Add SDR calculation (#30)

* - implement SDR price calculation from sdr basket settings

* - added log output

* - only calculate SDR if not provided from price server

* - wrong type of variable

* - fixed typo
- add fixed price for USD

* - type fixed

* - move logic from feeder to price server

* - move to adjustPrices

* - fixed invalid structure of prices

* - allow sdr basket being passed by env

* - make SDR a correct fiat pair

* - rework parsing of website

* - remove logs

* - bump version

Author: StrathCole

feeder/package-lock.json

@@ -1,6 +1,6 @@
 {
   "name": "@classic-terra/oracle-feeder",
-  "version": "3.1.4",
+  "version": "3.1.5",
   "main": "src/index.ts",
   "license": "Apache-2.0",
   "scripts": {

feeder/package.json

@@ -587,4 +587,12 @@ module.exports = {
       apiKey: '', // necessary
     },
   },
+  sdrBasket: {
+    // to calculate SDR value if not available from fiat providers
+    USD: '0.57813',
+    EUR: '0.37379',
+    JPY: '13.452',
+    CNY: '1.0993',
+    GBP: '0.080870',
+  },
 }

price-server/config/default-sample.js

@@ -57,4 +57,14 @@ module.exports = {
       apiKey: process.env.FIAT_PROVIDER_ALPHA_VANTAGE_API_KEY || '', // necessary
     },
   },
+  sdrBasket: process.env.SDR_BASKET
+    ? JSON.parse(process.env.SDR_BASKET)
+    : {
+        // to calculate SDR value if not available from fiat providers
+        USD: '0.57813',
+        EUR: '0.37379',
+        JPY: '13.452',
+        CNY: '1.0993',
+        GBP: '0.080870',
+      },
 }

price-server/config/docker.js

@@ -1,6 +1,6 @@
 {
   "name": "@classic-terra/price-server",
-  "version": "3.1.4",
+  "version": "3.1.5",
   "main": "src/main.ts",
   "license": "Apache-2.0",
   "scripts": {

price-server/package-lock.json

@@ -1,6 +1,9 @@
 import * as config from 'config'
-import { Provider, ProviderOptions } from 'provider/base'
+import { PriceBySymbol, Provider, ProviderOptions } from 'provider/base'
+import * as logger from 'lib/logger'
 import { CurrencyLayer, AlphaVantage, Fixer, ExchangeRate, Fer, Frankfurter, Fastforex, IMF } from './quoter'
+import BigNumber from 'bignumber.js'
+import { getBaseCurrency } from 'lib/currency'
 
 class FiatProvider extends Provider {
   constructor(options: ProviderOptions) {
@@ -32,6 +35,54 @@ class FiatProvider extends Provider {
     await this.tick(Date.now())
   }
 
+  protected calculateSDR(prices: PriceBySymbol): BigNumber | undefined {
+    if (!config.sdrBasket) {
+      logger.error(`calculateSDR: config.sdrBasket not found`)
+      return undefined
+    }
+
+    const priceList = Object.keys(prices).map((symbol) => ({
+      denom: getBaseCurrency(symbol),
+      price: prices[symbol].toFixed(8),
+    }))
+
+    // check if all prices from the basket are available
+    for (const denom of Object.keys(config.sdrBasket)) {
+      if (denom === 'USD') {
+        continue
+      }
+
+      if (!priceList.find((p) => p.denom === denom)) {
+        logger.error(`calculateSDR price for ${denom} not found`)
+        return undefined
+      }
+    }
+
+    // calculate SDR price
+    let sdrPrice: BigNumber | undefined = undefined
+
+    try {
+      sdrPrice = Object.entries(config.sdrBasket).reduce((acc, [denom, weight]: [string, string]) => {
+        const price = denom === 'USD' ? BigNumber(1) : priceList.find((p) => p.denom === denom)?.price || BigNumber(0)
+        if (!price) {
+          throw new Error(`price for ${denom} not found`)
+        }
+        return acc.plus(new BigNumber(price).times(weight))
+      }, new BigNumber(0))
+    } catch (err) {
+      logger.error(`getPrices: error calculating SDR price: ${err.message}`)
+      return undefined
+    }
+
+    if (!sdrPrice) {
+      logger.error(`getPrices: error calculating SDR price`)
+      return undefined
+    }
+
+    logger.info(`getPrices: calculated SDR price: ${sdrPrice.toString()}`)
+    return sdrPrice
+  }
+
   protected adjustPrices(): void {
     for (const symbol of this.symbols) {
       delete this.priceBySymbol[symbol]
@@ -46,6 +97,16 @@ class FiatProvider extends Provider {
         }
       }
     }
+
+    if (!this.priceBySymbol['SDR/USD']) {
+      logger.info(`No SDR price found, falling back to calculation.`)
+      const sdrPrice = this.calculateSDR(this.priceBySymbol)
+      if (sdrPrice && sdrPrice.isNaN() === false) {
+        this.priceBySymbol['SDR/USD'] = sdrPrice
+      } else {
+        logger.error(`No SDR price found, calculation failed.`)
+      }
+    }
   }
 }
 

price-server/package.json

@@ -9,16 +9,24 @@ const SDR_VALUATION_URL = 'https://www.imf.org/external/np/fin/data/rms_sdrv.asp
 async function fetchQuote() {
   const text = await fetch(SDR_VALUATION_URL).then((res) => res.text())
 
-  const doc = parse(text)
-  const tds = doc.querySelectorAll('.tightest td')
-  const idx = tds.findIndex((el) => el.structuredText === ' SDR1 = US$')
-
-  if (idx === -1) {
-    throw new Error('cannot find SDR/USD element from HTML document')
+  let idx = -1
+  const tables = text.match(/<table[^>]*>([\s\S]*?)<\/table>/gi) || []
+  for (const table of tables) {
+    const doc = parse(table.trim())
+    const tds = doc.querySelectorAll('td')
+
+    idx = tds.findIndex((el) => {
+      return el.structuredText.trim() === 'SDR1 = US$'
+    })
+
+    if (idx !== -1) {
+      // sample format: ' 1.32149 2'
+      return num(tds[idx + 1].structuredText.split(' ')[1])
+    }
   }
 
-  // sample format: ' 1.32149 2'
-  return num(tds[idx + 1].structuredText.split(' ')[1])
+  // nothing found
+  throw new Error('cannot find SDR/USD element from HTML document')
 }
 
 // fetchQuote().then(console.log).catch(console.error) // For test