feat(dex): add Phase 15 - DEX Ecosystem with Perpetuals Trading

Implements comprehensive DEX infrastructure:

- contracts/perps (81KB WASM):
  - Long/Short positions with 2x-100x leverage
  - Funding rate mechanism (keeps price anchored to spot)
  - Liquidation engine with insurance fund
  - Mark price (EMA) vs index price (oracle)
  - Maintenance margin (0.5%) and initial margin (1%)

- contracts/oracle (80KB WASM):
  - Multi-source price aggregation (median)
  - TWAP (Time-Weighted Average Price)
  - Stale price detection
  - Confidence intervals

- contracts/aggregator (94KB WASM):
  - Cross-chain liquidity routing via IBC
  - Best price discovery across multiple DEXs
  - Split routing for large orders
  - Zero-capital model (aggregation fees only)

This enables dYdX/GMX-style trading without requiring capital.
This commit is contained in:
Gulshan Yadav 2026-01-19 19:22:02 +05:30
parent 49ba05168c
commit 688d409b10
7 changed files with 3090 additions and 0 deletions

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@ -30,6 +30,11 @@ exclude = [
"contracts/nft", "contracts/nft",
"contracts/dex", "contracts/dex",
"contracts/staking", "contracts/staking",
"contracts/confidential-token",
"contracts/perps",
"contracts/oracle",
"contracts/aggregator",
"contracts/ibc-bridge",
"crates/synor-crypto-wasm", "crates/synor-crypto-wasm",
"apps/desktop-wallet/src-tauri", "apps/desktop-wallet/src-tauri",
] ]

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@ -0,0 +1,24 @@
[package]
name = "synor-aggregator"
version = "0.1.0"
edition = "2021"
authors = ["Synor Team <team@synor.cc>"]
description = "Cross-chain DEX liquidity aggregator with optimal routing"
license = "MIT OR Apache-2.0"
[lib]
crate-type = ["cdylib", "rlib"]
[features]
default = []
[dependencies]
synor-sdk = { path = "../../crates/synor-sdk", default-features = false }
borsh = { version = "1.3", default-features = false, features = ["derive"] }
[profile.release]
opt-level = "z"
lto = true
codegen-units = 1
panic = "abort"
strip = true

File diff suppressed because it is too large Load diff

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@ -0,0 +1,24 @@
[package]
name = "synor-oracle"
version = "0.1.0"
edition = "2021"
authors = ["Synor Team <team@synor.cc>"]
description = "Decentralized price oracle with multi-source aggregation"
license = "MIT OR Apache-2.0"
[lib]
crate-type = ["cdylib", "rlib"]
[features]
default = []
[dependencies]
synor-sdk = { path = "../../crates/synor-sdk", default-features = false }
borsh = { version = "1.3", default-features = false, features = ["derive"] }
[profile.release]
opt-level = "z"
lto = true
codegen-units = 1
panic = "abort"
strip = true

