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Price Oracle (XLS-47d): (#4789) (#4789)

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Implement native support for Price Oracles.

 A Price Oracle is used to bring real-world data, such as market prices,
 onto the blockchain, enabling dApps to access and utilize information
 that resides outside the blockchain.

 Add Price Oracle functionality:
 - OracleSet: create or update the Oracle object
 - OracleDelete: delete the Oracle object

 To support this functionality add:
 - New RPC method, `get_aggregate_price`, to calculate aggregate price for a token pair of the specified oracles
 - `ltOracle` object

 The `ltOracle` object maintains:
 - Oracle Owner's account
 - Oracle's metadata
 - Up to ten token pairs with the scaled price
 - The last update time the token pairs were updated

 Add Oracle unit-tests
This commit is contained in:
Gregory Tsipenyuk
2024-02-26 06:28:26 -05:00
committed by GitHub
parent d7d15a922a
commit e718378bdb
40 changed files with 2865 additions and 7 deletions
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698
src/test/app/Oracle_test.cpp Normal file
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//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2023 Ripple Labs Inc.
Permission to use, copy, modify, and/or 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 <ripple/protocol/jss.h>
#include <test/jtx/Oracle.h>
namespace ripple {
namespace test {
namespace jtx {
namespace oracle {
struct Oracle_test : public beast::unit_test::suite
{
private:
// Helper function that returns the owner count of an account root.
static std::uint32_t
ownerCount(jtx::Env const& env, jtx::Account const& acct)
{
std::uint32_t ret{0};
if (auto const sleAcct = env.le(acct))
ret = sleAcct->at(sfOwnerCount);
return ret;
}
void
testInvalidSet()
{
testcase("Invalid Set");
using namespace jtx;
Account const owner("owner");
{
// Invalid account
Env env(*this);
Account const bad("bad");
env.memoize(bad);
Oracle oracle(
env, {.owner = bad, .seq = seq(1), .err = ter(terNO_ACCOUNT)});
}
// Insufficient reserve
{
Env env(*this);
env.fund(env.current()->fees().accountReserve(0), owner);
Oracle oracle(
env, {.owner = owner, .err = ter(tecINSUFFICIENT_RESERVE)});
}
// Insufficient reserve if the data series extends to greater than 5
{
Env env(*this);
env.fund(
env.current()->fees().accountReserve(1) +
env.current()->fees().base * 2,
owner);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
oracle.set(UpdateArg{
.series =
{
{"XRP", "EUR", 740, 1},
{"XRP", "GBP", 740, 1},
{"XRP", "CNY", 740, 1},
{"XRP", "CAD", 740, 1},
{"XRP", "AUD", 740, 1},
},
.err = ter(tecINSUFFICIENT_RESERVE)});
}
{
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner}, false);
// Invalid flag
oracle.set(
CreateArg{.flags = tfSellNFToken, .err = ter(temINVALID_FLAG)});
// Duplicate token pair
oracle.set(CreateArg{
.series = {{"XRP", "USD", 740, 1}, {"XRP", "USD", 750, 1}},
.err = ter(temMALFORMED)});
// Price is not included
oracle.set(CreateArg{
.series =
{{"XRP", "USD", 740, 1}, {"XRP", "EUR", std::nullopt, 1}},
.err = ter(temMALFORMED)});
// Token pair is in update and delete
oracle.set(CreateArg{
.series =
{{"XRP", "USD", 740, 1}, {"XRP", "USD", std::nullopt, 1}},
.err = ter(temMALFORMED)});
// Token pair is in add and delete
oracle.set(CreateArg{
.series =
{{"XRP", "EUR", 740, 1}, {"XRP", "EUR", std::nullopt, 1}},
.err = ter(temMALFORMED)});
// Array of token pair is 0 or exceeds 10
oracle.set(CreateArg{
.series =
{{"XRP", "US1", 740, 1},
{"XRP", "US2", 750, 1},
{"XRP", "US3", 740, 1},
{"XRP", "US4", 750, 1},
{"XRP", "US5", 740, 1},
{"XRP", "US6", 750, 1},
{"XRP", "US7", 740, 1},
{"XRP", "US8", 750, 1},
{"XRP", "US9", 740, 1},
{"XRP", "U10", 750, 1},
{"XRP", "U11", 740, 1}},
.err = ter(temARRAY_TOO_LARGE)});
oracle.set(CreateArg{.series = {}, .err = ter(temARRAY_EMPTY)});
}
// Array of token pair exceeds 10 after update
{
Env env{*this};
env.fund(XRP(1'000), owner);
Oracle oracle(
env,
CreateArg{
.owner = owner, .series = {{{"XRP", "USD", 740, 1}}}});
oracle.set(UpdateArg{
.series =
{
{"XRP", "US1", 740, 1},
{"XRP", "US2", 750, 1},
{"XRP", "US3", 740, 1},
{"XRP", "US4", 750, 1},
{"XRP", "US5", 740, 1},
{"XRP", "US6", 750, 1},
{"XRP", "US7", 740, 1},
{"XRP", "US8", 750, 1},
{"XRP", "US9", 740, 1},
{"XRP", "U10", 750, 1},
},
.err = ter(tecARRAY_TOO_LARGE)});
}
{
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner}, false);
// Symbol class or provider not included on create
oracle.set(CreateArg{
.assetClass = std::nullopt,
.provider = "provider",
