feat: individual reward bands per denom (#98)

proto/ojo/oracle/v1/oracle.proto

@@ -19,9 +19,9 @@ message Params {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
   ];
-  string reward_band = 3 [
-    (gogoproto.moretags) = "yaml:\"reward_band\"",
-    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+  repeated RewardBand reward_bands = 3 [
+    (gogoproto.moretags) = "yaml:\"reward_bands\"",
+    (gogoproto.castrepeated) = "RewardBandList",
     (gogoproto.nullable) = false
   ];
   uint64 reward_distribution_window = 4
@@ -73,6 +73,19 @@ message Denom {
   uint32 exponent = 3 [ (gogoproto.moretags) = "yaml:\"exponent\"" ];
 }
 
+// RewardBand - the object to hold the reward band configuration for a given denom.
+message RewardBand {
+  option (gogoproto.equal) = false;
+  option (gogoproto.goproto_getters) = false;
+  option (gogoproto.goproto_stringer) = false;
+  string symbol_denom = 1 [ (gogoproto.moretags) = "yaml:\"symbol_denom\"" ];
+  string reward_band = 2 [
+    (gogoproto.moretags) = "yaml:\"reward_band\"",
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+}
+
 // AggregateExchangeRatePrevote -
 // struct for aggregate prevoting on the ExchangeRateVote.
 // The purpose of aggregate prevote is to hide vote exchange rates with hash

x/oracle/README.md

@@ -62,7 +62,9 @@ Validators must first pre-commit to a set of exchange rates, then in the subsequ
 
 ### Reward Band
 
-Let `M` be the median, `𝜎` be the standard deviation of the votes in the ballot, and `R` be the RewardBand parameter. The band around the median is set to be `𝜀 = max(𝜎, R/2)`. All valid (i.e. bonded and non-jailed) validators that submitted an exchange rate vote in the interval `[M - 𝜀, M + 𝜀]` should be included in the set of winners.
+Each asset has a unique RewardBand when it's being added to the Oracle Parameters. For some assets this needs to be smaller or larger in order to account for expected price flux / stability.
+
+Let `M` be the median, `𝜎` be the standard deviation of the votes in the ballot, and `R` be the RewardBand for a given asset. The band around the median is set to be `𝜀 = max(𝜎, R/2)`. All valid (i.e. bonded and non-jailed) validators that submitted an exchange rate vote in the interval `[M - 𝜀, M + 𝜀]` should be included in the set of winners.
 
 ### Reward Pool
 

x/oracle/abci.go

@@ -62,8 +62,15 @@ func CalcPrices(ctx sdk.Context, params types.Params, k keeper.Keeper) error {
 
 		// Increment Mandatory Win count if Denom in Mandatory list
 		incrementWin := params.MandatoryList.Contains(ballotDenom.Denom)
+
+		// Get the current denom's reward band
+		rewardBand, err := params.RewardBands.GetBandFromDenom(ballotDenom.Denom)
+		if err != nil {
+			return err
+		}
+
 		// Get median of exchange rates
-		exchangeRate, err := Tally(ballotDenom.Ballot, params.RewardBand, validatorClaimMap, incrementWin)
+		exchangeRate, err := Tally(ballotDenom.Ballot, rewardBand, validatorClaimMap, incrementWin)
 		if err != nil {
 			return err
 		}

x/oracle/abci_test.go

@@ -387,7 +387,7 @@ func (s *IntegrationTestSuite) TestEndblockerHistoracle() {
 			blockHeight += historicStampPeriod
 			ctx = ctx.WithBlockHeight(blockHeight)
 
-			var decCoins = sdk.DecCoins{}
+			decCoins := sdk.DecCoins{}
 			for denom, prices := range exchangeRates {
 				decCoins = append(decCoins, sdk.DecCoin{
 					Denom:  denom,

x/oracle/keeper/params.go

@@ -22,7 +22,7 @@ func (k Keeper) VoteThreshold(ctx sdk.Context) (res sdk.Dec) {
 // RewardBand returns the ratio of allowable exchange rate error that a validator
 // can be rewarded.
 func (k Keeper) RewardBand(ctx sdk.Context) (res sdk.Dec) {
-	k.paramSpace.Get(ctx, types.KeyRewardBand, &res)
+	k.paramSpace.Get(ctx, types.KeyRewardBands, &res)
 	return
 }
 