855
contracts/oracle/src/lib.rs Normal file
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@ -0,0 +1,855 @@
//! Decentralized Price Oracle Contract
//!
//! This contract provides manipulation-resistant price feeds by:
//! - Aggregating prices from multiple trusted reporters
//! - Using median aggregation to resist outliers
//! - Implementing TWAP (Time-Weighted Average Price)
//! - Detecting and rejecting stale prices
//!
//! # Architecture
//!
//! ```text
//! ┌─────────────────────────────────────────────────────────────┐
//! │ ORACLE ARCHITECTURE │
//! ├─────────────────────────────────────────────────────────────┤
//! │ │
//! │ REPORTERS (Off-chain price feeds): │
//! │ ┌────────┐ ┌────────┐ ┌────────┐ ┌────────┐ │
//! │ │Chainlink│ │ Pyth │ │ Band │ │ Custom │ │
//! │ │Reporter │ │Reporter│ │Reporter│ │Reporter│ │
//! │ └───┬────┘ └───┬────┘ └───┬────┘ └───┬────┘ │
//! │ │ │ │ │ │
//! │ ▼ ▼ ▼ ▼ │
//! │ ┌─────────────────────────────────────────────┐ │
//! │ │ MEDIAN AGGREGATION │ │
//! │ │ [100, 101, 99, 102, 100] → 100 │ │
//! │ │ Rejects outliers automatically │ │
//! │ └─────────────────────────────────────────────┘ │
//! │ │ │
//! │ ▼ │
//! │ ┌─────────────────────────────────────────────┐ │
//! │ │ TWAP CALCULATION │ │
//! │ │ Accumulates prices over time │ │
//! │ │ twap = Σ(price * time) / Σ(time) │ │
//! │ └─────────────────────────────────────────────┘ │
//! │ │ │
//! │ ▼ │
//! │ ┌─────────────────────────────────────────────┐ │
//! │ │ CONSUMER CONTRACTS │ │
//! │ │ Perps, DEX, Lending, Options │ │
//! │ └─────────────────────────────────────────────┘ │
//! └─────────────────────────────────────────────────────────────┘
//! ```
#![no_std]
extern crate alloc;
use alloc::string::String;
use alloc::vec::Vec;
use borsh::{BorshDeserialize, BorshSerialize};
use synor_sdk::prelude::*;
use synor_sdk::{require, require_auth};
// =============================================================================
// CONSTANTS
// =============================================================================
/// Price precision (6 decimals)
pub const PRICE_PRECISION: u64 = 1_000_000;
/// Maximum price staleness (5 minutes)
pub const MAX_STALENESS: u64 = 5 * 60;
/// Minimum reporters required for valid price
pub const MIN_REPORTERS: usize = 1;
/// TWAP observation window (1 hour)
pub const TWAP_WINDOW: u64 = 60 * 60;
/// Maximum TWAP observations to store
pub const MAX_TWAP_OBSERVATIONS: usize = 60;
/// Maximum deviation between reporters (5% = 500 bps)
pub const MAX_DEVIATION_BPS: u64 = 500;
/// Basis points denominator
pub const BPS_DENOMINATOR: u64 = 10000;
// =============================================================================
// EVENT TOPICS
// =============================================================================
fn event_topic(name: &[u8]) -> [u8; 32] {
use synor_sdk::crypto::blake3_hash;
blake3_hash(name).0
}
// =============================================================================
// STORAGE KEYS
// =============================================================================
mod keys {
pub const OWNER: &[u8] = b"oracle:owner";
pub const INITIALIZED: &[u8] = b"oracle:initialized";
// Reporters
pub const REPORTERS: &[u8] = b"oracle:reporters";
pub const REPORTER_COUNT: &[u8] = b"oracle:reporter_count";
// Price feeds
pub const FEEDS: &[u8] = b"oracle:feeds";
pub const FEED_COUNT: &[u8] = b"oracle:feed_count";
// Prices
pub const PRICES: &[u8] = b"oracle:prices";
pub const REPORTER_PRICES: &[u8] = b"oracle:reporter_prices";
// TWAP
pub const TWAP_OBSERVATIONS: &[u8] = b"oracle:twap";
pub const TWAP_INDEX: &[u8] = b"oracle:twap_idx";
}
// =============================================================================
// DATA STRUCTURES
// =============================================================================
/// Reporter status
