feat: track pools' shares issuance in ema-oracle

Makefile

@@ -57,7 +57,7 @@ format:
 .PHONY: try-runtime
 try-runtime:
 	$(cargo) build --release --features try-runtime
-	try-runtime --runtime ./target/release/wbuild/hydradx-runtime/hydradx_runtime.wasm on-runtime-upgrade --checks all live --uri wss://archive.rpc.hydration.cloud
+	try-runtime --runtime ./target/release/wbuild/hydradx-runtime/hydradx_runtime.wasm on-runtime-upgrade --blocktime 6000 --checks all live --uri wss://archive.rpc.hydration.cloud
 
 .PHONY: build-docs
 build-docs:

integration-tests/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "runtime-integration-tests"
-version = "1.45.1"
+version = "1.45.2"
 description = "Integration tests"
 authors = ["GalacticCouncil"]
 edition = "2021"

integration-tests/src/polkadot_test_net.rs

@@ -13,6 +13,7 @@ pub use primitives::{constants::chain::CORE_ASSET_ID, AssetId, Balance, Moment};
 
 use cumulus_primitives_core::ParaId;
 use cumulus_test_relay_sproof_builder::RelayStateSproofBuilder;
+use frame_support::traits::OnRuntimeUpgrade;
 pub use frame_system::RawOrigin;
 use hex_literal::hex;
 use hydradx_runtime::{evm::WETH_ASSET_LOCATION, Referrals, RuntimeEvent, RuntimeOrigin};
@@ -843,7 +844,11 @@ pub fn hydra_live_ext(
 
 			let builder = Builder::<hydradx_runtime::Block>::new().mode(mode);
 
-			builder.build().await.unwrap()
+			let mut p = builder.build().await.unwrap();
+			p.execute_with(|| {
+				pallet_ema_oracle::migrations::v1::MigrateV0ToV1::<hydradx_runtime::Runtime>::on_runtime_upgrade();
+			});
+			p
 		});
 	ext
 }

integration-tests/src/stableswap.rs

@@ -146,6 +146,7 @@ fn peg_oracle_adapter_should_work_when_getting_price_from_mm_oracle() {
 			volume: Default::default(),
 			liquidity: Default::default(),
 			updated_at: current_block - blocks_diff as u32,
+			shares_issuance: Default::default(),
 		};
 		assert_eq!(peg, expected_peg)
 	});
@@ -174,6 +175,7 @@ fn peg_oracle_adapter_should_not_work_when_mm_oracle_price_was_updated_in_curren
 			volume: Default::default(),
 			liquidity: Default::default(),
 			updated_at: current_block,
+			shares_issuance: Default::default(),
 		};
 		assert_eq!(peg, expected_peg)
 	});

math/Cargo.toml

@@ -6,7 +6,7 @@ license = 'Apache-2.0'
 name = "hydra-dx-math"
 description = "A collection of utilities to make performing liquidity pool calculations more convenient."
 repository = 'https://github.com/galacticcouncil/hydradx-math'
-version = "10.1.0"
+version = "10.2.0"
 
 [dependencies]
 primitive-types = {  workspace = true }

math/src/ema/math.rs

@@ -11,38 +11,48 @@
 pub type EmaPrice = Ratio;
 pub type EmaVolume = (Balance, Balance, Balance, Balance);
 pub type EmaLiquidity = (Balance, Balance);
+pub type EmaSharesIssuance = Option<Balance>;
 
