feat(oracle): add timestamp to exchange rates

app/test_helpers.go

@@ -266,9 +266,8 @@ func IntegrationTestNetworkConfig() network.Config {
 	// execute ballot voting and thus clear out previous exchange rates, since we
 	// are not running a price-feeder.
 	oracleGenState.Params.VotePeriod = 1000
-	oracleGenState.ExchangeRates = append(oracleGenState.ExchangeRates, oracletypes.NewExchangeRateTuple(
-		params.DisplayDenom, sdk.MustNewDecFromStr("34.21"),
-	))
+	oracleGenState.ExchangeRates = append(oracleGenState.ExchangeRates, oracletypes.NewDenomExchangeRate(
+		params.DisplayDenom, sdk.MustNewDecFromStr("34.21"), time.Now()))
 	// Set mock historic medians to satisfy leverage module's 24 median requirement
 	for i := 1; i <= 24; i++ {
 		median := oracletypes.Price{

proto/umee/oracle/v1/genesis.proto

@@ -10,22 +10,15 @@ option (gogoproto.goproto_getters_all) = false;
 
 // GenesisState defines the oracle module's genesis state.
 message GenesisState {
-  Params                    params             = 1 [(gogoproto.nullable) = false];
-  repeated FeederDelegation feeder_delegations = 2
-      [(gogoproto.nullable) = false];
-  // TODO: need to update this to save data with timestamp
-  repeated ExchangeRateTuple exchange_rates = 3 [
-    (gogoproto.castrepeated) = "ExchangeRateTuples",
-    (gogoproto.nullable)     = false
-  ];
+  Params                                params                           = 1 [(gogoproto.nullable) = false];
+  repeated FeederDelegation             feeder_delegations               = 2 [(gogoproto.nullable) = false];
+  repeated DenomExchangeRate            exchange_rates                   = 3 [(gogoproto.nullable) = false];
   repeated MissCounter                  miss_counters                    = 4 [(gogoproto.nullable) = false];
-  repeated AggregateExchangeRatePrevote aggregate_exchange_rate_prevotes = 5
-      [(gogoproto.nullable) = false];
-  repeated AggregateExchangeRateVote aggregate_exchange_rate_votes = 6
-      [(gogoproto.nullable) = false];
-  repeated Price medians          = 7 [(gogoproto.nullable) = false];
-  repeated Price historic_prices  = 8 [(gogoproto.nullable) = false];
-  repeated Price medianDeviations = 9 [(gogoproto.nullable) = false];
+  repeated AggregateExchangeRatePrevote aggregate_exchange_rate_prevotes = 5 [(gogoproto.nullable) = false];
+  repeated AggregateExchangeRateVote    aggregate_exchange_rate_votes    = 6 [(gogoproto.nullable) = false];
+  repeated Price                        medians                          = 7 [(gogoproto.nullable) = false];
+  repeated Price                        historic_prices                  = 8 [(gogoproto.nullable) = false];
+  repeated Price                        medianDeviations                 = 9 [(gogoproto.nullable) = false];
   // Historic Avg Counter params
   AvgCounterParams avg_counter_params = 10 [
     (gogoproto.moretags) = "yaml:\"avg_counter_params\"",

proto/umee/oracle/v1/oracle.proto

@@ -145,12 +145,12 @@ message AvgCounter {
   google.protobuf.Timestamp start = 3 [(gogoproto.nullable) = false, (gogoproto.stdtime) = true];
 }
 
