Merge pull request #3752 from vegaprotocol/feature/3709

Updated oracle engine to send events at the end of the block

cmd/vega/node/node_pre.go

@@ -454,7 +454,7 @@ func (l *NodeCommand) preRun(_ []string) (err error) {
 	}
 
 	l.collateral = collateral.New(l.Log, l.conf.Collateral, l.broker, now)
-	l.oracle = oracles.NewEngine(l.Log, l.conf.Oracles, now, l.broker)
+	l.oracle = oracles.NewEngine(l.Log, l.conf.Oracles, now, l.broker, l.timeService)
 	l.timeService.NotifyOnTick(l.oracle.UpdateCurrentTime)
 	l.oracleAdaptors = oracleAdaptors.New()
 

execution/market_test.go

@@ -8,6 +8,8 @@ import (
 	"time"
 
 	bmock "code.vegaprotocol.io/vega/broker/mocks"
+	emock "code.vegaprotocol.io/vega/execution/mocks"
+
 	"code.vegaprotocol.io/vega/collateral"
 	"code.vegaprotocol.io/vega/events"
 	"code.vegaprotocol.io/vega/execution"
@@ -87,6 +89,7 @@ type testMarket struct {
 	ctrl             *gomock.Controller
 	collateralEngine *collateral.Engine
 	broker           *bmock.MockBroker
+	timeService      *emock.MockTimeService
 	now              time.Time
 	asset            string
 	mas              *monitor.AuctionState
@@ -111,6 +114,8 @@ func newTestMarket(t *testing.T, now time.Time) *testMarket {
 
 	// Setup Mocking Expectations
 	tm.broker = bmock.NewMockBroker(ctrl)
+	tm.timeService = emock.NewMockTimeService(ctrl)
+	tm.timeService.EXPECT().NotifyOnTick(gomock.Any()).Times(1)
 
 	// eventFn records and count events and orderEvents
 	eventFn := func(evt events.Event) {
@@ -153,7 +158,7 @@ func (tm *testMarket) Run(ctx context.Context, mktCfg types.Market) *testMarket
 		liquidityConfig  = liquidity.NewDefaultConfig()
 	)
 
-	oracleEngine := oracles.NewEngine(tm.log, oracles.NewDefaultConfig(), tm.now, tm.broker)
+	oracleEngine := oracles.NewEngine(tm.log, oracles.NewDefaultConfig(), tm.now, tm.broker, tm.timeService)
 
 	mas := monitor.NewAuctionState(&mktCfg, tm.now)
 	monitor.NewAuctionState(&mktCfg, tm.now)
@@ -241,6 +246,8 @@ func getTestMarket2(
 	feeConfig := fee.NewDefaultConfig()
 	liquidityConfig := liquidity.NewDefaultConfig()
 	broker := bmock.NewMockBroker(ctrl)
+	timeService := emock.NewMockTimeService(ctrl)
+	timeService.EXPECT().NotifyOnTick(gomock.Any()).Times(1)
 
 	tm := &testMarket{
 		log:    log,
@@ -280,7 +287,7 @@ func getTestMarket2(
 		},
 	})
 
-	oracleEngine := oracles.NewEngine(log, oracles.NewDefaultConfig(), now, broker)
+	oracleEngine := oracles.NewEngine(log, oracles.NewDefaultConfig(), now, broker, timeService)
 
 	// add the token asset
 	tokAsset := types.Asset{

integration/setup_test.go

@@ -80,7 +80,7 @@ func newExecutionTestSetup() *executionTestSetup {
 		execsetup.log, collateral.NewDefaultConfig(), execsetup.broker, currentTime,
 	)
 	execsetup.oracleEngine = oracles.NewEngine(
-		execsetup.log, oracles.NewDefaultConfig(), currentTime, execsetup.broker,
+		execsetup.log, oracles.NewDefaultConfig(), currentTime, execsetup.broker, execsetup.timeService,
 	)
 	execsetup.executionEngine = execution.NewEngine(
 		execsetup.log,

markets/instrument_test.go

@@ -6,9 +6,11 @@ import (
 	"time"
 
 	"code.vegaprotocol.io/vega/broker/mocks"
+	emock "code.vegaprotocol.io/vega/execution/mocks"
 	"code.vegaprotocol.io/vega/logging"
 	"code.vegaprotocol.io/vega/markets"
 	"code.vegaprotocol.io/vega/oracles"
+
 	"code.vegaprotocol.io/vega/products"
 	oraclesv1 "code.vegaprotocol.io/vega/proto/oracles/v1"
 	"code.vegaprotocol.io/vega/types"
@@ -113,11 +115,16 @@ func newOracleEngine(t *testing.T) products.OracleEngine {
 	ctrl := gomock.NewController(t)
 	broker := mocks.NewMockBroker(ctrl)
 	broker.EXPECT().Send(gomock.Any())
+
+	ts := emock.NewMockTimeService(ctrl)
+	ts.EXPECT().NotifyOnTick(gomock.Any()).Times(1)
+
 	return oracles.NewEngine(
 		logging.NewTestLogger(),
 		oracles.NewDefaultConfig(),
 		time.Now(),
 		broker,
+		ts,
 	)
 }
 

oracles/engine.go

@@ -3,6 +3,7 @@ package oracles
 import (
 	"context"
 	"fmt"
+	"sync"
 	"time"
 
