTrait, LiquiditySourceFilter,
OnPoolReservesChanged, PriceVariant, XOR,
};
use frame_support::dispatch::{DispatchError, DispatchResult};
use frame_support::weights::Weight;
use frame_support::{ensure, fail};
use sp_std::collections::vec_deque::VecDeque;
use sp_std::convert::TryInto;
pub use pallet::*;
pub const AVG_BLOCK_SPAN: u32 = 30;
const MAX_BUY_BLOCK_DEC_AVG_DIFFERENCE: Fixed = fixed_const!(0.00002); const MAX_BUY_BLOCK_INC_AVG_DIFFERENCE: Fixed = fixed_const!(0.00197); const MAX_SELL_BLOCK_DEC_AVG_DIFFERENCE: Fixed = fixed_const!(0.00197); const MAX_SELL_BLOCK_INC_AVG_DIFFERENCE: Fixed = fixed_const!(0.00002); pub use weights::WeightInfo;
#[derive(Encode, Decode, Eq, PartialEq, Clone, PartialOrd, Ord, Debug, scale_info::TypeInfo)]
pub struct PriceInfo {
price_failures: u32,
spot_prices: VecDeque<Balance>,
average_price: Balance,
needs_update: bool,
last_spot_price: Balance,
}
impl Default for PriceInfo {
fn default() -> Self {
Self {
price_failures: 0,
spot_prices: Default::default(),
average_price: Default::default(),
needs_update: true,
last_spot_price: Default::default(),
}
}
}
#[derive(
Encode, Decode, Eq, PartialEq, Clone, PartialOrd, Ord, Debug, scale_info::TypeInfo, Default,
)]
pub struct AggregatedPriceInfo {
buy: PriceInfo,
sell: PriceInfo,
}
impl AggregatedPriceInfo {
pub fn price_mut_of(&mut self, price_variant: PriceVariant) -> &mut PriceInfo {
match price_variant {
PriceVariant::Buy => &mut self.buy,
PriceVariant::Sell => &mut self.sell,
}
}
pub fn price_of(self, price_variant: PriceVariant) -> PriceInfo {
match price_variant {
PriceVariant::Buy => self.buy,
PriceVariant::Sell => self.sell,
}
}
}
#[frame_support::pallet]
pub mod pallet {
use super::*;
use common::LiquidityProxyTrait;
use frame_support::pallet_prelude::*;
use frame_support::traits::StorageVersion;
use frame_system::pallet_prelude::*;
#[pallet::config]
pub trait Config:
frame_system::Config
+ assets::Config
+ common::Config
+ technical::Config
+ pool_xyk::Config
+ trading_pair::Config
{
type RuntimeEvent: From<Event<Self>> + IsType<<Self as frame_system::Config>::RuntimeEvent>;
type LiquidityProxy: LiquidityProxyTrait<Self::DEXId, Self::AccountId, Self::AssetId>;
type WeightInfo: WeightInfo;
}
const STORAGE_VERSION: StorageVersion = StorageVersion::new(2);
#[pallet::pallet]
#[pallet::generate_store(pub(super) trait Store)]
#[pallet::storage_version(STORAGE_VERSION)]
#[pallet::without_storage_info]
pub struct Pallet<T>(PhantomData<T>);
#[pallet::hooks]
impl<T: Config> Hooks<BlockNumberFor<T>> for Pallet<T> {
fn on_initialize(_block_num: T::BlockNumber) -> Weight {
let (n_b, m_b) = Pallet::<T>::average_prices_calculation_routine(PriceVariant::Buy);
let (n_s, m_s) = Pallet::<T>::average_prices_calculation_routine(PriceVariant::Sell);
<T as Config>::WeightInfo::on_initialize(n_b + n_s, m_b + m_s)
}
}
#[pallet::call]
impl<T: Config> Pallet<T> {
}
#[pallet::event]
pub enum Event<T: Config> {
}
#[pallet::error]
pub enum Error<T> {
AveragePriceCalculationFailed,
UpdateAverageWithSpotPriceFailed,
InsufficientSpotPriceData,
UnsupportedQuotePath,
FailedToQuoteAveragePrice,
AssetAlreadyRegistered,
CantDuplicateLastPrice,
}
#[pallet::storage]
#[pallet::getter(fn price_infos)]
pub type PriceInfos<T: Config> = StorageMap<_, Identity, T::AssetId, AggregatedPriceInfo>;
}
impl<T: Config> Pallet<T> {
pub fn get_average_price(
input_asset: &T::AssetId,
output_asset: &T::AssetId,
price_variant: PriceVariant,
) -> Result<Balance, DispatchError> {
if input_asset == output_asset {
return Ok(balance!(1));