-// ExchangeRate stores exchange rate with timestamp
-message ExchangeRate {
+// DenomExchangeRate stores exchange rate with timestamp
+message DenomExchangeRate {
   option (gogoproto.equal)            = false;
   option (gogoproto.goproto_stringer) = false;
-
-  string rate = 1 [
+  string denom                        = 1 [(gogoproto.moretags) = "yaml:\"denom\""];
+  string rate                         = 2 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable)   = false
   ];

x/oracle/abci.go

@@ -77,6 +77,7 @@ func CalcPrices(ctx sdk.Context, params types.Params, k keeper.Keeper) error {
 		if err != nil {
 			return err
 		}
+		// save the exchange rate to store with denom and timestamp
 		k.SetExchangeRateWithEvent(ctx, denom, exchangeRate)
 
 		if k.IsPeriodLastBlock(ctx, params.HistoricStampPeriod) {

x/oracle/abci_test.go

@@ -156,7 +156,9 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 	for _, denom := range app.OracleKeeper.AcceptList(ctx) {
 		rate, err := app.OracleKeeper.GetExchangeRate(ctx, denom.SymbolDenom)
 		s.Require().NoError(err)
-		s.Require().Equal(types.ExchangeRate{Rate: sdk.OneDec(), Timestamp: ctx.BlockTime()},
+		s.Require().Equal(types.ExchangeRate{
+			Rate:      sdk.OneDec(),
+			Timestamp: ctx.BlockTime()},
 			rate)
 	}
 
@@ -237,8 +239,8 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 	rate, err := app.OracleKeeper.GetExchangeRate(ctx, "umee")
 	s.Require().NoError(err)
 	s.Require().Equal(types.ExchangeRate{Rate: sdk.OneDec(), Timestamp: ctx.BlockTime()}, rate)
-	rate, err = app.OracleKeeper.GetExchangeRate(ctx, "atom")
-	s.Require().ErrorIs(err, types.ErrUnknownDenom.Wrap("atom"))
+	rate, err = app.OracleKeeper.GetExchangeRate(ctx, "ATOM")
+	s.Require().ErrorIs(err, types.ErrUnknownDenom.Wrap("ATOM"))
 	s.Require().Equal(types.ExchangeRate{}, rate)
 }
 

x/oracle/genesis.go

@@ -2,6 +2,7 @@ package oracle
 
 import (
 	"fmt"
+	"time"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 
@@ -23,7 +24,7 @@ func InitGenesis(ctx sdk.Context, keeper keeper.Keeper, genState types.GenesisSt
 	}
 
 	for _, ex := range genState.ExchangeRates {
-		keeper.SetExchangeRate(ctx, ex.Denom, ex.ExchangeRate)
+		keeper.SetExchangeRateWithTimestamp(ctx, ex.Denom, ex.Rate, ex.Timestamp)
 	}
 
 	for _, mc := range genState.MissCounters {
@@ -91,13 +92,9 @@ func ExportGenesis(ctx sdk.Context, keeper keeper.Keeper) *types.GenesisState {
 		return false
 	})
 
-	exchangeRates := []types.ExchangeRateTuple{}
-	keeper.IterateExchangeRates(ctx, func(denom string, rate sdk.Dec) (stop bool) {
-		exchangeRates = append(exchangeRates, types.ExchangeRateTuple{
-			Denom:        denom,
-			ExchangeRate: rate,
-		})
-
+	exchangeRates := []types.DenomExchangeRate{}
+	keeper.IterateExchangeRates(ctx, func(denom string, er sdk.Dec, t time.Time) (stop bool) {
+		exchangeRates = append(exchangeRates, types.NewDenomExchangeRate(denom, er, t))
 		return false
 	})
 

x/oracle/genesis_test.go

@@ -54,10 +54,11 @@ func (s *IntegrationTestSuite) TestGenesis_InitGenesis() {
 			"valid",
 			types.GenesisState{
 				Params: types.DefaultParams(),
-				ExchangeRates: types.ExchangeRateTuples{
-					types.ExchangeRateTuple{
-						Denom:        denom,
-						ExchangeRate: exchangeRate,
+				ExchangeRates: []types.DenomExchangeRate{
+					{
+						Denom:     denom,
+						Rate:      exchangeRate,
+						Timestamp: ctx.BlockTime(),
 					},
 				},
 				HistoricPrices: types.Prices{
@@ -152,10 +153,11 @@ func (s *IntegrationTestSuite) TestGenesis_ExportGenesis() {
 			ValidatorAddress: umeevaloperAddr,
 		},
 	}
-	exchangeRateTuples := types.ExchangeRateTuples{
-		types.ExchangeRateTuple{
-			Denom:        upperDenom,
-			ExchangeRate: exchangeRate,
+	exchangeRateTuples := []types.DenomExchangeRate{
+		{
+			Denom:     upperDenom,
+			Rate:      exchangeRate,
+			Timestamp: ctx.BlockTime(),
 		},
 	}
 	missCounters := []types.MissCounter{

