Implement get_aggregate_price (#1313)

Fix #1129
This commit is contained in:
cyan317
2024-04-03 13:26:56 +01:00
committed by GitHub
parent 285dd008de
commit 36a790d666
8 changed files with 1878 additions and 9 deletions

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@@ -26,6 +26,7 @@ target_sources(
handlers/BookOffers.cpp
handlers/DepositAuthorized.cpp
handlers/GatewayBalances.cpp
handlers/GetAggregatePrice.cpp
handlers/Ledger.cpp
handlers/LedgerData.cpp
handlers/LedgerEntry.cpp

View File

@@ -37,6 +37,7 @@
#include "rpc/handlers/BookOffers.hpp"
#include "rpc/handlers/DepositAuthorized.hpp"
#include "rpc/handlers/GatewayBalances.hpp"
#include "rpc/handlers/GetAggregatePrice.hpp"
#include "rpc/handlers/Ledger.hpp"
#include "rpc/handlers/LedgerData.hpp"
#include "rpc/handlers/LedgerEntry.hpp"
@@ -85,6 +86,7 @@ ProductionHandlerProvider::ProductionHandlerProvider(
{"book_offers", {BookOffersHandler{backend}}},
{"deposit_authorized", {DepositAuthorizedHandler{backend}}},
{"gateway_balances", {GatewayBalancesHandler{backend}}},
{"get_aggregate_price", {GetAggregatePriceHandler{backend}}},
{"ledger", {LedgerHandler{backend}}},
{"ledger_data", {LedgerDataHandler{backend}}},
{"ledger_entry", {LedgerEntryHandler{backend}}},

