95 lines
2.9 KiB
Rust
95 lines
2.9 KiB
Rust
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use std::collections::HashMap;
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use crate::{utils, AssetPair, OracleId, PriceAttestation};
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#[derive(Clone)]
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pub(crate) struct OracleNetworkCRDT {
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pub(crate) attestations: HashMap<String, PriceAttestation>,
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pub(crate) oracle_scores: HashMap<OracleId, f64>,
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}
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impl OracleNetworkCRDT {
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pub(crate) fn new() -> Self {
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Self {
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attestations: HashMap::new(),
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oracle_scores: HashMap::new(),
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}
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}
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pub(crate) fn submit_attestation(&mut self, attestation: PriceAttestation) {
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self.attestations
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.insert(attestation.id.clone(), attestation.clone());
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// Update oracle reputation
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let score = self
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.oracle_scores
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.entry(attestation.oracle_id.clone())
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.or_insert(0.5);
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*score = (*score * 0.95) + 0.05;
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}
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pub(crate) fn merge(&mut self, other: &Self) {
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for (id, attestation) in &other.attestations {
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if !self.attestations.contains_key(id) {
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self.attestations.insert(id.clone(), attestation.clone());
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}
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}
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for (oracle_id, score) in &other.oracle_scores {
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self.oracle_scores.insert(oracle_id.clone(), *score);
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}
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}
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pub(crate) fn get_aggregate_price(
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&self,
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asset_pair: &AssetPair,
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max_age: u64,
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) -> Option<(f64, u8, usize)> {
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let now = utils::timestamp();
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let min_time = now.saturating_sub(max_age);
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let mut prices = Vec::new();
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for attestation in self.attestations.values() {
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if attestation.asset_pair == *asset_pair && attestation.timestamp >= min_time {
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let weight = self
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.oracle_scores
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.get(&attestation.oracle_id)
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.unwrap_or(&0.5);
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prices.push((attestation.price, attestation.confidence, *weight));
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}
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}
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if prices.is_empty() {
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return None;
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}
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// Remove outliers
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prices.sort_by(|a, b| a.0.partial_cmp(&b.0).unwrap());
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if prices.len() > 4 {
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let q1 = prices[prices.len() / 4].0;
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let q3 = prices[3 * prices.len() / 4].0;
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let iqr = q3 - q1;
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let lower = q1 - iqr * 1.5;
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let upper = q3 + iqr * 1.5;
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prices.retain(|(price, _, _)| *price >= lower && *price <= upper);
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}
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// Calculate weighted average
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let mut total_weight = 0.0;
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let mut weighted_sum = 0.0;
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let mut confidence_sum = 0.0;
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for (price, confidence, weight) in &prices {
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let w = (*confidence as f64 / 100.0) * weight;
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weighted_sum += price * w;
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confidence_sum += *confidence as f64 * w;
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total_weight += w;
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}
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let avg_price = weighted_sum / total_weight;
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let avg_confidence = (confidence_sum / total_weight) as u8;
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Some((avg_price, avg_confidence, prices.len()))
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}
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}
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