@gearbox-protocol/sdk 18.2.0-next.11 → 18.2.0-next.12
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/dev/AccountOpener.js +1 -1
- package/dist/cjs/dev/withdrawalUtils.js +1 -1
- package/dist/cjs/history/trace/extractTransfers.js +1 -1
- package/dist/cjs/onchain/accounts/CreditAccountsServiceV310.js +2 -2
- package/dist/cjs/onchain/accounts/liquidations/LiquidationsService.js +1 -1
- package/dist/cjs/onchain/accounts/withdrawal-compressor/RedemptionLoggerV310Contract.js +2 -1
- package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV310Contract.js +2 -1
- package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV311Contract.js +2 -1
- package/dist/cjs/onchain/accounts/withdrawal-compressor/WithdrawalCompressorV313Contract.js +1 -1
- package/dist/cjs/onchain/base/TokensMeta.js +3 -3
- package/dist/cjs/onchain/core/createAddressProvider.js +1 -1
- package/dist/cjs/onchain/market/adapters/contracts/AccountMigratorAdapterContract.js +1 -1
- package/dist/cjs/onchain/market/adapters/contracts/ERC4626AdapterContract.js +1 -1
- package/dist/cjs/onchain/market/credit/CreditFacadeV310BaseContract.js +1 -1
- package/dist/cjs/onchain/market/pool/PoolV310Contract.js +1 -1
- package/dist/cjs/onchain/market/rwa/createDegenNFT.js +1 -1
- package/dist/cjs/onchain/market/zapper/IETHZapperContract.js +2 -1
- package/dist/cjs/onchain/market/zapper/ZapperContract.js +1 -1
- package/dist/cjs/onchain/preview/preview/previewPoolPositionOperation.js +2 -2
- package/dist/cjs/onchain/utils/viem/simulateWithPriceUpdates.js +1 -1
- package/dist/cjs/permissionless/api/index.js +7 -3
- package/dist/cjs/permissionless/api/oracles/PermissionlessOracles.js +11 -11
- package/dist/cjs/permissionless/api/oracles/index.js +7 -3
- package/dist/cjs/permissionless/api/oracles/score/formula.js +44 -82
- package/dist/cjs/permissionless/api/oracles/score/index.js +6 -3
- package/dist/cjs/permissionless/api/oracles/score/run.js +129 -46
- package/dist/cjs/permissionless/api/oracles/stress/index.js +1 -0
- package/dist/cjs/permissionless/api/oracles/stress/run.js +5 -2
- package/dist/cjs/permissionless/index.js +7 -3
- package/dist/esm/permissionless/api/index.js +3 -3
- package/dist/esm/permissionless/api/oracles/PermissionlessOracles.js +11 -11
- package/dist/esm/permissionless/api/oracles/index.js +3 -3
- package/dist/esm/permissionless/api/oracles/score/formula.js +39 -80
- package/dist/esm/permissionless/api/oracles/score/index.js +2 -2
- package/dist/esm/permissionless/api/oracles/score/run.js +131 -48
- package/dist/esm/permissionless/api/oracles/stress/index.js +2 -2
- package/dist/esm/permissionless/api/oracles/stress/run.js +5 -3
- package/dist/esm/permissionless/index.js +3 -3
- package/dist/types/permissionless/api/index.d.ts +4 -4
- package/dist/types/permissionless/api/oracles/PermissionlessOracles.d.ts +11 -11
- package/dist/types/permissionless/api/oracles/index.d.ts +4 -4
- package/dist/types/permissionless/api/oracles/score/formula.d.ts +31 -38
- package/dist/types/permissionless/api/oracles/score/index.d.ts +3 -3
- package/dist/types/permissionless/api/oracles/score/run.d.ts +7 -4
- package/dist/types/permissionless/api/oracles/score/types.d.ts +50 -22
- package/dist/types/permissionless/api/oracles/stress/index.d.ts +2 -2
- package/dist/types/permissionless/api/oracles/stress/run.d.ts +17 -1
- package/dist/types/permissionless/index.d.ts +4 -4
- package/package.json +1 -1
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@@ -2,73 +2,156 @@ Object.defineProperty(exports, Symbol.toStringTag, { value: "Module" });
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const require_permissionless_api_oracles_stress_classify = require("../stress/classify.js");
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const require_permissionless_api_oracles_stress_run = require("../stress/run.js");
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const require_permissionless_api_oracles_score_formula = require("./formula.js");
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let viem = require("viem");
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//#region src/permissionless/api/oracles/score/run.ts
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const ZERO_TYPE = "PRICE_FEED::ZERO";
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/** Groups simulated at once: one `eth_call` each, all against one node. */
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const CONCURRENCY = 6;
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const feedOf = (slot) => slot.priceFeed.toLowerCase();
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/**
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*
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* Every asset of one chain, scored by what each of its source groups can do
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* to the price its running markets hold for it.