.err = ter(temMALFORMED)});
oracle.set(CreateArg{
.assetClass = "currency",
.provider = std::nullopt,
.uri = "URI",
.err = ter(temMALFORMED)});
// Symbol class or provider are included on update
// and don't match the current values
oracle.set(CreateArg{});
BEAST_EXPECT(oracle.exists());
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.provider = "provider1",
.err = ter(temMALFORMED)});
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.assetClass = "currency1",
.err = ter(temMALFORMED)});
}
{
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner}, false);
// Fields too long
// Symbol class
std::string assetClass(17, '0');
oracle.set(
CreateArg{.assetClass = assetClass, .err = ter(temMALFORMED)});
// provider
std::string const large(257, '0');
oracle.set(CreateArg{.provider = large, .err = ter(temMALFORMED)});
// URI
oracle.set(CreateArg{.uri = large, .err = ter(temMALFORMED)});
}
{
// Different owner creates a new object and fails because
// of missing fields currency/provider
Env env(*this);
Account const some("some");
env.fund(XRP(1'000), owner);
env.fund(XRP(1'000), some);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
oracle.set(UpdateArg{
.owner = some,
.series = {{"XRP", "USD", 740, 1}},
.err = ter(temMALFORMED)});
}
{
// Invalid update time
using namespace std::chrono;
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
env.close(seconds(400));
// Less than the last close time - 300s
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.lastUpdateTime = testStartTime.count() + 400 - 301,
.err = ter(tecINVALID_UPDATE_TIME)});
// Greater than last close time + 300s
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.lastUpdateTime = testStartTime.count() + 400 + 301,
.err = ter(tecINVALID_UPDATE_TIME)});
oracle.set(UpdateArg{.series = {{"XRP", "USD", 740, 1}}});
BEAST_EXPECT(
oracle.expectLastUpdateTime(testStartTime.count() + 450));
// Less than the previous lastUpdateTime
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.lastUpdateTime = testStartTime.count() + 449,
.err = ter(tecINVALID_UPDATE_TIME)});
}
{
// delete token pair that doesn't exist
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
oracle.set(UpdateArg{
.series = {{"XRP", "EUR", std::nullopt, std::nullopt}},
.err = ter(tecTOKEN_PAIR_NOT_FOUND)});
// delete all token pairs
oracle.set(UpdateArg{
.series = {{"XRP", "USD", std::nullopt, std::nullopt}},
.err = ter(tecARRAY_EMPTY)});
}
{
// same BaseAsset and QuoteAsset
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(
env,
{.owner = owner,
.series = {{"USD", "USD", 740, 1}},
.err = ter(temMALFORMED)});
}
{
// Scale is greater than maxPriceScale
Env env(*this);
env.fund(XRP(1'000), owner);
Oracle oracle(
env,
{.owner = owner,
.series = {{"USD", "BTC", 740, maxPriceScale + 1}},
.err = ter(temMALFORMED)});
}
}
void
testCreate()
{
testcase("Create");
using namespace jtx;
Account const owner("owner");
auto test = [&](Env& env, DataSeries const& series, std::uint16_t adj) {
env.fund(XRP(1'000), owner);
auto const count = ownerCount(env, owner);
Oracle oracle(env, {.owner = owner, .series = series});
BEAST_EXPECT(oracle.exists());
BEAST_EXPECT(ownerCount(env, owner) == (count + adj));
BEAST_EXPECT(oracle.expectLastUpdateTime(946694810));
};
{
// owner count is adjusted by 1
Env env(*this);
test(env, {{"XRP", "USD", 740, 1}}, 1);
}
{
// owner count is adjusted by 2
Env env(*this);
test(
env,
{{"XRP", "USD", 740, 1},
{"BTC", "USD", 740, 1},
{"ETH", "USD", 740, 1},
{"CAN", "USD", 740, 1},
{"YAN", "USD", 740, 1},
{"GBP", "USD", 740, 1}},
2);
}
{
// Different owner creates a new object
Env env(*this);
Account const some("some");
env.fund(XRP(1'000), owner);
env.fund(XRP(1'000), some);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
oracle.set(CreateArg{
.owner = some, .series = {{"912810RR9", "USD", 740, 1}}});
BEAST_EXPECT(Oracle::exists(env, some, oracle.documentID()));
}
}
void
testInvalidDelete()
{
testcase("Invalid Delete");
using namespace jtx;
Env env(*this);
Account const owner("owner");
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
{
// Invalid account
Account const bad("bad");
env.memoize(bad);
oracle.remove(
{.owner = bad, .seq = seq(1), .err = ter(terNO_ACCOUNT)});
}
// Invalid Sequence
oracle.remove({.documentID = 2, .err = ter(tecNO_ENTRY)});
// Invalid owner
Account const invalid("invalid");
env.fund(XRP(1'000), invalid);
oracle.remove({.owner = invalid, .err = ter(tecNO_ENTRY)});
}
void
testDelete()
{
testcase("Delete");
using namespace jtx;
Account const owner("owner");
auto test = [&](Env& env, DataSeries const& series, std::uint16_t adj) {
