Examples for more schema types

smartcontractkit · Dec 4, 2024 · ec1c464 · ec1c464
1 parent d074b92
commit ec1c464
Showing 1 changed file with 160 additions and 6 deletions.
diff --git a/core/services/llo/evm/report_codec_evm_abi_encode_unpacked_test.go b/core/services/llo/evm/report_codec_evm_abi_encode_unpacked_test.go
@@ -84,6 +84,12 @@ func TestReportCodecEVMABIEncodeUnpacked_Encode_properties(t *testing.T) {
 	baseMarketDepthStreamID := llotypes.StreamID(rand.Uint32())
 	quoteMarketDepthStreamID := llotypes.StreamID(rand.Uint32())
 	marketStatusStreamID := llotypes.StreamID(rand.Uint32())
+	binanceFundingRateStreamID := llotypes.StreamID(rand.Uint32())
+	binanceFundingTimeStreamID := llotypes.StreamID(rand.Uint32())
+	binanceFundingIntervalHoursStreamID := llotypes.StreamID(rand.Uint32())
+	deribitFundingRateStreamID := llotypes.StreamID(rand.Uint32())
+	deribitFundingTimeStreamID := llotypes.StreamID(rand.Uint32())
+	deribitFundingIntervalHoursStreamID := llotypes.StreamID(rand.Uint32())
 
 	t.Run("DEX-based asset schema example", func(t *testing.T) {
 		expectedDEXBasedAssetSchema := abi.Arguments([]abi.Argument{
@@ -239,12 +245,6 @@ func TestReportCodecEVMABIEncodeUnpacked_Encode_properties(t *testing.T) {
 				Specimen: false,
 			}
 
-			linkQuoteStreamID := llotypes.StreamID(rand.Uint32())
-			ethQuoteStreamID := llotypes.StreamID(rand.Uint32())
-			dexBasedAssetDecimalStreamID := llotypes.StreamID(rand.Uint32())
-			baseMarketDepthStreamID := llotypes.StreamID(rand.Uint32())
-			quoteMarketDepthStreamID := llotypes.StreamID(rand.Uint32())
-
 			opts := ReportFormatEVMABIEncodeOpts{
 				BaseUSDFee:       sampleBaseUSDFee,
 				ExpirationWindow: sampleExpirationWindow,
@@ -324,6 +324,143 @@ func TestReportCodecEVMABIEncodeUnpacked_Encode_properties(t *testing.T) {
 