 /// Calculate the new oracle values by integrating `incoming` values with the `previous` oracle.
 /// Uses a weighted average based on the `smoothing` factor.
 pub fn calculate_new_by_integrating_incoming(
-	previous: (EmaPrice, EmaVolume, EmaLiquidity),
-	incoming: (EmaPrice, EmaVolume, EmaLiquidity),
+	previous: (EmaPrice, EmaVolume, EmaLiquidity, EmaSharesIssuance),
+	incoming: (EmaPrice, EmaVolume, EmaLiquidity, EmaSharesIssuance),
 	smoothing: Fraction,
-) -> (EmaPrice, EmaVolume, EmaLiquidity) {
-	let (prev_price, prev_volume, prev_liquidity) = previous;
-	let (incoming_price, incoming_volume, incoming_liquidity) = incoming;
+) -> (EmaPrice, EmaVolume, EmaLiquidity, EmaSharesIssuance) {
+	let (prev_price, prev_volume, prev_liquidity, shares) = previous;
+	let (incoming_price, incoming_volume, incoming_liquidity, incoming_shares) = incoming;
 	let new_price = price_weighted_average(prev_price, incoming_price, smoothing);
 	let new_volume = volume_weighted_average(prev_volume, incoming_volume, smoothing);
 	let new_liquidity = liquidity_weighted_average(prev_liquidity, incoming_liquidity, smoothing);
-	(new_price, new_volume, new_liquidity)
+	let new_shares_issuance = incoming_shares
+		.and_then(|incoming_s| Some(balance_weighted_average(shares.unwrap_or(0), incoming_s, smoothing)));
+	(new_price, new_volume, new_liquidity, new_shares_issuance)
 }
 
 /// Calculate the current oracle values from the `outdated` and `update_with` values using the `smoothing` factor with the old values being `iterations` out of date.
 ///
 /// Note: The volume is always updated with zero values so it is not a parameter.
 pub fn update_outdated_to_current(
 	iterations: u32,
-	outdated: (EmaPrice, EmaVolume, EmaLiquidity),
-	update_with: (EmaPrice, EmaLiquidity),
+	outdated: (EmaPrice, EmaVolume, EmaLiquidity, EmaSharesIssuance),
+	update_with: (EmaPrice, EmaLiquidity, EmaSharesIssuance),
 	smoothing: Fraction,
-) -> (EmaPrice, EmaVolume, EmaLiquidity) {
-	let (prev_price, prev_volume, prev_liquidity) = outdated;
-	let (incoming_price, incoming_liquidity) = update_with;
+) -> (EmaPrice, EmaVolume, EmaLiquidity, EmaSharesIssuance) {
+	let (prev_price, prev_volume, prev_liquidity, prev_shares) = outdated;
+	let (incoming_price, incoming_liquidity, incoming_shares) = update_with;
 	let smoothing = exp_smoothing(smoothing, iterations);
 	let new_price = price_weighted_average(prev_price, incoming_price, smoothing);
 	let new_volume = volume_weighted_average(prev_volume, (0, 0, 0, 0), smoothing);
 	let new_liquidity = liquidity_weighted_average(prev_liquidity, incoming_liquidity, smoothing);
-	(new_price, new_volume, new_liquidity)
+	let new_shares = incoming_shares.and_then(|incoming_s| {
+		Some(balance_weighted_average(
+			prev_shares.unwrap_or(0),
+			incoming_s,
+			smoothing,
+		))
+	});
+	(new_price, new_volume, new_liquidity, new_shares)
 }
 
 /// Calculate the iterated exponential moving average for the given prices.

math/src/ema/tests/invariants.rs

@@ -71,6 +71,10 @@ fn period_fraction() -> impl Strategy<Value = Fraction> {
 	(typical_period()).prop_map(smoothing_from_period)
 }
 
