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fix(trading): oracle markets matching (#4080)

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m.ray 2023-06-14 12:06:35 +03:00 committed by GitHub
parent f25a58a3c3
commit 931ad75cc9
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GPG Key ID: 4AEE18F83AFDEB23
5 changed files with 718 additions and 51 deletions
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4
libs/markets/src/lib/components/oracle-full-profile/oracle-full-profile.tsx
View File

@ -104,9 +104,7 @@ export const OracleFullProfile = ({
<div className="mb-2">{message}</div>
<div className="mb-2">
<ReactMarkdown
className="react-markdown-container [word-break:break-word]"
skipHtml={true}
disallowedElements={['img']}
className="[word-break:break-word]"
linkTarget="_blank"
>
{showMore

12
libs/markets/src/lib/hooks/use-market-oracle.spec.ts
View File

@ -84,7 +84,7 @@ describe('useMarketOracle', () => {
type: 'eth_address',
},
],
oracle: {},
oracle: { eth_address: 'eth_address' },
} as Provider,
{
proofs: [
@ -93,7 +93,7 @@ describe('useMarketOracle', () => {
type: 'eth_address',
},
],
oracle: {},
oracle: { eth_address: address },
} as Provider,
];
mockOracleProofs.mockReturnValueOnce({
@ -113,7 +113,9 @@ describe('useMarketOracle', () => {
type: 'public_key',
},
],
oracle: {},
oracle: {
public_key: 'public_key',
},
} as Provider,
{
proofs: [
@ -122,7 +124,9 @@ describe('useMarketOracle', () => {
type: 'public_key',
},
],
oracle: {},
oracle: {
public_key: key,
},
} as Provider,
];
mockOracleProofs.mockReturnValueOnce({

50
libs/markets/src/lib/hooks/use-market-oracle.ts
View File

@ -9,32 +9,30 @@ import type { DataSourceSpecFragment } from '../__generated__';
export const getMatchingOracleProvider = (
dataSourceSpec: DataSourceSpecFragment,
providers: Provider[]
) =>
providers.find((provider) =>
provider.proofs.some((proof) => {
if (
proof.type === 'eth_address' &&
dataSourceSpec.sourceType.__typename === 'DataSourceDefinitionExternal'
) {
return dataSourceSpec.sourceType.sourceType.signers?.some(
(signer) =>
signer.signer.__typename === 'ETHAddress' &&
signer.signer.address === proof.eth_address
);
}
if (
proof.type === 'public_key' &&
dataSourceSpec.sourceType.__typename === 'DataSourceDefinitionExternal'
) {
return dataSourceSpec.sourceType.sourceType.signers?.some(
(signer) =>
signer.signer.__typename === 'PubKey' &&
signer.signer.key === proof.public_key
);
}
return false;
})
);
) => {
return providers.find((provider) => {
let oracleSignature: string;
const oracle = provider.oracle;
if ('public_key' in oracle && oracle.public_key) {
oracleSignature = oracle.public_key;
} else if ('eth_address' in oracle && oracle.eth_address) {
oracleSignature = oracle.eth_address;
}
if (
dataSourceSpec.sourceType.__typename === 'DataSourceDefinitionExternal'
) {
return dataSourceSpec.sourceType.sourceType.signers?.some(
(signer) =>
(signer.signer.__typename === 'ETHAddress' &&
signer.signer.address === oracleSignature) ||
(signer.signer.__typename === 'PubKey' &&
signer.signer.key === oracleSignature)
);
}
return false;
});
};
export const useMarketOracle = (
marketId: string,

