feat: update price feeder and umee versions (#399)

- Updates the versions of umee and price-feeder

CHANGELOG.md

@@ -43,6 +43,10 @@ Ref: https://keepachangelog.com/en/1.0.0/
 
 ## [Unreleased]
 
+### Improvements
+
+- [#399](https://github.com/umee-network/peggo/pull/399) Update price-feeder to v101 and umee to v3.1.0.
+
 ## [v1.3.0](https://github.com/umee-network/peggo/releases/tag/v1.3.0) - 2022-10-26
 
 ### Improvements

cmd/peggo/orchestrator.go

@@ -200,7 +200,7 @@ func getOrchestratorCmd() *cobra.Command {
 			trapSignal(cancel)
 
 			providers := konfig.Strings(flagOracleProviders)
-			o, err := oracle.New(ctx, logger, stringsToProviderName(providers))
+			o, err := oracle.New(ctx, logger.With().Str("module", "oracle").Logger(), stringsToProviderName(providers))
 			if err != nil {
 				return err
 			}
@@ -298,6 +298,7 @@ func getOrchestratorCmd() *cobra.Command {
 		umeepfprovider.ProviderBinance.String(),
 		umeepfprovider.ProviderBitget.String(),
 		umeepfprovider.ProviderMexc.String(),
+		umeepfprovider.ProviderCrypto.String(),
 	}
 
 	allProviders := append([]string{

go.mod

@@ -24,9 +24,9 @@ require (
 	github.com/spf13/viper v1.13.0
 	github.com/stretchr/testify v1.8.1
 	github.com/tendermint/tendermint v0.34.22
-	github.com/umee-network/umee/price-feeder v1.0.1-0.20220919160536-0c0db8c7c112
+	github.com/umee-network/umee/price-feeder v1.0.1-0.20221027015322-96357449c737
 	github.com/umee-network/umee/v3 v3.1.0
-	golang.org/x/sync v0.0.0-20220819030929-7fc1605a5dde
+	golang.org/x/sync v0.0.0-20220929204114-8fcdb60fdcc0
 	golang.org/x/term v0.1.0
 	google.golang.org/grpc v1.50.1
 	gopkg.in/yaml.v2 v2.4.0
@@ -51,7 +51,7 @@ require (
 	github.com/Djarvur/go-err113 v0.0.0-20210108212216-aea10b59be24 // indirect
 	github.com/GaijinEntertainment/go-exhaustruct/v2 v2.3.0 // indirect
 	github.com/Masterminds/semver v1.5.0 // indirect
-	github.com/Microsoft/go-winio v0.5.2 // indirect
+	github.com/Microsoft/go-winio v0.6.0 // indirect
 	github.com/Nvveen/Gotty v0.0.0-20120604004816-cd527374f1e5 // indirect
 	github.com/OpenPeeDeeP/depguard v1.1.1 // indirect
 	github.com/StackExchange/wmi v1.2.1 // indirect
@@ -182,7 +182,7 @@ require (
 	github.com/hashicorp/hcl v1.0.0 // indirect
 	github.com/hdevalence/ed25519consensus v0.0.0-20220222234857-c00d1f31bab3 // indirect
 	github.com/hexops/gotextdiff v1.0.3 // indirect
-	github.com/ignite/cli v0.24.0 // indirect
+	github.com/ignite/cli v0.25.1 // indirect
 	github.com/imdario/mergo v0.3.13 // indirect
 	github.com/improbable-eng/grpc-web v0.15.0 // indirect
 	github.com/inconshreveable/mousetrap v1.0.1 // indirect
@@ -334,7 +334,7 @@ require (
 )
 
 replace (
-	github.com/Gravity-Bridge/Gravity-Bridge/module => github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-2
+	github.com/Gravity-Bridge/Gravity-Bridge/module => github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-1
 	github.com/cosmos/cosmos-sdk => github.com/umee-network/cosmos-sdk v0.46.3-umee
 	github.com/gin-gonic/gin => github.com/gin-gonic/gin v1.8.1
 	github.com/gogo/protobuf => github.com/regen-network/protobuf v1.3.3-alpha.regen.1

