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:
parent
49ba05168c
commit
688d409b10
7 changed files with 3090 additions and 0 deletions
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@ -30,6 +30,11 @@ exclude = [
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"contracts/nft",
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"contracts/dex",
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"contracts/staking",
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"contracts/confidential-token",
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"contracts/perps",
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"contracts/oracle",
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"contracts/aggregator",
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"contracts/ibc-bridge",
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"crates/synor-crypto-wasm",
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"apps/desktop-wallet/src-tauri",
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]
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24
contracts/aggregator/Cargo.toml
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24
contracts/aggregator/Cargo.toml
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@ -0,0 +1,24 @@
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[package]
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name = "synor-aggregator"
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version = "0.1.0"
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edition = "2021"
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authors = ["Synor Team <team@synor.cc>"]
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description = "Cross-chain DEX liquidity aggregator with optimal routing"
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license = "MIT OR Apache-2.0"
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[lib]
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crate-type = ["cdylib", "rlib"]
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[features]
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default = []
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[dependencies]
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synor-sdk = { path = "../../crates/synor-sdk", default-features = false }
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borsh = { version = "1.3", default-features = false, features = ["derive"] }
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[profile.release]
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opt-level = "z"
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lto = true
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codegen-units = 1
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panic = "abort"
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strip = true
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1040
contracts/aggregator/src/lib.rs
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1040
contracts/aggregator/src/lib.rs
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File diff suppressed because it is too large
Load diff
24
contracts/oracle/Cargo.toml
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24
contracts/oracle/Cargo.toml
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@ -0,0 +1,24 @@
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[package]
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name = "synor-oracle"
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version = "0.1.0"
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edition = "2021"
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authors = ["Synor Team <team@synor.cc>"]
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description = "Decentralized price oracle with multi-source aggregation"
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license = "MIT OR Apache-2.0"
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[lib]
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crate-type = ["cdylib", "rlib"]
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[features]
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default = []
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[dependencies]
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synor-sdk = { path = "../../crates/synor-sdk", default-features = false }
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borsh = { version = "1.3", default-features = false, features = ["derive"] }
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[profile.release]
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opt-level = "z"
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lto = true
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codegen-units = 1
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panic = "abort"
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strip = true
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855
contracts/oracle/src/lib.rs
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855
contracts/oracle/src/lib.rs
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@ -0,0 +1,855 @@
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//! Decentralized Price Oracle Contract
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//!
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//! This contract provides manipulation-resistant price feeds by:
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//! - Aggregating prices from multiple trusted reporters
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//! - Using median aggregation to resist outliers
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//! - Implementing TWAP (Time-Weighted Average Price)
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//! - Detecting and rejecting stale prices
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//!
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//! # Architecture
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//!
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//! ```text
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//! ┌─────────────────────────────────────────────────────────────┐
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//! │ ORACLE ARCHITECTURE │
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//! ├─────────────────────────────────────────────────────────────┤
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//! │ │
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//! │ REPORTERS (Off-chain price feeds): │
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//! │ ┌────────┐ ┌────────┐ ┌────────┐ ┌────────┐ │
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//! │ │Chainlink│ │ Pyth │ │ Band │ │ Custom │ │
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//! │ │Reporter │ │Reporter│ │Reporter│ │Reporter│ │
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//! │ └───┬────┘ └───┬────┘ └───┬────┘ └───┬────┘ │
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//! │ │ │ │ │ │
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//! │ ▼ ▼ ▼ ▼ │
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//! │ ┌─────────────────────────────────────────────┐ │
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//! │ │ MEDIAN AGGREGATION │ │
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//! │ │ [100, 101, 99, 102, 100] → 100 │ │
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//! │ │ Rejects outliers automatically │ │
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//! │ └─────────────────────────────────────────────┘ │
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//! │ │ │
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//! │ ▼ │
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//! │ ┌─────────────────────────────────────────────┐ │
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//! │ │ TWAP CALCULATION │ │
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//! │ │ Accumulates prices over time │ │
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//! │ │ twap = Σ(price * time) / Σ(time) │ │
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//! │ └─────────────────────────────────────────────┘ │
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//! │ │ │
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//! │ ▼ │
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//! │ ┌─────────────────────────────────────────────┐ │