x/oracle/keeper/grpc_query.go

@@ -4,6 +4,7 @@ import (
 	"context"
 	"fmt"
 	"strings"
+	"time"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"google.golang.org/grpc/codes"
@@ -64,8 +65,8 @@ func (q querier) ExchangeRates(
 
 		exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(req.Denom, exchangeRate.Rate))
 	} else {
-		q.IterateExchangeRates(ctx, func(denom string, rate sdk.Dec) (stop bool) {
-			exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(denom, rate))
+		q.IterateExchangeRates(ctx, func(denom string, exgRate sdk.Dec, _ time.Time) (stop bool) {
+			exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(denom, exgRate))
 			return false
 		})
 	}
@@ -85,7 +86,7 @@ func (q querier) ActiveExchangeRates(
 	ctx := sdk.UnwrapSDKContext(goCtx)
 
 	denoms := []string{}
-	q.IterateExchangeRates(ctx, func(denom string, _ sdk.Dec) (stop bool) {
+	q.IterateExchangeRates(ctx, func(denom string, _ sdk.Dec, _ time.Time) (stop bool) {
 		denoms = append(denoms, denom)
 		return false
 	})

x/oracle/keeper/grpc_query_test.go

@@ -193,8 +193,13 @@ func (s *IntegrationTestSuite) TestQuerier_AggregatePrevotesAppendVotes() {
 }
 
 func (s *IntegrationTestSuite) TestQuerier_AggregateVotesAppendVotes() {
+	exgRateTuples := types.ExchangeRateTuples{}
+
+	for _, er := range types.DefaultGenesisState().ExchangeRates {
+		exgRateTuples = append(exgRateTuples, types.ExchangeRateTuple{Denom: er.Denom, ExchangeRate: er.Rate})
+	}
 	s.app.OracleKeeper.SetAggregateExchangeRateVote(s.ctx, valAddr, types.NewAggregateExchangeRateVote(
-		types.DefaultGenesisState().ExchangeRates,
+		exgRateTuples,
 		valAddr,
 	))
 

x/oracle/keeper/keeper.go

@@ -2,6 +2,7 @@ package keeper
 
 import (
 	"fmt"
+	"time"
 
 	"github.com/cosmos/cosmos-sdk/codec"
 	storetypes "github.com/cosmos/cosmos-sdk/store/types"
@@ -110,39 +111,45 @@ func (k Keeper) GetExchangeRateBase(ctx sdk.Context, denom string) (sdk.Dec, err
 	return exchangeRate.Rate.Quo(powerReduction), nil
 }
 
-// SetExchangeRate sets the consensus exchange rate of USD denominated in the
-// denom asset to the store.
-func (k Keeper) SetExchangeRate(ctx sdk.Context, denom string, rate sdk.Dec) {
+// SetExchangeRateWithTimestamp sets the consensus exchange rate of USD denominated in the
+// denom asset to the store with a timestamp specified instead of using ctx
+func (k Keeper) SetExchangeRateWithTimestamp(ctx sdk.Context, denom string, rate sdk.Dec, t time.Time) {
 	key := types.KeyExchangeRate(denom)
-	val := types.ExchangeRate{Rate: rate, Timestamp: ctx.BlockTime()}
-	err := store.SetValue(ctx.KVStore(k.storeKey), key, &val, "exchange_rate")
+	val := types.ExchangeRate{Rate: rate, Timestamp: t}
+	err := store.SetValue[*types.ExchangeRate](ctx.KVStore(k.storeKey), key, &val, "exchange_rate")
 	util.Panic(err)
 }
 
