feat(indexer): Indexing Oracles Data

packages/whale-api-client/__tests__/api/prices.test.ts

@@ -3,7 +3,9 @@ import { StubService } from '../stub.service'
 import { WhaleApiClient } from '../../src'
 import { StubWhaleApiClient } from '../stub.client'
 import { JsonRpcClient } from '@defichain/jellyfish-api-jsonrpc'
+import { PriceFeedTimeInterval } from '@whale-api-client/api/prices'
 import { Testing } from '@defichain/jellyfish-testing'
+import { OracleIntervalSeconds } from '../../../../src/module.model/oracle.price.aggregated.interval'
 
 describe('oracles', () => {
   let container: MasterNodeRegTestContainer
@@ -238,6 +240,133 @@ describe('oracles', () => {
   })
 })
 
+describe('pricefeed with interval', () => {
+  const container = new MasterNodeRegTestContainer()
+  const service = new StubService(container)
+  const apiClient = new StubWhaleApiClient(service)
+  let client: JsonRpcClient
+
+  beforeAll(async () => {
+    await container.start()
+    await container.waitForWalletCoinbaseMaturity()
+    await service.start()
+
+    client = new JsonRpcClient(await container.getCachedRpcUrl())
+  })
+
+  afterAll(async () => {
+    try {
+      await service.stop()
+    } finally {
+      await container.stop()
+    }
+  })
+
+  it('should get interval', async () => {
+    const address = await container.getNewAddress()
+    const oracleId = await client.oracle.appointOracle(address, [
+      { token: 'S1', currency: 'USD' }
+    ], {
+      weightage: 1
+    })
+    await container.generate(1)
+
+    const oneMinute = 60
+    let price = 0
+    let mockTime = Math.floor(new Date().getTime() / 1000)
+    for (let h = 0; h < 24; h++) { // loop for 24 hours to make a day
+      for (let z = 0; z < 4; z++) { // loop for 4 x 15 mins interval to make an hour
+        mockTime += (15 * oneMinute) + 1 // +1 sec to fall into the next 15 mins bucket
+        await client.misc.setMockTime(mockTime)
+        await container.generate(2)
+
+        await client.oracle.setOracleData(oracleId, mockTime, {
+          prices: [
+            {
+              tokenAmount: `${(++price).toFixed(2)}@S1`,
+              currency: 'USD'
+            }
+          ]
+        })
+        await container.generate(1)
+      }
+    }
+
+    const height = await container.getBlockCount()
+    await container.generate(1)
+    await service.waitForIndexedHeight(height)
+
+    const noInterval = await apiClient.prices.getFeed('S1', 'USD', height)
+    expect(noInterval.length).toStrictEqual(96)
+
+    const interval15Mins = await apiClient.prices.getFeedWithInterval('S1', 'USD', PriceFeedTimeInterval.FIFTEEN_MINUTES, height)
+    expect(interval15Mins.length).toStrictEqual(96)
+    let prevMedianTime = 0
+    let checkPrice = price
+    interval15Mins.forEach(value => {
+      expect(value.aggregated.amount).toStrictEqual(checkPrice.toFixed(8)) // check if price is descending in intervals of 1
+      checkPrice--
+      if (prevMedianTime !== 0) { // check if time interval is in 15 mins block
+        expect(prevMedianTime - value.block.medianTime - 1).toStrictEqual(OracleIntervalSeconds.FIFTEEN_MINUTES) // account for +1 in mock time
+      }
+      prevMedianTime = value.block.medianTime
+    })
+
+    const interval1Hour = await apiClient.prices.getFeedWithInterval('S1', 'USD', PriceFeedTimeInterval.ONE_HOUR, height)
+    expect(interval1Hour.length).toStrictEqual(24)
+    prevMedianTime = 0
+    interval1Hour.forEach(value => { // check if time interval is in 1-hour block
+      if (prevMedianTime !== 0) {
+        expect(prevMedianTime - value.block.medianTime - 4).toStrictEqual(OracleIntervalSeconds.ONE_HOUR) // account for + 1 per block in mock time
+      }
+      prevMedianTime = value.block.medianTime
+    })
+    expect(interval1Hour.map(x => x.aggregated.amount)).toStrictEqual(
+      [
+        '94.50000000',
+        '90.50000000',
+        '86.50000000',
+        '82.50000000',
+        '78.50000000',
+        '74.50000000',
+        '70.50000000',
+        '66.50000000',
+        '62.50000000',
+        '58.50000000',
+        '54.50000000',
+        '50.50000000',
+        '46.50000000',
+        '42.50000000',
+        '38.50000000',
+        '34.50000000',
+        '30.50000000',
+        '26.50000000',
+        '22.50000000',
+        '18.50000000',
+        '14.50000000',
+        '10.50000000',
+        '6.50000000',
+        '2.50000000'
+      ]
+    )
+
+    const interval1Day = await apiClient.prices.getFeedWithInterval('S1', 'USD', PriceFeedTimeInterval.ONE_DAY, height)
+    expect(interval1Day.length).toStrictEqual(1)
+    prevMedianTime = 0
+    interval1Day.forEach(value => { // check if time interval is in 1-day block
+      if (prevMedianTime !== 0) {
+        expect(prevMedianTime - value.block.medianTime - 96).toStrictEqual(OracleIntervalSeconds.ONE_DAY) // account for + 1 per block in mock time
+      }
+      prevMedianTime = value.block.medianTime
+    })
+    expect(interval1Day.map(x => x.aggregated.amount)).toStrictEqual(
+      [
+        '48.50000000'
+      ]
+    )
+  })
+})
+
 describe('active price', () => {
   const container = new MasterNodeRegTestContainer()
   const testing = Testing.create(container)