go.sum

@@ -110,8 +110,8 @@ github.com/GaijinEntertainment/go-exhaustruct/v2 v2.3.0/go.mod h1:b3g59n2Y+T5xmc
 github.com/Knetic/govaluate v3.0.1-0.20171022003610-9aa49832a739+incompatible/go.mod h1:r7JcOSlj0wfOMncg0iLm8Leh48TZaKVeNIfJntJ2wa0=
 github.com/Masterminds/semver v1.5.0 h1:H65muMkzWKEuNDnfl9d70GUjFniHKHRbFPGBuZ3QEww=
 github.com/Masterminds/semver v1.5.0/go.mod h1:MB6lktGJrhw8PrUyiEoblNEGEQ+RzHPF078ddwwvV3Y=
-github.com/Microsoft/go-winio v0.5.2 h1:a9IhgEQBCUEk6QCdml9CiJGhAws+YwffDHEMp1VMrpA=
-github.com/Microsoft/go-winio v0.5.2/go.mod h1:WpS1mjBmmwHBEWmogvA2mj8546UReBk4v8QkMxJ6pZY=
+github.com/Microsoft/go-winio v0.6.0 h1:slsWYD/zyx7lCXoZVlvQrj0hPTM1HI4+v1sIda2yDvg=
+github.com/Microsoft/go-winio v0.6.0/go.mod h1:cTAf44im0RAYeL23bpB+fzCyDH2MJiz2BO69KH/soAE=
 github.com/Nvveen/Gotty v0.0.0-20120604004816-cd527374f1e5 h1:TngWCqHvy9oXAN6lEVMRuU21PR1EtLVZJmdB18Gu3Rw=
 github.com/Nvveen/Gotty v0.0.0-20120604004816-cd527374f1e5/go.mod h1:lmUJ/7eu/Q8D7ML55dXQrVaamCz2vxCfdQBasLZfHKk=
 github.com/OneOfOne/xxhash v1.2.2 h1:KMrpdQIwFcEqXDklaen+P1axHaj9BSKzvpUUfnHldSE=
@@ -803,8 +803,8 @@ github.com/huin/goupnp v1.0.3 h1:N8No57ls+MnjlB+JPiCVSOyy/ot7MJTqlo7rn+NYSqQ=
 github.com/huin/goutil v0.0.0-20170803182201-1ca381bf3150/go.mod h1:PpLOETDnJ0o3iZrZfqZzyLl6l7F3c6L1oWn7OICBi6o=
 github.com/ianlancetaylor/demangle v0.0.0-20181102032728-5e5cf60278f6/go.mod h1:aSSvb/t6k1mPoxDqO4vJh6VOCGPwU4O0C2/Eqndh1Sc=
 github.com/ianlancetaylor/demangle v0.0.0-20200824232613-28f6c0f3b639/go.mod h1:aSSvb/t6k1mPoxDqO4vJh6VOCGPwU4O0C2/Eqndh1Sc=
-github.com/ignite/cli v0.24.0 h1:2cggSIsT4MT9IIS4/8XqlwgekI0YWPMYeULLGrTgCUY=
-github.com/ignite/cli v0.24.0/go.mod h1:XlqM9HK751rcKZg7RfrP9KiJRAVi4XfZskhGnHPgLr0=
+github.com/ignite/cli v0.25.1 h1:Ake0dLhFeb5cid3jdqkknghwF86FeUm9a+pqSK0VI8I=
+github.com/ignite/cli v0.25.1/go.mod h1:EcKz1T5hVkyQsEhdgK6Ka/YEgZvDmqk93c7JLUCMPW0=
 github.com/imdario/mergo v0.3.13 h1:lFzP57bqS/wsqKssCGmtLAb8A0wKjLGrve2q3PPVcBk=
 github.com/imdario/mergo v0.3.13/go.mod h1:4lJ1jqUDcsbIECGy0RUJAXNIhg+6ocWgb1ALK2O4oXg=
 github.com/improbable-eng/grpc-web v0.15.0 h1:BN+7z6uNXZ1tQGcNAuaU1YjsLTApzkjt2tzCixLaUPQ=
@@ -1393,14 +1393,14 @@ github.com/ultraware/funlen v0.0.3 h1:5ylVWm8wsNwH5aWo9438pwvsK0QiqVuUrt9bn7S/iL
 github.com/ultraware/funlen v0.0.3/go.mod h1:Dp4UiAus7Wdb9KUZsYWZEWiRzGuM2kXM1lPbfaF6xhA=
 github.com/ultraware/whitespace v0.0.5 h1:hh+/cpIcopyMYbZNVov9iSxvJU3OYQg78Sfaqzi/CzI=
 github.com/ultraware/whitespace v0.0.5/go.mod h1:aVMh/gQve5Maj9hQ/hg+F75lr/X5A89uZnzAmWSineA=
-github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-2 h1:qb/enEHRxoPi26mZ4B5FDhaI8r7MAgaITJs35wdDXmY=
