Rebalancer fixes 0.1.7 (#107)

Cargo.toml

@@ -12,7 +12,7 @@ members = [
 [workspace.package]
 edition    = "2021"
 license    = "BSL"
-version    = "0.1.6"
+version    = "0.1.7"
 repository = "https://github.com/timewave-computer/valence-services"
 
 rust-version = "1.66"

README.md

@@ -55,9 +55,33 @@ The Rebalancer sends funds to be auctioned daily. If you are a market maker inte
 - [untrn, newt] - `neutron1zvw9l8c82hnvwsntpuy89p86ztfmmudd9usfmnpa2tnqws74zsxq56sczm`
 - [uusdc, newt] - `neutron1vu04szc78ae0nplwpuxjr6j592hn2d60zqtuts7w3ah6kajtxd2q2vfv59`
 
-## Audits
+## Neutron Testnet Contracts
 
-Valence Services have been rigorously tested and audited. Find audits [here](./audits/)
+[![Check Set-Up & Build](https://github.com/timewave-computer/valence-services/actions/workflows/check.yml/badge.svg)](https://github.com/timewave-computer/valence-services/actions/workflows/check.yml)
+
+### Code ids
+
+- auctions-manager - `5673`
+- auction - `5679`
+- services-manager - `5674`
+- rebalancer - `8367`
+- oracle - `8371`
+- account - `5677`
+
+### Addresses
+
+- Services manager - `neutron13ncggwefau3xla04vlugy20meap7g7a9lf2d2sxwgwvgr9mnn3yqkpjzs6`
+- Auctions manager - `neutron1669ftav8rv4hjuak89w04k7f0f7m9qq9564s00ld4m8dvhsr5hfsxy3x46`
+- Rebalancer - `neutron1y9aurkegmqlqwhsnwctee4w4aja7n64yuat800p8yys509pyl0fsvrmydm`
+- Oracle - `neutron1g4qcmk65nw57hmqlzk6cejnftg20zmctky0l2epdfz3npw3x2cmqprul6f`
+- Account - `neutron1gc3tt3edg3drsc3aa22du9pa9f9s2gx6reu2hvq7s6yrdmy8zqjssfj52p`
+
+### Auctions addresses
+
+denom - `factory/neutron1phx0sz708k3t6xdnyc98hgkyhra4tp44et5s68/rebalancer-test`
+
+- [untrn, test] - `neutron10p7d4ca0a5a3plx0d3dw0qmrnldfxwgq8q48205za6pgyhmqqzasg58fg4`
+- [test, untrn] - `neutron1s859kh0cgte55fmgtksylw5khv8yxvhslpxmpqdy46fv8q7wxj8qtplru4`
 
 ## Security
 

contracts/account/schema/valence-account.json

@@ -1,6 +1,6 @@
 {
   "contract_name": "valence-account",
-  "contract_version": "0.1.5",
+  "contract_version": "0.1.7",
   "idl_version": "1.0.0",
   "instantiate": {
     "$schema": "http://json-schema.org/draft-07/schema#",

contracts/auction/auction/schema/auction.json

@@ -1,6 +1,6 @@
 {
   "contract_name": "auction",
-  "contract_version": "0.1.5",
+  "contract_version": "0.1.7",
   "idl_version": "1.0.0",
   "instantiate": {
     "$schema": "http://json-schema.org/draft-07/schema#",

contracts/auction/auctions_manager/schema/auctions-manager.json

@@ -1,6 +1,6 @@
 {
   "contract_name": "auctions-manager",
-  "contract_version": "0.1.5",
+  "contract_version": "0.1.7",
   "idl_version": "1.0.0",
   "instantiate": {
     "$schema": "http://json-schema.org/draft-07/schema#",
@@ -185,12 +185,6 @@
     "definitions": {
       "AdminMsgs": {
         "oneOf": [
-          {
-            "type": "string",
-            "enum": [
-              "cancel_admin_change"
-            ]
-          },
           {
             "type": "object",
             "required": [
@@ -488,6 +482,19 @@
               }
             },
             "additionalProperties": false
+          },
+          {
+            "type": "object",
+            "required": [
+              "cancel_admin_change"
+            ],
+            "properties": {
+              "cancel_admin_change": {
+                "type": "object",
+                "additionalProperties": false
+              }
+            },
+            "additionalProperties": false
           }
         ]
       },