 	"code.vegaprotocol.io/vega/events"
@@ -16,14 +17,21 @@ type Broker interface {
 	SendBatch(events []events.Event)
 }
 
+// TimeService ...
+//go:generate go run github.com/golang/mock/mockgen -destination mocks/time_service_mock.go -package mocks code.vegaprotocol.io/vega/oracles TimeService
+type TimeService interface {
+	NotifyOnTick(f func(context.Context, time.Time))
+}
+
 // Engine is responsible of broadcasting the OracleData to products and risk
 // models interested in it.
 type Engine struct {
-	log         *logging.Logger
-	broker      Broker
-	CurrentTime time.Time
-
+	log           *logging.Logger
+	broker        Broker
+	CurrentTime   time.Time
+	buffer        []OracleData
 	subscriptions specSubscriptions
+	lock          sync.Mutex
 }
 
 // NewEngine creates a new oracle Engine.
@@ -32,31 +40,48 @@ func NewEngine(
 	conf Config,
 	currentTime time.Time,
 	broker Broker,
+	ts TimeService,
 ) *Engine {
 	log = log.Named(namedLogger)
 	log.SetLevel(conf.Level.Get())
 
-	return &Engine{
+	e := &Engine{
 		log:           log,
 		broker:        broker,
 		CurrentTime:   currentTime,
 		subscriptions: newSpecSubscriptions(),
 	}
+
+	ts.NotifyOnTick(e.UpdateCurrentTime)
+	return e
 }
 
 // UpdateCurrentTime listens to update of the current Vega time.
-func (e *Engine) UpdateCurrentTime(_ context.Context, ts time.Time) {
+func (e *Engine) UpdateCurrentTime(ctx context.Context, ts time.Time) {
 	e.CurrentTime = ts
+
+	e.lock.Lock()
+	for _, data := range e.buffer {
+		err := e.sendOracleUpdate(ctx, data)
+		if err != nil {
+			e.log.Debug("failed to send oracle update",
+				logging.Error(err),
+			)
+		}
+	}
+	e.buffer = nil
+	e.lock.Unlock()
 }
 
-// BroadcastData broadcasts the OracleData to products and risk models that are
-// interested in it. If no one is listening to this OracleData, it is discarded.
-func (e *Engine) BroadcastData(ctx context.Context, data OracleData) error {
+func (e *Engine) sendOracleUpdate(ctx context.Context, data OracleData) error {
 	result, err := e.subscriptions.filterSubscribers(func(spec OracleSpec) (bool, error) {
 		return spec.MatchData(data)
 	})
 
 	if err != nil {
+		e.log.Debug("error in filtering subscribers",
+			logging.Error(err),
+		)
 		return err
 	}
 
@@ -74,6 +99,15 @@ func (e *Engine) BroadcastData(ctx context.Context, data OracleData) error {
 	return nil
 }
 
+// BroadcastData appends the OracleData to the buffer and is broadcast on chain time event
+// to products and risk models that are interested in it. If no one is listening to this OracleData, it is discarded.
+func (e *Engine) BroadcastData(ctx context.Context, data OracleData) error {
+	e.lock.Lock()
+	e.buffer = append(e.buffer, data)
+	e.lock.Unlock()
+	return nil
+}
+
 // Subscribe registers a callback for a given OracleSpec that is call when an
 // OracleData matches the spec.
 // It returns a SubscriptionID that is used to Unsubscribe.

oracles/engine_test.go

@@ -6,8 +6,9 @@ import (
 	"testing"
 	"time"
 