+fn any_shares_issuance() -> impl Strategy<Value = Balance> {
+	any::<Balance>()
+}
+
 prop_compose! {
 	fn period_and_iterations()(p in long_period())(
 		period in Just(p),
@@ -198,12 +202,14 @@ proptest! {
 		(prev_price, incoming_price) in (any_price(), any_price()),
 		(prev_volume, incoming_volume) in (any_volume(), any_volume()),
 		(prev_liquidity, incoming_liquidity) in (any_liquidity(), any_liquidity()),
+		(prev_shares_issuance, incoming_shares_issuance) in (any_shares_issuance(), any_shares_issuance()),
 	) {
 		let simple_price = price_weighted_average(prev_price, incoming_price, smoothing);
 		let simple_volume = volume_weighted_average(prev_volume, incoming_volume, smoothing);
 		let simple_liquidity = liquidity_weighted_average(prev_liquidity, incoming_liquidity, smoothing);
-		let new_oracle = calculate_new_by_integrating_incoming((prev_price, prev_volume, prev_liquidity), (incoming_price, incoming_volume, incoming_liquidity), smoothing);
-		prop_assert_eq!(new_oracle, (simple_price, simple_volume, simple_liquidity));
+		let simple_shares_issuance = balance_weighted_average(prev_shares_issuance, incoming_shares_issuance, smoothing);
+		let new_oracle = calculate_new_by_integrating_incoming((prev_price, prev_volume, prev_liquidity, Some(prev_shares_issuance)), (incoming_price, incoming_volume, incoming_liquidity, Some(incoming_shares_issuance)), smoothing);
+		prop_assert_eq!(new_oracle, (simple_price, simple_volume, simple_liquidity, Some(simple_shares_issuance)));
 	}
 }
 
@@ -215,12 +221,14 @@ proptest! {
 		(prev_price, incoming_price) in (any_price(), any_price()),
 		prev_volume in any_volume(),
 		(prev_liquidity, incoming_liquidity) in (any_liquidity(), any_liquidity()),
+		(prev_shares_issuance, incoming_shares_issuance) in (any_shares_issuance(), any_shares_issuance()),
 	) {
 		let iterated_price = iterated_price_ema(iterations, prev_price, incoming_price, smoothing);
 		let iterated_volume = iterated_volume_ema(iterations, prev_volume, smoothing);
 		let iterated_liquidity = iterated_liquidity_ema(iterations, prev_liquidity, incoming_liquidity, smoothing);
-		let current_oracle = update_outdated_to_current(iterations, (prev_price, prev_volume, prev_liquidity), (incoming_price, incoming_liquidity), smoothing);
-		prop_assert_eq!(current_oracle, (iterated_price, iterated_volume, iterated_liquidity));
+		let iterated_shares = iterated_balance_ema(iterations, prev_shares_issuance, incoming_shares_issuance, smoothing);
+		let current_oracle = update_outdated_to_current(iterations, (prev_price, prev_volume, prev_liquidity, Some(prev_shares_issuance)), (incoming_price, incoming_liquidity, Some(incoming_shares_issuance)), smoothing);
+		prop_assert_eq!(current_oracle, (iterated_price, iterated_volume, iterated_liquidity, Some(iterated_shares)));
 	}
 }
 

pallets/ema-oracle/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "pallet-ema-oracle"
-version = "1.7.1"
+version = "1.8.0"
 description = "Exponential moving average oracle for AMM pools"
 authors = ["GalacticCouncil"]
 edition = "2021"

pallets/ema-oracle/src/lib.rs

@@ -89,6 +89,7 @@ mod tests;
 mod types;
 pub use types::*;
 
+pub mod migrations;
 #[allow(clippy::all)]
 pub mod weights;
 pub use weights::WeightInfo;
@@ -121,6 +122,7 @@ pub mod pallet {
 	use frame_system::pallet_prelude::{BlockNumberFor, OriginFor};
 
 	#[pallet::pallet]
+	#[pallet::storage_version(migrations::STORAGE_VERSION)]
 	pub struct Pallet<T>(_);
 
 	#[pallet::config]
@@ -214,20 +216,21 @@ pub mod pallet {
 	#[pallet::genesis_config]
 	#[derive(frame_support::DefaultNoBound)]
 	pub struct GenesisConfig<T: Config> {
-		pub initial_data: Vec<(Source, (AssetId, AssetId), Price, Liquidity<Balance>)>,
+		pub initial_data: Vec<(Source, (AssetId, AssetId), Price, Liquidity<Balance>, Option<Balance>)>,
 		#[serde(skip)]
 		pub _marker: PhantomData<T>,
 	}
 