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@@ -0,0 +1,310 @@
//------------------------------------------------------------------------------
/*
This file is part of clio: https://github.com/XRPLF/clio
Copyright (c) 2024, the clio developers.
Permission to use, copy, modify, and distribute this software for any
purpose with or without fee is hereby granted, provided that the above
copyright notice and this permission notice appear in all copies.
THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/
//==============================================================================
#include "rpc/handlers/GetAggregatePrice.hpp"
#include "rpc/Errors.hpp"
#include "rpc/JS.hpp"
#include "rpc/RPCHelpers.hpp"
#include "rpc/common/Types.hpp"
#include <boost/asio/spawn.hpp>
#include <boost/bimap.hpp>
#include <boost/bimap/bimap.hpp>
#include <boost/bimap/multiset_of.hpp>
#include <boost/json/conversion.hpp>
#include <boost/json/object.hpp>
#include <boost/json/value.hpp>
#include <boost/json/value_to.hpp>
#include <ripple/basics/Number.h>
#include <ripple/basics/base_uint.h>
#include <ripple/protocol/AccountID.h>
#include <ripple/protocol/ErrorCodes.h>
#include <ripple/protocol/Indexes.h>
#include <ripple/protocol/Issue.h>
#include <ripple/protocol/LedgerFormats.h>
#include <ripple/protocol/LedgerHeader.h>
#include <ripple/protocol/SField.h>
#include <ripple/protocol/STAmount.h>
#include <ripple/protocol/STLedgerEntry.h>
#include <ripple/protocol/STObject.h>
#include <ripple/protocol/Serializer.h>
#include <ripple/protocol/jss.h>
#include <ripple/protocol/tokens.h>
#include <cstdint>
#include <functional>
#include <iterator>
#include <numeric>
#include <optional>
#include <string>
#include <variant>
namespace rpc {
GetAggregatePriceHandler::Result
GetAggregatePriceHandler::process(GetAggregatePriceHandler::Input input, Context const& ctx) const
{
auto const range = sharedPtrBackend_->fetchLedgerRange();
auto const lgrInfoOrStatus = getLedgerInfoFromHashOrSeq(
*sharedPtrBackend_, ctx.yield, input.ledgerHash, input.ledgerIndex, range->maxSequence
);
if (auto const status = std::get_if<Status>(&lgrInfoOrStatus))
return Error{*status};
auto const lgrInfo = std::get<ripple::LedgerHeader>(lgrInfoOrStatus);
// sorted descending by lastUpdateTime, ascending by AssetPrice
using TimestampPricesBiMap = boost::bimaps::bimap<
boost::bimaps::multiset_of<std::uint32_t, std::greater<std::uint32_t>>,
boost::bimaps::multiset_of<ripple::STAmount>>;
TimestampPricesBiMap timestampPricesBiMap;
for (auto const& oracle : input.oracles) {
auto const oracleIndex = ripple::keylet::oracle(oracle.account, oracle.documentId).key;
auto const oracleObject = sharedPtrBackend_->fetchLedgerObject(oracleIndex, lgrInfo.seq, ctx.yield);
if (not oracleObject)
continue;
ripple::STLedgerEntry const oracleSle{
ripple::SerialIter{oracleObject->data(), oracleObject->size()}, oracleIndex
};
tracebackOracleObject(ctx.yield, oracleSle, [&](auto const& node) {
auto const& series = node.getFieldArray(ripple::sfPriceDataSeries);
// Find the token pair entry with the price
if (auto const iter = std::find_if(
series.begin(),
series.end(),
[&](ripple::STObject const& o) -> bool {
return o.getFieldCurrency(ripple::sfBaseAsset).getText() == input.baseAsset and
