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// This file is part of Astar.
// Copyright (C) Stake Technologies Pte.Ltd.
// SPDX-License-Identifier: GPL-3.0-or-later
// Astar is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
// Astar is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
// You should have received a copy of the GNU General Public License
// along with Astar. If not, see <http://www.gnu.org/licenses/>.
//! # 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.
#![cfg_attr(not(feature = "std"), no_std)]
use frame_support::{pallet_prelude::*, DefaultNoBound};
use frame_system::pallet_prelude::*;
pub use pallet::*;
use sp_arithmetic::{
fixed_point::FixedU128,
traits::{CheckedAdd, SaturatedConversion, Saturating, Zero},
};
use sp_std::marker::PhantomData;
use orml_traits::OnNewData;
use astar_primitives::{
oracle::{CurrencyAmount, CurrencyId, PriceProvider},
BlockNumber,
};
pub mod weights;
pub use weights::WeightInfo;
#[cfg(test)]
mod mock;
#[cfg(test)]
mod tests;
#[cfg(feature = "runtime-benchmarks")]
mod benchmarking;
/// Trait for processing accumulated currency values within a single block.
///
/// This can be anything from median, average, or more complex calculation.
pub trait ProcessBlockValues {
/// Process the accumulated values and return the result.
///
/// In case of an error, return an error message.
fn process(values: &[CurrencyAmount]) -> Result<CurrencyAmount, &'static str>;
}
/// Used to calculate the simple average of the accumulated values.
pub struct AverageBlockValue;
impl ProcessBlockValues for AverageBlockValue {
fn process(values: &[CurrencyAmount]) -> Result<CurrencyAmount, &'static str> {
if values.is_empty() {
return Err("No values exist for the current block.");
}
let sum = values.iter().fold(CurrencyAmount::zero(), |acc, &value| {
acc.saturating_add(value)
});
Ok(sum.saturating_mul(FixedU128::from_rational(1, values.len() as u128)))
}
}
/// Used to calculate the median of the accumulated values.
pub struct MedianBlockValue;
impl ProcessBlockValues for MedianBlockValue {
fn process(values: &[CurrencyAmount]) -> Result<CurrencyAmount, &'static str> {
if values.is_empty() {
return Err("No values exist for the current block.");
}
let mut sorted_values = values.to_vec();
sorted_values.sort_unstable();
let mid = sorted_values.len() / 2;
if sorted_values.len() % 2 == 0 {
Ok(sorted_values[mid.saturating_sub(1)]
.saturating_add(sorted_values[mid])
.saturating_mul(CurrencyAmount::from_rational(1, 2)))
} else {
Ok(sorted_values[mid])
}
}
}
/// Used to aggregate the accumulated values over some time period.
///
/// To avoid having a large memory footprint, values are summed up into a single accumulator.
/// Number of summed up values is tracked in a separate field.
#[derive(Encode, Decode, MaxEncodedLen, Default, Clone, Copy, Debug, PartialEq, Eq, TypeInfo)]
pub struct ValueAggregator {
/// Total accumulated value amount.
#[codec(compact)]
pub(crate) total: CurrencyAmount,
/// Number of values accumulated.
#[codec(compact)]
pub(crate) count: u32,
/// Block number at which aggregation should reset.
#[codec(compact)]
pub(crate) limit_block: BlockNumber,
}
impl ValueAggregator {
/// New value aggregator, with the given block number as the new limit.
pub fn new(limit_block: BlockNumber) -> Self {
Self {
limit_block,
..Default::default()
}
}
/// Attempts to add a value to the aggregator, consuming `self` in the process.
///
/// Returns an error if the addition would cause an overflow in the accumulator or the counter.
/// Otherwise returns the updated aggregator.
pub fn try_add(mut self, value: CurrencyAmount) -> Result<Self, &'static str> {
self.total = self
.total
.checked_add(&value)
.ok_or("Failed to add value to the aggregator due to overflow.")?;
self.count = self
.count
.checked_add(1)
.ok_or("Failed to increment count in the aggregator due to overflow.")?;
Ok(self)
}
/// Returns the average of the accumulated values.
pub fn average(&self) -> CurrencyAmount {
if self.count.is_zero() {
CurrencyAmount::zero()
} else {
self.total
.saturating_mul(FixedU128::from_rational(1, self.count.into()))
}
}
}
/// Used to store the aggregated intermediate values into a circular buffer.
///
/// Inserts values sequentially into the buffer, until the buffer has been filled out.
/// After that, the oldest value is always overwritten with the new value.
#[derive(
Encode,
Decode,
MaxEncodedLen,
RuntimeDebugNoBound,
PartialEqNoBound,
EqNoBound,
CloneNoBound,
TypeInfo,
DefaultNoBound,
)]
#[scale_info(skip_type_params(L))]
pub struct CircularBuffer<L: Get<u32>> {
/// Currency values store.
pub(crate) buffer: BoundedVec<CurrencyAmount, L>,
/// Next index to write to.
