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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
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GitHub
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commit
e718378bdb
260
src/test/rpc/GetAggregatePrice_test.cpp
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260
src/test/rpc/GetAggregatePrice_test.cpp
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//------------------------------------------------------------------------------
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/*
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This file is part of rippled: https://github.com/ripple/rippled
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Copyright (c) 2023 Ripple Labs Inc.
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Permission to use, copy, modify, and/or distribute this software for any
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purpose with or without fee is hereby granted, provided that the above
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copyright notice and this permission notice appear in all copies.
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THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
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WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
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MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
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ANY SPECIAL , DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
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WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
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ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
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OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
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*/
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//==============================================================================
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#include <ripple/app/ledger/LedgerMaster.h>
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#include <ripple/protocol/jss.h>
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#include <test/jtx.h>
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#include <test/jtx/Oracle.h>
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namespace ripple {
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namespace test {
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namespace jtx {
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namespace oracle {
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class GetAggregatePrice_test : public beast::unit_test::suite
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{
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public:
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void
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testErrors()
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{
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testcase("Errors");
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using namespace jtx;
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Account const owner{"owner"};
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Account const some{"some"};
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static std::vector<std::pair<Account, std::uint32_t>> oracles = {
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{owner, 1}};
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{
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Env env(*this);
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// missing base_asset
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auto ret =
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Oracle::aggregatePrice(env, std::nullopt, "USD", oracles);
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BEAST_EXPECT(
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ret[jss::error_message].asString() ==
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"Missing field 'base_asset'.");
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// missing quote_asset
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ret = Oracle::aggregatePrice(env, "XRP", std::nullopt, oracles);
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BEAST_EXPECT(
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ret[jss::error_message].asString() ==
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"Missing field 'quote_asset'.");
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// missing oracles array
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ret = Oracle::aggregatePrice(env, "XRP", "USD");
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BEAST_EXPECT(
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ret[jss::error_message].asString() ==
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"Missing field 'oracles'.");
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// empty oracles array
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ret = Oracle::aggregatePrice(env, "XRP", "USD", {{}});
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BEAST_EXPECT(ret[jss::error].asString() == "oracleMalformed");
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// invalid oracle document id
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ret = Oracle::aggregatePrice(env, "XRP", "USD", {{{owner, 2}}});
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BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
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// invalid owner
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ret = Oracle::aggregatePrice(env, "XRP", "USD", {{{some, 1}}});
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BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
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// oracles have wrong asset pair
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env.fund(XRP(1'000), owner);
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Oracle oracle(
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env, {.owner = owner, .series = {{"XRP", "EUR", 740, 1}}});
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ret = Oracle::aggregatePrice(
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env, "XRP", "USD", {{{owner, oracle.documentID()}}});
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BEAST_EXPECT(ret[jss::error].asString() == "objectNotFound");
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// invalid trim value
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ret = Oracle::aggregatePrice(
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env, "XRP", "USD", {{{owner, oracle.documentID()}}}, 0);
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BEAST_EXPECT(ret[jss::error].asString() == "invalidParams");
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ret = Oracle::aggregatePrice(
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env, "XRP", "USD", {{{owner, oracle.documentID()}}}, 26);
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BEAST_EXPECT(ret[jss::error].asString() == "invalidParams");
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}
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// too many oracles
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{
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Env env(*this);
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std::vector<std::pair<Account, std::uint32_t>> oracles;
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for (int i = 0; i < 201; ++i)
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{
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Account const owner(std::to_string(i));
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env.fund(XRP(1'000), owner);
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Oracle oracle(env, {.owner = owner, .documentID = i});
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oracles.emplace_back(owner, oracle.documentID());
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}
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auto const ret = Oracle::aggregatePrice(env, "XRP", "USD", oracles);
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BEAST_EXPECT(ret[jss::error].asString() == "oracleMalformed");
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}
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}
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void
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testRpc()
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{
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testcase("RPC");
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using namespace jtx;
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auto prep = [&](Env& env, auto& oracles) {
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oracles.reserve(10);
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for (int i = 0; i < 10; ++i)
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{
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Account const owner{std::to_string(i)};
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env.fund(XRP(1'000), owner);
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Oracle oracle(
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env,
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{.owner = owner,
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.documentID = rand(),
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.series = {
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{"XRP", "USD", 740 + i, 1}, {"XRP", "EUR", 740, 1}}});
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oracles.emplace_back(owner, oracle.documentID());
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}
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};
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// Aggregate data set includes all price oracle instances, no trimming