o.getFieldCurrency(ripple::sfQuoteAsset).getText() == input.quoteAsset and
o.isFieldPresent(ripple::sfAssetPrice);
}
);
iter != series.end()) {
auto const price = iter->getFieldU64(ripple::sfAssetPrice);
// Asset price is after scale, so we need to get the negative of the scale
auto const scale =
iter->isFieldPresent(ripple::sfScale) ? -static_cast<int>(iter->getFieldU8(ripple::sfScale)) : 0;
timestampPricesBiMap.insert(TimestampPricesBiMap::value_type(
node.getFieldU32(ripple::sfLastUpdateTime), ripple::STAmount{ripple::noIssue(), price, scale}
));
return true;
}
return false;
});
}
if (timestampPricesBiMap.empty())
return Error{Status{ripple::rpcOBJECT_NOT_FOUND}};
auto const latestTime = timestampPricesBiMap.left.begin()->first;
Output out(latestTime, ripple::to_string(lgrInfo.hash), lgrInfo.seq);
if (input.timeThreshold) {
auto const oldestTime = timestampPricesBiMap.left.rbegin()->first;
auto const upperBound = latestTime > *input.timeThreshold ? (latestTime - *input.timeThreshold) : oldestTime;
if (upperBound > oldestTime) {
// Note : upperBound must not be greater than the latestTime, so timestampPricesBiMap can not be empty
timestampPricesBiMap.left.erase(
timestampPricesBiMap.left.upper_bound(upperBound), timestampPricesBiMap.left.end()
);
}
}
auto const getStats = [](TimestampPricesBiMap::right_const_iterator begin,
TimestampPricesBiMap::right_const_iterator end) -> Stats {
ripple::STAmount avg{ripple::noIssue(), 0, 0};
ripple::Number sd{0};
std::uint16_t const size = std::distance(begin, end);
avg = std::accumulate(begin, end, avg, [&](ripple::STAmount const& acc, auto const& it) {
return acc + it.first;
});
avg = divide(avg, ripple::STAmount{ripple::noIssue(), size, 0}, ripple::noIssue());
if (size > 1) {
sd = std::accumulate(begin, end, sd, [&](ripple::Number const& acc, auto const& it) {
return acc + (it.first - avg) * (it.first - avg);
});
sd = root2(sd / (size - 1));
}
return {avg, sd, size};
};
out.extireStats = getStats(timestampPricesBiMap.right.begin(), timestampPricesBiMap.right.end());
auto const itAdvance = [&](auto it, int distance) {
std::advance(it, distance);
return it;
};
// trim is [1,25], we can thin out the first and last trim% of the data
if (input.trim) {
auto const trimCount = timestampPricesBiMap.size() * (*input.trim) / 100;
out.trimStats = getStats(
itAdvance(timestampPricesBiMap.right.begin(), trimCount),
itAdvance(timestampPricesBiMap.right.end(), -trimCount)
);
}
auto const median = [&, size = out.extireStats.size]() {
auto const middle = size / 2;
if ((size % 2) == 0) {
static ripple::STAmount two{ripple::noIssue(), 2, 0};
auto it = itAdvance(timestampPricesBiMap.right.begin(), middle - 1);
auto const& a1 = it->first;
auto const& a2 = (++it)->first;
return divide(a1 + a2, two, ripple::noIssue());
}
return itAdvance(timestampPricesBiMap.right.begin(), middle)->first;
}();
out.median = median.getText();
return out;
}
void
GetAggregatePriceHandler::tracebackOracleObject(
boost::asio::yield_context yield,
ripple::STObject const& oracleObject,
std::function<bool(ripple::STObject const&)> const& callback
) const
{
static auto constexpr HISTORY_MAX = 3;
std::optional<ripple::STObject> optOracleObject = oracleObject;
std::optional<ripple::STObject> optCurrentObject = optOracleObject;
bool isNew = false;
bool noOracleFound = false;
