feat(oracle): include timestamp into save exchange rates (#2249)

* feat(oracle): include timestamp into save exchange rates

* update implementations

* tests

* add comment

* linter

* leverage test

* Update tests and String

* keys_tests

* cosmetic

* ExchangeRate stringer

* cli test

* abci test

proto/umee/oracle/v1/genesis.proto

@@ -13,6 +13,7 @@ message GenesisState {
   Params                    params             = 1 [(gogoproto.nullable) = false];
   repeated FeederDelegation feeder_delegations = 2
       [(gogoproto.nullable) = false];
+  // TODO: need to update this to save data with timestamp
   repeated ExchangeRateTuple exchange_rates = 3 [
     (gogoproto.castrepeated) = "ExchangeRateTuples",
     (gogoproto.nullable)     = false

proto/umee/oracle/v1/oracle.proto

@@ -79,7 +79,6 @@ message AvgCounterParams {
 // Denom - the object to hold configurations of each denom
 message Denom {
   option (gogoproto.equal)            = false;
-  option (gogoproto.goproto_getters)  = false;
   option (gogoproto.goproto_stringer) = false;
 
   string base_denom   = 1 [(gogoproto.moretags) = "yaml:\"base_denom\""];
@@ -94,7 +93,6 @@ message Denom {
 // rate}{denom},...,{exchange rate}{denom}:{voter}")
 message AggregateExchangeRatePrevote {
   option (gogoproto.equal)            = false;
-  option (gogoproto.goproto_getters)  = false;
   option (gogoproto.goproto_stringer) = false;
 
   string hash         = 1 [(gogoproto.moretags) = "yaml:\"hash\""];
@@ -106,7 +104,6 @@ message AggregateExchangeRatePrevote {
 // the exchange rates of USD denominated in various assets.
 message AggregateExchangeRateVote {
   option (gogoproto.equal)            = false;
-  option (gogoproto.goproto_getters)  = false;
   option (gogoproto.goproto_stringer) = false;
 
   repeated ExchangeRateTuple exchange_rate_tuples = 1 [
@@ -121,7 +118,6 @@ message AggregateExchangeRateVote {
 // ExchangeRateTuple - struct to store interpreted exchange rates data to store
 message ExchangeRateTuple {
   option (gogoproto.equal)            = false;
-  option (gogoproto.goproto_getters)  = false;
   option (gogoproto.goproto_stringer) = false;
 
   string denom         = 1 [(gogoproto.moretags) = "yaml:\"denom\""];
@@ -148,3 +144,15 @@ message AvgCounter {
   // Unix timestamp when the first price was aggregated in the counter
   google.protobuf.Timestamp start = 3 [(gogoproto.nullable) = false, (gogoproto.stdtime) = true];
 }
+
+// ExchangeRate stores exchange rate with timestamp
+message ExchangeRate {
+  option (gogoproto.equal)            = false;
+  option (gogoproto.goproto_stringer) = false;
+
+  string rate = 1 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable)   = false
+  ];
+  google.protobuf.Timestamp timestamp = 3 [(gogoproto.nullable) = false, (gogoproto.stdtime) = true];
+}

x/leverage/keeper/oracle.go

@@ -31,7 +31,8 @@ func (k Keeper) TokenPrice(ctx sdk.Context, baseDenom string, mode types.PriceMo
 		mode = types.PriceModeSpot
 	}
 
-	var price, spotPrice, historicPrice sdk.Dec
+	var price, historicPrice sdk.Dec
+	var spotPrice oracletypes.ExchangeRate
 	if mode != types.PriceModeHistoric {
 		// spot price is required for modes other than historic
 		spotPrice, err = k.oracleKeeper.GetExchangeRate(ctx, t.SymbolDenom)
@@ -56,15 +57,17 @@ func (k Keeper) TokenPrice(ctx sdk.Context, baseDenom string, mode types.PriceMo
 		}
 	}
 