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner, .series = series});
auto const count = ownerCount(env, owner);
BEAST_EXPECT(oracle.exists());
oracle.remove({});
BEAST_EXPECT(!oracle.exists());
BEAST_EXPECT(ownerCount(env, owner) == (count - adj));
};
{
// owner count is adjusted by 1
Env env(*this);
test(env, {{"XRP", "USD", 740, 1}}, 1);
}
{
// owner count is adjusted by 2
Env env(*this);
test(
env,
{
{"XRP", "USD", 740, 1},
{"BTC", "USD", 740, 1},
{"ETH", "USD", 740, 1},
{"CAN", "USD", 740, 1},
{"YAN", "USD", 740, 1},
{"GBP", "USD", 740, 1},
},
2);
}
{
// deleting the account deletes the oracles
Env env(*this);
auto const alice = Account("alice");
auto const acctDelFee{drops(env.current()->fees().increment)};
env.fund(XRP(1'000), owner);
env.fund(XRP(1'000), alice);
Oracle oracle(
env, {.owner = owner, .series = {{"XRP", "USD", 740, 1}}});
Oracle oracle1(
env,
{.owner = owner,
.documentID = 2,
.series = {{"XRP", "EUR", 740, 1}}});
BEAST_EXPECT(ownerCount(env, owner) == 2);
BEAST_EXPECT(oracle.exists());
BEAST_EXPECT(oracle1.exists());
auto const index = env.closed()->seq();
auto const hash = env.closed()->info().hash;
for (int i = 0; i < 256; ++i)
env.close();
env(acctdelete(owner, alice), fee(acctDelFee));
env.close();
BEAST_EXPECT(!oracle.exists());
BEAST_EXPECT(!oracle1.exists());
// can still get the oracles via the ledger index or hash
auto verifyLedgerData = [&](auto const& field, auto const& value) {
Json::Value jvParams;
jvParams[field] = value;
jvParams[jss::binary] = false;
jvParams[jss::type] = jss::oracle;
Json::Value jrr = env.rpc(
"json",
"ledger_data",
boost::lexical_cast<std::string>(jvParams));
BEAST_EXPECT(jrr[jss::result][jss::state].size() == 2);
};
verifyLedgerData(jss::ledger_index, index);
verifyLedgerData(jss::ledger_hash, to_string(hash));
}
}
void
testUpdate()
{
testcase("Update");
using namespace jtx;
Account const owner("owner");
{
Env env(*this);
env.fund(XRP(1'000), owner);
auto count = ownerCount(env, owner);
Oracle oracle(env, {.owner = owner});
BEAST_EXPECT(oracle.exists());
// update existing pair
oracle.set(UpdateArg{.series = {{"XRP", "USD", 740, 2}}});
BEAST_EXPECT(oracle.expectPrice({{"XRP", "USD", 740, 2}}));
// owner count is increased by 1 since the oracle object is added
// with one token pair
count += 1;
BEAST_EXPECT(ownerCount(env, owner) == count);
// add new pairs, not-included pair is reset
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 700, 2}}});
BEAST_EXPECT(oracle.expectPrice(
{{"XRP", "USD", 0, 0}, {"XRP", "EUR", 700, 2}}));
// owner count is not changed since the number of pairs is 2
BEAST_EXPECT(ownerCount(env, owner) == count);
// update both pairs
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 741, 2}, {"XRP", "EUR", 710, 2}}});
BEAST_EXPECT(oracle.expectPrice(
{{"XRP", "USD", 741, 2}, {"XRP", "EUR", 710, 2}}));
// owner count is not changed since the number of pairs is 2
BEAST_EXPECT(ownerCount(env, owner) == count);
// owner count is increased by 1 since the number of pairs is 6
oracle.set(UpdateArg{
.series = {
{"BTC", "USD", 741, 2},
{"ETH", "EUR", 710, 2},
{"YAN", "EUR", 710, 2},
{"CAN", "EUR", 710, 2},
}});
count += 1;
BEAST_EXPECT(ownerCount(env, owner) == count);
// update two pairs and delete four
oracle.set(UpdateArg{
.series = {{"BTC", "USD", std::nullopt, std::nullopt}}});
oracle.set(UpdateArg{
.series = {
{"XRP", "USD", 742, 2},
{"XRP", "EUR", 711, 2},
{"ETH", "EUR", std::nullopt, std::nullopt},
{"YAN", "EUR", std::nullopt, std::nullopt},
{"CAN", "EUR", std::nullopt, std::nullopt}}});
BEAST_EXPECT(oracle.expectPrice(
{{"XRP", "USD", 742, 2}, {"XRP", "EUR", 711, 2}}));
// owner count is decreased by 1 since the number of pairs is 2
count -= 1;
BEAST_EXPECT(ownerCount(env, owner) == count);
}
// Min reserve to create and update
{
Env env(*this);
env.fund(
env.current()->fees().accountReserve(1) +
env.current()->fees().base * 2,
owner);
Oracle oracle(env, {.owner = owner});
oracle.set(UpdateArg{.series = {{"XRP", "USD", 742, 2}}});
}
}
void
testMultisig(FeatureBitset features)
{
testcase("Multisig");
using namespace jtx;
Oracle::setFee(100'000);
Env env(*this, features);
Account const alice{"alice", KeyType::secp256k1};
Account const bogie{"bogie", KeyType::secp256k1};
Account const ed{"ed", KeyType::secp256k1};
Account const becky{"becky", KeyType::ed25519};
Account const zelda{"zelda", KeyType::secp256k1};
Account const bob{"bob", KeyType::secp256k1};
env.fund(XRP(10'000), alice, becky, zelda, ed, bob);
// alice uses a regular key with the master disabled.
