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improve the rates service
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@zakhar-petukhov
zakhar-petukhov committed Sep 4, 2024
1 parent d602bb1 commit 06f54ef
Showing 1 changed file with 79 additions and 14 deletions.
93 changes: 79 additions & 14 deletions pkg/rates/market.go
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Original file line number Diff line number Diff line change
Expand Up @@ -32,6 +32,17 @@ const (
// minReserve specifies the minimum jetton reserves (equivalent to TON) for which prices can be determined
const minReserve = float64(100 * ton.OneTON)

// minHoldersCount minimum number of holders threshold for jettons
const minHoldersCount = 200

// defaultDecimals sets the default number of decimals to 9, similar to TON
const defaultDecimals = 9

// verifiedJettons map of jettons that skip the holder count check
var verifiedJettons = map[ton.AccountID]struct{}{
ton.MustParseAccountID("EQDptzse--Atn4hDt2dGl3TxAN0Ak6taYXEiNKOg7EAibChH"): {},
}

// Asset represents an asset used in jetton price calculations within pools
type Asset struct {
Account ton.AccountID
Expand Down Expand Up @@ -382,7 +393,7 @@ func convertedStonFiPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
}
value, ok := firstMeta["decimals"]
if !ok {
value = "9"
value = fmt.Sprintf("%d", defaultDecimals)
}
firstAsset.Decimals, err = strconv.Atoi(value.(string))
if err != nil {
Expand All @@ -394,7 +405,7 @@ func convertedStonFiPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
}
value, ok = secondMeta["decimals"]
if !ok {
value = "9"
value = fmt.Sprintf("%d", defaultDecimals)
}
secondAsset.Decimals, err = strconv.Atoi(value.(string))
if err != nil {
Expand All @@ -421,6 +432,14 @@ func convertedStonFiPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
zap.Error(fmt.Errorf("[convertedStonFiPoolResponse] failed to parse assets: %v", err))
continue
}
if firstAsset.Reserve == 0 || secondAsset.Reserve == 0 {
continue
}
// PTon is the primary token on StonFi, but it has only 50 holders.
// To avoid missing tokens, we check for pTON
if (firstAsset.Account != references.PTon && firstAsset.HoldersCount < minHoldersCount) || (secondAsset.Account != references.PTon && secondAsset.HoldersCount < minHoldersCount) {
continue
}
assets, ok := actualAssets[firstAsset.Account]
if !ok || assets[0].Reserve < firstAsset.Reserve {
actualAssets[firstAsset.Account] = []Asset{firstAsset, secondAsset}
Expand Down Expand Up @@ -452,7 +471,6 @@ func convertedDeDustPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
var zeroAddress = ton.MustParseAccountID("UQAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAJKZ")
pools[zeroAddress] = 1
parseDecimals := func(meta string) (int, error) {
const defaultDecimals = 9
if meta == "NULL" {
return defaultDecimals, nil
}
Expand Down Expand Up @@ -535,7 +553,10 @@ func convertedDeDustPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
}
return firstAsset, secondAsset, isStable, nil
}

actualAssets := make(map[ton.AccountID]struct {
Assets []Asset
IsStable bool
})
for idx, record := range records {
if idx == 0 || len(record) < 10 { // skip headers
continue
Expand All @@ -545,7 +566,26 @@ func convertedDeDustPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
zap.Error(fmt.Errorf("[convertedDedustPoolResponse] failed to parse assets: %v", err))
continue
}
accountID, price := calculatePoolPrice(firstAsset, secondAsset, pools, isStable)
if firstAsset.Reserve == 0 || secondAsset.Reserve == 0 {
continue
}
pool, ok := actualAssets[firstAsset.Account]
if !ok || pool.Assets[0].Reserve < firstAsset.Reserve {
actualAssets[firstAsset.Account] = struct {
Assets []Asset
IsStable bool
}{Assets: []Asset{firstAsset, secondAsset}, IsStable: isStable}
}
pool, ok = actualAssets[secondAsset.Account]
if !ok || pool.Assets[1].Reserve < secondAsset.Reserve {
actualAssets[secondAsset.Account] = struct {
Assets []Asset
IsStable bool
}{Assets: []Asset{firstAsset, secondAsset}, IsStable: isStable}
}
}
for _, pool := range actualAssets {
accountID, price := calculatePoolPrice(pool.Assets[0], pool.Assets[1], pools, pool.IsStable)
if price == 0 {
continue
}
Expand All @@ -558,7 +598,6 @@ func convertedDeDustPoolResponse(pools map[ton.AccountID]float64, respBody io.Re
}

