oracle

func ComputeStandardDeviationsAndMeans ¶

func ComputeStandardDeviationsAndMeans(prices map[provider.Name]map[string]sdk.Dec) (map[string]sdk.Dec, map[string]sdk.Dec, error)

ComputeStandardDeviationsAndMeans returns maps of the standard deviations and means of assets. Will skip calculating for an asset if there are less than 3 prices.

func ComputeTVWAP ¶

func ComputeTVWAP(prices provider.AggregatedProviderCandles) (map[string]sdk.Dec, error)

ComputeTVWAP computes the time volume weighted average price for all points for each exchange pair. Filters out any candles that did not occur within timePeriod. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref : https://en.wikipedia.org/wiki/Time-weighted_average_price

func ComputeVWAP ¶

func ComputeVWAP(prices provider.AggregatedProviderPrices) map[string]sdk.Dec

ComputeVWAP computes the volume weighted average price for all price points for each ticker/exchange pair. The provided prices argument reflects a mapping of provider => {<base> => <TickerPrice>, ...}.

Ref: https://en.wikipedia.org/wiki/Volume-weighted_average_price

func ConvertCandlesToUSD ¶

func ConvertCandlesToUSD(
	logger zerolog.Logger,
	candles provider.AggregatedProviderCandles,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderCandles, error)

ConvertCandlesToUSD converts any candles which are not quoted in USD to USD by other price feeds. It will also filter out any candles not within the deviation threshold set by the config.

func ConvertTickersToUSD ¶

func ConvertTickersToUSD(
	logger zerolog.Logger,
	tickers provider.AggregatedProviderPrices,
	providerPairs map[provider.Name][]types.CurrencyPair,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

ConvertTickersToUSD converts any tickers which are not quoted in USD to USD, using the conversion rates of other tickers. It will also filter out any tickers not within the deviation threshold set by the config.

func FilterTickerDeviations ¶

func FilterTickerDeviations(
	logger zerolog.Logger,
	prices provider.AggregatedProviderPrices,
	deviationThresholds map[string]sdk.Dec,
) (provider.AggregatedProviderPrices, error)

FilterTickerDeviations finds the standard deviations of the prices of all assets, and filters out any providers that are not within 2𝜎 of the mean.

func NewProvider ¶

func NewProvider(
	ctx context.Context,
	providerName provider.Name,
	logger zerolog.Logger,
	endpoint provider.Endpoint,
	providerPairs ...types.CurrencyPair,
) (provider.Provider, error)

func SetProviderTickerPricesAndCandles ¶

func SetProviderTickerPricesAndCandles(
	providerName provider.Name,
	providerPrices provider.AggregatedProviderPrices,
	providerCandles provider.AggregatedProviderCandles,
	prices map[string]types.TickerPrice,
	candles map[string][]types.CandlePrice,
	pair types.CurrencyPair,
) (success bool)

SetProviderTickerPricesAndCandles flattens and collects prices for candles and tickers based on the base currency per provider. Returns true if at least one of price or candle exists.