Account const alie{"alie", KeyType::secp256k1};
env(regkey(alice, alie));
env(fset(alice, asfDisableMaster), sig(alice));
// Attach signers to alice.
env(signers(alice, 2, {{becky, 1}, {bogie, 1}, {ed, 2}}), sig(alie));
env.close();
// if multiSignReserve disabled then its 2 + 1 per signer
int const signerListOwners{features[featureMultiSignReserve] ? 1 : 5};
env.require(owners(alice, signerListOwners));
// Create
// Force close (true) and time advancement because the close time
// is no longer 0.
Oracle oracle(env, CreateArg{.owner = alice, .close = true}, false);
oracle.set(CreateArg{.msig = msig(becky), .err = ter(tefBAD_QUORUM)});
oracle.set(
CreateArg{.msig = msig(zelda), .err = ter(tefBAD_SIGNATURE)});
oracle.set(CreateArg{.msig = msig(becky, bogie)});
BEAST_EXPECT(oracle.exists());
// Update
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.msig = msig(becky),
.err = ter(tefBAD_QUORUM)});
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.msig = msig(zelda),
.err = ter(tefBAD_SIGNATURE)});
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 741, 1}}, .msig = msig(becky, bogie)});
BEAST_EXPECT(oracle.expectPrice({{"XRP", "USD", 741, 1}}));
// remove the signer list
env(signers(alice, jtx::none), sig(alie));
env.close();
env.require(owners(alice, 1));
// create new signer list
env(signers(alice, 2, {{zelda, 1}, {bob, 1}, {ed, 2}}), sig(alie));
env.close();
// old list fails
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 740, 1}},
.msig = msig(becky, bogie),
.err = ter(tefBAD_SIGNATURE)});
// updated list succeeds
oracle.set(UpdateArg{
.series = {{"XRP", "USD", 7412, 2}}, .msig = msig(zelda, bob)});
BEAST_EXPECT(oracle.expectPrice({{"XRP", "USD", 7412, 2}}));
oracle.set(
UpdateArg{.series = {{"XRP", "USD", 74245, 3}}, .msig = msig(ed)});
BEAST_EXPECT(oracle.expectPrice({{"XRP", "USD", 74245, 3}}));
// Remove
oracle.remove({.msig = msig(bob), .err = ter(tefBAD_QUORUM)});
oracle.remove({.msig = msig(becky), .err = ter(tefBAD_SIGNATURE)});
oracle.remove({.msig = msig(ed)});
BEAST_EXPECT(!oracle.exists());
}
void
testAmendment()
{
testcase("Amendment");
using namespace jtx;
auto const features = supported_amendments() - featurePriceOracle;
Account const owner("owner");
Env env(*this, features);
env.fund(XRP(1'000), owner);
{
Oracle oracle(env, {.owner = owner, .err = ter(temDISABLED)});
}
{
Oracle oracle(env, {.owner = owner}, false);
oracle.remove({.err = ter(temDISABLED)});
}
}
void
testLedgerEntry()
{
testcase("Ledger Entry");
using namespace jtx;
Env env(*this);
std::vector<AccountID> accounts;
std::vector<std::uint32_t> oracles;
for (int i = 0; i < 10; ++i)
{
Account const owner(std::string("owner") + std::to_string(i));
env.fund(XRP(1'000), owner);
// different accounts can have the same asset pair
Oracle oracle(env, {.owner = owner, .documentID = i});
accounts.push_back(owner.id());
oracles.push_back(oracle.documentID());
// same account can have different asset pair
Oracle oracle1(env, {.owner = owner, .documentID = i + 10});
accounts.push_back(owner.id());
oracles.push_back(oracle1.documentID());
}
for (int i = 0; i < accounts.size(); ++i)
{
auto const jv = [&]() {
// document id is uint32
if (i % 2)
return Oracle::ledgerEntry(env, accounts[i], oracles[i]);
// document id is string
return Oracle::ledgerEntry(
env, accounts[i], std::to_string(oracles[i]));
}();
try
{
BEAST_EXPECT(
jv[jss::node][jss::Owner] == to_string(accounts[i]));
}
catch (...)
{
fail();
}
}
}
public:
void
run() override
{
using namespace jtx;
auto const all = supported_amendments();
testInvalidSet();
testInvalidDelete();
testCreate();
testDelete();
testUpdate();
testAmendment();
for (auto const& features :
{all,
all - featureMultiSignReserve - featureExpandedSignerList,
all - featureExpandedSignerList})
testMultisig(features);
testLedgerEntry();
}
};
BEAST_DEFINE_TESTSUITE(Oracle, app, ripple);
} // namespace oracle
} // namespace jtx
} // namespace test
} // namespace ripple

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//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2012, 2013 Ripple Labs Inc.
Permission to use, copy, modify, and/or 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.