+	// TODO: need to use spotPrice.Timestamp to make a decision about the price
+
 	switch mode {
 	case types.PriceModeSpot:
-		price = spotPrice
+		price = spotPrice.Rate
 	case types.PriceModeHistoric:
 		price = historicPrice
 	case types.PriceModeHigh:
-		price = sdk.MaxDec(spotPrice, historicPrice)
+		price = sdk.MaxDec(spotPrice.Rate, historicPrice)
 	case types.PriceModeLow:
-		price = sdk.MinDec(spotPrice, historicPrice)
+		price = sdk.MinDec(spotPrice.Rate, historicPrice)
 	default:
 		return sdk.ZeroDec(), t.Exponent, types.ErrInvalidPriceMode.Wrapf("%d", mode)
 	}

x/leverage/keeper/oracle_test.go

@@ -43,14 +43,15 @@ func (m *mockOracleKeeper) MedianOfHistoricMedians(ctx sdk.Context, denom string
 	return p, uint32(numStamps), nil
 }
 
-func (m *mockOracleKeeper) GetExchangeRate(_ sdk.Context, denom string) (sdk.Dec, error) {
+func (m *mockOracleKeeper) GetExchangeRate(_ sdk.Context, denom string) (oracletypes.ExchangeRate, error) {
 	p, ok := m.symbolExchangeRates[denom]
 	if !ok {
 		// This error matches oracle behavior on missing asset price
-		return sdk.ZeroDec(), oracletypes.ErrUnknownDenom.Wrap(denom)
+		return oracletypes.ExchangeRate{}, oracletypes.ErrUnknownDenom.Wrap(denom)
 	}
 
-	return p, nil
+	// TODO: add timestamp
+	return oracletypes.ExchangeRate{Rate: p}, nil
 }
 
 // Clear clears a denom from the mock oracle, simulating an outage.

x/leverage/types/expected_types.go

@@ -3,6 +3,8 @@ package types
 import (
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	authtypes "github.com/cosmos/cosmos-sdk/x/auth/types"
+
+	oracle "github.com/umee-network/umee/v6/x/oracle/types"
 )
 
 // AccountKeeper defines the expected account keeper used for leverage simulations (noalias)
@@ -31,6 +33,6 @@ type BankKeeper interface {
 
 // OracleKeeper defines the expected x/oracle keeper interface.
 type OracleKeeper interface {
-	GetExchangeRate(ctx sdk.Context, denom string) (sdk.Dec, error)
+	GetExchangeRate(ctx sdk.Context, denom string) (oracle.ExchangeRate, error)
 	MedianOfHistoricMedians(ctx sdk.Context, denom string, numStamps uint64) (sdk.Dec, uint32, error)
 }

x/oracle/abci.go

@@ -77,8 +77,8 @@ func CalcPrices(ctx sdk.Context, params types.Params, k keeper.Keeper) error {
 		if err != nil {
 			return err
 		}
-
 		k.SetExchangeRateWithEvent(ctx, denom, exchangeRate)
+
 		if k.IsPeriodLastBlock(ctx, params.HistoricStampPeriod) {
 			k.AddHistoricPrice(ctx, denom, exchangeRate)
 		}

x/oracle/abci_test.go

@@ -6,7 +6,6 @@ import (
 
 	"github.com/cosmos/cosmos-sdk/simapp"
 	sdk "github.com/cosmos/cosmos-sdk/types"
-	sdkerrors "github.com/cosmos/cosmos-sdk/types/errors"
 	minttypes "github.com/cosmos/cosmos-sdk/x/mint/types"
 	"github.com/cosmos/cosmos-sdk/x/staking"
 	"github.com/cosmos/cosmos-sdk/x/staking/teststaking"
@@ -157,7 +156,8 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 	for _, denom := range app.OracleKeeper.AcceptList(ctx) {
 		rate, err := app.OracleKeeper.GetExchangeRate(ctx, denom.SymbolDenom)
 		s.Require().NoError(err)
-		s.Require().Equal(sdk.MustNewDecFromStr("1.0"), rate)
+		s.Require().Equal(types.ExchangeRate{Rate: sdk.OneDec(), Timestamp: ctx.BlockTime()},
+			rate)
 	}
 