676
libs/markets/src/lib/hooks/use-oracle-markets.spec.ts Normal file
View File

@ -0,0 +1,676 @@
import { renderHook } from '@testing-library/react';
import type { Provider } from '../oracle-schema';
import { useOracleMarkets } from './use-oracle-markets';
const mockMarkets = jest.fn<{ data: unknown | null }, unknown[]>(() => ({
data: marketsData,
}));
jest.mock('../__generated__/OracleMarketsSpec', () => ({
useOracleMarketsSpecQuery: jest.fn((args) => mockMarkets()),
}));
describe('useOracleMarkets', () => {
it('returns undefined if no market data present', () => {
mockMarkets.mockReturnValueOnce({ data: null });
const { result } = renderHook(() => useOracleMarkets(mockProvider));
expect(result.current).toBeUndefined();
});
it('returns correct market list for the given provider', () => {
mockMarkets.mockReturnValueOnce({ data: marketsData });
const { result } = renderHook(() => useOracleMarkets(mockProvider));
console.log(JSON.stringify(result.current));
expect(result.current).toStrictEqual(oracleMarkets);
});
});
const mockProvider: Provider = {
name: 'Mock Oracle',
url: 'https://Mock.com',
description_markdown: 'mock oracle description',
oracle: {
status: 'GOOD',
status_reason: '',
first_verified: '2023-05-22T00:00:00.000Z',
last_verified: '2023-05-22T00:00:00.000Z',
type: 'eth_address',
eth_address: '0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC',
},
proofs: [
{
format: 'url',
available: true,
type: 'web',
url: 'https://web.archive.org/web/20200923175817/https://docs.pro.Mock.com/#oracle',
},
],
github_link:
'https://github.com/vegaprotocol/well-known/blob/main/oracle-providers/eth_address-0xaddress.toml',
};
const marketsData = {
marketsConnection: {
__typename: 'MarketConnection',
edges: [
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '2dca7baa5f7269b08d053668bca03f97f72e9a162327eebd941c54f1f9fb8f80',
state: 'STATE_ACTIVE',
tradingMode: 'TRADING_MODE_CONTINUOUS',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'BTC/USDT expiry 2023 June 30th',
code: 'BTC/USDT-230630',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: '6eb55cdb9e3d1697d9df2eb2d97c4560da3519652fdf7e542f5801fc0919c32d',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xaddress',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: '01d86d6182ee2e03cf02f9091734494932d39ab5ae6f23f7f5fd1fbe6668d422',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.BTC.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '84025e68387cf61c2b91228d768dcdd4f10a9ee5cd2824fdea35b259976f59c1',
state: 'STATE_ACTIVE',
tradingMode: 'TRADING_MODE_CONTINUOUS',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'LINK/USDT expiry 2023 June 30th',
code: 'LINK/USDT-230630',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: 'bd709a4e6820d8714241f4c9576dffa71108179663c1f8442c991121fa1b0251',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xaddress',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.LINK.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.LINK.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: '01d86d6182ee2e03cf02f9091734494932d39ab5ae6f23f7f5fd1fbe6668d422',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.LINK.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '4507930a8c508eef6731f1342720adfa5f46096a8ef7a5848450740132ab78ab',
state: 'STATE_ACTIVE',
tradingMode: 'TRADING_MODE_CONTINUOUS',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'ETH/USDT expiry 2023 June 30th',
code: 'ETH/USDT-230630',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: '2687518113f63219a0b7594688dc78be62c86936a8ce306f50032ec70bdce493',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xaddress',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: '01d86d6182ee2e03cf02f9091734494932d39ab5ae6f23f7f5fd1fbe6668d422',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.ETH.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '074c929bba8faeeeba352b2569fc5360a59e12cdcbf60f915b492c4ac228b566',
state: 'STATE_PROPOSED',
tradingMode: 'TRADING_MODE_NO_TRADING',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'LINK/USDT expiry 2023 Sept 30th',
code: 'LINK/USDT-230930',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: 'cda7643a04cb45f62fdb06851a6fea2dc18d94931f2eab58f6918c6c13352fb6',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xaddress',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.LINK.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.LINK.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: 'b3bf72d42d2938eceea05725949ecd24d7138a3cd7e29056a46b381efcbb4115',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.LINK.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '2c2ea995d7366e423be7604f63ce047aa7186eb030ecc7b77395eae2fcbffcc5',
state: 'STATE_PROPOSED',
tradingMode: 'TRADING_MODE_NO_TRADING',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'ETH/USDT expiry 2023 Sept 30th',
code: 'ETH/USDT-230930',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: 'bb59cbdfbe167abc714954bf474354ac80b2feb798b907d6d86554fdd551f804',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address:
'0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: 'b3bf72d42d2938eceea05725949ecd24d7138a3cd7e29056a46b381efcbb4115',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.ETH.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
{
__typename: 'MarketEdge',
node: {
__typename: 'Market',
id: '5b05109662e7434fea498c4a1c91d3179b80e9b8950d6106cec60e1f342fc604',
state: 'STATE_PROPOSED',
tradingMode: 'TRADING_MODE_NO_TRADING',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'BTC/USDT expiry 2023 Sept 30th',
code: 'BTC/USDT-230930',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: '99a1551b8cc7b75a3628a768e0772dde4c5a1ddf6c647507079c2e111d614a28',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address:
'0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: 'b3bf72d42d2938eceea05725949ecd24d7138a3cd7e29056a46b381efcbb4115',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionInternal',
},
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.BTC.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
},
],
},
};
const oracleMarkets = [
{
__typename: 'Market',
id: '2c2ea995d7366e423be7604f63ce047aa7186eb030ecc7b77395eae2fcbffcc5',
state: 'STATE_PROPOSED',
tradingMode: 'TRADING_MODE_NO_TRADING',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'ETH/USDT expiry 2023 Sept 30th',
code: 'ETH/USDT-230930',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: 'bb59cbdfbe167abc714954bf474354ac80b2feb798b907d6d86554fdd551f804',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.ETH.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: 'b3bf72d42d2938eceea05725949ecd24d7138a3cd7e29056a46b381efcbb4115',
data: {
__typename: 'DataSourceDefinition',
sourceType: { __typename: 'DataSourceDefinitionInternal' },
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.ETH.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
{
__typename: 'Market',
id: '5b05109662e7434fea498c4a1c91d3179b80e9b8950d6106cec60e1f342fc604',
state: 'STATE_PROPOSED',
tradingMode: 'TRADING_MODE_NO_TRADING',
tradableInstrument: {
__typename: 'TradableInstrument',
instrument: {
__typename: 'Instrument',
id: '',
name: 'BTC/USDT expiry 2023 Sept 30th',
code: 'BTC/USDT-230930',
product: {
__typename: 'Future',
dataSourceSpecForSettlementData: {
__typename: 'DataSourceSpec',
id: '99a1551b8cc7b75a3628a768e0772dde4c5a1ddf6c647507079c2e111d614a28',
data: {
__typename: 'DataSourceDefinition',
sourceType: {
__typename: 'DataSourceDefinitionExternal',
sourceType: {
__typename: 'DataSourceSpecConfiguration',
signers: [
{
__typename: 'Signer',
signer: {
__typename: 'ETHAddress',
address: '0xfCEAdAFab14d46e20144F48824d0C09B1a03F2BC',
},
},
],
filters: [
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.value',
type: 'TYPE_INTEGER',
numberDecimalPlaces: 6,
},
},
{
__typename: 'Filter',
key: {
__typename: 'PropertyKey',
name: 'prices.BTC.timestamp',
type: 'TYPE_TIMESTAMP',
numberDecimalPlaces: null,
},
},
],
},
},
},
},
dataSourceSpecForTradingTermination: {
__typename: 'DataSourceSpec',
id: 'b3bf72d42d2938eceea05725949ecd24d7138a3cd7e29056a46b381efcbb4115',
data: {
__typename: 'DataSourceDefinition',
sourceType: { __typename: 'DataSourceDefinitionInternal' },
},
},
dataSourceSpecBinding: {
__typename: 'DataSourceSpecToFutureBinding',
settlementDataProperty: 'prices.BTC.value',
tradingTerminationProperty: 'vegaprotocol.builtin.timestamp',
},
},
},
},
},
];