*/
//==============================================================================
#ifndef RIPPLE_TEST_JTX_ORACLE_H_INCLUDED
#define RIPPLE_TEST_JTX_ORACLE_H_INCLUDED
#include <date/date.h>
#include <test/jtx.h>
namespace ripple {
namespace test {
namespace jtx {
namespace oracle {
// base asset, quote asset, price, scale
using DataSeries = std::vector<std::tuple<
std::string,
std::string,
std::optional<std::uint32_t>,
std::optional<std::uint8_t>>>;
// Typical defaults for Create
struct CreateArg
{
std::optional<AccountID> owner = std::nullopt;
std::optional<std::uint32_t> documentID = 1;
DataSeries series = {{"XRP", "USD", 740, 1}};
std::optional<std::string> assetClass = "currency";
std::optional<std::string> provider = "provider";
std::optional<std::string> uri = "URI";
std::optional<std::uint32_t> lastUpdateTime = std::nullopt;
std::uint32_t flags = 0;
std::optional<jtx::msig> msig = std::nullopt;
std::optional<jtx::seq> seq = std::nullopt;
std::uint32_t fee = 10;
std::optional<ter> err = std::nullopt;
bool close = false;
};
// Typical defaults for Update
struct UpdateArg
{
std::optional<AccountID> owner = std::nullopt;
std::optional<std::uint32_t> documentID = std::nullopt;
DataSeries series = {};
std::optional<std::string> assetClass = std::nullopt;
std::optional<std::string> provider = std::nullopt;
std::optional<std::string> uri = "URI";
std::optional<std::uint32_t> lastUpdateTime = std::nullopt;
std::uint32_t flags = 0;
std::optional<jtx::msig> msig = std::nullopt;
std::optional<jtx::seq> seq = std::nullopt;
std::uint32_t fee = 10;
std::optional<ter> err = std::nullopt;
};
struct RemoveArg
{
std::optional<AccountID> const& owner = std::nullopt;
std::optional<std::uint32_t> const& documentID = std::nullopt;
std::optional<jtx::msig> const& msig = std::nullopt;
std::optional<jtx::seq> seq = std::nullopt;
std::uint32_t fee = 10;
std::optional<ter> const& err = std::nullopt;
};
// Simulate testStartTime as 10'000s from Ripple epoch time to make
// LastUpdateTime validation to work and to make unit-test consistent.
// The value doesn't matter much, it has to be greater
// than maxLastUpdateTimeDelta in order to pass LastUpdateTime
// validation {close-maxLastUpdateTimeDelta,close+maxLastUpdateTimeDelta}.
constexpr static std::chrono::seconds testStartTime =
epoch_offset + std::chrono::seconds(10'000);
/** Oracle class facilitates unit-testing of the Price Oracle feature.
* It defines functions to create, update, and delete the Oracle object,
* to query for various states, and to call APIs.
*/
class Oracle
{
private:
// Global fee if not 0
static inline std::uint32_t fee = 0;
Env& env_;
AccountID owner_;
std::uint32_t documentID_;
private:
void
submit(
Json::Value const& jv,
std::optional<jtx::msig> const& msig,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& err);
public:
Oracle(Env& env, CreateArg const& arg, bool submit = true);
void
remove(RemoveArg const& arg);
void
set(CreateArg const& arg);
void
set(UpdateArg const& arg);
static Json::Value
aggregatePrice(
Env& env,
std::optional<std::string> const& baseAsset,
std::optional<std::string> const& quoteAsset,
std::optional<std::vector<std::pair<Account, std::uint32_t>>> const&
oracles = std::nullopt,
std::optional<std::uint8_t> const& trim = std::nullopt,
std::optional<std::uint8_t> const& timeTreshold = std::nullopt);
std::uint32_t
documentID() const
{
return documentID_;
}
[[nodiscard]] bool
exists() const
{
return exists(env_, owner_, documentID_);
}
[[nodiscard]] static bool
exists(Env& env, AccountID const& account, std::uint32_t documentID);
[[nodiscard]] bool
expectPrice(DataSeries const& pricess) const;
[[nodiscard]] bool
expectLastUpdateTime(std::uint32_t lastUpdateTime) const;
static Json::Value
ledgerEntry(
Env& env,
AccountID const& account,
std::variant<std::uint32_t, std::string> const& documentID,
std::optional<std::string> const& index = std::nullopt);
Json::Value
ledgerEntry(std::optional<std::string> const& index = std::nullopt) const
{
return Oracle::ledgerEntry(env_, owner_, documentID_, index);
}
static void
setFee(std::uint32_t f)
{
fee = f;
}
friend std::ostream&
operator<<(std::ostream& strm, Oracle const& oracle)
{
strm << oracle.ledgerEntry().toStyledString();
return strm;
}
};
} // namespace oracle
} // namespace jtx
} // namespace test
} // namespace ripple
#endif // RIPPLE_TEST_JTX_ORACLE_H_INCLUDED

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//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2012, 2013 Ripple Labs Inc.
Permission to use, copy, modify, and/or 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 <ripple/protocol/digest.h>
#include <ripple/protocol/jss.h>
#include <test/jtx/Oracle.h>
#include <boost/lexical_cast/try_lexical_convert.hpp>
#include <vector>
namespace ripple {
namespace test {
namespace jtx {
namespace oracle {
Oracle::Oracle(Env& env, CreateArg const& arg, bool submit)
: env_(env), owner_{}, documentID_{}
{
// LastUpdateTime is checked to be in range
// {close-maxLastUpdateTimeDelta, close+maxLastUpdateTimeDelta}.