 	// Test: only val2 votes (has 39% vote power).
@@ -176,8 +176,8 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 
 	for _, denom := range app.OracleKeeper.AcceptList(ctx) {
 		rate, err := app.OracleKeeper.GetExchangeRate(ctx, denom.SymbolDenom)
-		s.Require().ErrorIs(err, sdkerrors.Wrap(types.ErrUnknownDenom, denom.SymbolDenom))
-		s.Require().Equal(sdk.ZeroDec(), rate)
+		s.Require().ErrorIs(err, types.ErrUnknownDenom.Wrap(denom.SymbolDenom))
+		s.Require().Equal(types.ExchangeRate{}, rate)
 	}
 
 	// Test: val2 and val3 votes.
@@ -199,7 +199,7 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 	for _, denom := range app.OracleKeeper.AcceptList(ctx) {
 		rate, err := app.OracleKeeper.GetExchangeRate(ctx, denom.SymbolDenom)
 		s.Require().NoError(err)
-		s.Require().Equal(sdk.MustNewDecFromStr("0.5"), rate)
+		s.Require().Equal(types.ExchangeRate{Rate: sdk.NewDecWithPrec(5, 1), Timestamp: ctx.BlockTime()}, rate)
 	}
 
 	// TODO: check reward distribution
@@ -236,10 +236,10 @@ func (s *IntegrationTestSuite) TestEndBlockerVoteThreshold() {
 
 	rate, err := app.OracleKeeper.GetExchangeRate(ctx, "umee")
 	s.Require().NoError(err)
-	s.Require().Equal(sdk.MustNewDecFromStr("1.0"), rate)
+	s.Require().Equal(types.ExchangeRate{Rate: sdk.OneDec(), Timestamp: ctx.BlockTime()}, rate)
 	rate, err = app.OracleKeeper.GetExchangeRate(ctx, "atom")
-	s.Require().ErrorIs(err, sdkerrors.Wrap(types.ErrUnknownDenom, "atom"))
-	s.Require().Equal(sdk.ZeroDec(), rate)
+	s.Require().ErrorIs(err, types.ErrUnknownDenom.Wrap("atom"))
+	s.Require().Equal(types.ExchangeRate{}, rate)
 }
 
 var exchangeRates = map[string][]sdk.Dec{

x/oracle/keeper/grpc_query.go

@@ -52,6 +52,8 @@ func (q querier) ExchangeRates(
 
 	ctx := sdk.UnwrapSDKContext(goCtx)
 
+	// TODO: need to decide if we want to return DecCoins here or list of ExchangeRates with denoms (we
+	// need the latter for genesis anyway)
 	var exchangeRates sdk.DecCoins
 
 	if len(req.Denom) > 0 {
@@ -60,7 +62,7 @@ func (q querier) ExchangeRates(
 			return nil, err
 		}
 
-		exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(req.Denom, exchangeRate))
+		exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(req.Denom, exchangeRate.Rate))
 	} else {
 		q.IterateExchangeRates(ctx, func(denom string, rate sdk.Dec) (stop bool) {
 			exchangeRates = exchangeRates.Add(sdk.NewDecCoinFromDec(denom, rate))

x/oracle/keeper/keeper.go

@@ -2,7 +2,6 @@ package keeper
 
 import (
 	"fmt"
-	"strings"
 
 	"github.com/cosmos/cosmos-sdk/codec"
 	storetypes "github.com/cosmos/cosmos-sdk/store/types"
@@ -12,7 +11,9 @@ import (
 	gogotypes "github.com/gogo/protobuf/types"
 	"github.com/tendermint/tendermint/libs/log"
 