auto history = 0;
while (true) {
// No oracle found in metadata
if (noOracleFound)
return;
// Found the price pair or this is a new object, exit early
if (callback(*optOracleObject) or isNew)
return;
if (++history > HISTORY_MAX)
return;
auto const prevTxIndex = optCurrentObject->getFieldH256(ripple::sfPreviousTxnID);
auto const prevTx = sharedPtrBackend_->fetchTransaction(prevTxIndex, yield);
if (not prevTx)
return;
noOracleFound = true;
auto const [_, meta] = deserializeTxPlusMeta(*prevTx);
for (ripple::STObject const& node : meta->getFieldArray(ripple::sfAffectedNodes)) {
if (node.getFieldU16(ripple::sfLedgerEntryType) != ripple::ltORACLE) {
continue;
}
noOracleFound = false;
optCurrentObject = node;
isNew = node.isFieldPresent(ripple::sfNewFields);
// if a meta is for the new and this is the first
// look-up then it's the meta for the tx that
// created the current object; i.e. there is no
// historical data
if (isNew and history == 1)
return;
optOracleObject = isNew ? dynamic_cast<ripple::STObject const&>(node.peekAtField(ripple::sfNewFields))
: dynamic_cast<ripple::STObject const&>(node.peekAtField(ripple::sfFinalFields));
break;
}
}
}
GetAggregatePriceHandler::Input
tag_invoke(boost::json::value_to_tag<GetAggregatePriceHandler::Input>, boost::json::value const& jv)
{
auto input = GetAggregatePriceHandler::Input{};
auto const& jsonObject = jv.as_object();
if (jsonObject.contains(JS(ledger_hash)))
input.ledgerHash = boost::json::value_to<std::string>(jv.at(JS(ledger_hash)));
if (jsonObject.contains(JS(ledger_index))) {
if (!jsonObject.at(JS(ledger_index)).is_string()) {
input.ledgerIndex = jv.at(JS(ledger_index)).as_int64();
} else if (jsonObject.at(JS(ledger_index)).as_string() != "validated") {
input.ledgerIndex = std::stoi(boost::json::value_to<std::string>(jv.at(JS(ledger_index))));
}
}
for (auto const& oracle : jsonObject.at(JS(oracles)).as_array()) {
input.oracles.push_back(GetAggregatePriceHandler::Oracle{
.documentId = boost::json::value_to<std::uint64_t>(oracle.as_object().at(JS(oracle_document_id))),
.account = *ripple::parseBase58<ripple::AccountID>(
boost::json::value_to<std::string>(oracle.as_object().at(JS(account)))
)
});
}
input.baseAsset = boost::json::value_to<std::string>(jv.at(JS(base_asset)));
input.quoteAsset = boost::json::value_to<std::string>(jv.at(JS(quote_asset)));
if (jsonObject.contains(JS(trim)))
input.trim = jv.at(JS(trim)).as_int64();
if (jsonObject.contains(JS(time_threshold)))
input.timeThreshold = jv.at(JS(time_threshold)).as_int64();
return input;
}
void
tag_invoke(boost::json::value_from_tag, boost::json::value& jv, GetAggregatePriceHandler::Output const& output)
{
jv = boost::json::object{
{JS(ledger_hash), output.ledgerHash},
{JS(ledger_index), output.ledgerIndex},
{JS(validated), output.validated},
{JS(time), output.time},
{JS(entire_set),
boost::json::object{
{JS(mean), output.extireStats.avg.getText()},
{JS(standard_deviation), ripple::to_string(output.extireStats.sd)},
{JS(size), output.extireStats.size}
}},
{JS(median), output.median}
};
if (output.trimStats) {
jv.as_object()[JS(trimmed_set)] = boost::json::object{
{JS(mean), output.trimStats->avg.getText()},
{JS(standard_deviation), ripple::to_string(output.trimStats->sd)},
{JS(size), output.trimStats->size}
};
}
}
} // namespace rpc

