add binance

dydxprotocol · Oct 16, 2024 · 515976b · 515976b
1 parent 404ce72
commit 515976b
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Showing 9 changed files with 50 additions and 38 deletions.
diff --git a/protocol/daemons/pricefeed/client/constants/static_exchange_market_config.go b/protocol/daemons/pricefeed/client/constants/static_exchange_market_config.go
@@ -16,7 +16,7 @@ const (
 	// by the pricefeed daemon. This number was chosen to supply the minimum number of prices required to
 	// compute an index price for a market, given exchange unavailability due to exchange geo-fencing,
 	// downtime, etc.
-	MinimumRequiredExchangesPerMarket = 4
+	MinimumRequiredExchangesPerMarket = 5
 )
 
 // GenerateExchangeConfigJson generates human-readable exchange config json for each market based on the contents

diff --git a/protocol/daemons/pricefeed/client/constants/testdata/pol_exchange_config.json b/protocol/daemons/pricefeed/client/constants/testdata/pol_exchange_config.json
@@ -1,5 +1,10 @@
 {
   "exchanges": [
+    {
+      "exchangeName": "Binance",
+      "ticker": "POLUSDT",
+      "adjustByMarket": "USDT-USD"
+    },
     {
       "exchangeName": "Bybit",
       "ticker": "POLUSDT",

diff --git a/protocol/scripts/genesis/sample_pregenesis.json b/protocol/scripts/genesis/sample_pregenesis.json
@@ -2279,6 +2279,14 @@
           },
           "POL/USD": {
             "provider_configs": [
+              {
+                "binance_ws",
+                "normalize_by_pair": {
+                  "Base": "USDT",
+                  "Quote": "USD"
+                },
+                "off_chain_ticker": "POLUSDT"
+              },
               {
                 "name": "bybit_ws",
                 "normalize_by_pair": {
@@ -2309,10 +2317,9 @@
                 "Base": "POL",
                 "Quote": "USD"
               },
-              "decimals": "10",
-              "min_provider_count": "3",
-              "enabled": true,
-              "metadata_JSON": ""
+              "decimals": 10,
+              "min_provider_count": 3,
+              "enabled": true
             }
           },
           "SEI/USD": {

diff --git a/protocol/testing/containertest/preupgrade_genesis.json b/protocol/testing/containertest/preupgrade_genesis.json
@@ -1438,39 +1438,37 @@
               "metadata_JSON": ""
             },
             "provider_configs": [
+              {
+                "name": "binance_ws",
+                "off_chain_ticker": "POLUSDT",
+                "normalize_by_pair": {
+                  "Base": "USDT",
+                  "Quote": "USD"
+                }
+              },
               {
                 "name": "bybit_ws",
                 "off_chain_ticker": "POLUSDT",
                 "normalize_by_pair": {
                   "Base": "USDT",
                   "Quote": "USD"
-                },
-                "invert": false,
-                "metadata_JSON": ""
+                }
               },
               {
                 "name": "coinbase_ws",
-                "off_chain_ticker": "POL-USD",
-                "normalize_by_pair": null,
-                "invert": false,
-                "metadata_JSON": ""
+                "off_chain_ticker": "POL-USD"
               },
               {
                 "name": "crypto_dot_com_ws",
-                "off_chain_ticker": "POL_USD",
-                "normalize_by_pair": null,
-                "invert": false,
-                "metadata_JSON": ""
+                "off_chain_ticker": "POL_USD"
               },
               {
                 "name": "okx_ws",
                 "off_chain_ticker": "POL-USDT",
                 "normalize_by_pair": {
                   "Base": "USDT",
                   "Quote": "USD"
-                },
-                "invert": false,
-                "metadata_JSON": ""
+                }
               }
             ]
           },

diff --git a/protocol/testing/genesis.sh b/protocol/testing/genesis.sh
@@ -619,6 +619,7 @@ function edit_genesis() {
     dasel put -t int -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.ticker.min_provider_count' -v '3'
     dasel put -t bool -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.ticker.enabled' -v 'true'
 
