Crate pallet_price_aggregator

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§Price Aggregator Pallet

§Overview

Purpose of this pallet is to aggregate price data over some time, and then calculate the moving average.

§Solution

The overall solution is broken down into several steps that occur over the course of various time periods.

§Block Aggregation

During each block, the native currency price data is accumulated. This is done ‘outside’ the pallet, and it’s only expected that ‘something’ will push this data to the price aggregator pallet. The pallet itself doesn’t care about the source of the data, nor who submitted it.

At the end of each block, accumulated data is processed according to the specified algorithm (e.g. can be average, median, or something else). In case processing was successful, the result is stored in the intermediate value aggregator. In case processing fails, value is simply ignored.

§Intermediate Value Aggregation

After a predetermined amount of time (blocks) has passed, the average value is calculated from the intermediate value aggregator. In case it’s a valid value (non-zero), it’s pushed into the circular buffer used to calculate the moving average. In case of an error, the value is simply ignored.

§Moving Average Calculation

The moving average is calculated from the circular buffer, and is used to provide the ‘average’ price of the native currency, over some time period. It’s important to note that the moving average is not a ‘real-time’ value, but rather a ‘lagging’ indicator.

Re-exports§

Modules§

  • pallet
    The pallet module in each FRAME pallet hosts the most important items needed to construct this pallet.
  • weights
    Autogenerated weights for pallet_price_aggregator

Structs§

  • AverageBlockValue
    Used to calculate the simple average of the accumulated values.
  • CircularBuffer
    Used to store the aggregated intermediate values into a circular buffer.
  • MedianBlockValue
    Used to calculate the median of the accumulated values.
  • ValueAggregator
    Used to aggregate the accumulated values over some time period.

Traits§