#[derive(Clone, Copy, Debug, PartialEq, Eq, BorshSerialize, BorshDeserialize)]
pub enum ReporterStatus {
Active,
Suspended,
Removed,
}
/// A trusted price reporter
#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
pub struct Reporter {
/// Reporter address
pub address: Address,
/// Reporter name/description
pub name: String,
/// Status
pub status: ReporterStatus,
/// Total reports submitted
pub report_count: u64,
/// Last report timestamp
pub last_report: u64,
/// When registered
pub registered_at: u64,
}
/// Price feed configuration
#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
pub struct PriceFeed {
/// Feed ID
pub id: u32,
/// Base asset (e.g., "BTC")
pub base_asset: String,
/// Quote asset (e.g., "USD")
pub quote_asset: String,
/// Decimals (usually 6)
pub decimals: u8,
/// Minimum reporters required
pub min_reporters: u8,
/// Maximum staleness (seconds)
pub max_staleness: u64,
/// Whether feed is active
pub is_active: bool,
/// Created timestamp
pub created_at: u64,
}
/// Individual price report from a reporter
#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
pub struct PriceReport {
/// Feed ID
pub feed_id: u32,
/// Reporter address
pub reporter: Address,
/// Price (in PRICE_PRECISION)
pub price: u64,
/// Confidence (lower = more confident)
pub confidence: u64,
/// Timestamp of report
pub timestamp: u64,
}
/// Aggregated price for a feed
#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
pub struct AggregatedPrice {
/// Feed ID
pub feed_id: u32,
/// Aggregated price (median)
pub price: u64,
/// Number of reporters
pub num_reporters: u8,
/// Minimum reported price
pub min_price: u64,
/// Maximum reported price
pub max_price: u64,
/// Average confidence
pub avg_confidence: u64,
/// Aggregation timestamp
pub timestamp: u64,
/// Is price valid (enough reporters, not stale)
pub is_valid: bool,
}
/// TWAP observation
#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
pub struct TwapObservation {
/// Price at this observation
pub price: u64,
/// Cumulative price * time
pub cumulative: u128,
/// Timestamp
pub timestamp: u64,
}
// =============================================================================
// EVENTS
// =============================================================================
#[derive(BorshSerialize)]
pub struct ReporterRegistered {
pub reporter: Address,
pub name: String,
}
#[derive(BorshSerialize)]
pub struct PriceFeedCreated {
pub feed_id: u32,
pub base_asset: String,
pub quote_asset: String,
}
#[derive(BorshSerialize)]
pub struct PriceUpdated {
pub feed_id: u32,
pub price: u64,
pub num_reporters: u8,
pub timestamp: u64,
}
#[derive(BorshSerialize)]
pub struct ReporterSuspended {
pub reporter: Address,
pub reason: String,
}
// =============================================================================
// STORAGE HELPERS
// =============================================================================
fn get_owner() -> Option<Address> {
storage::get::<Address>(keys::OWNER)
}
fn is_owner(addr: &Address) -> bool {
get_owner().map(|o| o == *addr).unwrap_or(false)
}
fn is_initialized() -> bool {
storage::get::<bool>(keys::INITIALIZED).unwrap_or(false)
}
fn get_reporter_count() -> u32 {
storage::get::<u32>(keys::REPORTER_COUNT).unwrap_or(0)
}
fn set_reporter_count(count: u32) {
storage::set(keys::REPORTER_COUNT, &count);
}
fn get_reporter(addr: &Address) -> Option<Reporter> {
storage::get_with_suffix::<Reporter>(keys::REPORTERS, addr.as_bytes())
}
fn set_reporter(addr: &Address, reporter: &Reporter) {
storage::set_with_suffix(keys::REPORTERS, addr.as_bytes(), reporter);
}
fn get_feed_count() -> u32 {
storage::get::<u32>(keys::FEED_COUNT).unwrap_or(0)
}
fn set_feed_count(count: u32) {
storage::set(keys::FEED_COUNT, &count);
}
fn get_feed(id: u32) -> Option<PriceFeed> {
storage::get_with_suffix::<PriceFeed>(keys::FEEDS, &id.to_le_bytes())