@@ -54,7 +54,8 @@ func (k Keeper) MandatoryList(ctx sdk.Context) (res types.DenomList) {
 // SetMandatoryList updates the mandatory list of assets supported by the x/oracle
 // module.
 func (k Keeper) SetMandatoryList(ctx sdk.Context,
-	mandatoryList types.DenomList) {
+	mandatoryList types.DenomList,
+) {
 	k.paramSpace.Set(ctx, types.KeyMandatoryList, mandatoryList)
 }
 

x/oracle/keeper/slash_test.go

@@ -81,7 +81,6 @@ func (s *IntegrationTestSuite) TestSlashAndResetMissCounters() {
 			s.Require().Equal(tc.jailedAfter, validator.Jailed)
 		})
 	}
-
 }
 
 func (s *IntegrationTestSuite) TestPossibleWinsPerSlashWindow() {
@@ -129,5 +128,4 @@ func (s *IntegrationTestSuite) TestPossibleWinsPerSlashWindow() {
 			s.Require().Equal(tc.possibleWinsPerSlashWindow, actual)
 		})
 	}
-
 }

x/oracle/simulations/genesis.go

@@ -15,7 +15,7 @@ import (
 const (
 	votePeriodKey               = "vote_period"
 	voteThresholdKey            = "vote_threshold"
-	rewardBandKey               = "reward_band"
+	rewardBandsKey              = "reward_bands"
 	rewardDistributionWindowKey = "reward_distribution_window"
 	slashFractionKey            = "slash_fraction"
 	slashWindowKey              = "slash_window"
@@ -83,6 +83,8 @@ func GenMaximumMedianStamps(r *rand.Rand) uint64 {
 
 // RandomizedGenState generates a random GenesisState for oracle
 func RandomizedGenState(simState *module.SimulationState) {
+	oracleGenesis := types.DefaultGenesisState()
+
 	var votePeriod uint64
 	simState.AppParams.GetOrGenerate(
 		simState.Cdc, votePeriodKey, &votePeriod, simState.Rand,
@@ -95,10 +97,25 @@ func RandomizedGenState(simState *module.SimulationState) {
 		func(r *rand.Rand) { voteThreshold = GenVoteThreshold(r) },
 	)
 
-	var rewardBand sdk.Dec
+	var rewardBands types.RewardBandList
 	simState.AppParams.GetOrGenerate(
-		simState.Cdc, rewardBandKey, &rewardBand, simState.Rand,
-		func(r *rand.Rand) { rewardBand = GenRewardBand(r) },
+		simState.Cdc, rewardBandsKey, &rewardBands, simState.Rand,
+		func(r *rand.Rand) {
+			for _, denom := range oracleGenesis.Params.MandatoryList {
+				rb := types.RewardBand{
+					RewardBand:  GenRewardBand(r),
+					SymbolDenom: denom.SymbolDenom,
+				}
+				rewardBands = append(rewardBands, rb)
+			}
+			for _, denom := range oracleGenesis.Params.AcceptList {
+				rb := types.RewardBand{
+					RewardBand:  GenRewardBand(r),
+					SymbolDenom: denom.SymbolDenom,
+				}
+				rewardBands = append(rewardBands, rb)
+			}
+		},
 	)
 
 	var rewardDistributionWindow uint64
@@ -149,11 +166,10 @@ func RandomizedGenState(simState *module.SimulationState) {
 		func(r *rand.Rand) { maximumMedianStamps = GenMaximumMedianStamps(r) },
 	)
 
-	oracleGenesis := types.DefaultGenesisState()
 	oracleGenesis.Params = types.Params{
 		VotePeriod:               votePeriod,
 		VoteThreshold:            voteThreshold,
-		RewardBand:               rewardBand,
+		RewardBands:              rewardBands,
 		RewardDistributionWindow: rewardDistributionWindow,
 		AcceptList: types.DenomList{
 			{SymbolDenom: types.OjoSymbol, BaseDenom: types.OjoDenom},

x/oracle/simulations/params.go

@@ -24,7 +24,7 @@ func ParamChanges(_ *rand.Rand) []simtypes.ParamChange {
 				return fmt.Sprintf("\"%s\"", GenVoteThreshold(r))
 			},
 		),
-		simulation.NewSimParamChange(types.ModuleName, string(types.KeyRewardBand),
+		simulation.NewSimParamChange(types.ModuleName, string(types.KeyRewardBands),
 			func(r *rand.Rand) string {
 				return fmt.Sprintf("\"%s\"", GenRewardBand(r))
 			},

x/oracle/types/errors.go

@@ -29,4 +29,5 @@ var (
 	ErrNoHistoricPrice       = errors.Register(ModuleName, 19, "no historic price for this denom at this block")
 	ErrNoMedian              = errors.Register(ModuleName, 20, "no median for this denom at this block")
 	ErrNoMedianDeviation     = errors.Register(ModuleName, 21, "no median deviation for this denom at this block")
+	ErrNoRewardBand          = errors.Register(ModuleName, 22, "unable to find the reward band the given asset")
 )

x/oracle/types/genesis_test.go

@@ -24,9 +24,9 @@ func TestGenesisValidation(t *testing.T) {
 
 	// Invalid Rewardband
 	genState = DefaultGenesisState()
-	genState.Params.RewardBand = sdk.NewDec(2)
+	genState.Params.RewardBands[0].RewardBand = sdk.NewDec(2)
 	require.Error(t, ValidateGenesis(genState))
-	genState.Params.RewardBand = sdk.NewDec(-1)
+	genState.Params.RewardBands[0].RewardBand = sdk.NewDec(-1)
 	require.Error(t, ValidateGenesis(genState))
 
 	// Invalid RewardDistributionWindow