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//! │ │ CONSUMER CONTRACTS │ │
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//! │ │ Perps, DEX, Lending, Options │ │
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//! │ └─────────────────────────────────────────────┘ │
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//! └─────────────────────────────────────────────────────────────┘
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//! ```
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#![no_std]
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extern crate alloc;
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use alloc::string::String;
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use alloc::vec::Vec;
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use borsh::{BorshDeserialize, BorshSerialize};
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use synor_sdk::prelude::*;
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use synor_sdk::{require, require_auth};
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// =============================================================================
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// CONSTANTS
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// =============================================================================
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/// Price precision (6 decimals)
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pub const PRICE_PRECISION: u64 = 1_000_000;
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/// Maximum price staleness (5 minutes)
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pub const MAX_STALENESS: u64 = 5 * 60;
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/// Minimum reporters required for valid price
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pub const MIN_REPORTERS: usize = 1;
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/// TWAP observation window (1 hour)
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pub const TWAP_WINDOW: u64 = 60 * 60;
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/// Maximum TWAP observations to store
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pub const MAX_TWAP_OBSERVATIONS: usize = 60;
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/// Maximum deviation between reporters (5% = 500 bps)
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pub const MAX_DEVIATION_BPS: u64 = 500;
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/// Basis points denominator
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pub const BPS_DENOMINATOR: u64 = 10000;
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// =============================================================================
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// EVENT TOPICS
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// =============================================================================
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fn event_topic(name: &[u8]) -> [u8; 32] {
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use synor_sdk::crypto::blake3_hash;
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blake3_hash(name).0
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}
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// =============================================================================
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// STORAGE KEYS
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// =============================================================================
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mod keys {
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pub const OWNER: &[u8] = b"oracle:owner";
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pub const INITIALIZED: &[u8] = b"oracle:initialized";
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// Reporters
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pub const REPORTERS: &[u8] = b"oracle:reporters";
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pub const REPORTER_COUNT: &[u8] = b"oracle:reporter_count";
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// Price feeds
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pub const FEEDS: &[u8] = b"oracle:feeds";
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pub const FEED_COUNT: &[u8] = b"oracle:feed_count";
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// Prices
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pub const PRICES: &[u8] = b"oracle:prices";
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pub const REPORTER_PRICES: &[u8] = b"oracle:reporter_prices";
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// TWAP
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pub const TWAP_OBSERVATIONS: &[u8] = b"oracle:twap";
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pub const TWAP_INDEX: &[u8] = b"oracle:twap_idx";
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}
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// =============================================================================
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// DATA STRUCTURES
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// =============================================================================
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/// Reporter status
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#[derive(Clone, Copy, Debug, PartialEq, Eq, BorshSerialize, BorshDeserialize)]
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pub enum ReporterStatus {
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Active,
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Suspended,
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Removed,
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}
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/// A trusted price reporter
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#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
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pub struct Reporter {
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/// Reporter address
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pub address: Address,
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/// Reporter name/description
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pub name: String,
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/// Status
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pub status: ReporterStatus,
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/// Total reports submitted
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pub report_count: u64,
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/// Last report timestamp
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pub last_report: u64,
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/// When registered
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pub registered_at: u64,
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}
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/// Price feed configuration
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#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
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pub struct PriceFeed {
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/// Feed ID
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pub id: u32,
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/// Base asset (e.g., "BTC")
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pub base_asset: String,
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/// Quote asset (e.g., "USD")
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pub quote_asset: String,
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/// Decimals (usually 6)
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pub decimals: u8,
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/// Minimum reporters required
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pub min_reporters: u8,
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/// Maximum staleness (seconds)
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pub max_staleness: u64,
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/// Whether feed is active
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pub is_active: bool,