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*
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*
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*
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*
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*
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function toScoreSource(source) {
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return {
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key: source.identified ? `group:${source.group}` : `contract:${source.target}`,
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name: source.group,
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identified: source.identified
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};
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}
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/**
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* Every asset of one chain, scored by how its running markets price it.
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*
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* One read of every oracle's feed tree and one of the LP feeds' rate
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* contracts, both multicalls: the score is a reading of the trees and needs
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* no simulation.
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* One read of the oracles' feed trees, one of the LP feeds' rate contracts,
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* one of every market feed as it stands — then one `eth_call` per source
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* group, with the group's sources overridden to answer
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* {@link SCORE_MULTIPLIER} times what they answer now and every market feed
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* read under it.
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**/
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async function runAssetScores({ client, chainId, slots, compressor, logger }) {
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const running = slots.filter((slot) => !slot.isShutdown);
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const oracles = [...new Set(running.map((slot) => slot.priceOracle.toLowerCase()))];
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const { nodes, unreadableOracles } = await require_permissionless_api_oracles_stress_run.readForest(client, compressor, oracles);
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const { nodes, answers, unreadableOracles } = await require_permissionless_api_oracles_stress_run.readForest(client, compressor, oracles);
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for (const oracle of unreadableOracles) logger?.warn(`price oracle ${oracle} of chain ${chainId} would not report its feed tree; the markets on it are not scored`);
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const { targets } = await require_permissionless_api_oracles_stress_run.readRateTargets(client, [...nodes.values()].filter((node) => require_permissionless_api_oracles_stress_run.RATE_FEED_TYPE.test(node.contractType)).map((node) => node.address));
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const { sources } = require_permissionless_api_oracles_stress_classify.classifySources(chainId, [...nodes.values()], targets, () => null);
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const
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const
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const reach = require_permissionless_api_oracles_stress_classify.sourcesByFeed([...new Set(running.map(feedOf))], nodes, sources);
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const sourcesOf = (feed) => [...reach.get(feed) ?? []].map((target) => byTarget.get(target)).filter((source) => source !== void 0);
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const positions = /* @__PURE__ */ new Map();
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const { targets, baselines: rateBaselines } = await require_permissionless_api_oracles_stress_run.readRateTargets(client, [...nodes.values()].filter((node) => require_permissionless_api_oracles_stress_run.RATE_FEED_TYPE.test(node.contractType)).map((node) => node.address));
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const { sources, unresolved } = require_permissionless_api_oracles_stress_classify.classifySources(chainId, [...nodes.values()], targets, (target) => rateBaselines.get(target) ?? answers.get(target) ?? null);
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for (const node of unresolved) logger?.warn(`feed ${node.address} of chain ${chainId} would not say what it reads its rate from; its protocol is not perturbed`);
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const slotsByPosition = /* @__PURE__ */ new Map();
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for (const slot of running) {
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const key = `${slot.market.toLowerCase()}:${slot.token.toLowerCase()}`;
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const
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const entry = slotsByPosition.get(key) ?? {};
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entry[slot.reserve ? "reserve" : "main"] = slot;
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slotsByPosition.set(key, entry);
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}
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const
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for (const { main, reserve } of
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const positions = [];
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for (const { main, reserve } of slotsByPosition.values()) {
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if (!main || main.isUnderlying) continue;
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const mainNode = nodes.get(feedOf(main));
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if (!mainNode || mainNode.contractType === ZERO_TYPE) continue;
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const notes = [];
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let reserveFeed;
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if (!reserve) notes.push("no reserve feed");
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else if (nodes.get(feedOf(reserve))?.contractType === ZERO_TYPE) notes.push("reserve is a ZeroPriceFeed");
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else {
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reserveFeed = feedOf(reserve);
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if (reserveFeed === feedOf(main)) notes.push("reserve is the main feed");