func calculatePoolPrice(firstAsset, secondAsset Asset, pools map[ton.AccountID]float64, isStable bool) (ton.AccountID, float64) {
const minHoldersCount = 200 // Minimum number of holders threshold for jettons
priceFirst, okFirst := pools[firstAsset.Account]
priceSecond, okSecond := pools[secondAsset.Account]
if (okFirst && okSecond) || (!okFirst && !okSecond) {
Expand All @@ -567,23 +606,41 @@ func calculatePoolPrice(firstAsset, secondAsset Asset, pools map[ton.AccountID]f
var calculatedAccount ton.AccountID // The account for which we will find the price
var firstAssetDecimals, secondAssetDecimals int
if okFirst { // Knowing the first asset's price, we determine the second asset's price
firstAsset.Reserve *= priceFirst // Converting reserve prices to TON
if firstAsset.Reserve < minReserve {
// Converting reserve prices to TON
var updatedFirstAssetReserve float64
if firstAsset.Decimals != defaultDecimals {
updatedFirstAssetReserve = firstAsset.Reserve * math.Pow(10, float64(secondAsset.Decimals)-float64(firstAsset.Decimals)) * priceFirst
} else {
firstAsset.Reserve *= priceFirst
updatedFirstAssetReserve = firstAsset.Reserve
}
if updatedFirstAssetReserve < minReserve {
return ton.AccountID{}, 0
}
if secondAsset.HoldersCount < minHoldersCount {
return ton.AccountID{}, 0
if _, ok := verifiedJettons[secondAsset.Account]; !ok {
if secondAsset.HoldersCount < minHoldersCount {
return ton.AccountID{}, 0
}
}
calculatedAccount = secondAsset.Account
firstAssetDecimals, secondAssetDecimals = firstAsset.Decimals, secondAsset.Decimals
}
if okSecond { // Knowing the second asset's price, we determine the first asset's price
secondAsset.Reserve *= priceSecond // Converting reserve prices to TON
if secondAsset.Reserve < minReserve {
// Converting reserve prices to TON
var updatedSecondAssetReserve float64
if secondAsset.Decimals != defaultDecimals {
updatedSecondAssetReserve = secondAsset.Reserve * math.Pow(10, float64(firstAsset.Decimals)-float64(secondAsset.Decimals)) * priceSecond
} else {
secondAsset.Reserve *= priceSecond
updatedSecondAssetReserve = secondAsset.Reserve
}
if updatedSecondAssetReserve < minReserve {
return ton.AccountID{}, 0
}
if firstAsset.HoldersCount < minHoldersCount {
return ton.AccountID{}, 0
if _, ok := verifiedJettons[firstAsset.Account]; !ok {
if firstAsset.HoldersCount < minHoldersCount {
return ton.AccountID{}, 0
}
}
calculatedAccount = firstAsset.Account
firstAsset, secondAsset = secondAsset, firstAsset
Expand All @@ -600,6 +657,14 @@ func calculatePoolPrice(firstAsset, secondAsset Asset, pools map[ton.AccountID]f
} else {
price = (firstAsset.Reserve / secondAsset.Reserve) * math.Pow(10, float64(secondAssetDecimals)-float64(firstAssetDecimals))
}
if okFirst && firstAsset.Decimals != defaultDecimals {
price *= priceFirst
}
// Use firstAsset because after the revert, firstAsset equals secondAsset
if okSecond && firstAsset.Decimals != defaultDecimals {
price *= priceSecond
}

return calculatedAccount, price
}

Expand Down

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