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/// Created timestamp
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pub created_at: u64,
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}
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/// Individual price report from a reporter
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#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
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pub struct PriceReport {
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/// Feed ID
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pub feed_id: u32,
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/// Reporter address
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pub reporter: Address,
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/// Price (in PRICE_PRECISION)
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pub price: u64,
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/// Confidence (lower = more confident)
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pub confidence: u64,
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/// Timestamp of report
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pub timestamp: u64,
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}
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/// Aggregated price for a feed
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#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
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pub struct AggregatedPrice {
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/// Feed ID
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pub feed_id: u32,
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/// Aggregated price (median)
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pub price: u64,
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/// Number of reporters
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pub num_reporters: u8,
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/// Minimum reported price
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pub min_price: u64,
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/// Maximum reported price
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pub max_price: u64,
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/// Average confidence
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pub avg_confidence: u64,
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/// Aggregation timestamp
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pub timestamp: u64,
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/// Is price valid (enough reporters, not stale)
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pub is_valid: bool,
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}
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/// TWAP observation
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#[derive(Clone, Debug, BorshSerialize, BorshDeserialize)]
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pub struct TwapObservation {
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/// Price at this observation
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pub price: u64,
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/// Cumulative price * time
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pub cumulative: u128,
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/// Timestamp
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pub timestamp: u64,
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}
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// =============================================================================
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// EVENTS
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// =============================================================================
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#[derive(BorshSerialize)]
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pub struct ReporterRegistered {
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pub reporter: Address,
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pub name: String,
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}
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#[derive(BorshSerialize)]
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pub struct PriceFeedCreated {
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pub feed_id: u32,
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pub base_asset: String,
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pub quote_asset: String,
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}
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#[derive(BorshSerialize)]
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pub struct PriceUpdated {
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pub feed_id: u32,
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pub price: u64,
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pub num_reporters: u8,
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pub timestamp: u64,
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}
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#[derive(BorshSerialize)]
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pub struct ReporterSuspended {
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pub reporter: Address,
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pub reason: String,
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}
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// =============================================================================
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// STORAGE HELPERS
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// =============================================================================
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fn get_owner() -> Option<Address> {
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storage::get::<Address>(keys::OWNER)
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}
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fn is_owner(addr: &Address) -> bool {
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get_owner().map(|o| o == *addr).unwrap_or(false)
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}
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fn is_initialized() -> bool {
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storage::get::<bool>(keys::INITIALIZED).unwrap_or(false)
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}
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fn get_reporter_count() -> u32 {
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storage::get::<u32>(keys::REPORTER_COUNT).unwrap_or(0)
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}
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fn set_reporter_count(count: u32) {
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storage::set(keys::REPORTER_COUNT, &count);
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}
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fn get_reporter(addr: &Address) -> Option<Reporter> {
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storage::get_with_suffix::<Reporter>(keys::REPORTERS, addr.as_bytes())
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}
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fn set_reporter(addr: &Address, reporter: &Reporter) {
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storage::set_with_suffix(keys::REPORTERS, addr.as_bytes(), reporter);
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}
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fn get_feed_count() -> u32 {
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storage::get::<u32>(keys::FEED_COUNT).unwrap_or(0)
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}
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fn set_feed_count(count: u32) {
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storage::set(keys::FEED_COUNT, &count);
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}
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fn get_feed(id: u32) -> Option<PriceFeed> {
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storage::get_with_suffix::<PriceFeed>(keys::FEEDS, &id.to_le_bytes())