#[codec(compact)]
pub(crate) head: u32,
}
impl<L: Get<u32>> CircularBuffer<L> {
/// Adds a new value to the circular buffer, possibly overriding the oldest value if capacity is filled.
pub fn add(&mut self, value: CurrencyAmount) {
// This can never happen, parameters must ensure that.
// But we still check it and log an error if it does.
if self.head >= L::get() || self.head as usize > self.buffer.len() {
log::error!(
target: LOG_TARGET,
"Failed to push value to the circular buffer due to invalid next index. \
Next index: {:?}, Buffer length: {:?}, Buffer capacity: {:?}",
self.head,
self.buffer.len(),
L::get()
);
return;
}
if self.buffer.len() > self.head as usize {
// Vec has been filled out, so we need to override the 'head' value
self.buffer[self.head as usize] = value;
} else {
// Vec is not full yet, so we can just push the value
let _ignorable = self.buffer.try_push(value);
}
self.head = self.head.saturating_add(1) % L::get();
}
/// Returns the average of the accumulated values.
pub fn average(&self) -> CurrencyAmount {
if self.buffer.is_empty() {
return CurrencyAmount::zero();
}
let sum = self
.buffer
.iter()
.fold(CurrencyAmount::zero(), |acc, &value| {
acc.saturating_add(value)
});
// At this point, length of the buffer is guaranteed to be greater than zero.
sum.saturating_mul(FixedU128::from_rational(1, self.buffer.len() as u128))
}
}
const LOG_TARGET: &str = "price-aggregator";
#[frame_support::pallet]
pub mod pallet {
use super::*;
/// The current storage version.
pub const STORAGE_VERSION: StorageVersion = StorageVersion::new(1);
#[pallet::pallet]
#[pallet::storage_version(STORAGE_VERSION)]
pub struct Pallet<T>(PhantomData<T>);
#[pallet::config]
pub trait Config: frame_system::Config {
/// The overarching event type.
type RuntimeEvent: From<Event<Self>> + IsType<<Self as frame_system::Config>::RuntimeEvent>;
/// Maximum number of distinct currency values we can store during a single block.
#[pallet::constant]
type MaxValuesPerBlock: Get<u32>;
/// Used to process accumulated values in the current block.
type ProcessBlockValues: ProcessBlockValues;
/// Native currency ID that this pallet is supposed to track.
type NativeCurrencyId: Get<CurrencyId>;
/// Maximum length of the circular buffer used to calculate the moving average.
#[pallet::constant]
type CircularBufferLength: Get<u32>;
/// Duration of aggregation period expressed in the number of blocks.
/// During this time, currency values are aggregated, and are then used to calculate the average value.
#[pallet::constant]
type AggregationDuration: Get<BlockNumberFor<Self>>;
type WeightInfo: WeightInfo;
}
#[pallet::genesis_config]
#[derive(frame_support::DefaultNoBound)]
pub struct GenesisConfig<T: Config> {
pub circular_buffer: BoundedVec<CurrencyAmount, T::CircularBufferLength>,
}
#[pallet::genesis_build]
impl<T: Config> BuildGenesisConfig for GenesisConfig<T> {
fn build(&self) {
ValuesCircularBuffer::<T>::put(CircularBuffer::<T::CircularBufferLength> {
buffer: self.circular_buffer.clone(),
head: self.circular_buffer.len() as u32 % T::CircularBufferLength::get(),
});
IntermediateValueAggregator::<T>::mutate(|aggregator| {
aggregator.limit_block = T::AggregationDuration::get().saturated_into();
});
}
}
#[pallet::event]
#[pallet::generate_deposit(pub(crate) fn deposit_event)]
pub enum Event<T: Config> {
/// New average native currency value has been calculated and pushed into the moving average buffer.
AverageAggregatedValue { value: CurrencyAmount },
}
/// Storage for the accumulated native currency price in the current block.
#[pallet::storage]
#[pallet::whitelist_storage]
pub type CurrentBlockValues<T: Config> =
StorageValue<_, BoundedVec<CurrencyAmount, T::MaxValuesPerBlock>, ValueQuery>;
/// Used to store the aggregated processed block values during some time period.
#[pallet::storage]
#[pallet::whitelist_storage]
pub type IntermediateValueAggregator<T: Config> = StorageValue<_, ValueAggregator, ValueQuery>;
/// Used to store aggregated intermediate values for some time period.