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// or time threshold
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{
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Env env(*this);
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std::vector<std::pair<Account, std::uint32_t>> oracles;
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prep(env, oracles);
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// entire and trimmed stats
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auto ret = Oracle::aggregatePrice(env, "XRP", "USD", oracles);
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BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.45");
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BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 10);
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BEAST_EXPECT(
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ret[jss::entire_set][jss::standard_deviation] ==
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"0.3027650354097492");
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BEAST_EXPECT(ret[jss::median] == "74.45");
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BEAST_EXPECT(ret[jss::time] == 946694900);
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}
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// Aggregate data set includes all price oracle instances
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{
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Env env(*this);
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std::vector<std::pair<Account, std::uint32_t>> oracles;
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prep(env, oracles);
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// entire and trimmed stats
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auto ret =
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Oracle::aggregatePrice(env, "XRP", "USD", oracles, 20, 100);
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BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.45");
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BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 10);
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BEAST_EXPECT(
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ret[jss::entire_set][jss::standard_deviation] ==
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"0.3027650354097492");
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BEAST_EXPECT(ret[jss::median] == "74.45");
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BEAST_EXPECT(ret[jss::trimmed_set][jss::mean] == "74.45");
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BEAST_EXPECT(ret[jss::trimmed_set][jss::size].asUInt() == 6);
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BEAST_EXPECT(
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ret[jss::trimmed_set][jss::standard_deviation] ==
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"0.187082869338697");
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BEAST_EXPECT(ret[jss::time] == 946694900);
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}
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// A reduced dataset, as some price oracles have data beyond three
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// updated ledgers
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{
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Env env(*this);
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std::vector<std::pair<Account, std::uint32_t>> oracles;
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prep(env, oracles);
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for (int i = 0; i < 3; ++i)
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{
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Oracle oracle(
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env,
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{.owner = oracles[i].first,
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.documentID = oracles[i].second},
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false);
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// push XRP/USD by more than three ledgers, so this price
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// oracle is not included in the dataset
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oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
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oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
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oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
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}
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for (int i = 3; i < 6; ++i)
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{
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Oracle oracle(
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env,
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{.owner = oracles[i].first,
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.documentID = oracles[i].second},
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false);
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// push XRP/USD by two ledgers, so this price
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// is included in the dataset
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oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
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oracle.set(UpdateArg{.series = {{"XRP", "EUR", 740, 1}}});
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}
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// entire and trimmed stats
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auto ret =
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Oracle::aggregatePrice(env, "XRP", "USD", oracles, 20, 200);
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BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74.6");
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BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 7);
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BEAST_EXPECT(
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ret[jss::entire_set][jss::standard_deviation] ==
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"0.2160246899469287");
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BEAST_EXPECT(ret[jss::median] == "74.6");
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BEAST_EXPECT(ret[jss::trimmed_set][jss::mean] == "74.6");
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BEAST_EXPECT(ret[jss::trimmed_set][jss::size].asUInt() == 5);
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BEAST_EXPECT(
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ret[jss::trimmed_set][jss::standard_deviation] ==
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"0.158113883008419");
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BEAST_EXPECT(ret[jss::time] == 946694900);
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}
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// Reduced data set because of the time threshold
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{
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Env env(*this);
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std::vector<std::pair<Account, std::uint32_t>> oracles;
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prep(env, oracles);
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for (int i = 0; i < oracles.size(); ++i)
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{
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Oracle oracle(
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env,
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{.owner = oracles[i].first,
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.documentID = oracles[i].second},
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false);
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// push XRP/USD by two ledgers, so this price
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// is included in the dataset
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oracle.set(UpdateArg{.series = {{"XRP", "USD", 740, 1}}});
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}
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// entire stats only, limit lastUpdateTime to {200, 125}
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auto ret = Oracle::aggregatePrice(
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env, "XRP", "USD", oracles, std::nullopt, 75);
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BEAST_EXPECT(ret[jss::entire_set][jss::mean] == "74");
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BEAST_EXPECT(ret[jss::entire_set][jss::size].asUInt() == 8);
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BEAST_EXPECT(ret[jss::entire_set][jss::standard_deviation] == "0");
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BEAST_EXPECT(ret[jss::median] == "74");
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BEAST_EXPECT(ret[jss::time] == 946695000);
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}
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}
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void
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run() override
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{
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testErrors();
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testRpc();
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}
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};
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BEAST_DEFINE_TESTSUITE(GetAggregatePrice, app, ripple);
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} // namespace oracle
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} // namespace jtx
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} // namespace test
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} // namespace ripple
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