 	#[pallet::genesis_build]
 	impl<T: Config> BuildGenesisConfig for GenesisConfig<T> {
 		fn build(&self) {
-			for &(source, (asset_a, asset_b), price, liquidity) in self.initial_data.iter() {
+			for &(source, (asset_a, asset_b), price, liquidity, shares_issuance) in self.initial_data.iter() {
 				let entry: OracleEntry<BlockNumberFor<T>> = {
 					let e = OracleEntry {
 						price,
 						volume: Volume::default(),
 						liquidity,
+						shares_issuance,
 						updated_at: BlockNumberFor::<T>::zero(),
 					};
 					if ordered_pair(asset_a, asset_b) == (asset_a, asset_b) {
@@ -329,6 +332,7 @@ pub mod pallet {
 					EmaPrice::new(price.0, price.1),
 					Volume::default(),
 					Liquidity::default(),
+					None,
 					T::BlockNumberProvider::current_block_number(),
 				);
 				if ordered_pair == (asset_a, asset_b) {
@@ -342,7 +346,7 @@ pub mod pallet {
 				if !Self::is_within_range(reference_entry.0.price.into(), price) {
 					log::error!(
 						target: LOG_TARGET,
-						"Updating biforst oracle failed as the price is outside the allowed range"
+						"Updating bifrost oracle failed as the price is outside the allowed range"
 					);
 					return Err(Error::<T>::PriceOutsideAllowedRange.into());
 				}
@@ -565,6 +569,7 @@ impl<T: Config> OnTradeHandler<AssetId, Balance, Price> for OnActivityHandler<T>
 		liquidity_a: Balance,
 		liquidity_b: Balance,
 		price: Price,
+		shares_issuance: Option<Balance>,
 	) -> Result<Weight, (Weight, DispatchError)> {
 		// We assume that zero liquidity values are not valid and can be ignored.
 		if liquidity_a.is_zero() || liquidity_b.is_zero() {
@@ -584,6 +589,7 @@ impl<T: Config> OnTradeHandler<AssetId, Balance, Price> for OnActivityHandler<T>
 			price,
 			volume,
 			liquidity,
+			shares_issuance,
 			updated_at,
 		};
 		Pallet::<T>::on_trade(source, ordered_pair(asset_a, asset_b), entry)
@@ -607,6 +613,7 @@ impl<T: Config> OnLiquidityChangedHandler<AssetId, Balance, Price> for OnActivit
 		liquidity_a: Balance,
 		liquidity_b: Balance,
 		price: Price,
+		shares_issuance: Option<Balance>,
 	) -> Result<Weight, (Weight, DispatchError)> {
 		if liquidity_a.is_zero() || liquidity_b.is_zero() {
 			log::trace!(
@@ -623,6 +630,7 @@ impl<T: Config> OnLiquidityChangedHandler<AssetId, Balance, Price> for OnActivit
 			// liquidity provision does not count as trade volume
 			volume: Volume::default(),
 			liquidity,
+			shares_issuance,
 			updated_at,
 		};
 		Pallet::<T>::on_liquidity_changed(source, ordered_pair(asset_a, asset_b), entry)
@@ -775,6 +783,7 @@ impl<T: Config> RawOracle<AssetId, Balance, BlockNumberFor<T>> for Pallet<T> {
 			price: (entry.price.n, entry.price.d),
 			volume: entry.volume,
 			liquidity: entry.liquidity,
+			shares_issuance: entry.shares_issuance,
 			updated_at: entry.updated_at,
 		})
 	}

pallets/ema-oracle/src/migrations/mod.rs

@@ -0,0 +1,6 @@
+use frame_support::traits::StorageVersion;
+
+pub mod v1;
+
+/// The in-code storage version.
+pub const STORAGE_VERSION: StorageVersion = StorageVersion::new(1);