}
match (input_asset, output_asset) {
(xor, output) if xor == &XOR.into() => {
Self::get_asset_average_price(output, price_variant)
}
(input, xor) if xor == &XOR.into() => {
Self::get_asset_average_price(input, price_variant.switched()).and_then(
|average_price| {
(fixed_wrapper!(1) / average_price)
.try_into_balance()
.map_err(|_| Error::<T>::FailedToQuoteAveragePrice.into())
},
)
}
(input, output) => {
let quote_a =
FixedWrapper::from(Self::get_average_price(input, &XOR.into(), price_variant)?);
let quote_b = FixedWrapper::from(Self::get_average_price(
&XOR.into(),
output,
price_variant,
)?);
(quote_a * quote_b)
.try_into_balance()
.map_err(|_| Error::<T>::FailedToQuoteAveragePrice.into())
}
}
}
fn get_asset_average_price(
asset_id: &T::AssetId,
price_variant: PriceVariant,
) -> Result<Balance, DispatchError> {
let avg_count: usize = AVG_BLOCK_SPAN
.try_into()
.map_err(|_| Error::<T>::FailedToQuoteAveragePrice)?;
PriceInfos::<T>::get(asset_id)
.map(|aggregated_price_info| aggregated_price_info.price_of(price_variant))
.map_or_else(
|| Err(Error::<T>::UnsupportedQuotePath.into()),
|price_info| {
ensure!(
price_info.spot_prices.len() == avg_count,
Error::<T>::InsufficientSpotPriceData
);
Ok(price_info.average_price)
},
)
}
pub fn incoming_spot_price(
asset_id: &T::AssetId,
price: Balance,
price_variant: PriceVariant,
) -> DispatchResult {
if PriceInfos::<T>::get(asset_id).is_some() {
let avg_count: usize = AVG_BLOCK_SPAN
.try_into()
.map_err(|_| Error::<T>::UpdateAverageWithSpotPriceFailed)?;
PriceInfos::<T>::mutate(asset_id, |opt| {
let val = opt.as_mut().unwrap().price_mut_of(price_variant);
val.price_failures = 0;
val.needs_update = false;
if val.spot_prices.len() == avg_count {
let old_value = val.spot_prices.pop_front().unwrap();
let mut new_avg = Self::replace_in_average(
val.average_price,
old_value,
price,
AVG_BLOCK_SPAN,
)?;
new_avg =
Self::adjust_to_difference(val.average_price, new_avg, price_variant)?;
let adjusted_incoming_price = Self::adjusted_spot_price(
val.average_price,
new_avg,
old_value,
AVG_BLOCK_SPAN,
)?;
val.spot_prices.push_back(adjusted_incoming_price);
val.average_price = new_avg;
} else if val.spot_prices.len() == avg_count - 1 {
val.spot_prices.push_back(price);
let sum = val
.spot_prices
.iter()
.fold(FixedWrapper::from(0), |a, b| a + *b);
let avg = (sum / balance!(val.spot_prices.len()))
.try_into_balance()
.map_err(|_| Error::<T>::UpdateAverageWithSpotPriceFailed)?;
val.average_price = avg;
} else {
val.spot_prices.push_back(price);
}
val.last_spot_price = price;
Ok(())
})
} else {
fail!(Error::<T>::UnsupportedQuotePath);
}
}
pub fn incoming_spot_price_failure(asset_id: &T::AssetId, price_variant: PriceVariant) {
PriceInfos::<T>::mutate(asset_id, |opt| {
if let Some(agg_price_info) = opt.as_mut() {
let val = agg_price_info.price_mut_of(price_variant);
if val.price_failures < AVG_BLOCK_SPAN {
val.price_failures += 1;
if val.price_failures == AVG_BLOCK_SPAN {
val.spot_prices.clear();
}
}
}
})
}
pub fn adjust_to_difference(
old_avg: Balance,
new_avg: Balance,
price_variant: PriceVariant,
) -> Result<Balance, DispatchError> {
let mut adjusted_avg = FixedWrapper::from(new_avg);
let old_avg = FixedWrapper::from(old_avg);
let diff: Fixed = ((adjusted_avg.clone() - old_avg.clone()) / old_avg.clone())
.get()
.map_err(|_| Error::<T>::UpdateAverageWithSpotPriceFailed)?;
let (max_inc, max_dec) = match price_variant {
PriceVariant::Buy => (
MAX_BUY_BLOCK_INC_AVG_DIFFERENCE,
MAX_BUY_BLOCK_DEC_AVG_DIFFERENCE,
),
PriceVariant::Sell => (