}
fn set_feed(id: u32, feed: &PriceFeed) {
storage::set_with_suffix(keys::FEEDS, &id.to_le_bytes(), feed);
}
fn get_aggregated_price(feed_id: u32) -> Option<AggregatedPrice> {
storage::get_with_suffix::<AggregatedPrice>(keys::PRICES, &feed_id.to_le_bytes())
}
fn set_aggregated_price(feed_id: u32, price: &AggregatedPrice) {
storage::set_with_suffix(keys::PRICES, &feed_id.to_le_bytes(), price);
}
fn get_reporter_price(feed_id: u32, reporter: &Address) -> Option<PriceReport> {
let mut key = feed_id.to_le_bytes().to_vec();
key.extend_from_slice(reporter.as_bytes());
storage::get_with_suffix::<PriceReport>(keys::REPORTER_PRICES, &key)
}
fn set_reporter_price(feed_id: u32, reporter: &Address, report: &PriceReport) {
let mut key = feed_id.to_le_bytes().to_vec();
key.extend_from_slice(reporter.as_bytes());
storage::set_with_suffix(keys::REPORTER_PRICES, &key, report);
}
fn get_twap_index(feed_id: u32) -> usize {
storage::get_with_suffix::<usize>(keys::TWAP_INDEX, &feed_id.to_le_bytes()).unwrap_or(0)
}
fn set_twap_index(feed_id: u32, index: usize) {
storage::set_with_suffix(keys::TWAP_INDEX, &feed_id.to_le_bytes(), &index);
}
fn get_twap_observation(feed_id: u32, index: usize) -> Option<TwapObservation> {
let mut key = feed_id.to_le_bytes().to_vec();
key.extend_from_slice(&(index as u32).to_le_bytes());
storage::get_with_suffix::<TwapObservation>(keys::TWAP_OBSERVATIONS, &key)
}
fn set_twap_observation(feed_id: u32, index: usize, obs: &TwapObservation) {
let mut key = feed_id.to_le_bytes().to_vec();
key.extend_from_slice(&(index as u32).to_le_bytes());
storage::set_with_suffix(keys::TWAP_OBSERVATIONS, &key, obs);
}
// =============================================================================
// CALCULATION HELPERS
// =============================================================================
/// Calculate median of prices (manipulation resistant)
fn calculate_median(prices: &mut [u64]) -> u64 {
if prices.is_empty() {
return 0;
}
prices.sort_unstable();
let len = prices.len();
if len % 2 == 0 {
(prices[len / 2 - 1] + prices[len / 2]) / 2
} else {
prices[len / 2]
}
}
/// Check if price deviation is within acceptable range
fn is_deviation_acceptable(prices: &[u64]) -> bool {
if prices.is_empty() {
return false;
}
let min = *prices.iter().min().unwrap();
let max = *prices.iter().max().unwrap();
if min == 0 {
return false;
}
let deviation_bps = ((max - min) as u128 * BPS_DENOMINATOR as u128) / min as u128;
deviation_bps <= MAX_DEVIATION_BPS as u128
}
// =============================================================================
// ENTRY POINTS
// =============================================================================
synor_sdk::entry_point!(init, call);
fn init(params: &[u8]) -> Result<()> {
require!(!is_initialized(), Error::invalid_args("Already initialized"));
// No params needed, just set owner
let _ = params;
storage::set(keys::OWNER, &caller());
storage::set(keys::INITIALIZED, &true);
set_reporter_count(0);
set_feed_count(0);
Ok(())
}
fn call(selector: &[u8], params: &[u8]) -> Result<Vec<u8>> {
// Method selectors
let register_reporter_sel = synor_sdk::method_selector("register_reporter");
let suspend_reporter_sel = synor_sdk::method_selector("suspend_reporter");
let create_feed_sel = synor_sdk::method_selector("create_feed");
let report_price_sel = synor_sdk::method_selector("report_price");
let report_prices_batch_sel = synor_sdk::method_selector("report_prices_batch");
let get_price_sel = synor_sdk::method_selector("get_price");
let get_twap_sel = synor_sdk::method_selector("get_twap");
let get_feed_sel = synor_sdk::method_selector("get_feed");
let get_reporter_sel = synor_sdk::method_selector("get_reporter");
let is_price_valid_sel = synor_sdk::method_selector("is_price_valid");
match selector {
// ===== Admin Methods =====
s if s == register_reporter_sel => {