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@@ -0,0 +1,221 @@
//------------------------------------------------------------------------------
/*
This file is part of clio: https://github.com/XRPLF/clio
Copyright (c) 2024, the clio developers.
Permission to use, copy, modify, and distribute this software for any
purpose with or without fee is hereby granted, provided that the above
copyright notice and this permission notice appear in all copies.
THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/
//==============================================================================
#pragma once
#include "data/BackendInterface.hpp"
#include "rpc/Errors.hpp"
#include "rpc/JS.hpp"
#include "rpc/common/Specs.hpp"
#include "rpc/common/Types.hpp"
#include "rpc/common/Validators.hpp"
#include <boost/asio/spawn.hpp>
#include <boost/json/array.hpp>
#include <boost/json/conversion.hpp>
#include <ripple/basics/Number.h>
#include <ripple/protocol/AccountID.h>
#include <ripple/protocol/ErrorCodes.h>
#include <ripple/protocol/STAmount.h>
#include <ripple/protocol/STObject.h>
#include <ripple/protocol/jss.h>
#include <cstdint>
#include <functional>
#include <memory>
#include <optional>
#include <string>
#include <string_view>
#include <utility>
#include <vector>
namespace rpc {
/**
*@brief The get_aggregate_price method.
*/
class GetAggregatePriceHandler {
std::shared_ptr<BackendInterface> sharedPtrBackend_;
public:
/**
* @brief A struct to hold the statistics
*/
struct Stats {
ripple::STAmount avg;
ripple::Number sd; // standard deviation
uint32_t size{0};
};
/**
* @brief A struct to hold the output data of the command
*/
struct Output {
uint32_t time;
Stats extireStats;
std::optional<Stats> trimStats;
std::string ledgerHash;
uint32_t ledgerIndex;
std::string median;
bool validated = true;
/**
* @brief Construct a new Output object
* @param time The time of the latest oracle data
* @param ledgerHash The hash of the ledger
* @param ledgerIndex The index of the ledger
*/
Output(uint32_t time, std::string ledgerHash, uint32_t ledgerIndex)
: time(time), ledgerHash(std::move(ledgerHash)), ledgerIndex(ledgerIndex)
{
}
};
/**
* @brief A struct to hold the input oracle data
*/
struct Oracle {
std::uint32_t documentId{0};
ripple::AccountID account;
};
/**
* @brief A struct to hold the input data for the command
*/
struct Input {
std::optional<std::string> ledgerHash;
std::optional<std::uint32_t> ledgerIndex;
std::vector<Oracle> oracles; // valid range is 1-200
std::string baseAsset;
std::string quoteAsset;
std::optional<std::uint32_t> timeThreshold;
std::optional<std::uint8_t> trim; // valid range is 1-25
};
using Result = HandlerReturnType<Output>;
/**
* @brief Construct a new GetAggregatePrice handler object
*
* @param sharedPtrBackend The backend to use
*/
GetAggregatePriceHandler(std::shared_ptr<BackendInterface> const& sharedPtrBackend)
: sharedPtrBackend_(sharedPtrBackend)
{
}
/**
* @brief Returns the API specification for the command
*
* @param apiVersion The api version to return the spec for
* @return The spec for the given apiVersion
*/
static RpcSpecConstRef
spec([[maybe_unused]] uint32_t apiVersion)
{
static auto constexpr ORACLES_MAX = 200;
static auto const oraclesValidator =
validation::CustomValidator{[](boost::json::value const& value, std::string_view) -> MaybeError {
if (!value.is_array() or value.as_array().empty() or value.as_array().size() > ORACLES_MAX)
return Error{Status{RippledError::rpcORACLE_MALFORMED}};
for (auto oracle : value.as_array()) {
if (!oracle.is_object() or !oracle.as_object().contains(JS(oracle_document_id)) or
!oracle.as_object().contains(JS(account)))
return Error{Status{RippledError::rpcORACLE_MALFORMED}};
auto maybeError =
validation::Type<std::uint32_t>{}.verify(oracle.as_object(), JS(oracle_document_id));
if (!maybeError)
return maybeError;
maybeError = validation::AccountBase58Validator.verify(oracle.as_object(), JS(account));
if (!maybeError)
return Error{Status{RippledError::rpcINVALID_PARAMS}};
};
return MaybeError{};
}};
static auto const rpcSpec = RpcSpec{
{JS(ledger_hash), validation::Uint256HexStringValidator},
{JS(ledger_index), validation::LedgerIndexValidator},
// note: Rippled's base_asset and quote_asset can be non-string. It will eventually return
// "rpcOBJECT_NOT_FOUND". Clio will return "rpcINVALID_PARAMS" if the base_asset or quote_asset is not a
// string. User can clearly know there is a mistake in the input.
{JS(base_asset), validation::Required{}, validation::Type<std::string>{}},
{JS(quote_asset), validation::Required{}, validation::Type<std::string>{}},
{JS(oracles), validation::Required{}, oraclesValidator},
// note: Unlike `rippled`, Clio only supports UInt as input, no string, no `null`, etc.
{JS(time_threshold), validation::Type<std::uint32_t>{}},
{
JS(trim),
validation::Type<std::uint8_t>{},
validation::Between<std::uint8_t>{1, 25},
}
};
return rpcSpec;
}
/**
* @brief Process the GetAggregatePrice command
*
* @param input The input data for the command
* @param ctx The context of the request
* @return The result of the operation
*/
Result
process(Input input, Context const& ctx) const;
private:
/**
* @brief Calls callback on the oracle ledger entry
If the oracle entry does not contains the price pair, search up to three previous metadata objects. Stops early if
the callback returns true.
*/
void
tracebackOracleObject(
boost::asio::yield_context yield,
ripple::STObject const& oracleObject,
std::function<bool(ripple::STObject const&)> const& callback
) const;
/**
* @brief Convert the Output to a JSON object
*
* @param [out] jv The JSON object to convert to
* @param output The output to convert
*/
friend void
tag_invoke(boost::json::value_from_tag, boost::json::value& jv, Output const& output);
/**
* @brief Convert a JSON object to Input type
*
* @param jv The JSON object to convert
* @return Input parsed from the JSON object
*/
friend Input
tag_invoke(boost::json::value_to_tag<Input>, boost::json::value const& jv);
};
} // namespace rpc