packages/whale-api-client/src/api/prices.ts

@@ -2,6 +2,15 @@ import { WhaleApiClient } from '../whale.api.client'
 import { ApiPagedResponse } from '../whale.api.response'
 import { OraclePriceFeed } from './oracles'
 
+/**
+ * Time interval for graphing
+ */
+export enum PriceFeedTimeInterval {
+  FIFTEEN_MINUTES = 15 * 60,
+  ONE_HOUR = 60 * 60,
+  ONE_DAY = 24 * 60 * 60
+}
+
 /**
  * DeFi whale endpoint for price related services.
  */
@@ -51,6 +60,11 @@ export class Prices {
     return await this.client.requestList('GET', `prices/${key}/feed`, size, next)
   }
 
+  async getFeedWithInterval (token: string, currency: string, interval: PriceFeedTimeInterval, size: number = 30, next?: string): Promise<ApiPagedResponse<PriceFeedInterval>> {
+    const key = `${token}-${currency}`
+    return await this.client.requestList('GET', `prices/${key}/feed/interval/${interval}`, size, next)
+  }
+
   /**
    * Get a list of Oracles
    *
@@ -97,6 +111,32 @@ export interface PriceFeed {
   }
 }
 
+export interface PriceFeedInterval {
+  id: string
+  key: string
+  sort: string
+
+  token: string
+  currency: string
+
+  aggregated: {
+    amount: string
+    weightage: number
+    count: number
+    oracles: {
+      active: number
+      total: number
+    }
+  }
+
+  block: {
+    hash: string
+    height: number
+    time: number
+    medianTime: number
+  }
+}
+
 export interface PriceOracle {
   id: string
   key: string

src/module.api/price.controller.ts

@@ -1,13 +1,13 @@
 import { Controller, Get, Param, ParseIntPipe, Query } from '@nestjs/common'
 import { OraclePriceAggregated, OraclePriceAggregatedMapper } from '@src/module.model/oracle.price.aggregated'
 import { OracleTokenCurrencyMapper } from '@src/module.model/oracle.token.currency'
+import { OraclePriceAggregatedInterval, OraclePriceAggregatedIntervalMapper } from '@src/module.model/oracle.price.aggregated.interval'
 import { ApiPagedResponse } from '@src/module.api/_core/api.paged.response'
 import { PaginationQuery } from '@src/module.api/_core/api.query'
 import { PriceTicker, PriceTickerMapper } from '@src/module.model/price.ticker'
 import { PriceOracle } from '@whale-api-client/api/prices'
 import { OraclePriceFeedMapper } from '@src/module.model/oracle.price.feed'
 import { OraclePriceActive, OraclePriceActiveMapper } from '@src/module.model/oracle.price.active'
-import { ApiError } from '@src/module.api/_core/api.error'
 