// To make the validation work and to make the clock consistent
// for tests running at different time, simulate Unix time starting
// on testStartTime since Ripple epoch.
auto const now = env_.timeKeeper().now();
if (now.time_since_epoch().count() == 0 || arg.close)
env_.close(now + testStartTime - epoch_offset);
if (arg.owner)
owner_ = *arg.owner;
if (arg.documentID)
documentID_ = *arg.documentID;
if (submit)
set(arg);
}
void
Oracle::remove(RemoveArg const& arg)
{
Json::Value jv;
jv[jss::TransactionType] = jss::OracleDelete;
jv[jss::Account] = to_string(arg.owner.value_or(owner_));
jv[jss::OracleDocumentID] = arg.documentID.value_or(documentID_);
if (Oracle::fee != 0)
jv[jss::Fee] = std::to_string(Oracle::fee);
else if (arg.fee != 0)
jv[jss::Fee] = std::to_string(arg.fee);
else
jv[jss::Fee] = std::to_string(env_.current()->fees().increment.drops());
submit(jv, arg.msig, arg.seq, arg.err);
}
void
Oracle::submit(
Json::Value const& jv,
std::optional<jtx::msig> const& msig,
std::optional<jtx::seq> const& seq,
std::optional<ter> const& err)
{
if (msig)
{
if (seq && err)
env_(jv, *msig, *seq, *err);
else if (seq)
env_(jv, *msig, *seq);
else if (err)
env_(jv, *msig, *err);
else
env_(jv, *msig);
}
else if (seq && err)
env_(jv, *seq, *err);
else if (seq)
env_(jv, *seq);
else if (err)
env_(jv, *err);
else
env_(jv);
env_.close();
}
bool
Oracle::exists(Env& env, AccountID const& account, std::uint32_t documentID)
{
assert(account.isNonZero());
return env.le(keylet::oracle(account, documentID)) != nullptr;
}
bool
Oracle::expectPrice(DataSeries const& series) const
{
if (auto const sle = env_.le(keylet::oracle(owner_, documentID_)))
{
auto const& leSeries = sle->getFieldArray(sfPriceDataSeries);
if (leSeries.size() == 0 || leSeries.size() != series.size())
return false;
for (auto const& data : series)
{
if (std::find_if(
leSeries.begin(),
leSeries.end(),
[&](STObject const& o) -> bool {
auto const& baseAsset = o.getFieldCurrency(sfBaseAsset);
auto const& quoteAsset =
o.getFieldCurrency(sfQuoteAsset);
auto const& price = o.getFieldU64(sfAssetPrice);
auto const& scale = o.getFieldU8(sfScale);
return baseAsset.getText() == std::get<0>(data) &&
quoteAsset.getText() == std::get<1>(data) &&
price == std::get<2>(data) &&
scale == std::get<3>(data);
}) == leSeries.end())
return false;
}
return true;
}
return false;
}
bool
Oracle::expectLastUpdateTime(std::uint32_t lastUpdateTime) const
{
auto const sle = env_.le(keylet::oracle(owner_, documentID_));
return sle && (*sle)[sfLastUpdateTime] == lastUpdateTime;
}
Json::Value
Oracle::aggregatePrice(
Env& env,
std::optional<std::string> const& baseAsset,
std::optional<std::string> const& quoteAsset,
std::optional<std::vector<std::pair<Account, std::uint32_t>>> const&
oracles,
std::optional<std::uint8_t> const& trim,
std::optional<std::uint8_t> const& timeThreshold)
{
Json::Value jv;
Json::Value jvOracles(Json::arrayValue);
if (oracles)
{
for (auto const& id : *oracles)
{
Json::Value oracle;
oracle[jss::account] = to_string(id.first.id());
oracle[jss::oracle_document_id] = id.second;
jvOracles.append(oracle);
}
jv[jss::oracles] = jvOracles;
}
if (trim)
jv[jss::trim] = *trim;
if (baseAsset)
jv[jss::base_asset] = *baseAsset;
if (quoteAsset)
jv[jss::quote_asset] = *quoteAsset;
if (timeThreshold)
jv[jss::time_threshold] = *timeThreshold;
auto jr = env.rpc("json", "get_aggregate_price", to_string(jv));
if (jr.isObject() && jr.isMember(jss::result) &&
jr[jss::result].isMember(jss::status))
return jr[jss::result];
return Json::nullValue;
}
void
Oracle::set(UpdateArg const& arg)
{
using namespace std::chrono;
Json::Value jv;
if (arg.owner)
owner_ = *arg.owner;
if (arg.documentID)
documentID_ = *arg.documentID;
jv[jss::TransactionType] = jss::OracleSet;
jv[jss::Account] = to_string(owner_);
jv[jss::OracleDocumentID] = documentID_;
if (arg.assetClass)
jv[jss::AssetClass] = strHex(*arg.assetClass);
if (arg.provider)
jv[jss::Provider] = strHex(*arg.provider);
if (arg.uri)
jv[jss::URI] = strHex(*arg.uri);
if (arg.flags != 0)
jv[jss::Flags] = arg.flags;
if (Oracle::fee != 0)
jv[jss::Fee] = std::to_string(Oracle::fee);
else if (arg.fee != 0)
jv[jss::Fee] = std::to_string(arg.fee);
else
jv[jss::Fee] = std::to_string(env_.current()->fees().increment.drops());
// lastUpdateTime if provided is offset from testStartTime
if (arg.lastUpdateTime)
jv[jss::LastUpdateTime] =
to_string(testStartTime.count() + *arg.lastUpdateTime);
else
jv[jss::LastUpdateTime] = to_string(