+	"github.com/umee-network/umee/v6/util"
 	"github.com/umee-network/umee/v6/util/sdkutil"
+	"github.com/umee-network/umee/v6/util/store"
 	"github.com/umee-network/umee/v6/x/oracle/types"
 )
 
@@ -72,22 +73,18 @@ func (k Keeper) Logger(ctx sdk.Context) log.Logger {
 
 // GetExchangeRate gets the consensus exchange rate of USD denominated in the
 // denom asset from the store.
-func (k Keeper) GetExchangeRate(ctx sdk.Context, symbol string) (sdk.Dec, error) {
-	store := ctx.KVStore(k.storeKey)
-	symbol = strings.ToUpper(symbol)
-	b := store.Get(types.KeyExchangeRate(symbol))
-	if b == nil {
-		return sdk.ZeroDec(), types.ErrUnknownDenom.Wrap(symbol)
+func (k Keeper) GetExchangeRate(ctx sdk.Context, symbol string) (types.ExchangeRate, error) {
+	v := store.GetValue[*types.ExchangeRate](ctx.KVStore(k.storeKey), types.KeyExchangeRate(symbol),
+		"exchange_rate")
+	if v == nil {
+		return types.ExchangeRate{}, types.ErrUnknownDenom.Wrap(symbol)
 	}
-
-	decProto := sdk.DecProto{}
-	k.cdc.MustUnmarshal(b, &decProto)
-
-	return decProto.Dec, nil
+	return *v, nil
 }
 
 // GetExchangeRateBase gets the consensus exchange rate of an asset
 // in the base denom (e.g. ATOM -> uatom)
+// TODO: needs to return timestamp as well
 func (k Keeper) GetExchangeRateBase(ctx sdk.Context, denom string) (sdk.Dec, error) {
 	var symbol string
 	var exponent uint64
@@ -110,16 +107,16 @@ func (k Keeper) GetExchangeRateBase(ctx sdk.Context, denom string) (sdk.Dec, err
 	}
 
 	powerReduction := ten.Power(exponent)
-	return exchangeRate.Quo(powerReduction), nil
+	return exchangeRate.Rate.Quo(powerReduction), nil
 }
 
 // SetExchangeRate sets the consensus exchange rate of USD denominated in the
 // denom asset to the store.
-func (k Keeper) SetExchangeRate(ctx sdk.Context, denom string, exchangeRate sdk.Dec) {
-	store := ctx.KVStore(k.storeKey)
-	bz := k.cdc.MustMarshal(&sdk.DecProto{Dec: exchangeRate})
-	denom = strings.ToUpper(denom)
-	store.Set(types.KeyExchangeRate(denom), bz)
+func (k Keeper) SetExchangeRate(ctx sdk.Context, denom string, rate sdk.Dec) {
+	key := types.KeyExchangeRate(denom)
+	val := types.ExchangeRate{Rate: rate, Timestamp: ctx.BlockTime()}
+	err := store.SetValue(ctx.KVStore(k.storeKey), key, &val, "exchange_rate")
+	util.Panic(err)
 }
 
 // SetExchangeRateWithEvent sets an consensus
@@ -132,6 +129,7 @@ func (k Keeper) SetExchangeRateWithEvent(ctx sdk.Context, denom string, exchange
 }
 
 // IterateExchangeRates iterates over all USD rates in the store.
+// TODO: handler should use ExchangeRate type rather than Dec
 func (k Keeper) IterateExchangeRates(ctx sdk.Context, handler func(string, sdk.Dec) bool) {
 	store := ctx.KVStore(k.storeKey)
 	iter := sdk.KVStorePrefixIterator(store, types.KeyPrefixExchangeRate)
@@ -141,10 +139,10 @@ func (k Keeper) IterateExchangeRates(ctx sdk.Context, handler func(string, sdk.D
 	for ; iter.Valid(); iter.Next() {
 		key := iter.Key()
 		denom := string(key[prefixLen : len(key)-1]) // -1 to remove the null suffix
-		dp := sdk.DecProto{}
-		k.cdc.MustUnmarshal(iter.Value(), &dp)
+		var er types.ExchangeRate
+		k.cdc.MustUnmarshal(iter.Value(), &er)
 