contracts/auction/price_oracle/schema/price-oracle.json

@@ -1,6 +1,6 @@
 {
   "contract_name": "price-oracle",
-  "contract_version": "0.1.5",
+  "contract_version": "0.1.7",
   "idl_version": "1.0.0",
   "instantiate": {
     "$schema": "http://json-schema.org/draft-07/schema#",
@@ -359,6 +359,27 @@
         },
         "additionalProperties": false
       },
+      {
+        "type": "object",
+        "required": [
+          "get_local_price"
+        ],
+        "properties": {
+          "get_local_price": {
+            "type": "object",
+            "required": [
+              "pair"
+            ],
+            "properties": {
+              "pair": {
+                "$ref": "#/definitions/Pair"
+              }
+            },
+            "additionalProperties": false
+          }
+        },
+        "additionalProperties": false
+      },
       {
         "type": "object",
         "required": [
@@ -522,6 +543,48 @@
         }
       }
     },
+    "get_local_price": {
+      "$schema": "http://json-schema.org/draft-07/schema#",
+      "title": "Array_of_Price",
+      "type": "array",
+      "items": {
+        "$ref": "#/definitions/Price"
+      },
+      "definitions": {
+        "Decimal": {
+          "description": "A fixed-point decimal value with 18 fractional digits, i.e. Decimal(1_000_000_000_000_000_000) == 1.0\n\nThe greatest possible value that can be represented is 340282366920938463463.374607431768211455 (which is (2^128 - 1) / 10^18)",
+          "type": "string"
+        },
+        "Price": {
+          "type": "object",
+          "required": [
+            "price",
+            "time"
+          ],
+          "properties": {
+            "price": {
+              "$ref": "#/definitions/Decimal"
+            },
+            "time": {
+              "$ref": "#/definitions/Timestamp"
+            }
+          },
+          "additionalProperties": false
+        },
+        "Timestamp": {
+          "description": "A point in time in nanosecond precision.\n\nThis type can represent times from 1970-01-01T00:00:00Z to 2554-07-21T23:34:33Z.\n\n## Examples\n\n``` # use cosmwasm_std::Timestamp; let ts = Timestamp::from_nanos(1_000_000_202); assert_eq!(ts.nanos(), 1_000_000_202); assert_eq!(ts.seconds(), 1); assert_eq!(ts.subsec_nanos(), 202);\n\nlet ts = ts.plus_seconds(2); assert_eq!(ts.nanos(), 3_000_000_202); assert_eq!(ts.seconds(), 3); assert_eq!(ts.subsec_nanos(), 202); ```",
+          "allOf": [
+            {
+              "$ref": "#/definitions/Uint64"
+            }
+          ]
+        },
+        "Uint64": {
+          "description": "A thin wrapper around u64 that is using strings for JSON encoding/decoding, such that the full u64 range can be used for clients that convert JSON numbers to floats, like JavaScript and jq.\n\n# Examples\n\nUse `from` to create instances of this and `u64` to get the value out:\n\n``` # use cosmwasm_std::Uint64; let a = Uint64::from(42u64); assert_eq!(a.u64(), 42);\n\nlet b = Uint64::from(70u32); assert_eq!(b.u64(), 70); ```",
+          "type": "string"
+        }
+      }
+    },
     "get_price": {
       "$schema": "http://json-schema.org/draft-07/schema#",
       "title": "Price",

contracts/auction/price_oracle/src/contract.rs

@@ -16,11 +16,13 @@ use valence_package::event_indexing::{ValenceEvent, ValenceGenericEvent};
 
 use crate::error::ContractError;
 use crate::msg::{ExecuteMsg, InstantiateMsg, MigrateMsg, QueryMsg};
-use crate::state::{Config, PriceStep, ASTRO_PRICE_PATHS, CONFIG};
+use crate::state::{Config, PriceStep, ASTRO_PRICE_PATHS, CONFIG, LOCAL_PRICES};
 
 const CONTRACT_NAME: &str = "crates.io:oracle";
 const CONTRACT_VERSION: &str = env!("CARGO_PKG_VERSION");
 
+const TWAP_PRICE_MAX_LEN: usize = 10;
+
 #[cfg_attr(not(feature = "library"), entry_point)]
 pub fn instantiate(
     deps: DepsMut,
@@ -47,7 +49,7 @@ pub fn instantiate(
 
 #[cfg_attr(not(feature = "library"), entry_point)]
 pub fn execute(
-    deps: DepsMut,
+    mut deps: DepsMut,
     env: Env,
     info: MessageInfo,
     msg: ExecuteMsg,
@@ -58,20 +60,22 @@ pub fn execute(
 
             let config = CONFIG.load(deps.storage)?;
 
+            // We get the prices from the auction
             let auction_addr = PAIRS
                 .query(
                     &deps.querier,
                     config.auction_manager_addr.clone(),
                     pair.clone(),
                 )?
                 .ok_or(ContractError::PairAuctionNotFound)?;
-            let twap_prices = TWAP_PRICES.query(&deps.querier, auction_addr)?;
+            let auction_twap_prices = TWAP_PRICES.query(&deps.querier, auction_addr)?;
 
             let source;
 