#[pallet::storage]
pub type ValuesCircularBuffer<T: Config> =
StorageValue<_, CircularBuffer<T::CircularBufferLength>, ValueQuery>;
#[pallet::hooks]
impl<T: Config> Hooks<BlockNumberFor<T>> for Pallet<T> {
fn on_initialize(now: BlockNumberFor<T>) -> Weight {
// Need to account for the reads and writes of:
// - CurrentBlockValues
// - IntermediateValueAggregator
//
// Also need to account for the weight of processing block accumulated values.
let mut total_weight = T::DbWeight::get()
.reads_writes(2, 2)
.saturating_add(T::WeightInfo::process_block_aggregated_values());
if IntermediateValueAggregator::<T>::get().limit_block <= now.saturated_into() {
total_weight
.saturating_accrue(T::WeightInfo::process_intermediate_aggregated_values());
}
total_weight
}
fn on_finalize(now: BlockNumberFor<T>) {
// 1. Process the accumulated native currency values in the current block.
Self::process_block_aggregated_values();
// 2. Check if we need to push the average aggregated value to the storage.
if IntermediateValueAggregator::<T>::get().limit_block <= now.saturated_into() {
Self::process_intermediate_aggregated_values(now);
}
}
fn integrity_test() {
assert!(T::MaxValuesPerBlock::get() > 0);
assert!(T::CircularBufferLength::get() > 0);
assert!(!T::AggregationDuration::get().is_zero());
}
}
impl<T: Config> Pallet<T> {
/// Used to process the native currency values accumulated in the current block.
///
/// Guarantees that the accumulated values are cleared after processing.
/// In case of an error during processing, intermediate aggregated value is not updated.
pub(crate) fn process_block_aggregated_values() {
// 1. Take the accumulated block values, clearing the existing storage.
let accumulated_values = CurrentBlockValues::<T>::take();
// 2. Attempt to process accumulated block values.
let processed_value = match T::ProcessBlockValues::process(
accumulated_values.as_slice(),
) {
Ok(value) => value,
Err(message) => {
log::trace!(
target: LOG_TARGET,
"Failed to process the accumulated native currency values in the current block. \
Reason: {:?}",
message
);
// Nothing to do if we have no valid value to store.
return;
}
};
// 3. Attempt to store the processed value.
// This operation is practically infallible, but we check the results for the additional safety.
let intermediate_value = IntermediateValueAggregator::<T>::get();
match intermediate_value.try_add(processed_value) {
Ok(new_aggregator) => {
IntermediateValueAggregator::<T>::put(new_aggregator);
}
Err(message) => {
log::error!(
target: LOG_TARGET,
"Failed to add the processed native currency value to the intermediate storage. \
Reason: {:?}",
message
);
}
}
}
/// Used to process the intermediate aggregated values, and push them to the moving average storage.
pub(crate) fn process_intermediate_aggregated_values(now: BlockNumberFor<T>) {
// 1. Get the average value from the intermediate aggregator.
let average_value = IntermediateValueAggregator::<T>::get().average();
// 2. Reset the aggregator back to zero, and set the new limit block.
IntermediateValueAggregator::<T>::put(ValueAggregator::new(
now.saturating_add(T::AggregationDuration::get())
.saturated_into(),
));
// 3. In case aggregated value equals 0, it means something has gone wrong since it's extremely unlikely
// that price goes to absolute zero. The much more likely case is that there's a problem with the oracle data feed.
if average_value.is_zero() {
log::error!(
target: LOG_TARGET,
"The average aggregated price equals zero, which most likely means that oracle data feed is faulty. \
Not pushing the 'zero' value to the moving average storage."
);
return;
}
// 4. Push the 'valid' average aggregated value to the circular buffer.
ValuesCircularBuffer::<T>::mutate(|buffer| buffer.add(average_value));
Self::deposit_event(Event::AverageAggregatedValue {
value: average_value,
});
}
}
// Make this pallet an 'observer' ('listener') of the new oracle data feed.
impl<T: Config> OnNewData<T::AccountId, CurrencyId, CurrencyAmount> for Pallet<T> {
fn on_new_data(who: &T::AccountId, key: &CurrencyId, value: &CurrencyAmount) {
// Ignore any currency that is not native currency.
if T::NativeCurrencyId::get() != *key {
return;
}
CurrentBlockValues::<T>::mutate(|v| match v.try_push(*value) {
Ok(()) => {}
Err(_) => {
log::error!(
target: LOG_TARGET,
"Failed to push native currency value into the ongoing block due to exceeded capacity. \
Value was submitted by: {:?}",
who
);
}
});
}
}
// Make this pallet a `price provider` for the native currency.
//
// For this particular implementation, a simple moving average is used to calculate the average price.
impl<T: Config> PriceProvider for Pallet<T> {
fn average_price() -> FixedU128 {
ValuesCircularBuffer::<T>::get().average()
}
}
}