+    dasel put -t json -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.provider_configs.[]' -v '{"name": "binance_ws", "off_chain_ticker": "POLUSDT", "normalize_by_pair": {"Base": "USDT", "Quote": "USD"}}'
     dasel put -t json -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.provider_configs.[]' -v '{"name": "bybit_ws", "off_chain_ticker": "POLUSDT", "normalize_by_pair": {"Base": "USDT", "Quote": "USD"}}'
     dasel put -t json -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.provider_configs.[]' -v '{"name": "coinbase_ws", "off_chain_ticker": "POL-USD"}'
     dasel put -t json -f "$GENESIS" '.app_state.marketmap.market_map.markets.POL/USD.provider_configs.[]' -v '{"name": "crypto_dot_com_ws", "off_chain_ticker": "POL_USD"}'

diff --git a/protocol/testing/mainnet/genesis.json b/protocol/testing/mainnet/genesis.json
@@ -3322,7 +3322,7 @@
           "exponent": -10,
           "min_exchanges": 3,
           "min_price_change_ppm": 2500,
-          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}"
+          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Binance\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}"
         },
         {
           "pair": "CRV-USD",

diff --git a/protocol/testing/testnet/genesis.json b/protocol/testing/testnet/genesis.json
@@ -6130,7 +6130,7 @@
           "pair": "LINK-USD"
         },
         {
-          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}",
+          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Binance\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}",
           "exponent": -10,
           "id": 3,
           "min_exchanges": 3,

diff --git a/protocol/testutil/constants/genesis.go b/protocol/testutil/constants/genesis.go
@@ -2805,43 +2805,40 @@ const GenesisState = `{
               },
               "decimals": "10",
               "min_provider_count": "3",
-              "enabled": true,
-              "metadata_JSON": ""
+              "enabled": true
             },
             "provider_configs": [
+              {
+                "name": "binance_ws",
+                "off_chain_ticker": "POLUSDT",
+                "normalize_by_pair": {
+                  "Base": "USDT",
+                  "Quote": "USD"
+                }
+              },
               {
                 "name": "bybit_ws",
                 "off_chain_ticker": "POLUSDT",
                 "normalize_by_pair": {
                   "Base": "USDT",
                   "Quote": "USD"
-                },
-                "invert": false,
-                "metadata_JSON": ""
+                }
               },
               {
                 "name": "coinbase_ws",
-                "off_chain_ticker": "POL-USD",
-                "normalize_by_pair": null,
-                "invert": false,
-                "metadata_JSON": ""
+                "off_chain_ticker": "POL-USD"
               },
               {
                 "name": "crypto_dot_com_ws",
-                "off_chain_ticker": "POL_USD",
-                "normalize_by_pair": null,
-                "invert": false,
-                "metadata_JSON": ""
+                "off_chain_ticker": "POL_USD"
               },
               {
                 "name": "okx_ws",
                 "off_chain_ticker": "POL-USDT",
                 "normalize_by_pair": {
                   "Base": "USDT",
                   "Quote": "USD"
-                },
-                "invert": false,
-                "metadata_JSON": ""
+                }
               }
             ]
           },
@@ -3993,7 +3990,7 @@ const GenesisState = `{
           "pair": "LINK-USD"
         },
         {
-          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}",
+          "exchange_config_json": "{\"exchanges\":[{\"exchangeName\":\"Binance\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"Bybit\",\"ticker\":\"POLUSDT\",\"adjustByMarket\":\"USDT-USD\"},{\"exchangeName\":\"CoinbasePro\",\"ticker\":\"POL-USD\"},{\"exchangeName\":\"CryptoCom\",\"ticker\":\"POL_USD\"},{\"exchangeName\":\"Okx\",\"ticker\":\"POL-USDT\",\"adjustByMarket\":\"USDT-USD\"}]}",
           "exponent": -10,
           "id": 3,
           "min_exchanges": 1,

diff --git a/protocol/testutil/daemons/pricefeed/exchange_config/testnet_exchange_market_config.go b/protocol/testutil/daemons/pricefeed/exchange_config/testnet_exchange_market_config.go
@@ -30,6 +30,10 @@ var (
 					Ticker:         "LINKUSDT",
 					AdjustByMarket: newMarketIdWithValue(MARKET_USDT_USD),
 				},
+				MARKET_POL_USD: {
+					Ticker:         "POLUSDT",
+					AdjustByMarket: newMarketIdWithValue(MARKET_USDT_USD),
+				},
 				MARKET_CRV_USD: {
 					Ticker:         "CRVUSDT",
 					AdjustByMarket: newMarketIdWithValue(MARKET_USDT_USD),