feat!: Add medians param to Token struct (#1685)

* add and use HistoricMedians field in Token

* make proto-all

* cl++

* finish updating param

* typo--

CHANGELOG.md

@@ -62,6 +62,7 @@ Ref: https://keepachangelog.com/en/1.0.0/
 - [1588](https://github.com/umee-network/umee/pull/1588) Historacle proto.
 - [1653](https://github.com/umee-network/umee/pull/1653) Incentive Msg Server interface implementation.
 - [1654](https://github.com/umee-network/umee/pull/1654) Leverage historacle integration.
+- [1685](https://github.com/umee-network/umee/pull/1685) Add medians param to Token registry.
 - [1683](https://github.com/umee-network/umee/pull/1683) Add MaxBorrow query and allow returning all denoms from MaxWithdraw.
 
 ## [v3.3.0](https://github.com/umee-network/umee/releases/tag/v3.3.0) - 2022-12-20

proto/umee/leverage/v1/leverage.proto

@@ -230,4 +230,14 @@ message Token {
     (gogoproto.nullable)   = false,
     (gogoproto.moretags)   = "yaml:\"max_supply\""
   ];
+
+  // Historic Medians is the number of median historic prices to request from
+  // the oracle module when evaluating new borrow positions containing this token.
+  // All MsgBorrow, MsgWithdraw, and MsgDecollateralize must result in healthy
+  // borrow positions under both current and historic prices. The default value of
+  // zero for this field causes current price to be used in those calculations
+  // for the affected Token.
+  uint32 historic_medians = 19 [
+    (gogoproto.moretags) = "yaml:\"historic_medians\""
+  ];
 }

swagger/swagger.yaml

@@ -981,6 +981,26 @@ paths:
 
                         To mark a token as not valid for supply, `msg_supply`
                         must be set to false.
+                    historic_medians:
+                      type: integer
+                      format: int64
+                      description: >-
+                        Historic Medians is the number of median historic prices
+                        to request from
+
+                        the oracle module when evaluating new borrow positions
+                        containing this token.
+
+                        All MsgBorrow, MsgWithdraw, and MsgDecollateralize must
+                        result in healthy
+
+                        borrow positions under both current and historic prices.
+                        The default value of
+
+                        zero for this field causes current price to be used in
+                        those calculations
+
+                        for the affected Token.
                   description: >-
                     Token defines a token, along with its metadata and
                     parameters, in the Umee
@@ -2517,6 +2537,26 @@ definitions:
 
                 To mark a token as not valid for supply, `msg_supply` must be
                 set to false.
+            historic_medians:
+              type: integer
+              format: int64
+              description: >-
+                Historic Medians is the number of median historic prices to
+                request from
+
+                the oracle module when evaluating new borrow positions
+                containing this token.
+
+                All MsgBorrow, MsgWithdraw, and MsgDecollateralize must result
+                in healthy
+
+                borrow positions under both current and historic prices. The
+                default value of
+
+                zero for this field causes current price to be used in those
+                calculations
+
+                for the affected Token.
           description: >-
             Token defines a token, along with its metadata and parameters, in
             the Umee
@@ -2702,6 +2742,26 @@ definitions:
 
           To mark a token as not valid for supply, `msg_supply` must be set to
           false.
+      historic_medians:
+        type: integer
+        format: int64
+        description: >-
+          Historic Medians is the number of median historic prices to request
+          from
+
+          the oracle module when evaluating new borrow positions containing this
+          token.
+
+          All MsgBorrow, MsgWithdraw, and MsgDecollateralize must result in
+          healthy
+
+          borrow positions under both current and historic prices. The default
+          value of
+
+          zero for this field causes current price to be used in those
+          calculations
+
+          for the affected Token.
     description: >-
       Token defines a token, along with its metadata and parameters, in the Umee
 

x/leverage/fixtures/token.go

@@ -34,5 +34,6 @@ func Token(base, symbol string, exponent uint32) types.Token {
 		MaxSupplyUtilization:   sdk.MustNewDecFromStr("0.9"),
 		MinCollateralLiquidity: sdk.MustNewDecFromStr("0"),
 		MaxSupply:              sdk.NewInt(100_000_000000),
+		HistoricMedians:        24,
 	}
 }

x/leverage/keeper/oracle.go

@@ -11,11 +11,6 @@ import (
 
 var ten = sdk.MustNewDecFromStr("10")
 
-// TODO: Parameterize and move this
-const (
-	minHistoracleStamps = uint64(24)
-)
-
 // TokenBasePrice returns the USD value of a base token. Note, the token's denomination
 // must be the base denomination, e.g. uumee. The x/oracle module must know of
 // the base and display/symbol denominations for each exchange pair. E.g. it must
@@ -59,14 +54,14 @@ func (k Keeper) TokenDefaultDenomPrice(ctx sdk.Context, baseDenom string, histor
 
 	var price sdk.Dec
 
-	if historic && minHistoracleStamps > 0 {
+	if historic && t.HistoricMedians > 0 {
 		// historic price
 		var numStamps uint32
-		price, numStamps, err = k.oracleKeeper.MedianOfHistoricMedians(ctx, t.SymbolDenom, minHistoracleStamps)
-		if err == nil && numStamps < uint32(minHistoracleStamps) {
+		price, numStamps, err = k.oracleKeeper.MedianOfHistoricMedians(ctx, t.SymbolDenom, uint64(t.HistoricMedians))
+		if err == nil && numStamps < t.HistoricMedians {
 			return sdk.ZeroDec(), t.Exponent, types.ErrNoHistoricMedians.Wrapf(
 				"requested %d, got %d",
-				minHistoracleStamps,
+				t.HistoricMedians,
 				numStamps,
 			)
 		}

x/leverage/keeper/token_test.go

@@ -24,4 +24,6 @@ func (s *IntegrationTestSuite) TestGetToken() {
 	require.NoError(t.AssertBorrowEnabled())
 	require.NoError(t.AssertSupplyEnabled())
 	require.NoError(t.AssertNotBlacklisted())
+
+	require.Equal(uint32(24), t.HistoricMedians)
 }

x/leverage/types/token_test.go

@@ -59,6 +59,7 @@ func validToken() types.Token {
 		MaxSupplyUtilization:   sdk.MustNewDecFromStr("1"),
 		MinCollateralLiquidity: sdk.MustNewDecFromStr("1"),
 		MaxSupply:              sdk.NewInt(1000),
+		HistoricMedians:        24,
 	}
 }
 
@@ -93,6 +94,7 @@ addtokens:
       max_supply_utilization: "1.000000000000000000"
       min_collateral_liquidity: "1.000000000000000000"
       max_supply: "1000"
+      historic_medians: 24
 updatetokens: []
 `
 	require.Equal(t, expected, p.String())