27
libs/markets/src/lib/hooks/use-oracle-markets.ts
View File

@ -5,9 +5,14 @@ import { useOracleMarketsSpecQuery } from '../__generated__/OracleMarketsSpec';
export const useOracleMarkets = (
provider: Provider
): OracleMarketSpecFieldsFragment[] | undefined => {
const signedProofs = provider.proofs.filter(
(proof) => proof.format === 'signed_message' && proof.available === true
);
let oracleSignature: string;
const oracle = provider.oracle;
if ('public_key' in oracle && oracle.public_key) {
oracleSignature = oracle.public_key;
}
if ('eth_address' in oracle && oracle.eth_address) {
oracleSignature = oracle.eth_address;
}
const { data: markets } = useOracleMarketsSpecQuery();
@ -20,30 +25,16 @@ export const useOracleMarkets = (
return false;
}
const signers = sourceType?.sourceType.signers;
const signerKeys = signers?.filter(Boolean).map((signer) => {
if (signer.signer.__typename === 'ETHAddress') {
return signer.signer.address;
}
if (signer.signer.__typename === 'PubKey') {
return signer.signer.key;
}
return undefined;
});
const signedProofsKeys = signedProofs.map((proof) => {
if ('public_key' in proof && proof.public_key) {
return proof.public_key;
}
if ('eth_address' in proof && proof.eth_address) {
return proof.eth_address;
}
return undefined;
});
const key = signedProofsKeys.find((key) => signerKeys?.includes(key));
const key = signerKeys?.find((key) => key === oracleSignature);
return !!key;
});
return oracleMarkets;