duration_cast<seconds>(
env_.current()->info().closeTime.time_since_epoch())
.count() +
epoch_offset.count());
Json::Value dataSeries(Json::arrayValue);
auto assetToStr = [](std::string const& s) {
// assume standard currency
if (s.size() == 3)
return s;
assert(s.size() <= 20);
// anything else must be 160-bit hex string
std::string h = strHex(s);
return strHex(s).append(40 - s.size() * 2, '0');
};
for (auto const& data : arg.series)
{
Json::Value priceData;
Json::Value price;
price[jss::BaseAsset] = assetToStr(std::get<0>(data));
price[jss::QuoteAsset] = assetToStr(std::get<1>(data));
if (std::get<2>(data))
price[jss::AssetPrice] = *std::get<2>(data);
if (std::get<3>(data))
price[jss::Scale] = *std::get<3>(data);
priceData[jss::PriceData] = price;
dataSeries.append(priceData);
}
jv[jss::PriceDataSeries] = dataSeries;
submit(jv, arg.msig, arg.seq, arg.err);
}
void
Oracle::set(CreateArg const& arg)
{
set(UpdateArg{
.owner = arg.owner,
.documentID = arg.documentID,
.series = arg.series,
.assetClass = arg.assetClass,
.provider = arg.provider,
.uri = arg.uri,
.lastUpdateTime = arg.lastUpdateTime,
.flags = arg.flags,
.msig = arg.msig,
.seq = arg.seq,
.fee = arg.fee,
.err = arg.err});
}
Json::Value
Oracle::ledgerEntry(
Env& env,
AccountID const& account,
std::variant<std::uint32_t, std::string> const& documentID,
std::optional<std::string> const& index)
{
Json::Value jvParams;
jvParams[jss::oracle][jss::account] = to_string(account);
if (std::holds_alternative<std::uint32_t>(documentID))
jvParams[jss::oracle][jss::oracle_document_id] =
std::get<std::uint32_t>(documentID);
else
jvParams[jss::oracle][jss::oracle_document_id] =
std::get<std::string>(documentID);
if (index)
{
std::uint32_t i;
if (boost::conversion::try_lexical_convert(*index, i))
jvParams[jss::oracle][jss::ledger_index] = i;
else
jvParams[jss::oracle][jss::ledger_index] = *index;
}
return env.rpc("json", "ledger_entry", to_string(jvParams))[jss::result];
}
} // namespace oracle
} // namespace jtx
} // namespace test
} // namespace ripple

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//------------------------------------------------------------------------------
/*
This file is part of rippled: https://github.com/ripple/rippled
Copyright (c) 2023 Ripple Labs Inc.
Permission to use, copy, modify, and/or 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 <ripple/app/ledger/LedgerMaster.h>
#include <ripple/protocol/jss.h>
#include <test/jtx.h>
#include <test/jtx/Oracle.h>
namespace ripple {
namespace test {
namespace jtx {
namespace oracle {
class GetAggregatePrice_test : public beast::unit_test::suite
{
public:
void
testErrors()
{
testcase("Errors");
using namespace jtx;
Account const owner{"owner"};
Account const some{"some"};
static std::vector<std::pair<Account, std::uint32_t>> oracles = {
{owner, 1}};
{
Env env(*this);
// missing base_asset
auto ret =
Oracle::aggregatePrice(env, std::nullopt, "USD", oracles);
BEAST_EXPECT(
ret[jss::error_message].asString() ==
"Missing field 'base_asset'.");
// missing quote_asset
ret = Oracle::aggregatePrice(env, "XRP", std::nullopt, oracles);
BEAST_EXPECT(
ret[jss::error_message].asString() ==
"Missing field 'quote_asset'.");
// missing oracles array
ret = Oracle::aggregatePrice(env, "XRP", "USD");
BEAST_EXPECT(
ret[jss::error_message].asString() ==
"Missing field 'oracles'.");
// empty oracles array
ret = Oracle::aggregatePrice(env, "XRP", "USD", {{}});
BEAST_EXPECT(ret[jss::error].asString() == "oracleMalformed");
// invalid oracle document id
ret = Oracle::aggregatePrice(env, "XRP", "USD", {{{owner, 2}}});
BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
// invalid owner
ret = Oracle::aggregatePrice(env, "XRP", "USD", {{{some, 1}}});
BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
// oracles have wrong asset pair
env.fund(XRP(1'000), owner);
Oracle oracle(
env, {.owner = owner, .series = {{"XRP", "EUR", 740, 1}}});
ret = Oracle::aggregatePrice(
env, "XRP", "USD", {{{owner, oracle.documentID()}}});
BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
// invalid trim value
ret = Oracle::aggregatePrice(
env, "XRP", "USD", {{{owner, oracle.documentID()}}}, 0);
BEAST_EXPECT(ret[jss::error].asString() == "invalidParams");
ret = Oracle::aggregatePrice(
env, "XRP", "USD", {{{owner, oracle.documentID()}}}, 26);
BEAST_EXPECT(ret[jss::error].asString() == "invalidParams");
}
// too many oracles
{
Env env(*this);