+// SetExchangeRate sets the consensus exchange rate of USD denominated in the
+// denom asset to the store using timestamp from ctx
+func (k Keeper) SetExchangeRate(ctx sdk.Context, denom string, rate sdk.Dec) {
+	k.SetExchangeRateWithTimestamp(ctx, denom, rate, ctx.BlockTime())
+}
+
 // SetExchangeRateWithEvent sets an consensus
 // exchange rate to the store with ABCI event
-func (k Keeper) SetExchangeRateWithEvent(ctx sdk.Context, denom string, exchangeRate sdk.Dec) {
-	k.SetExchangeRate(ctx, denom, exchangeRate)
+func (k Keeper) SetExchangeRateWithEvent(ctx sdk.Context, denom string, rate sdk.Dec) {
+	k.SetExchangeRateWithTimestamp(ctx, denom, rate, ctx.BlockTime())
 	sdkutil.Emit(&ctx, &types.EventSetFxRate{
-		Denom: denom, Rate: exchangeRate,
+		Denom: denom, Rate: rate,
 	})
 }
 
 // IterateExchangeRates iterates over all USD rates in the store.
 // TODO: handler should use ExchangeRate type rather than Dec
-func (k Keeper) IterateExchangeRates(ctx sdk.Context, handler func(string, sdk.Dec) bool) {
+func (k Keeper) IterateExchangeRates(ctx sdk.Context, handler func(string, sdk.Dec, time.Time) bool) {
 	store := ctx.KVStore(k.storeKey)
 	iter := sdk.KVStorePrefixIterator(store, types.KeyPrefixExchangeRate)
 	defer iter.Close()
 	prefixLen := len(types.KeyPrefixExchangeRate)
-
 	for ; iter.Valid(); iter.Next() {
 		key := iter.Key()
 		denom := string(key[prefixLen : len(key)-1]) // -1 to remove the null suffix
-		var er types.ExchangeRate
-		k.cdc.MustUnmarshal(iter.Value(), &er)
+		var exgRate types.ExchangeRate
+		err := exgRate.Unmarshal(iter.Value())
+		util.Panic(err)
 
-		if handler(denom, er.Rate) {
+		if handler(denom, exgRate.Rate, exgRate.Timestamp) {
 			break
 		}
 	}

x/oracle/keeper/keeper_test.go

@@ -234,7 +234,7 @@ func (s *IntegrationTestSuite) TestGetExchangeRate_Valid() {
 	s.Require().NoError(err)
 	s.Require().Equal(rate, expected)
 
-	s.app.OracleKeeper.SetExchangeRate(s.ctx, strings.ToLower(displayDenom), sdk.OneDec())
+	s.app.OracleKeeper.SetExchangeRate(s.ctx, displayDenom, sdk.OneDec())
 	rate, err = s.app.OracleKeeper.GetExchangeRate(s.ctx, displayDenom)
 	s.Require().NoError(err)
 	s.Require().Equal(rate, expected)

x/oracle/keeper/msg_server_test.go

@@ -98,7 +98,7 @@ func (s *IntegrationTestSuite) TestMsgServer_AggregateExchangeRateVote() {
 	acceptList := s.app.OracleKeeper.GetParams(ctx).AcceptList
 	var acceptListFlat []string
 	for _, v := range acceptList {
-		acceptListFlat = append(acceptListFlat, v.SymbolDenom)
+		acceptListFlat = append(acceptListFlat, strings.ToUpper(v.SymbolDenom))
 	}
 
