Mp 2261 rr neutron (#366)

* Impl price source with rr and twap for staked assets.

* Use TWAP for LSD price source.

* Update schema.

* Stride contract for testing.

* Wasm LSD test cases.

* Display LSD test case.

Author: piobab

Cargo.lock

@@ -17,9 +17,11 @@ doctest = false
 backtraces  = ["cosmwasm-std/backtraces"]
 
 [dependencies]
+cosmwasm-schema = { workspace = true }
 cosmwasm-std    = { workspace = true }
 cw2             = { workspace = true }
 cw-storage-plus = { workspace = true }
+ica-oracle      = { workspace = true }
 mars-owner      = { workspace = true }
 mars-utils      = { workspace = true }
 mars-types      = { workspace = true }

contracts/oracle/base/Cargo.toml

@@ -3,6 +3,7 @@ mod error;
 mod traits;
 
 pub mod pyth;
+pub mod redemption_rate;
 
 pub use contract::*;
 pub use error::*;

contracts/oracle/base/src/lib.rs

@@ -0,0 +1,53 @@
+use cosmwasm_schema::cw_serde;
+use cosmwasm_std::{to_json_binary, Addr, QuerierWrapper, QueryRequest, StdResult, WasmQuery};
+use ica_oracle::msg::{QueryMsg, RedemptionRateResponse};
+
+use crate::{ContractError, ContractError::InvalidPrice};
+
+#[cw_serde]
+pub struct RedemptionRate<T> {
+    /// Contract addr
+    pub contract_addr: T,
+
+    /// The maximum number of seconds since the last price was by an oracle, before
+    /// rejecting the price as too stale
+    pub max_staleness: u64,
+}
+
+/// How much base_denom we get for 1 denom
+///
+/// Example:
+/// denom: stAtom, base_denom: Atom
+/// exchange_rate: 1.0211
+/// 1 stAtom = 1.0211 Atom
+pub fn query_redemption_rate(
+    querier: &QuerierWrapper,
+    contract_addr: Addr,
+    denom: String,
+) -> StdResult<RedemptionRateResponse> {
+    querier.query(&QueryRequest::Wasm(WasmQuery::Smart {
+        contract_addr: contract_addr.into_string(),
+        msg: to_json_binary(&QueryMsg::RedemptionRate {
+            denom,
+            params: None,
+        })?,
+    }))
+}
+
+/// Redemption rate comes from different chain (Stride) and it can be greater than the current block time due to differences in block generation times,
+/// network latency, and the asynchronous nature of cross-chain data updates. We accept such case as valid RR.
+pub fn assert_rr_not_too_old(
+    current_time: u64,
+    rr_res: &RedemptionRateResponse,
+    rr_config: &RedemptionRate<Addr>,
+) -> Result<(), ContractError> {
+    if rr_res.update_time + rr_config.max_staleness < current_time {
+        return Err(InvalidPrice {
+            reason: format!(
+                "redemption rate update time is too old/stale. last updated: {}, now: {}",
+                rr_res.update_time, current_time
+            ),
+        });
+    }
+    Ok(())
+}

contracts/oracle/base/src/redemption_rate.rs

@@ -1,5 +1,3 @@
-use cosmwasm_std::{to_json_binary, Addr, QuerierWrapper, QueryRequest, StdResult, WasmQuery};
-use ica_oracle::msg::{QueryMsg, RedemptionRateResponse};
 use mars_oracle_base::{ContractError, ContractResult};
 use mars_osmosis::{
     helpers::{CommonPoolData, Pool},
@@ -133,23 +131,3 @@ pub fn assert_osmosis_twap(
 
     Ok(())
 }
-
-/// How much base_denom we get for 1 denom
-///
-/// Example:
-/// denom: stAtom, base_denom: Atom
-/// exchange_rate: 1.0211
-/// 1 stAtom = 1.0211 Atom
-pub fn query_redemption_rate(
-    querier: &QuerierWrapper,
-    contract_addr: Addr,
-    denom: String,
-) -> StdResult<RedemptionRateResponse> {
-    querier.query(&QueryRequest::Wasm(WasmQuery::Smart {
-        contract_addr: contract_addr.into_string(),
-        msg: to_json_binary(&QueryMsg::RedemptionRate {
-            denom,
-            params: None,
-        })?,
-    }))
-}

contracts/oracle/osmosis/src/helpers.rs

@@ -5,6 +5,5 @@ pub mod msg;
 mod price_source;
 
 pub use price_source::{
-    DowntimeDetector, OsmosisPriceSourceChecked, OsmosisPriceSourceUnchecked, RedemptionRate, Twap,
-    TwapKind,
+    DowntimeDetector, OsmosisPriceSourceChecked, OsmosisPriceSourceUnchecked, Twap, TwapKind,
 };

contracts/oracle/osmosis/src/lib.rs

@@ -5,8 +5,8 @@ use cosmwasm_std::{
     Addr, Decimal, Decimal256, Deps, Empty, Env, Isqrt, QuerierWrapper, StdResult, Uint128, Uint256,
 };
 use cw_storage_plus::Map;
-use ica_oracle::msg::RedemptionRateResponse;
 use mars_oracle_base::{
+    redemption_rate::{assert_rr_not_too_old, query_redemption_rate, RedemptionRate},
     ContractError::{self, InvalidPrice},
     ContractResult, PriceSourceChecked, PriceSourceUnchecked,
 };
@@ -19,7 +19,7 @@ use mars_utils::helpers::validate_native_denom;
 use osmosis_std::types::osmosis::downtimedetector::v1beta1::Downtime;
 use pyth_sdk_cw::PriceIdentifier;
 