MAX_SELL_BLOCK_INC_AVG_DIFFERENCE,
MAX_SELL_BLOCK_DEC_AVG_DIFFERENCE,
),
};
if diff > max_inc {
adjusted_avg = old_avg * (fixed_wrapper!(1) + max_inc);
} else if diff < max_dec.cneg().unwrap() {
adjusted_avg = old_avg * (fixed_wrapper!(1) - max_dec);
}
let adjusted_avg = adjusted_avg
.try_into_balance()
.map_err(|_| Error::<T>::UpdateAverageWithSpotPriceFailed)?;
Ok(adjusted_avg)
}
fn secondary_market_filter() -> LiquiditySourceFilter<T::DEXId, LiquiditySourceType> {
LiquiditySourceFilter::with_allowed(
DEXId::Polkaswap.into(),
[LiquiditySourceType::XYKPool].into(),
)
}
pub fn spot_price(asset_id: &T::AssetId) -> Result<Balance, DispatchError> {
<T as pallet::Config>::LiquidityProxy::quote(
DEXId::Polkaswap.into(),
&XOR.into(),
&asset_id,
QuoteAmount::with_desired_input(balance!(1)),
Self::secondary_market_filter(),
false,
)
.map(|so| so.amount)
}
fn replace_in_average(
average: Balance,
old_value: Balance,
new_value: Balance,
count: u32,
) -> Result<Balance, DispatchError> {
let average = FixedWrapper::from(average);
let new_value = FixedWrapper::from(new_value);
let old_value = FixedWrapper::from(old_value);
let count: FixedWrapper = balance!(count).into();
let new_avg: FixedWrapper = (count.clone() * average - old_value + new_value) / count;
Ok(new_avg
.try_into_balance()
.map_err(|_| Error::<T>::AveragePriceCalculationFailed)?)
}
fn adjusted_spot_price(
old_average: Balance,
new_average: Balance,
old_value: Balance,
count: u32,
) -> Result<Balance, DispatchError> {
let old_average = FixedWrapper::from(old_average);
let new_average = FixedWrapper::from(new_average);
let old_value = FixedWrapper::from(old_value);
let count: FixedWrapper = balance!(count).into();
let adjusted_new_value = new_average * count.clone() + old_value - old_average * count;
Ok(adjusted_new_value
.try_into_balance()
.map_err(|_| Error::<T>::AveragePriceCalculationFailed)?)
}
pub fn average_prices_calculation_routine(price_variant: PriceVariant) -> (u32, u32) {
let mut count_active = 0;
let mut count_updated = 0;
let price_infos_iter = PriceInfos::<T>::iter()
.map(|(a, mut agg_price_info)| (a, agg_price_info.price_mut_of(price_variant).clone()));
for (asset_id, price_info) in price_infos_iter {
let price = if price_info.needs_update {
count_updated += 1;
Self::spot_price(&asset_id)
} else {
Ok(price_info.last_spot_price)
};
if let Ok(val) = price {
let _ = Self::incoming_spot_price(&asset_id, val, price_variant);
} else {
Self::incoming_spot_price_failure(&asset_id, price_variant);
}
count_active += 1;
}
(count_active, count_updated)
}
}
impl<T: Config> PriceToolsPallet<T::AssetId> for Pallet<T> {
fn get_average_price(
input_asset_id: &T::AssetId,
output_asset_id: &T::AssetId,
price_variant: PriceVariant,
) -> Result<Balance, DispatchError> {
Pallet::<T>::get_average_price(input_asset_id, output_asset_id, price_variant)
}
fn register_asset(asset_id: &T::AssetId) -> DispatchResult {
if PriceInfos::<T>::get(asset_id).is_none() {
PriceInfos::<T>::insert(asset_id.clone(), AggregatedPriceInfo::default());
Ok(())
} else {
fail!(Error::<T>::AssetAlreadyRegistered);
}
}
}
impl<T: Config> OnPoolReservesChanged<T::AssetId> for Pallet<T> {
fn reserves_changed(target_asset_id: &T::AssetId) {
if let Some(agg_price_info) = PriceInfos::<T>::get(target_asset_id) {
if !agg_price_info.buy.needs_update || !agg_price_info.sell.needs_update {
PriceInfos::<T>::mutate(target_asset_id, |opt| {
let agg_price_info = opt.as_mut().unwrap();
agg_price_info.buy.needs_update = true;
agg_price_info.sell.needs_update = true;
})
}
}
}
}