fix(bots): Add feature to denominate synthetic price by another price feed + remove noisy BasketSpreadPriceFeed logs #2385
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… by another price feed Signed-off-by: Nick Pai <[email protected]> Remove debug logs from BasketSpreadPriceFeed These clog up the logs
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| return null; | ||
| } | ||
| const experimentalMean = this._computeMean(experimentalPrices); | ||
| this.logger.debug({ |
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These clog up the logs, removing now
mrice32
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Looks awesome. I was trying to consider other ways to handle the pool being against a different currency without having to provide yet another feed, but I don't have a good solution. LGTM!
| return null; | ||
| } | ||
| const experimentalMean = this._computeMean(experimentalPrices); | ||
| this.logger.debug({ |
Signed-off-by: Nick Pai <[email protected]>
| twapLength, | ||
| poolDecimals = 18, | ||
| decimals = 18 | ||
| priceFeedDecimals = 18 |
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This was a nasty bug: because this construction was named decimals and not priceFeedDecimals, then DefaultPriceFeedConfigs was not correctly overriding this precision.
| config.twapLength, | ||
| config.poolDecimals, | ||
| config.decimals // This defaults to 18 unless supplied by user | ||
| config.priceFeedDecimals // This defaults to 18 unless supplied by user |
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config.decimals doesn't actually exist when the config is constructed by DefaultPriceFeedConfigs, so I renamed to priceFeedDecimals which CryptoWatchPriceFeed uses.
| web3.eth.getBlock("latest"), | ||
| createTokenPriceFeedForEmp(logger, web3, networker, getTime, empAddress, tokenPriceFeedConfig), | ||
| createReferencePriceFeedForEmp(logger, web3, networker, getTime, empAddress, medianizerPriceFeedConfig) | ||
| createTokenPriceFeedForEmp(logger, web3, networker, getTime, empAddress, { |
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Here's some new logic: I enforce that all of the pricefeeds use the same precision.
Signed-off-by: Nick Pai <[email protected]>
Signed-off-by: Nick Pai <[email protected]>
Signed-off-by: Nick Pai <[email protected]>
Signed-off-by: Nick Pai <[email protected]>
| STABLESPREAD: { | ||
| // This is alternatively known as "STABLESPREAD/ETH" | ||
| type: "basketspread", | ||
| lookback: 7200, |
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These EMP's all have huge lookback's so I want to override them
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| const { ConvertDecimals, createFormatFunction, formatHours, createObjectFromDefaultProps } = require("@uma/common"); | ||
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| // TODO: Rename "medianizerPriceFeed" ==> "pegPriceFeed" and "uniswapPriceFeed" ==> "syntheticPriceFeed" |
| STABLESPREAD: { | ||
| // This is alternatively known as "STABLESPREAD/ETH" | ||
| type: "basketspread", | ||
| lookback: 7200, |
Signed-off-by: Nick Pai [email protected]
Motivation
Currently, the
SyntheticPegMonitorassumes that theTOKEN_PRICE_FEED(i.e. the "synthetic") and theMEDIANIZER_PRICE_FEED(i.e. the "peg") are returning prices denominated in the same currency. However, consider the case where the synthetic market is (zeldaCash - USDC) and the peg market is tracking (STABLESPREAD/ETH). This can result in the following erroneous log:Summary
Adds an optional construction parameter to this monitor called the
denominatorPriceFeedwhich will divide the synthetic price if available.Example environment variable to divide the synthetic price by the price of ETHUSD: