feat(hip-3-pusher): Price fallback logic and staleness checks #3061
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| self.price_state.hl_oracle_price = ctx["oraclePx"] | ||
| self.price_state.hl_mark_price = ctx["markPx"] | ||
| logger.debug("on_activeAssetCtx: oraclePx: {} marketPx: {}", self.price_state.hl_oracle_price, self.price_state.hl_mark_price) | ||
| self.price_state.latest_hl_timestamp = time.time() |
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Would recommend storing the timestamp together with the price in one type to enforce they are updated together. something like
class PriceUpdate:
asset_id: str
price: float
timestamp: int| self.hermes_quote_exponent = config["hermes"]["quote_feed_exponent"] | ||
| self.latest_hermes_timestamp = now | ||
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| def get_current_oracle_price(self): |
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Worth thinking through how this evolves as we need to support pushing multiple prices. Also, we might want to have this orchestration in a different module and split up the state to be managed by the individual data sources instead of a single mono-state.
| # fall back to Hermes | ||
| if self.hermes_base_price and self.hermes_quote_price: | ||
| time_diff = now - self.latest_hermes_timestamp | ||
| if time_diff < self.stale_price_threshold_seconds: | ||
| return self.get_hermes_price() | ||
| else: | ||
| logger.error("Hermes price stale by {} seconds", time_diff) | ||
| else: | ||
| logger.error("Hermes base/quote prices not received yet") | ||
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| # fall back to Lazer | ||
| if self.lazer_base_price and self.lazer_quote_price: | ||
| time_diff = now - self.latest_lazer_timestamp | ||
| if time_diff < self.stale_price_threshold_seconds: | ||
| return self.get_lazer_price() | ||
| else: | ||
| logger.error("Lazer price stale by {} seconds", time_diff) | ||
| else: | ||
| logger.error("Lazer base/quote prices not received yet") | ||
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| logger.error("All prices missing or stale!") | ||
| return None |
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Any reason we fall back to Hermes before Lazer?
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No, I think I just mixed up the order you guys suggested for whatever reason. Dunno if currently we trust one more than the other.
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| mark_pxs = [] | ||
| #if self.price_state.hl_mark_price: | ||
| # mark_pxs.append({self.market_symbol: self.price_state.hl_mark_price}) |
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Why not publish the mark prices?
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They told us not to for now. Note that this will also include the actual HIP-3's market data in the calculation.
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These are just mark prices for the HyperCore perps which are useful data points but separate.
| hermes_urls = ["wss://hermes.pyth.network/ws"] | ||
| base_feed_id = "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43" # BTC | ||
| base_feed_exponent = -8 | ||
| quote_feed_id = "2b89b9dc8fdf9f34709a5b106b472f0f39bb6ca9ce04b0fd7f2e971688e2e53b" # USDT | ||
| quote_feed_exponent = -8 |
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We'll eventually need to split out the price config into its own file and source the metadata (like exponent) from the data sources themselves.
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Agreed, will need to scale this into a general set of prices and calcs.
Summary
Rationale
How has this been tested?