-            let price = if can_update_price_from_auction(&config, &env, &twap_prices) {
+            // We get last price either form auction or astroport
+            let last_price = if can_update_price_from_auction(&config, &env, &auction_twap_prices) {
                 source = "auction";
-                get_avg_price(twap_prices)
+                auction_twap_prices[0].clone()
             } else {
                 let steps = ASTRO_PRICE_PATHS
                     .load(deps.storage, pair.clone())
@@ -80,12 +84,17 @@ pub fn execute(
                 get_price_from_astroport(deps.as_ref(), &env, steps)?
             };
 
+            let local_prices = update_local_price(deps.branch(), pair.clone(), last_price.clone())?;
+
+            // Calculate the average price
+            let avg_price = get_avg_price(local_prices);
+
             // Save price
-            PRICES.save(deps.storage, pair.clone(), &price)?;
+            PRICES.save(deps.storage, pair.clone(), &avg_price)?;
 
             let event = ValenceEvent::OracleUpdatePrice {
                 pair: pair.clone(),
-                price: price.price,
+                price: avg_price.price,
                 source: source.to_string(),
             };
 
@@ -120,19 +129,21 @@ pub fn execute(
                 Err(_) => Ok(()),
             }?;
 
+            let price = Price {
+                price,
+                time: env.block.time,
+            };
+            let local_prices = update_local_price(deps.branch(), pair.clone(), price.clone())?;
+
+            // Calculate the average price
+            let avg_price = get_avg_price(local_prices);
+
             // Save price
-            PRICES.save(
-                deps.storage,
-                pair.clone(),
-                &Price {
-                    price,
-                    time: env.block.time,
-                },
-            )?;
+            PRICES.save(deps.storage, pair.clone(), &avg_price)?;
 
             let event = ValenceEvent::OracleUpdatePrice {
                 pair,
-                price,
+                price: price.price,
                 source: "manual".to_string(),
             };
 
@@ -248,6 +259,30 @@ fn can_update_price_from_auction(
     true
 }
 
+fn update_local_price(
+    deps: DepsMut,
+    pair: Pair,
+    price: Price,
+) -> Result<VecDeque<Price>, cosmwasm_std::StdError> {
+    // Update the oracle local prices and add last price
+    let mut local_prices = match LOCAL_PRICES.load(deps.storage, pair.clone()) {
+        Ok(prices) => prices,
+        Err(_) => VecDeque::new(),
+    };
+
+    // if we have the max amount of prices already, remove the last one first
+    if local_prices.len() >= TWAP_PRICE_MAX_LEN {
+        local_prices.pop_back();
+    }
+
+    // Push the last price into the vector
+    local_prices.push_front(price.clone());
+
+    // Save the new list of prices
+    LOCAL_PRICES.save(deps.storage, pair.clone(), &local_prices)?;
+    Ok(local_prices)
+}
+
 fn get_avg_price(vec: VecDeque<Price>) -> Price {
     let (total_count, prices_sum) = vec.iter().fold(
         (Decimal::zero(), Decimal::zero()),
@@ -288,8 +323,8 @@ fn get_price_from_astroport(
                     .checked_add(res.spread_amount)?,
                 0,
             )?;
-            deps.api.debug(format!("res: {:?}", res).as_str());
-            deps.api.debug(format!("Price step: {:?}", price).as_str());
+            // deps.api.debug(format!("res: {:?}", res).as_str());
+            // deps.api.debug(format!("Price step: {:?}", price).as_str());
 
             Ok(price)
         },
@@ -314,6 +349,11 @@ pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> Result<Binary, ContractErr
 
             Ok(to_json_binary(&price)?)
         }
+        QueryMsg::GetLocalPrice { pair } => {
+            let price: Vec<Price> = LOCAL_PRICES.load(deps.storage, pair)?.into();
+
+            Ok(to_json_binary(&price)?)
+        }
         QueryMsg::GetAllPrices { from, limit } => {
             let from = from.map(Bound::<Pair>::exclusive);
             let prices = PRICES

contracts/auction/price_oracle/src/msg.rs

@@ -48,6 +48,8 @@ pub enum QueryMsg {
     /// Get the minimum amount users can auction
     #[returns(Price)]
     GetPrice { pair: Pair },
+    #[returns(Vec<Price>)]
+    GetLocalPrice { pair: Pair },
     #[returns(Vec<(Pair, Price)>)]
     GetAllPrices {
         from: Option<Pair>,

contracts/auction/price_oracle/src/state.rs

@@ -1,10 +1,14 @@
-use auction_package::Pair;
+use std::collections::VecDeque;
+
+use auction_package::{Pair, Price};
 use cosmwasm_schema::cw_serde;
 use cosmwasm_std::Addr;
 use cw_storage_plus::{Item, Map};
 
 pub const CONFIG: Item<Config> = Item::new("config");
 pub const ASTRO_PRICE_PATHS: Map<Pair, Vec<PriceStep>> = Map::new("astro_price_paths");
+/// Local last 10 prices to be calculated for the average
+pub const LOCAL_PRICES: Map<Pair, VecDeque<Price>> = Map::new("local_prices");
 
 #[cw_serde]
 pub struct Config {