 @Controller('/prices')
 export class PriceController {
@@ -16,7 +16,8 @@ export class PriceController {
     protected readonly oracleTokenCurrencyMapper: OracleTokenCurrencyMapper,
     protected readonly priceTickerMapper: PriceTickerMapper,
     protected readonly priceFeedMapper: OraclePriceFeedMapper,
-    protected readonly oraclePriceActiveMapper: OraclePriceActiveMapper
+    protected readonly oraclePriceActiveMapper: OraclePriceActiveMapper,
+    protected readonly oraclePriceAggregatedIntervalMapper: OraclePriceAggregatedIntervalMapper
   ) {
   }
 
@@ -64,8 +65,12 @@ export class PriceController {
     @Param('key') key: string,
       @Param('interval', ParseIntPipe) interval: number,
       @Query() query: PaginationQuery
-  ): Promise<ApiPagedResponse<any>> {
-    return new DeprecatedIntervalApiPagedResponse()
+  ): Promise<ApiPagedResponse<OraclePriceAggregatedInterval>> {
+    const priceKey = `${key}-${interval}`
+    const items = await this.oraclePriceAggregatedIntervalMapper.query(priceKey, query.size, query.next)
+    return ApiPagedResponse.of(items, query.size, item => {
+      return item.sort
+    })
   }
 
   @Get('/:key/oracles')
@@ -86,18 +91,3 @@ export class PriceController {
     })
   }
 }
-
-class DeprecatedIntervalApiPagedResponse<T> extends ApiPagedResponse<T> {
-  error?: ApiError
-
-  constructor () {
-    super([])
-    this.error = {
-      at: Date.now(),
-      code: 410,
-      type: 'Gone',
-      message: 'Oracle feed interval data has been deprecated with immediate effect. See https://github.com/DeFiCh/whale/pull/749 for more information.',
-      url: '/:key/feed/interval/:interval'
-    }
-  }
-}

src/module.indexer/model/dftx.indexer.ts

@@ -6,6 +6,7 @@ import { AppointOracleIndexer } from '@src/module.indexer/model/dftx/appoint.ora
 import { RemoveOracleIndexer } from '@src/module.indexer/model/dftx/remove.oracle'
 import { UpdateOracleIndexer } from '@src/module.indexer/model/dftx/update.oracle'
 import { SetOracleDataIndexer } from '@src/module.indexer/model/dftx/set.oracle.data'
+import { SetOracleDataIntervalIndexer } from '@src/module.indexer/model/dftx/set.oracle.data.interval'
 import { CreateMasternodeIndexer } from '@src/module.indexer/model/dftx/create.masternode'
 import { ResignMasternodeIndexer } from '@src/module.indexer/model/dftx/resign.masternode'
 import { Injectable, Logger } from '@nestjs/common'
@@ -30,6 +31,7 @@ export class MainDfTxIndexer extends Indexer {
     removeOracle: RemoveOracleIndexer,
     updateOracle: UpdateOracleIndexer,
     setOracleData: SetOracleDataIndexer,
+    setOracleDataInterval: SetOracleDataIntervalIndexer,
     createMasternode: CreateMasternodeIndexer,
     resignMasternode: ResignMasternodeIndexer,
     createToken: CreateTokenIndexer,
@@ -48,6 +50,7 @@ export class MainDfTxIndexer extends Indexer {
       updateOracle,
       removeOracle,
       setOracleData,
+      setOracleDataInterval,
       createMasternode,
       resignMasternode,
       createToken,

src/module.indexer/model/dftx/_module.ts

@@ -3,6 +3,7 @@ import { AppointOracleIndexer } from '@src/module.indexer/model/dftx/appoint.ora
 import { RemoveOracleIndexer } from '@src/module.indexer/model/dftx/remove.oracle'
 import { UpdateOracleIndexer } from '@src/module.indexer/model/dftx/update.oracle'
 import { SetOracleDataIndexer } from '@src/module.indexer/model/dftx/set.oracle.data'
+import { SetOracleDataIntervalIndexer } from '@src/module.indexer/model/dftx/set.oracle.data.interval'
 import { CreateMasternodeIndexer } from '@src/module.indexer/model/dftx/create.masternode'
 import { ResignMasternodeIndexer } from '@src/module.indexer/model/dftx/resign.masternode'
 import { CreateTokenIndexer } from '@src/module.indexer/model/dftx/create.token'
@@ -21,6 +22,7 @@ const indexers = [
   AppointOracleIndexer,
   RemoveOracleIndexer,
   SetOracleDataIndexer,
+  SetOracleDataIntervalIndexer,
   UpdateOracleIndexer,
   CreateMasternodeIndexer,
   ResignMasternodeIndexer,