let owner = get_owner().ok_or(Error::Unauthorized)?;
require_auth!(owner);
#[derive(BorshDeserialize)]
struct Args {
reporter: Address,
name: String,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Invalid register_reporter params"))?;
require!(get_reporter(&args.reporter).is_none(),
Error::invalid_args("Reporter already registered"));
let reporter = Reporter {
address: args.reporter,
name: args.name.clone(),
status: ReporterStatus::Active,
report_count: 0,
last_report: 0,
registered_at: timestamp(),
};
set_reporter(&args.reporter, &reporter);
set_reporter_count(get_reporter_count() + 1);
emit_raw(
&[event_topic(b"ReporterRegistered")],
&borsh::to_vec(&ReporterRegistered {
reporter: args.reporter,
name: args.name,
}).unwrap(),
);
Ok(borsh::to_vec(&true).unwrap())
}
s if s == suspend_reporter_sel => {
let owner = get_owner().ok_or(Error::Unauthorized)?;
require_auth!(owner);
#[derive(BorshDeserialize)]
struct Args {
reporter: Address,
reason: String,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Invalid suspend_reporter params"))?;
let mut reporter = get_reporter(&args.reporter)
.ok_or_else(|| Error::invalid_args("Reporter not found"))?;
reporter.status = ReporterStatus::Suspended;
set_reporter(&args.reporter, &reporter);
emit_raw(
&[event_topic(b"ReporterSuspended")],
&borsh::to_vec(&ReporterSuspended {
reporter: args.reporter,
reason: args.reason,
}).unwrap(),
);
Ok(borsh::to_vec(&true).unwrap())
}
s if s == create_feed_sel => {
let owner = get_owner().ok_or(Error::Unauthorized)?;
require_auth!(owner);
#[derive(BorshDeserialize)]
struct Args {
base_asset: String,
quote_asset: String,
decimals: u8,
min_reporters: u8,
max_staleness: u64,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Invalid create_feed params"))?;
let feed_id = get_feed_count();
let feed = PriceFeed {
id: feed_id,
base_asset: args.base_asset.clone(),
quote_asset: args.quote_asset.clone(),
decimals: args.decimals,
min_reporters: args.min_reporters.max(1),
max_staleness: args.max_staleness.max(60), // min 60 seconds
is_active: true,
created_at: timestamp(),
};
set_feed(feed_id, &feed);
set_feed_count(feed_id + 1);
emit_raw(
&[event_topic(b"PriceFeedCreated")],
&borsh::to_vec(&PriceFeedCreated {
feed_id,
base_asset: args.base_asset,
quote_asset: args.quote_asset,
}).unwrap(),
);
Ok(borsh::to_vec(&feed_id).unwrap())
}
// ===== Reporter Methods =====
s if s == report_price_sel => {
let reporter_addr = caller();
let reporter = get_reporter(&reporter_addr)
.ok_or_else(|| Error::invalid_args("Not a registered reporter"))?;
require!(reporter.status == ReporterStatus::Active,
Error::invalid_args("Reporter not active"));
#[derive(BorshDeserialize)]
struct Args {
feed_id: u32,
price: u64,
confidence: u64,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Invalid report_price params"))?;
let feed = get_feed(args.feed_id)
.ok_or_else(|| Error::invalid_args("Feed not found"))?;
require!(feed.is_active, Error::invalid_args("Feed not active"));
let now = timestamp();
// Store individual reporter price
let report = PriceReport {
feed_id: args.feed_id,
reporter: reporter_addr,
price: args.price,
confidence: args.confidence,
timestamp: now,
};
set_reporter_price(args.feed_id, &reporter_addr, &report);
// Update reporter stats
let mut reporter = reporter;
reporter.report_count += 1;
reporter.last_report = now;
set_reporter(&reporter_addr, &reporter);
// Aggregate all reporter prices for this feed
aggregate_prices(args.feed_id, &feed)?;
Ok(borsh::to_vec(&true).unwrap())
}
s if s == report_prices_batch_sel => {
let reporter_addr = caller();
let reporter = get_reporter(&reporter_addr)
.ok_or_else(|| Error::invalid_args("Not a registered reporter"))?;
require!(reporter.status == ReporterStatus::Active,
Error::invalid_args("Reporter not active"));
#[derive(BorshDeserialize)]
struct PriceInput {
feed_id: u32,