-	"code.vegaprotocol.io/vega/broker/mocks"
+	bmok "code.vegaprotocol.io/vega/broker/mocks"
 	"code.vegaprotocol.io/vega/events"
+	"code.vegaprotocol.io/vega/execution/mocks"
 	"code.vegaprotocol.io/vega/logging"
 	"code.vegaprotocol.io/vega/oracles"
 	oraclespb "code.vegaprotocol.io/vega/proto/oracles/v1"
@@ -21,7 +22,6 @@ func TestOracleEngine(t *testing.T) {
 	t.Run("Subscribing to oracle engine succeeds", testOracleEngineSubscribingSucceeds)
 	t.Run("Subscribing to oracle engine with without callback fails", testOracleEngineSubscribingWithoutCallbackFails)
 	t.Run("Broadcasting to right callback with correct data succeeds", testOracleEngineBroadcastingCorrectDataSucceeds)
-	t.Run("Broadcasting to right callback with incorrect data fails", testOracleEngineBroadcastingIncorrectDataFails)
 	t.Run("Unsubscribing known ID from oracle engine succeeds", testOracleEngineUnsubscribingKnownIDSucceeds)
 	t.Run("Unsubscribing unknown ID from oracle engine panics", testOracleEngineUnsubscribingUnknownIDPanics)
 	t.Run("Updating current time succeeds", testOracleEngineUpdatingCurrentTimeSucceeds)
@@ -100,33 +100,14 @@ func testOracleEngineBroadcastingCorrectDataSucceeds(t *testing.T) {
 
 	// then
 	require.NoError(t, errB)
+	engine.UpdateCurrentTime(ctx, currentTime)
 	assert.Equal(t, &dataBTC42.data, btcEquals42.subscriber.ReceivedData)
 	assert.Equal(t, &dataBTC42.data, btcGreater21.subscriber.ReceivedData)
 	assert.Nil(t, ethEquals42.subscriber.ReceivedData)
 	assert.Nil(t, ethLess84.subscriber.ReceivedData)
 	assert.Nil(t, btcGreater100.subscriber.ReceivedData)
 }
 
-func testOracleEngineBroadcastingIncorrectDataFails(t *testing.T) {
-	// given
-	btcEquals42 := spec("BTC", oraclespb.Condition_OPERATOR_EQUALS, "42")
-	dataBTC42 := dataWithPrice("BTC", "hello")
-
-	// setup
-	ctx := context.Background()
-	currentTime := time.Now()
-	engine := newEngine(ctx, t, currentTime)
-	engine.broker.mockNewOracleSpecSubscription(currentTime, btcEquals42.spec.Proto)
-
-	// when
-	_ = engine.Subscribe(ctx, btcEquals42.spec, btcEquals42.subscriber.Cb)
-	errB := engine.BroadcastData(ctx, dataBTC42.data)
-
-	// then
-	assert.Error(t, errB)
-	assert.Nil(t, btcEquals42.subscriber.ReceivedData)
-}
-
 func testOracleEngineUnsubscribingUnknownIDPanics(t *testing.T) {
 	// setup
 	ctx := context.Background()
@@ -168,6 +149,7 @@ func testOracleEngineUnsubscribingKnownIDSucceeds(t *testing.T) {
 	errB2 := engine.BroadcastData(context.Background(), dataBTC42.data)
 
 	// then
+	engine.UpdateCurrentTime(ctx, currentTime)
 	require.NoError(t, errB1)
 	require.NoError(t, errB2)
 	assert.Equal(t, &dataETH42.data, ethEquals42.subscriber.ReceivedData)
@@ -195,12 +177,17 @@ type testEngine struct {
 
 func newEngine(ctx context.Context, t *testing.T, currentTime time.Time) *testEngine {
 	broker := newBroker(ctx, t)
+	ts := newTimeService(ctx, t)
+
+	ts.EXPECT().NotifyOnTick(gomock.Any()).Times(1)
+
 	return &testEngine{
 		Engine: oracles.NewEngine(
 			logging.NewTestLogger(),
 			oracles.NewDefaultConfig(),
 			currentTime,
 			broker,
+			ts,
 		),
 		broker: broker,
 	}
@@ -276,18 +263,31 @@ func (d *dummySubscriber) Cb(_ context.Context, data oracles.OracleData) error {
 }
 
 type testBroker struct {
-	*mocks.MockBroker
+	*bmok.MockBroker
+	ctx context.Context
+}
+
+type testTimeService struct {
+	*mocks.MockTimeService
 	ctx context.Context
 }
 
 func newBroker(ctx context.Context, t *testing.T) *testBroker {
 	ctrl := gomock.NewController(t)
 	return &testBroker{
-		MockBroker: mocks.NewMockBroker(ctrl),
+		MockBroker: bmok.NewMockBroker(ctrl),
 		ctx:        ctx,
 	}
 }
 
+func newTimeService(ctx context.Context, t *testing.T) *testTimeService {
+	ctrl := gomock.NewController(t)
+	return &testTimeService{
+		MockTimeService: mocks.NewMockTimeService(ctrl),
+		ctx:             ctx,
+	}
+}
+
 func (b *testBroker) mockNewOracleSpecSubscription(currentTime time.Time, spec oraclespb.OracleSpec) {
 	spec.CreatedAt = currentTime.UnixNano()
 	spec.Status = oraclespb.OracleSpec_STATUS_ACTIVE