fix zero division error in PriceDeviation when aggregate price is 0 #10
Conversation
cctdaniel
commented
Feb 3, 2022
cctdaniel
commented
- program crashes when aggregate price is 0 as it tries to divide delta (publisher aggregate price - aggregate price) by aggregate price
- not sure what's the best way to handle this case but what I did here was to return False if aggregate price is 0 (happy to get suggestions if there are better alternatives)
…check if deviation exists in event details
|
to reproduce error, run with devnet as network arg |
pyth_observer/events.py
Outdated
| details = [ | ||
| f"Aggregate: {agg.price:.2f} ± {agg.confidence_interval:.2f} (slot {agg.slot})", | ||
| f"Published: {published.price:.2f} ± {published.confidence_interval:.2f} (slot {published.slot})", | ||
| ] |
There was a problem hiding this comment.
This case won't ever trigger. The event details are only printed if is_valid == True. I think it makes sense to separate out the validation of the aggregate price into a separate PriceValidationEvent though, so no need for this case here.
There was a problem hiding this comment.
it triggers when I run the program locally -- I don't see the is_valid == True check in the code, are you able to point me to the right direction?
There was a problem hiding this comment.
We don't normally run this against devnet since that's just a throwaway playground for publishers to test things out. We use testnet as a UAT environment and then obviously mainnet is production.
However, this is a good addition. Nice job. I originally didn't want the events to change the title based on the data, but for PriceDeviation it makes sense to do things the way you did I think.
| @@ -232,6 +242,8 @@ def get_event_details(self) -> Tuple[str, List[str]]: | |||
| f"Published last slot: {self.publisher_latest.slot}" | |||
| ) | |||
|
|
|||
| return title, details | |||
Co-authored-by: Jeff Schroeder <jschroeder@jumptrading.com>