std::vector<std::pair<Account, std::uint32_t>> oracles;
for (int i = 0; i < 201; ++i)
{
Account const owner(std::to_string(i));
env.fund(XRP(1'000), owner);
Oracle oracle(env, {.owner = owner, .documentID = i});
oracles.emplace_back(owner, oracle.documentID());
}
auto const ret = Oracle::aggregatePrice(env, "XRP", "USD", oracles);
BEAST_EXPECT(ret[jss::error].asString() == "oracleMalformed");
}
}
void
testRpc()
{
testcase("RPC");
using namespace jtx;
auto prep = [&](Env& env, auto& oracles) {
oracles.reserve(10);
for (int i = 0; i < 10; ++i)
{
Account const owner{std::to_string(i)};
env.fund(XRP(1'000), owner);
Oracle oracle(
env,
{.owner = owner,
.documentID = rand(),
.series = {
{"XRP", "USD", 740 + i, 1}, {"XRP", "EUR", 740, 1}}});
oracles.emplace_back(owner, oracle.documentID());
}
};
// Aggregate data set includes all price oracle instances, no trimming
// or time threshold
{
Env env(*this);
std::vector<std::pair<Account, std::uint32_t>> oracles;
prep(env, oracles);
// entire and trimmed stats
auto ret = Oracle::aggregatePrice(env, "XRP", "USD", oracles);
BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.45");
BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 10);
BEAST_EXPECT(
ret[jss::entire_set][jss::standard_deviation] ==
"0.3027650354097492");
BEAST_EXPECT(ret[jss::median] == "74.45");
BEAST_EXPECT(ret[jss::time] == 946694900);
}
// Aggregate data set includes all price oracle instances
{
Env env(*this);
std::vector<std::pair<Account, std::uint32_t>> oracles;
prep(env, oracles);
// entire and trimmed stats
auto ret =
Oracle::aggregatePrice(env, "XRP", "USD", oracles, 20, 100);
BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.45");
BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 10);
BEAST_EXPECT(
ret[jss::entire_set][jss::standard_deviation] ==
"0.3027650354097492");
BEAST_EXPECT(ret[jss::median] == "74.45");
BEAST_EXPECT(ret[jss::trimmed_set][jss::mean] == "74.45");
BEAST_EXPECT(ret[jss::trimmed_set][jss::size].asUInt() == 6);
BEAST_EXPECT(
ret[jss::trimmed_set][jss::standard_deviation] ==
"0.187082869338697");
BEAST_EXPECT(ret[jss::time] == 946694900);
}
// A reduced dataset, as some price oracles have data beyond three
// updated ledgers
{
Env env(*this);
std::vector<std::pair<Account, std::uint32_t>> oracles;
prep(env, oracles);
for (int i = 0; i < 3; ++i)
{
Oracle oracle(
env,
{.owner = oracles[i].first,
.documentID = oracles[i].second},
false);
// push XRP/USD by more than three ledgers, so this price
// oracle is not included in the dataset
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
}
for (int i = 3; i < 6; ++i)
{
Oracle oracle(
env,
{.owner = oracles[i].first,
.documentID = oracles[i].second},
false);
// push XRP/USD by two ledgers, so this price
// is included in the dataset
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
}
// entire and trimmed stats
auto ret =
Oracle::aggregatePrice(env, "XRP", "USD", oracles, 20, 200);
BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.6");
BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 7);
BEAST_EXPECT(
ret[jss::entire_set][jss::standard_deviation] ==
"0.2160246899469287");
BEAST_EXPECT(ret[jss::median] == "74.6");
BEAST_EXPECT(ret[jss::trimmed_set][jss::mean] == "74.6");
BEAST_EXPECT(ret[jss::trimmed_set][jss::size].asUInt() == 5);
BEAST_EXPECT(
ret[jss::trimmed_set][jss::standard_deviation] ==
"0.158113883008419");
BEAST_EXPECT(ret[jss::time] == 946694900);
}
// Reduced data set because of the time threshold
{
Env env(*this);
std::vector<std::pair<Account, std::uint32_t>> oracles;
prep(env, oracles);
for (int i = 0; i < oracles.size(); ++i)
{
Oracle oracle(
env,
{.owner = oracles[i].first,
.documentID = oracles[i].second},
false);
// push XRP/USD by two ledgers, so this price
// is included in the dataset
oracle.set(UpdateArg{.series = {{"XRP", "USD", 740, 1}}});
}
// entire stats only, limit lastUpdateTime to {200, 125}
auto ret = Oracle::aggregatePrice(
env, "XRP", "USD", oracles, std::nullopt, 75);
BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74");
BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 8);
BEAST_EXPECT(ret[jss::entire_set][jss::standard_deviation] == "0");
BEAST_EXPECT(ret[jss::median] == "74");
BEAST_EXPECT(ret[jss::time] == 946695000);
}
}
void
run() override
{
testErrors();
testRpc();
}
};
BEAST_DEFINE_TESTSUITE(GetAggregatePrice, app, ripple);
} // namespace oracle
} // namespace jtx
} // namespace test
} // namespace ripple