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}
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positions.push({
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main,
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reserve,
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reserveFeed,
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notes
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});
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}
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const priced = [...new Set(positions.flatMap(({ main, reserveFeed }) => reserveFeed ? [feedOf(main), reserveFeed] : [feedOf(main)]))];
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if (priced.length === 0) return [];
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const underlyingOf = (slot) => slot.underlyingPriceFeed?.toLowerCase();
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const roots = [.../* @__PURE__ */ new Set([...priced, ...positions.map(({ main }) => underlyingOf(main)).filter((feed) => feed !== void 0)])];
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const updatedAt = BigInt(Math.floor(Date.now() / 1e3));
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const drivable = (source) => source !== void 0 && source.perturbable && source.baseline !== null;
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const fresh = sources.filter((source) => drivable(source) && source.kind === "feed");
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const asIs = await require_permissionless_api_oracles_stress_run.readUnder(client, roots, [], 1, updatedAt);
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const stale = roots.filter((root) => (asIs.get(root) ?? null) === null);
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const freshened = stale.length > 0 ? await require_permissionless_api_oracles_stress_run.readUnder(client, stale, [], 1, updatedAt, fresh) : /* @__PURE__ */ new Map();
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const base = new Map(roots.map((root) => [root, asIs.get(root) ?? freshened.get(root) ?? null]));
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const asIsRoots = roots.filter((root) => (asIs.get(root) ?? null) !== null);
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const freshRoots = stale.filter((root) => (freshened.get(root) ?? null) !== null);
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/** Every root under a lie, each read the way its base was. */
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const readLying = async (members) => {
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const [plain, refreshed] = await Promise.all([asIsRoots.length > 0 ? require_permissionless_api_oracles_stress_run.readUnder(client, asIsRoots, members, 5, updatedAt) : /* @__PURE__ */ new Map(), freshRoots.length > 0 ? require_permissionless_api_oracles_stress_run.readUnder(client, freshRoots, members, 5, updatedAt, fresh) : /* @__PURE__ */ new Map()]);
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return new Map([...plain, ...refreshed]);
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};
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for (const position of positions) if (position.reserveFeed && (base.get(position.reserveFeed) ?? null) === null) {
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position.reserveFeed = void 0;
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position.notes.push("reserve does not answer");
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}
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const reach = require_permissionless_api_oracles_stress_classify.sourcesByFeed(roots, nodes, sources);
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const sourceByTarget = new Map(sources.map((source) => [source.target, source]));
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const byGroup = /* @__PURE__ */ new Map();
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for (const source of sources.filter(drivable)) byGroup.set(source.group, [...byGroup.get(source.group) ?? [], source]);
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const reachedGroups = /* @__PURE__ */ new Set();
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for (const root of priced) for (const target of reach.get(root) ?? []) {
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const source = sourceByTarget.get(target);
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if (drivable(source)) reachedGroups.add(source.group);
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}
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const stressed = /* @__PURE__ */ new Map();
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const queue = [...reachedGroups];
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for (let i = 0; i < queue.length; i += CONCURRENCY) await Promise.all(queue.slice(i, i + CONCURRENCY).map(async (group) => {
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stressed.set(group, await readLying(byGroup.get(group) ?? []));
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}));
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const groupsOf = (feed) => {
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const out = /* @__PURE__ */ new Map();
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for (const target of feed ? reach.get(feed) ?? [] : []) {
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const source = sourceByTarget.get(target);
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if (drivable(source)) out.set(source.group, [...out.get(source.group) ?? [], source]);
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}
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return out;
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};
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const byAsset = /* @__PURE__ */ new Map();
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for (const { main, reserve, reserveFeed, notes } of positions) {
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const mainFeed = feedOf(main);
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const before = require_permissionless_api_oracles_score_formula.finalPrice(base.get(mainFeed) ?? null, reserveFeed ? base.get(reserveFeed) ?? null : void 0);
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if (before === null || before <= 0n) {
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logger?.warn(`feed ${mainFeed} of chain ${chainId} does not answer; ${main.tokenSymbol ?? main.token} in ${main.marketName ?? main.market} is not scored`);
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continue;
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}