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@@ -61,12 +61,12 @@ target_sources(
rpc/handlers/AccountOffersTests.cpp
rpc/handlers/AccountTxTests.cpp
rpc/handlers/AMMInfoTests.cpp
# Backend
rpc/handlers/BookChangesTests.cpp
rpc/handlers/BookOffersTests.cpp
rpc/handlers/DefaultProcessorTests.cpp
rpc/handlers/DepositAuthorizedTests.cpp
rpc/handlers/GatewayBalancesTests.cpp
rpc/handlers/GetAggregatePriceTests.cpp
rpc/handlers/LedgerDataTests.cpp
rpc/handlers/LedgerEntryTests.cpp
rpc/handlers/LedgerRangeTests.cpp

File diff suppressed because it is too large Load Diff

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@@ -823,6 +823,59 @@ CreateCreateNFTOfferTxWithMetadata(
return ret;
}
data::TransactionAndMetadata
CreateOracleSetTxWithMetadata(
std::string_view accountId,
uint32_t seq,
uint32_t fee,
uint32_t docId,
std::uint32_t lastUpdateTime,
ripple::STArray priceDataSeries,
std::string_view oracleIndex,
bool created,
std::string_view previousTxnId
)
{
// tx
ripple::STObject tx(ripple::sfTransaction);
tx.setFieldU16(ripple::sfTransactionType, ripple::ttORACLE_SET);
auto account = ripple::parseBase58<ripple::AccountID>(std::string(accountId));
tx.setAccountID(ripple::sfAccount, account.value());
auto amount = ripple::STAmount(fee, false);
tx.setFieldAmount(ripple::sfFee, amount);
tx.setFieldU32(ripple::sfLastUpdateTime, lastUpdateTime);
tx.setFieldU32(ripple::sfOracleDocumentID, docId);
tx.setFieldU32(ripple::sfSequence, seq);
char const* key = "test";
ripple::Slice const slice(key, 4);
tx.setFieldVL(ripple::sfSigningPubKey, slice);
tx.setFieldArray(ripple::sfPriceDataSeries, priceDataSeries);
// meta
ripple::STObject metaObj(ripple::sfTransactionMetaData);
ripple::STArray metaArray{1};
ripple::STObject node(created ? ripple::sfCreatedNode : ripple::sfModifiedNode);
node.setFieldU16(ripple::sfLedgerEntryType, ripple::ltORACLE);
node.setFieldH256(ripple::sfLedgerIndex, ripple::uint256{oracleIndex});
node.setFieldH256(ripple::sfPreviousTxnID, ripple::uint256{previousTxnId});
ripple::STObject fields(created ? ripple::sfNewFields : ripple::sfFinalFields);
fields.setFieldU32(ripple::sfOracleDocumentID, docId);
fields.setFieldU32(ripple::sfLastUpdateTime, lastUpdateTime);
fields.setFieldArray(ripple::sfPriceDataSeries, priceDataSeries);
node.emplace_back(std::move(fields));
metaArray.push_back(node);
metaObj.setFieldArray(ripple::sfAffectedNodes, metaArray);
metaObj.setFieldU8(ripple::sfTransactionResult, ripple::tesSUCCESS);
metaObj.setFieldU32(ripple::sfTransactionIndex, 0);
data::TransactionAndMetadata ret;
ret.transaction = tx.getSerializer().peekData();
ret.metadata = metaObj.getSerializer().peekData();
return ret;
}
ripple::STObject
CreateAmendmentsObject(std::vector<ripple::uint256> const& enabledAmendments)
{
@@ -1046,14 +1099,7 @@ CreateOraclePriceData(
ripple::STArray
CreatePriceDataSeries(std::vector<ripple::STObject> const& series)
{
auto priceDataSeries = ripple::STArray{series.size()};
for (auto& data : series) {
auto serializer = data.getSerializer();
priceDataSeries.add(serializer);
}
return priceDataSeries;
return ripple::STArray{series.begin(), series.end()};
}
ripple::STObject

View File

@@ -407,3 +407,16 @@ CreateOracleObject(
ripple::uint256 previousTxId,
ripple::STArray priceDataSeries
);
[[nodiscard]] data::TransactionAndMetadata
CreateOracleSetTxWithMetadata(
std::string_view accountId,
uint32_t seq,
uint32_t fee,
uint32_t docId,
std::uint32_t lastUpdateTime,
ripple::STArray priceDataSeries,
std::string_view oracleIndex,
bool created,
std::string_view previousTxnId
);