-github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-2/go.mod h1:UN4ehDuy5PA1YY7juvBMMulyiKv7uBMLUbTV/vONzH0=
+github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-1 h1:a4OGAGfmZ+jcHH//HuQCLeDYpLy3282t3deVKRPt+RU=
+github.com/umee-network/Gravity-Bridge/module v1.5.3-umee-1/go.mod h1:UN4ehDuy5PA1YY7juvBMMulyiKv7uBMLUbTV/vONzH0=
 github.com/umee-network/bech32-ibc v0.3.0 h1:WP0w6hG/B9WJ5hfUNx7Hd9pE0MJR/Lp9Y1NPjh03/40=
 github.com/umee-network/bech32-ibc v0.3.0/go.mod h1:PqMePY74J6wqJH7Yai1l94rPsEe6QVa9X8gt5/M5nIo=
 github.com/umee-network/cosmos-sdk v0.46.3-umee h1:q1tSnFHyxAc/EdJRPHVawvLWrMRVB1NMk/qgTvMrnRo=
 github.com/umee-network/cosmos-sdk v0.46.3-umee/go.mod h1:AynIAjXwtS3T/ApdhNCz/7/KGMbZSUBbKRTcbukb2ic=
-github.com/umee-network/umee/price-feeder v1.0.1-0.20220919160536-0c0db8c7c112 h1:djYVbmSzcYaO+pVwZW0aljmbuTPW0RcI/w/JP48y/v4=
-github.com/umee-network/umee/price-feeder v1.0.1-0.20220919160536-0c0db8c7c112/go.mod h1:gN6k2Y54HswN8qhSsqT3KIrNwIAp7nZrngRmYeXKUxg=
+github.com/umee-network/umee/price-feeder v1.0.1-0.20221027015322-96357449c737 h1:8NZaHAl6/Xoss6qfsUvxc6o9JZdPQzUS6ku87UvhJeQ=
+github.com/umee-network/umee/price-feeder v1.0.1-0.20221027015322-96357449c737/go.mod h1:qtGLqvFnz9I9gJBpI3918hEIZZbeqJ3r2yJW/1fK8mM=
 github.com/umee-network/umee/v3 v3.1.0 h1:2+Qifi/xfyKbexk76mHuZaMoztueILkBiMc64TJwJRI=
 github.com/umee-network/umee/v3 v3.1.0/go.mod h1:8hTD7AzHlrNU3yNtmMAL2BJN4Hy1sWSoangVu3vAdOQ=
 github.com/urfave/cli v1.20.0/go.mod h1:70zkFmudgCuE/ngEzBv17Jvp/497gISqfk5gWijbERA=
@@ -1663,8 +1663,8 @@ golang.org/x/sync v0.0.0-20201207232520-09787c993a3a/go.mod h1:RxMgew5VJxzue5/jJ
 golang.org/x/sync v0.0.0-20210220032951-036812b2e83c/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20220601150217-0de741cfad7f/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sync v0.0.0-20220722155255-886fb9371eb4/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
-golang.org/x/sync v0.0.0-20220819030929-7fc1605a5dde h1:ejfdSekXMDxDLbRrJMwUk6KnSLZ2McaUCVcIKM+N6jc=
-golang.org/x/sync v0.0.0-20220819030929-7fc1605a5dde/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
+golang.org/x/sync v0.0.0-20220929204114-8fcdb60fdcc0 h1:cu5kTvlzcw1Q5S9f5ip1/cpiB4nXvw1XYzFPGgzLUOY=
+golang.org/x/sync v0.0.0-20220929204114-8fcdb60fdcc0/go.mod h1:RxMgew5VJxzue5/jJTE5uejpjVlOe/izrB70Jof72aM=
 golang.org/x/sys v0.0.0-20180823144017-11551d06cbcc/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20180830151530-49385e6e1522/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
 golang.org/x/sys v0.0.0-20180905080454-ebe1bf3edb33/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=