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const onMain = groupsOf(mainFeed);
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const onReserve = groupsOf(reserveFeed);
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const impacts = [.../* @__PURE__ */ new Set([...onMain.keys(), ...onReserve.keys()])].map((group) => {
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const under = stressed.get(group) ?? /* @__PURE__ */ new Map();
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const after = require_permissionless_api_oracles_score_formula.finalPrice(under.get(mainFeed) ?? null, reserveFeed ? under.get(reserveFeed) ?? null : void 0);
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const factor = require_permissionless_api_oracles_score_formula.factorOf(before, after);
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const underlying = underlyingOf(main);
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const debtBefore = underlying ? base.get(underlying) ?? null : null;
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const debtFactor = debtBefore === null || debtBefore <= 0n || !underlying ? null : require_permissionless_api_oracles_score_formula.factorOf(debtBefore, under.get(underlying) ?? null);
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const ratioFactor = factor === null || debtFactor === null || debtFactor === 0 ? null : factor / debtFactor;
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const members = [...onMain.get(group) ?? [], ...onReserve.get(group) ?? []];
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return {
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group,
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identified: members.every((source) => source.identified),
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feeds: [...new Set(members.map((source) => source.description))],
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reaches: onMain.has(group) ? onReserve.has(group) ? "both" : "main" : "reserve",
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factor,
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ratioFactor,
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score: require_permissionless_api_oracles_score_formula.scoreOfFactor(factor)
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};
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});
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const unverified = reserveFeed !== void 0 && impacts.some((impact) => !impact.identified && impact.reaches !== "both");
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const side = (slot) => ({
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feed: feedOf(slot),
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name: slot.priceFeedName,
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contractType: nodes.get(feedOf(slot))?.contractType ?? "",
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sources: [...groupsOf(feedOf(slot)).keys()]
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});
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const asset = main.token.toLowerCase();
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const entry = byAsset.get(asset) ?? {
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symbol: main.tokenSymbol,
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markets: []
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};
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byAsset.set(asset, entry);
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if (!mainNode) continue;
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if (mainNode.contractType === "PRICE_FEED::ZERO") continue;
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const side = (slot) => ({
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feed: {
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feed: feedOf(slot),
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name: slot.priceFeedName,
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contractType: nodes.get(feedOf(slot))?.contractType ?? ""
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},
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sources: sourcesOf(feedOf(slot))
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});
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entry.markets.push(require_permissionless_api_oracles_score_formula.scoreMarket({
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entry.markets.push({
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market: main.market,
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marketName: main.marketName,
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marketConfigurator: main.marketConfigurator,
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curatorName: main.curatorName
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curatorName: main.curatorName,
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main: side(main),
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reserve: reserve ? side(reserve) : null,
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hasReserve: reserveFeed !== void 0,
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price: Number((0, viem.formatUnits)(before, 8)),
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unverified,
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notes,
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...require_permissionless_api_oracles_score_formula.worstOf(impacts)
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});
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}
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return [...byAsset].map(([asset, { symbol, markets }]) => {
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const sorted = markets.sort((a, b) => a.score - b.score);
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@@ -14,6 +14,7 @@ exports.perturb = require_permissionless_api_oracles_stress_override.perturb;
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exports.rateStub = require_permissionless_api_oracles_stress_override.rateStub;
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exports.readForest = require_permissionless_api_oracles_stress_run.readForest;
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exports.readRateTargets = require_permissionless_api_oracles_stress_run.readRateTargets;
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exports.readUnder = require_permissionless_api_oracles_stress_run.readUnder;
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exports.roundDataStub = require_permissionless_api_oracles_stress_override.roundDataStub;
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exports.