-use crate::helpers::{self, query_redemption_rate};
+use crate::helpers;
 
 #[cw_serde]
 #[derive(Eq)]
@@ -243,16 +243,6 @@ impl Twap {
     }
 }
 
-#[cw_serde]
-pub struct RedemptionRate<T> {
-    /// Contract addr
-    pub contract_addr: T,
-
-    /// The maximum number of seconds since the last price was by an oracle, before
-    /// rejecting the price as too stale
-    pub max_staleness: u64,
-}
-
 pub type OsmosisPriceSourceUnchecked = OsmosisPriceSource<String>;
 pub type OsmosisPriceSourceChecked = OsmosisPriceSource<Addr>;
 
@@ -734,7 +724,7 @@ impl OsmosisPriceSourceChecked {
         // Check if the redemption rate is not too old
         assert_rr_not_too_old(current_time, &rr, redemption_rate)?;
 
-        // min from geometric TWAP and exchange rate
+        // min from TWAP and exchange rate
         let min_price = min(staked_price, rr.redemption_rate);
 
         // use current price source
@@ -750,21 +740,3 @@ impl OsmosisPriceSourceChecked {
         min_price.checked_mul(transitive_price).map_err(Into::into)
     }
 }
-
-/// Redemption rate comes from different chain (Stride) and it can be greater than the current block time due to differences in block generation times,
-/// network latency, and the asynchronous nature of cross-chain data updates. We accept such case as valid RR.
-fn assert_rr_not_too_old(
-    current_time: u64,
-    rr_res: &RedemptionRateResponse,
-    rr_config: &RedemptionRate<Addr>,
-) -> Result<(), ContractError> {
-    if rr_res.update_time + rr_config.max_staleness < current_time {
-        return Err(InvalidPrice {
-            reason: format!(
-                "redemption rate update time is too old/stale. last updated: {}, now: {}",
-                rr_res.update_time, current_time
-            ),
-        });
-    }
-    Ok(())
-}

contracts/oracle/osmosis/src/price_source.rs

@@ -1,7 +1,6 @@
 use cosmwasm_std::{Addr, Decimal};
-use mars_oracle_osmosis::{
-    DowntimeDetector, OsmosisPriceSourceChecked, RedemptionRate, Twap, TwapKind,
-};
+use mars_oracle_base::redemption_rate::RedemptionRate;
+use mars_oracle_osmosis::{DowntimeDetector, OsmosisPriceSourceChecked, Twap, TwapKind};
 use osmosis_std::types::osmosis::downtimedetector::v1beta1::Downtime;
 use pyth_sdk_cw::PriceIdentifier;
 

contracts/oracle/osmosis/tests/tests/test_price_source_fmt.rs

@@ -7,9 +7,9 @@ use cosmwasm_std::{
 };
 use helpers::prepare_query_balancer_pool_response;
 use ica_oracle::msg::RedemptionRateResponse;
-use mars_oracle_base::{pyth::scale_pyth_price, ContractError};
+use mars_oracle_base::{pyth::scale_pyth_price, redemption_rate::RedemptionRate, ContractError};
 use mars_oracle_osmosis::{
-    contract::entry, DowntimeDetector, OsmosisPriceSourceUnchecked, RedemptionRate, Twap, TwapKind,
+    contract::entry, DowntimeDetector, OsmosisPriceSourceUnchecked, Twap, TwapKind,
 };
 use mars_testing::{mock_env_at_block_time, MarsMockQuerier};
 use mars_types::oracle::{PriceResponse, QueryMsg};

contracts/oracle/osmosis/tests/tests/test_query_price.rs

@@ -1,12 +1,11 @@
 use std::str::FromStr;
 
 use cosmwasm_std::{testing::mock_env, Addr, Decimal};
-use mars_oracle_base::ContractError;
+use mars_oracle_base::{redemption_rate::RedemptionRate, ContractError};
 use mars_oracle_osmosis::{
     contract::entry::execute,
     msg::{ExecuteMsg, PriceSourceResponse},
-    DowntimeDetector, OsmosisPriceSourceChecked, OsmosisPriceSourceUnchecked, RedemptionRate, Twap,
-    TwapKind,
+    DowntimeDetector, OsmosisPriceSourceChecked, OsmosisPriceSourceUnchecked, Twap, TwapKind,
 };
 use mars_owner::OwnerError::NotOwner;
 use mars_testing::mock_info;