 	// No existing prevote
@@ -122,7 +122,7 @@ func (s *IntegrationTestSuite) TestMsgServer_AggregateExchangeRateVote() {
 	vote, err := s.app.OracleKeeper.GetAggregateExchangeRateVote(ctx, valAddr)
 	s.Require().Nil(err)
 	for _, v := range vote.ExchangeRateTuples {
-		s.Require().Contains(acceptListFlat, strings.ToLower(v.Denom))
+		s.Require().Contains(acceptListFlat, v.Denom)
 	}
 
 	// Valid, but with an exchange rate which isn't in AcceptList
@@ -132,12 +132,13 @@ func (s *IntegrationTestSuite) TestMsgServer_AggregateExchangeRateVote() {
 		types.NewAggregateExchangeRatePrevote(
 			hashInvalidRate, valAddr, 1,
 		))
+
 	_, err = s.msgServer.AggregateExchangeRateVote(sdk.WrapSDKContext(ctx), voteMsgInvalidRate)
 	s.Require().NoError(err)
 	vote, err = s.app.OracleKeeper.GetAggregateExchangeRateVote(ctx, valAddr)
 	s.Require().NoError(err)
 	for _, v := range vote.ExchangeRateTuples {
-		s.Require().Contains(acceptListFlat, strings.ToLower(v.Denom))
+		s.Require().Contains(acceptListFlat, v.Denom)
 	}
 }
 

x/oracle/types/asset.go

@@ -7,17 +7,17 @@ import (
 )
 
 const (
-	UmeeDenom       string = appparams.BondDenom
-	UmeeSymbol      string = "umee"
-	UmeeExponent           = uint32(6)
-	USDDenom        string = "USD"
-	BlocksPerMinute        = uint64(10)
-	BlocksPerHour          = BlocksPerMinute * 60
-	BlocksPerDay           = BlocksPerHour * 24
-	BlocksPerWeek          = BlocksPerDay * 7
-	BlocksPerMonth         = BlocksPerDay * 30
-	BlocksPerYear          = BlocksPerDay * 365
-	MicroUnit              = int64(1e6)
+	UmeeDenom       = appparams.BondDenom
+	UmeeSymbol      = "umee"
+	UmeeExponent    = uint32(6)
+	USDDenom        = "USD"
+	BlocksPerMinute = uint64(10)
+	BlocksPerHour   = BlocksPerMinute * 60
+	BlocksPerDay    = BlocksPerHour * 24
+	BlocksPerWeek   = BlocksPerDay * 7
+	BlocksPerMonth  = BlocksPerDay * 30
+	BlocksPerYear   = BlocksPerDay * 365
+	MicroUnit       = int64(1e6)
 )
 
 type (

x/oracle/types/exchange_rates.go

@@ -0,0 +1,49 @@
+package types
+
+import (
+	"encoding/json"
+	time "time"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+)
+
+// NewDenomExchangeRate creates a DenomExchangeRate instance
+func NewDenomExchangeRate(denom string, exchangeRate sdk.Dec, t time.Time) DenomExchangeRate {
+	return DenomExchangeRate{
+		Denom:     denom,
+		Rate:      exchangeRate,
+		Timestamp: t,
+	}
+}
+
+func (v DenomExchangeRate) String() string {
+	bz, _ := json.Marshal(v)
+	return string(bz)
+}
+
+// ExchangeRate is type for storing rate and timestamp of denom into store without denom.
+type ExchangeRate struct {
+	Rate      sdk.Dec   `json:"rate"`
+	Timestamp time.Time `json:"timestamp"`
+}
+
+// Marshal implements store.Marshalable.
+func (d *ExchangeRate) Marshal() ([]byte, error) {
+	return json.Marshal(d)
+}
+
+func (d *ExchangeRate) String() string {
+	out, _ := json.Marshal(d)
+	return string(out)
+}
+
+// MarshalTo implements store.Marshalable.
+func (ExchangeRate) MarshalTo(_ []byte) (int, error) {
+	panic("unimplemented")
+}
+
+// Unmarshal implements store.Marshalable.
+func (d *ExchangeRate) Unmarshal(data []byte) error {
+	err := json.Unmarshal(data, d)
+	return err
+}