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exports.verdictOf = require_permissionless_api_oracles_stress_score.verdictOf;
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import { classifySources, sourcesByFeed } from "./oracles/stress/classify.js";
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import {
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import { REVERT_SCORE, SCORE_MULTIPLIER, factorOf, finalPrice, scoreOfFactor, worstOf } from "./oracles/score/formula.js";
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import { runAssetScores } from "./oracles/score/run.js";
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import { GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles } from "./oracles/PermissionlessOracles.js";
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import { InstanceOwnerTransactions } from "./transactions/InstanceOwnerTransactions.js";
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@@ -18,4 +18,4 @@ import { GearboxPermissionless } from "./GearboxPermissionless.js";
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export {
|
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|
+
export { ChainsNamespace, DEFAULT_DEPLOY_SALT, DEFAULT_SCENARIOS, GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, GearboxPermissionless, InstanceOwnerTransactions, PermissionlessAnalytics, PermissionlessChainUnreachableError, PermissionlessDeploy, PermissionlessNotAttachedError, PermissionlessOracles, PriceFeedNotInStoreError, PriceFeedSaltMissingError, PriceFeedStalenessUnknownError, RATE_FEED_TYPE, REVERT_SCORE, SCORE_MULTIPLIER, UNBOUNDED_DOWN, UNBOUNDED_UP, classifySources, deriveEffectiveStalenessPeriod, factorOf, finalPrice, groupOverride, perturb, priceFeedSalt, rateStub, readForest, readRateTargets, readUnder, roundDataStub, runAssetScores, runStressTest, scoreGroup, scoreOfFactor, slotHarm, sourcesByFeed, verdictOf, worstOf };
|
|
@@ -361,17 +361,17 @@ var PermissionlessOracles = class extends AbstractOffchainNamespace {
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/**
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* Every asset's score out of 10 for how its markets guard its price.
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*
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*
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*
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*
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*
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*
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*
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*
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*
|
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|
+
* Each source group behind an asset's feeds — Chainlink, Redstone, Lido and
|
|
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|
+
* so on — is made in turn to answer five times what it answers now, and a
|
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|
+
* market scores by how far that moves its final price, `min(main,
|
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|
+
* reserve)`: 10 for not at all, 0 for the full five times, on a log scale.
|
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|
+
* A price that stops answering scores 5. An asset scores its worst running
|
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369
|
+
* market that takes it as collateral.
|
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|
+
*
|
|
371
|
+
* Simulated on the chain as it stands, through state overrides in
|
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|
+
* `eth_call`: one call per source group per chain, so the node behind the
|
|
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|
+
* client has to accept overrides. A chain with no client configured, or
|
|
374
|
+
* whose node refuses, is left out with a warning rather than failing the
|
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* rest.
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*
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* ```ts
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@@ -1,11 +1,11 @@
|
|
|
1
1
|
import { classifySources, sourcesByFeed } from "./stress/classify.js";
|
|
2
2
|
import { UNBOUNDED_DOWN, UNBOUNDED_UP, groupOverride, perturb, rateStub, roundDataStub } from "./stress/override.js";
|
|
3
3
|
import { scoreGroup, slotHarm, verdictOf } from "./stress/score.js";
|
|
4
|
-
import { DEFAULT_SCENARIOS, RATE_FEED_TYPE, readForest, readRateTargets, runStressTest } from "./stress/run.js";
|
|
5
|
-
import {
|
|
4
|
+
import { DEFAULT_SCENARIOS, RATE_FEED_TYPE, readForest, readRateTargets, readUnder, runStressTest } from "./stress/run.js";
|
|
5
|
+
import { REVERT_SCORE, SCORE_MULTIPLIER, factorOf, finalPrice, scoreOfFactor, worstOf } from "./score/formula.js";
|
|
6
6
|
import { runAssetScores } from "./score/run.js";
|
|
7
7
|
import { GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles } from "./PermissionlessOracles.js";
|
|
8
8
|
import "./score/index.js";
|
|
9
9
|
import "./stress/index.js";
|
|
10
10
|
import "./types.js";
|
|
11
|
-
export {
|
|
11
|
+
export { DEFAULT_SCENARIOS, GET_PRICES_CHUNK_SIZE, GET_PRICES_GAS_LIMIT_BY_CHAIN_ID, PermissionlessOracles, RATE_FEED_TYPE, REVERT_SCORE, SCORE_MULTIPLIER, UNBOUNDED_DOWN, UNBOUNDED_UP, classifySources, factorOf, finalPrice, groupOverride, perturb, rateStub, readForest, readRateTargets, readUnder, roundDataStub, runAssetScores, runStressTest, scoreGroup, scoreOfFactor, slotHarm, sourcesByFeed, verdictOf, worstOf };
|
|
@@ -1,96 +1,55 @@
|
|
|
1
1
|
//#region src/permissionless/api/oracles/score/formula.ts
|
|
2
|
+
/** What every source of a group is made to answer, as a multiple of now. */
|
|
3
|
+
const SCORE_MULTIPLIER = 5;
|
|
2
4
|
/**
|
|
3
|
-
*
|
|
5
|
+
* The score of a price that stops answering under the lie.