 		properties.TestingRun(t)
 	})
+
+	t.Run("benchmark price schema example", func(t *testing.T) {
+		// TODO
+	})
+
+	t.Run("funding rate schema example", func(t *testing.T) {
+		expectedFundingRateSchema := abi.Arguments([]abi.Argument{
+			{Name: "feedId", Type: mustNewABIType("bytes32")},
+			{Name: "validFromTimestamp", Type: mustNewABIType("uint32")},
+			{Name: "observationsTimestamp", Type: mustNewABIType("uint32")},
+			{Name: "nativeFee", Type: mustNewABIType("uint192")},
+			{Name: "linkFee", Type: mustNewABIType("uint192")},
+			{Name: "expiresAt", Type: mustNewABIType("uint32")},
+			{Name: "binanceFundingRate", Type: mustNewABIType("int192")},
+			{Name: "binanceFundingTime", Type: mustNewABIType("uint32")},
+			{Name: "binanceFundingIntervalHours", Type: mustNewABIType("uint32")},
+			{Name: "deribitFundingRate", Type: mustNewABIType("int192")},
+			{Name: "deribitFundingTime", Type: mustNewABIType("uint32")},
+			{Name: "deribitFundingIntervalHours", Type: mustNewABIType("uint32")},
+		})
+
+		runTest := func(sampleFeedID common.Hash, sampleObservationsTimestamp, sampleValidAfterSeconds, sampleExpirationWindow uint32, sampleBaseUSDFee, sampleLinkBenchmarkPrice, sampleNativeBenchmarkPrice, sampleBinanceFundingRate, sampleBinanceFundingTime, sampleBinanceFundingIntervalHours, sampleDeribitFundingRate, sampleDeribitFundingTime, sampleDeribitFundingIntervalHours decimal.Decimal) bool {
+			report := llo.Report{
+				ConfigDigest:                types.ConfigDigest{0x01},
+				SeqNr:                       0x02,
+				ChannelID:                   llotypes.ChannelID(0x03),
+				ValidAfterSeconds:           sampleValidAfterSeconds,
+				ObservationTimestampSeconds: sampleObservationsTimestamp,
+				Values: []llo.StreamValue{
+					&llo.Quote{Bid: decimal.NewFromFloat(6.1), Benchmark: sampleLinkBenchmarkPrice, Ask: decimal.NewFromFloat(8.2332)},  // Link price
+					&llo.Quote{Bid: decimal.NewFromFloat(9.4), Benchmark: sampleNativeBenchmarkPrice, Ask: decimal.NewFromFloat(11.33)}, // Native price
+					llo.ToDecimal(sampleBinanceFundingRate),          // Binance funding rate
+					llo.ToDecimal(sampleBinanceFundingTime),          // Binance funding time
+					llo.ToDecimal(sampleBinanceFundingIntervalHours), // Binance funding interval hours
+					llo.ToDecimal(sampleDeribitFundingRate),          // Deribit funding rate
+					llo.ToDecimal(sampleDeribitFundingTime),          // Deribit funding time
+					llo.ToDecimal(sampleDeribitFundingIntervalHours), // Deribit funding interval hours
+				},
+				Specimen: false,
+			}
+
+			opts := ReportFormatEVMABIEncodeOpts{
+				BaseUSDFee:       sampleBaseUSDFee,
+				ExpirationWindow: sampleExpirationWindow,
+				FeedID:           sampleFeedID,
+				ABI: []ABIEncoder{
+					ABIEncoder{StreamID: binanceFundingRateStreamID, Type: "int192"},
+					ABIEncoder{StreamID: binanceFundingTimeStreamID, Type: "uint32"},
+					ABIEncoder{StreamID: binanceFundingIntervalHoursStreamID, Type: "uint32"},
+					ABIEncoder{StreamID: deribitFundingRateStreamID, Type: "int192"},
+					ABIEncoder{StreamID: deribitFundingTimeStreamID, Type: "uint32"},
+					ABIEncoder{StreamID: deribitFundingIntervalHoursStreamID, Type: "uint32"},
+				},
+			}
+			serializedOpts, err := opts.Encode()
+			require.NoError(t, err)
+
+			cd := llotypes.ChannelDefinition{
+				// ReportFormat: llotypes.ReportFormatEVMABIEncodeUnpacked,
+				ReportFormat: llotypes.ReportFormat(4), // FIXME: When chainlink-common is fixed
+				Streams: []llotypes.Stream{
+					{
+						StreamID:   linkQuoteStreamID,
+						Aggregator: llotypes.AggregatorMedian,
+					},
+					{
+						StreamID:   ethQuoteStreamID,
+						Aggregator: llotypes.AggregatorMedian,
+					},
+					{
+						StreamID:   dexBasedAssetDecimalStreamID,
+						Aggregator: llotypes.AggregatorQuote,
+					},
+					{
+						StreamID:   baseMarketDepthStreamID,
+						Aggregator: llotypes.AggregatorMedian,
+					},
+					{
+						StreamID:   quoteMarketDepthStreamID,
+						Aggregator: llotypes.AggregatorMedian,
+					},
+				},
+				Opts: serializedOpts,
+			}
+
+			encoded, err := codec.Encode(ctx, report, cd)
+			require.NoError(t, err)
+
+			values, err := expectedFundingRateSchema.Unpack(encoded)
+			require.NoError(t, err)
+
+			require.Len(t, values, len(expectedFundingRateSchema))
+
+			expectedLinkFee := CalculateFee(sampleLinkBenchmarkPrice, sampleBaseUSDFee)
+			expectedNativeFee := CalculateFee(sampleNativeBenchmarkPrice, sampleBaseUSDFee)
+
+			return AllTrue([]bool{
+				assert.Equal(t, sampleFeedID, (common.Hash)(values[0].([32]byte))),                               // feedId
+				assert.Equal(t, uint32(sampleValidAfterSeconds+1), values[1].(uint32)),                           // validFromTimestamp
+				assert.Equal(t, sampleObservationsTimestamp, values[2].(uint32)),                                 // observationsTimestamp
+				assert.Equal(t, expectedLinkFee.String(), values[3].(*big.Int).String()),                         // linkFee
+				assert.Equal(t, expectedNativeFee.String(), values[4].(*big.Int).String()),                       // nativeFee
+				assert.Equal(t, uint32(sampleObservationsTimestamp+sampleExpirationWindow), values[5].(uint32)),  // expiresAt
+				assert.Equal(t, sampleBinanceFundingRate.BigInt().String(), values[6].(*big.Int).String()),       // binanceFundingRate
+				assert.Equal(t, uint32(sampleBinanceFundingTime.BigInt().Int64()), values[7].(uint32)),           // binanceFundingTime
+				assert.Equal(t, uint32(sampleBinanceFundingIntervalHours.BigInt().Int64()), values[8].(uint32)),  // binanceFundingIntervalHours
+				assert.Equal(t, sampleDeribitFundingRate.BigInt().String(), values[9].(*big.Int).String()),       // deribitFundingRate
+				assert.Equal(t, uint32(sampleDeribitFundingTime.BigInt().Int64()), values[10].(uint32)),          // deribitFundingTime
+				assert.Equal(t, uint32(sampleDeribitFundingIntervalHours.BigInt().Int64()), values[11].(uint32)), // deribitFundingIntervalHours
+			})
+		}
+
+		properties.Property("Encodes values", prop.ForAll(
+			runTest,
+			genFeedID(),
+			genObservationsTimestamp(),
+			genValidAfterSeconds(),
+			genExpirationWindow(),
+			genBaseUSDFee(),
+			genLinkBenchmarkPrice(),
+			genNativeBenchmarkPrice(),
+			genFundingRate(),
+			genFundingTime(),
+			genFundingIntervalHours(),
+			genFundingRate(),
+			genFundingTime(),
+			genFundingIntervalHours(),
+		))
+
+		properties.TestingRun(t)
+	})
+}
+
+func TestReportCodecEVMABIEncodeUnpacked_Encode(t *testing.T) {
+	t.Run("ABI and values length mismatch error", func(t *testing.T) {
+		// TODO
+	})
 }
 
 func genFeedID() gopter.Gen {
@@ -394,6 +531,23 @@ func genMarketStatus() gopter.Gen {
 	})
 }
 
+func genFundingRate() gopter.Gen {
+	return genDecimal()
+}
+
+func genFundingTime() gopter.Gen {
+	// Unix epochs
+	return gen.UInt32Range(1500000000, 2000000000).Map(func(i uint32) decimal.Decimal {
+		return decimal.NewFromInt(int64(i))
+	})
+}
+
+func genFundingIntervalHours() gopter.Gen {
+	return gen.UInt32().Map(func(i uint32) decimal.Decimal {
+		return decimal.NewFromInt(int64(i))
+	})
+}
+
 func mustNewABIType(t string) abi.Type {
 	result, err := abi.NewType(t, "", []abi.ArgumentMarshaling{})
 	if err != nil {