orchestrator/oracle/oracle.go

@@ -247,6 +247,72 @@ func (o *Oracle) loadAvailablePairs() {
 	}
 }
 
+// GetComputedPrices gets the candle and ticker prices and computes it.
+// It returns candles' TVWAP if possible, if not possible (not available
+// or due to some staleness) it will use the most recent ticker prices
+// and the VWAP formula instead.
+func GetComputedPrices(
+	logger zerolog.Logger,
+	providerCandles pfprovider.AggregatedProviderCandles,
+	providerPrices pfprovider.AggregatedProviderPrices,
+	providerPairs map[pfprovider.Name][]pftypes.CurrencyPair,
+	deviations map[string]sdk.Dec,
+) (prices map[string]sdk.Dec, err error) {
+	// convert any non-USD denominated candles into USD
+	convertedCandles, err := pforacle.ConvertCandlesToUSD(
+		logger,
+		providerCandles,
+		providerPairs,
+		deviations,
+	)
+	if err != nil {
+		return nil, err
+	}
+
+	// filter out any erroneous candles
+	filteredCandles, err := pforacle.FilterCandleDeviations(
+		logger,
+		convertedCandles,
+		deviations,
+	)
+	if err != nil {
+		return nil, err
+	}
+
+	// attempt to use candles for TVWAP calculations
+	tvwapPrices, err := pforacle.ComputeTVWAP(filteredCandles)
+	if err != nil {
+		return nil, err
+	}
+
+	// If TVWAP candles are not available or were filtered out due to staleness,
+	// use most recent prices & VWAP instead.
+	if len(tvwapPrices) == 0 {
+		convertedTickers, err := pforacle.ConvertTickersToUSD(
+			logger,
+			providerPrices,
+			providerPairs,
+			deviations,
+		)
+		if err != nil {
+			return nil, err
+		}
+
+		filteredProviderPrices, err := pforacle.FilterTickerDeviations(
+			logger,
+			convertedTickers,
+			deviations,
+		)
+		if err != nil {
+			return nil, err
+		}
+
+		return pforacle.ComputeVWAP(filteredProviderPrices), nil
+	}
+
+	return tvwapPrices, nil
+}
+
 // setPrices retrieves all the prices and candles from our set of providers as
 // determined in the config. If candles are available, uses TVWAP in order
 // to determine prices. If candles are not available, uses the most recent prices
@@ -305,7 +371,7 @@ func (o *Oracle) setPrices() error {
 
 	deviationTreshold := sdk.NewDecFromIntWithPrec(sdkmath.NewInt(15), 1)
 
-	computedPrices, err := pforacle.GetComputedPrices(
+	computedPrices, err := GetComputedPrices(
 		o.logger,
 		providerCandles,
 		providerPrices,