|
|
4
6
|
*
|
|
5
|
-
*
|
|
6
|
-
*
|
|
7
|
-
* - Would the reserve disagree with a main feed that has gone wrong? Only if
|
|
8
|
-
* it is a second feed on other sources. A missing reserve, a
|
|
9
|
-
* `ZeroPriceFeed`, the main feed again, and a different feed on the same
|
|
10
|
-
* sources all answer no.
|
|
11
|
-
* - Is either feed bounded? A `BoundedPriceFeed` caps the answer from above,
|
|
12
|
-
* and a Gearbox LP feed clamps its exchange rate to a window.
|
|
13
|
-
*
|
|
14
|
-
* Independence costs more than the bound, 6 points against 5, because it is
|
|
15
|
-
* the broader protection: a bounded feed caps only from above, and an LP
|
|
16
|
-
* feed's window holds only its rate, not the price of what the rate is in.
|
|
17
|
-
* Either failure alone lands a market at 4 or 5; both together at 0.
|
|
7
|
+
* Half marks: nobody can borrow against a wrong number, but nobody can be
|
|
8
|
+
* liquidated either until the feed is replaced.
|
|
18
9
|
*/
|
|
19
|
-
const
|
|
20
|
-
const BOUND_WEIGHT = 5;
|
|
10
|
+
const REVERT_SCORE = 5;
|
|
21
11
|
/**
|
|
22
|
-
*
|
|
23
|
-
*
|
|
12
|
+
* 0 to 10 by how far the final price moved, on a log scale against the lie
|
|
13
|
+
* itself: 10 for a price that did not move, 0 for one that moved by the full
|
|
14
|
+
* {@link SCORE_MULTIPLIER} or more, either way. Rounded to a half point.
|
|
15
|
+
*
|
|
16
|
+
* A bound holding a price within a few percent keeps a 10; a price that let
|
|
17
|
+
* half the lie through, ×√5, scores 5.
|
|
24
18
|
*/
|
|
25
|
-
|
|
26
|
-
|
|
19
|
+
function scoreOfFactor(factor) {
|
|
20
|
+
if (factor === null || !Number.isFinite(factor) || factor <= 0) return 5;
|
|
21
|
+
const moved = Math.abs(Math.log(factor)) / Math.log(5);
|
|
22
|
+
return Math.round(10 * Math.max(0, 1 - moved) * 2) / 2;
|
|
23
|
+
}
|
|
27
24
|
/**
|
|
28
|
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* The
|
|
29
|
-
*
|
|
30
|
-
*
|
|
31
|
-
* there to be a second opinion and neither of them is one.
|
|
25
|
+
* The price a market settles on: the lower of main and reserve, or the main
|
|
26
|
+
* feed's alone where there is no reserve to compare it with. `null` where a
|
|
27
|
+
* feed it needs does not answer.
|
|
32
28
|
*/
|
|
33
|
-
function
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
if (union.size === 0) return 0;
|
|
38
|
-
return 1 - [...a].filter((key) => b.has(key)).length / union.size;
|
|
29
|
+
function finalPrice(main, reserve) {
|
|
30
|
+
if (main === null || reserve === null) return null;
|
|
31
|
+
if (reserve === void 0) return main;
|
|
32
|
+
return main < reserve ? main : reserve;
|
|
39
33
|
}
|
|
40
|
-
/**
|
|
41
|
-
function
|
|
42
|
-
|
|
34
|
+
/** `stressed / base` as a float, `null` where the stressed price is gone. */
|
|
35
|
+
function factorOf(base, stressed) {
|
|
36
|
+
if (stressed === null) return null;
|
|
37
|
+
return Number(stressed) / Number(base);
|
|
43
38
|
}
|
|
44
39
|
/**
|
|
45
|
-
*
|
|
46
|
-
*
|
|
47
|
-
*
|
|
48
|
-
* A source is passed per side and keyed by the caller, which is where it is
|
|
49
|
-
* decided that an unnamed source is its own contract and a named one is its
|
|
50
|
-
* group.