-		if handler(denom, dp.Dec) {
+		if handler(denom, er.Rate) {
 			break
 		}
 	}

x/oracle/keeper/keeper_test.go

@@ -205,11 +205,11 @@ func (s *IntegrationTestSuite) TestAggregateExchangeRateVoteError() {
 }
 
 func (s *IntegrationTestSuite) TestSetExchangeRateWithEvent() {
-	app, ctx := s.app, s.ctx
-	app.OracleKeeper.SetExchangeRateWithEvent(ctx, displayDenom, sdk.OneDec())
-	rate, err := app.OracleKeeper.GetExchangeRate(ctx, displayDenom)
+	v := sdk.OneDec()
+	s.app.OracleKeeper.SetExchangeRateWithEvent(s.ctx, displayDenom, v)
+	rate, err := s.app.OracleKeeper.GetExchangeRate(s.ctx, displayDenom)
 	s.Require().NoError(err)
-	s.Require().Equal(rate, sdk.OneDec())
+	s.Require().Equal(rate, types.ExchangeRate{Rate: v, Timestamp: s.ctx.BlockTime()})
 }
 
 func (s *IntegrationTestSuite) TestGetExchangeRate_InvalidDenom() {
@@ -227,17 +227,17 @@ func (s *IntegrationTestSuite) TestGetExchangeRate_NotSet() {
 }
 
 func (s *IntegrationTestSuite) TestGetExchangeRate_Valid() {
-	app, ctx := s.app, s.ctx
-
-	app.OracleKeeper.SetExchangeRate(ctx, displayDenom, sdk.OneDec())
-	rate, err := app.OracleKeeper.GetExchangeRate(ctx, displayDenom)
+	v := sdk.OneDec()
+	expected := types.ExchangeRate{Rate: v, Timestamp: s.ctx.BlockTime()}
+	s.app.OracleKeeper.SetExchangeRate(s.ctx, displayDenom, v)
+	rate, err := s.app.OracleKeeper.GetExchangeRate(s.ctx, displayDenom)
 	s.Require().NoError(err)
-	s.Require().Equal(rate, sdk.OneDec())
+	s.Require().Equal(rate, expected)
 
-	app.OracleKeeper.SetExchangeRate(ctx, strings.ToLower(displayDenom), sdk.OneDec())
-	rate, err = app.OracleKeeper.GetExchangeRate(ctx, displayDenom)
+	s.app.OracleKeeper.SetExchangeRate(s.ctx, strings.ToLower(displayDenom), sdk.OneDec())
+	rate, err = s.app.OracleKeeper.GetExchangeRate(s.ctx, displayDenom)
 	s.Require().NoError(err)
-	s.Require().Equal(rate, sdk.OneDec())
+	s.Require().Equal(rate, expected)
 }
 
 func (s *IntegrationTestSuite) TestGetExchangeRateBase() {

x/oracle/types/keys.go

@@ -2,6 +2,7 @@ package types
 
 import (
 	"encoding/binary"
+	"strings"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/cosmos/cosmos-sdk/types/address"
@@ -33,7 +34,7 @@ var (
 // KeyExchangeRate - stored by *denom*
 func KeyExchangeRate(denom string) []byte {
 	// append 0 for null-termination
-	return util.ConcatBytes(1, KeyPrefixExchangeRate, []byte(denom))
+	return util.ConcatBytes(1, KeyPrefixExchangeRate, []byte(strings.ToUpper(denom)))
 }
 
 // KeyFeederDelegation - stored by *Validator* address