price: u64,
confidence: u64,
}
#[derive(BorshDeserialize)]
struct Args {
prices: Vec<PriceInput>,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Invalid report_prices_batch params"))?;
let now = timestamp();
let mut updated_feeds = Vec::new();
for input in &args.prices {
let feed = match get_feed(input.feed_id) {
Some(f) if f.is_active => f,
_ => continue,
};
let report = PriceReport {
feed_id: input.feed_id,
reporter: reporter_addr,
price: input.price,
confidence: input.confidence,
timestamp: now,
};
set_reporter_price(input.feed_id, &reporter_addr, &report);
// Aggregate prices for this feed
if aggregate_prices(input.feed_id, &feed).is_ok() {
updated_feeds.push(input.feed_id);
}
}
// Update reporter stats
let mut reporter = reporter;
reporter.report_count += args.prices.len() as u64;
reporter.last_report = now;
set_reporter(&reporter_addr, &reporter);
Ok(borsh::to_vec(&updated_feeds).unwrap())
}
// ===== Query Methods =====
s if s == get_price_sel => {
#[derive(BorshDeserialize)]
struct Args {
feed_id: u32,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Expected (feed_id: u32)"))?;
let price = get_aggregated_price(args.feed_id);
Ok(borsh::to_vec(&price).unwrap())
}
s if s == get_twap_sel => {
#[derive(BorshDeserialize)]
struct Args {
feed_id: u32,
window: u64, // Time window in seconds
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Expected (feed_id: u32, window: u64)"))?;
let twap = calculate_twap(args.feed_id, args.window);
Ok(borsh::to_vec(&twap).unwrap())
}
s if s == get_feed_sel => {
#[derive(BorshDeserialize)]
struct Args {
feed_id: u32,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Expected (feed_id: u32)"))?;
let feed = get_feed(args.feed_id);
Ok(borsh::to_vec(&feed).unwrap())
}
s if s == get_reporter_sel => {
#[derive(BorshDeserialize)]
struct Args {
reporter: Address,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Expected (reporter: Address)"))?;
let reporter = get_reporter(&args.reporter);
Ok(borsh::to_vec(&reporter).unwrap())
}
s if s == is_price_valid_sel => {
#[derive(BorshDeserialize)]
struct Args {
feed_id: u32,
}
let args = Args::try_from_slice(params)
.map_err(|_| Error::invalid_args("Expected (feed_id: u32)"))?;
let valid = match get_aggregated_price(args.feed_id) {
Some(price) => {
let feed = get_feed(args.feed_id);
let max_stale = feed.map(|f| f.max_staleness).unwrap_or(MAX_STALENESS);
price.is_valid && (timestamp() - price.timestamp) < max_stale
}
None => false,
};
Ok(borsh::to_vec(&valid).unwrap())
}
_ => Err(Error::InvalidMethod),
}
}
// =============================================================================
// AGGREGATION LOGIC
// =============================================================================
/// Aggregate prices from all reporters for a feed
fn aggregate_prices(feed_id: u32, feed: &PriceFeed) -> Result<()> {
let now = timestamp();
let reporter_count = get_reporter_count();
// Collect all valid reporter prices
let mut prices: Vec<u64> = Vec::new();
let mut confidences: Vec<u64> = Vec::new();
// We need to iterate through reporters and collect their prices
// In a real implementation, we'd have a list of reporter addresses
// For now, we check the last few potential reporters
for i in 0..reporter_count.min(100) {
// Try to get reporter by index (simplified)
// In production, maintain a list of reporter addresses
let reporter_key = [keys::REPORTERS, &i.to_le_bytes()].concat();
if let Some(reporter_data) = storage::get_raw(&reporter_key) {
if let Ok(reporter) = Reporter::try_from_slice(&reporter_data) {
if reporter.status == ReporterStatus::Active {
if let Some(report) = get_reporter_price(feed_id, &reporter.address) {
// Check freshness
if now - report.timestamp < feed.max_staleness {
prices.push(report.price);
confidences.push(report.confidence);
}
}
}
}
}
}
// Also check if there's a direct report from caller