|
|
40
|
+
* The market's score and the group it comes from: the lowest of its groups,
|
|
41
|
+
* ties going to the group that moved the price further. 10 where no source
|
|
42
|
+
* feeds the price at all, since nothing can be made to lie about it.
|
|
51
43
|
*/
|
|
52
|
-
function
|
|
53
|
-
const
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
hasReserve = false;
|
|
57
|
-
reasons.push("no reserve feed");
|
|
58
|
-
} else if (reserve.feed.contractType === ZERO_TYPE) {
|
|
59
|
-
hasReserve = false;
|
|
60
|
-
reasons.push("reserve is a ZeroPriceFeed");
|
|
61
|
-
} else if (reserve.feed.feed.toLowerCase() === main.feed.feed.toLowerCase()) {
|
|
62
|
-
hasReserve = false;
|
|
63
|
-
reasons.push("reserve is the main feed");
|
|
64
|
-
}
|
|
65
|
-
const reserveSources = hasReserve && reserve ? reserve.sources : [];
|
|
66
|
-
const independence = hasReserve ? independenceOf(main.sources, reserveSources) : 0;
|
|
67
|
-
const reserveKeys = new Set(reserveSources.map((source) => source.key));
|
|
68
|
-
const mainKeys = new Set(main.sources.map((source) => source.key));
|
|
69
|
-
const shared = main.sources.filter((source) => reserveKeys.has(source.key));
|
|
70
|
-
const names = (sources) => [...new Set(sources.map((source) => source.name))];
|
|
71
|
-
if (hasReserve && independence < 1) reasons.push(shared.length > 0 ? `main and reserve share ${names(shared).join(", ")}` : "neither feed reads a price source");
|
|
72
|
-
const unverified = hasReserve && [...main.sources.filter((source) => !reserveKeys.has(source.key)), ...reserveSources.filter((source) => !mainKeys.has(source.key))].some((source) => !source.identified);
|
|
73
|
-
const bounded = BOUNDED_TYPE.test(main.feed.contractType) || reserve !== null && BOUNDED_TYPE.test(reserve.feed.contractType);
|
|
74
|
-
if (!bounded) reasons.push("neither feed is bounded");
|
|
75
|
-
const score = toHalf(Math.max(0, 10 - 6 * (1 - independence) - 5 * (bounded ? 0 : 1)));
|
|
44
|
+
function worstOf(impacts) {
|
|
45
|
+
const distance = (impact) => impact.factor === null ? Infinity : Math.abs(Math.log(impact.factor));
|
|
46
|
+
const sorted = [...impacts].sort((a, b) => a.score - b.score || distance(b) - distance(a));
|
|
47
|
+
const worst = sorted[0] ?? null;
|
|
76
48
|
return {
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
sources: names(main.sources)
|
|
81
|
-
},
|
|
82
|
-
reserve: reserve ? {
|
|
83
|
-
...reserve.feed,
|
|
84
|
-
sources: names(reserve.sources)
|
|
85
|
-
} : null,
|
|
86
|
-
hasReserve,
|
|
87
|
-
independence,
|
|
88
|
-
bounded,
|
|
89
|
-
sharedSources: names(shared),
|
|
90
|
-
unverified,
|
|
91
|
-
score,
|
|
92
|
-
reasons
|
|
49
|
+
score: worst?.score ?? 10,
|
|
50
|
+
impacts: sorted,
|
|
51
|
+
worst
|
|
93
52
|
};
|
|
94
53
|
}
|
|
95
54
|
//#endregion
|
|
96
|
-
export {
|
|
55
|
+
export { REVERT_SCORE, SCORE_MULTIPLIER, factorOf, finalPrice, scoreOfFactor, worstOf };
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
import {
|
|
1
|
+
import { REVERT_SCORE, SCORE_MULTIPLIER, factorOf, finalPrice, scoreOfFactor, worstOf } from "./formula.js";
|
|
2
2
|
import { runAssetScores } from "./run.js";
|
|
3
3
|
import "./types.js";
|
|
4
|
-
export {
|
|
4
|
+
export { REVERT_SCORE, SCORE_MULTIPLIER, factorOf, finalPrice, runAssetScores, scoreOfFactor, worstOf };
|