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}
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fn set_feed(id: u32, feed: &PriceFeed) {
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storage::set_with_suffix(keys::FEEDS, &id.to_le_bytes(), feed);
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}
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fn get_aggregated_price(feed_id: u32) -> Option<AggregatedPrice> {
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storage::get_with_suffix::<AggregatedPrice>(keys::PRICES, &feed_id.to_le_bytes())
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}
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fn set_aggregated_price(feed_id: u32, price: &AggregatedPrice) {
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storage::set_with_suffix(keys::PRICES, &feed_id.to_le_bytes(), price);
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}
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fn get_reporter_price(feed_id: u32, reporter: &Address) -> Option<PriceReport> {
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let mut key = feed_id.to_le_bytes().to_vec();
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key.extend_from_slice(reporter.as_bytes());
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storage::get_with_suffix::<PriceReport>(keys::REPORTER_PRICES, &key)
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}
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fn set_reporter_price(feed_id: u32, reporter: &Address, report: &PriceReport) {
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let mut key = feed_id.to_le_bytes().to_vec();
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key.extend_from_slice(reporter.as_bytes());
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storage::set_with_suffix(keys::REPORTER_PRICES, &key, report);
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}
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fn get_twap_index(feed_id: u32) -> usize {
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storage::get_with_suffix::<usize>(keys::TWAP_INDEX, &feed_id.to_le_bytes()).unwrap_or(0)
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}
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fn set_twap_index(feed_id: u32, index: usize) {
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storage::set_with_suffix(keys::TWAP_INDEX, &feed_id.to_le_bytes(), &index);
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}
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fn get_twap_observation(feed_id: u32, index: usize) -> Option<TwapObservation> {
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let mut key = feed_id.to_le_bytes().to_vec();
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key.extend_from_slice(&(index as u32).to_le_bytes());
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storage::get_with_suffix::<TwapObservation>(keys::TWAP_OBSERVATIONS, &key)
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}
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fn set_twap_observation(feed_id: u32, index: usize, obs: &TwapObservation) {
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let mut key = feed_id.to_le_bytes().to_vec();
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key.extend_from_slice(&(index as u32).to_le_bytes());
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storage::set_with_suffix(keys::TWAP_OBSERVATIONS, &key, obs);
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}
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|
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// =============================================================================
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// CALCULATION HELPERS
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// =============================================================================
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|
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/// Calculate median of prices (manipulation resistant)
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fn calculate_median(prices: &mut [u64]) -> u64 {
|
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if prices.is_empty() {
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return 0;
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}
|
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|
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prices.sort_unstable();
|
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let len = prices.len();
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|
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if len % 2 == 0 {
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(prices[len / 2 - 1] + prices[len / 2]) / 2
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} else {
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prices[len / 2]
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}
|
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}
|
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|
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/// Check if price deviation is within acceptable range
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fn is_deviation_acceptable(prices: &[u64]) -> bool {
|
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if prices.is_empty() {
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return false;
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}
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|
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let min = *prices.iter().min().unwrap();
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let max = *prices.iter().max().unwrap();
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|
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if min == 0 {
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return false;
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}
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let deviation_bps = ((max - min) as u128 * BPS_DENOMINATOR as u128) / min as u128;
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deviation_bps <= MAX_DEVIATION_BPS as u128
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}
|
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|
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// =============================================================================
|
||||
// ENTRY POINTS
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// =============================================================================
|
||||
|
||||
synor_sdk::entry_point!(init, call);
|
||||
|
||||
fn init(params: &[u8]) -> Result<()> {
|
||||
require!(!is_initialized(), Error::invalid_args("Already initialized"));
|
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|
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// No params needed, just set owner
|
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let _ = params;
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|
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storage::set(keys::OWNER, &caller());
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storage::set(keys::INITIALIZED, &true);
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set_reporter_count(0);
|
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set_feed_count(0);
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|
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Ok(())
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||||
}
|
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|
||||
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");
|
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let report_prices_batch_sel = synor_sdk::method_selector("report_prices_batch");
|
||||
let get_price_sel = synor_sdk::method_selector("get_price");
|
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let get_twap_sel = synor_sdk::method_selector("get_twap");
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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)
|
||||
}
|
||||
24
contracts/perps/Cargo.toml
Normal file
24
contracts/perps/Cargo.toml
Normal file
|
|
@ -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
1118
contracts/perps/src/lib.rs
Normal file
File diff suppressed because it is too large
Load diff
Loading…
Add table
Reference in a new issue