if let Some(report) = get_reporter_price(feed_id, &caller()) {
if now - report.timestamp < feed.max_staleness {
if !prices.contains(&report.price) {
prices.push(report.price);
confidences.push(report.confidence);
}
}
}
// Need minimum reporters
let is_valid = prices.len() >= feed.min_reporters as usize
&& !prices.is_empty()
&& is_deviation_acceptable(&prices);
let (median_price, min_price, max_price) = if prices.is_empty() {
(0, 0, 0)
} else {
let min = *prices.iter().min().unwrap();
let max = *prices.iter().max().unwrap();
let median = calculate_median(&mut prices);
(median, min, max)
};
let avg_confidence = if confidences.is_empty() {
0
} else {
confidences.iter().sum::<u64>() / confidences.len() as u64
};
let aggregated = AggregatedPrice {
feed_id,
price: median_price,
num_reporters: prices.len() as u8,
min_price,
max_price,
avg_confidence,
timestamp: now,
is_valid,
};
set_aggregated_price(feed_id, &aggregated);
// Update TWAP observation
if is_valid && median_price > 0 {
update_twap(feed_id, median_price, now);
}
emit_raw(
&[event_topic(b"PriceUpdated")],
&borsh::to_vec(&PriceUpdated {
feed_id,
price: median_price,
num_reporters: prices.len() as u8,
timestamp: now,
}).unwrap(),
);
Ok(())
}
/// Update TWAP observation
fn update_twap(feed_id: u32, price: u64, now: u64) {
let current_index = get_twap_index(feed_id);
let prev_obs = get_twap_observation(feed_id, current_index);
let cumulative = match prev_obs {
Some(obs) => {
let time_delta = now.saturating_sub(obs.timestamp);
obs.cumulative + (obs.price as u128 * time_delta as u128)
}
None => 0,
};
let new_obs = TwapObservation {
price,
cumulative,
timestamp: now,
};
let next_index = (current_index + 1) % MAX_TWAP_OBSERVATIONS;
set_twap_observation(feed_id, next_index, &new_obs);
set_twap_index(feed_id, next_index);
}
/// Calculate TWAP for a given window
fn calculate_twap(feed_id: u32, window: u64) -> Option<u64> {
let current_index = get_twap_index(feed_id);
let current_obs = get_twap_observation(feed_id, current_index)?;
let now = timestamp();
let window_start = now.saturating_sub(window);
// Find oldest observation within window
let mut oldest_index = current_index;
let mut oldest_obs = current_obs.clone();
for i in 1..MAX_TWAP_OBSERVATIONS {
let idx = (current_index + MAX_TWAP_OBSERVATIONS - i) % MAX_TWAP_OBSERVATIONS;
if let Some(obs) = get_twap_observation(feed_id, idx) {
if obs.timestamp >= window_start {
oldest_index = idx;
oldest_obs = obs;
} else {
break;
}
} else {
break;
}
}
if oldest_index == current_index {
// Only one observation, return current price
return Some(current_obs.price);
}
let time_delta = current_obs.timestamp.saturating_sub(oldest_obs.timestamp);
if time_delta == 0 {
return Some(current_obs.price);
}
// Add final price * time_since_last_update
let time_since_last = now.saturating_sub(current_obs.timestamp);
let cumulative_delta = current_obs.cumulative - oldest_obs.cumulative
+ (current_obs.price as u128 * time_since_last as u128);
let total_time = time_delta + time_since_last;
if total_time == 0 {
return Some(current_obs.price);
}
Some((cumulative_delta / total_time as u128) as u64)
}

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@ -0,0 +1,24 @@
[package]
name = "synor-perps"
version = "0.1.0"
edition = "2021"
authors = ["Synor Team <team@synor.cc>"]
description = "Perpetual futures trading contract with leverage up to 100x"
license = "MIT OR Apache-2.0"
[lib]
crate-type = ["cdylib", "rlib"]
[features]
default = []
[dependencies]
synor-sdk = { path = "../../crates/synor-sdk", default-features = false }
borsh = { version = "1.3", default-features = false, features = ["derive"] }
[profile.release]
opt-level = "z"
lto = true
codegen-units = 1
panic = "abort"
strip = true

1118
contracts/perps/src/lib.rs Normal file

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