Merge pull request #726 from tellor-io/conditional-report

Telliot Conditional Reporting (tellor is stale / max price change)

src/telliot_feeds/cli/commands/conditional.py

@@ -0,0 +1,152 @@
+from typing import Optional
+from typing import TypeVar
+
+import click
+from click.core import Context
+from telliot_core.cli.utils import async_run
+
+from telliot_feeds.cli.utils import common_options
+from telliot_feeds.cli.utils import common_reporter_options
+from telliot_feeds.cli.utils import get_accounts_from_name
+from telliot_feeds.cli.utils import reporter_cli_core
+from telliot_feeds.feeds import CATALOG_FEEDS
+from telliot_feeds.reporters.customized.conditional_reporter import ConditionalReporter
+from telliot_feeds.utils.cfg import check_endpoint
+from telliot_feeds.utils.cfg import setup_config
+from telliot_feeds.utils.log import get_logger
+
+logger = get_logger(__name__)
+T = TypeVar("T")
+
+
+@click.group()
+def conditional_reporter() -> None:
+    """Report data on-chain."""
+    pass
+
+
+@conditional_reporter.command()
+@common_options
+@common_reporter_options
+@click.option(
+    "-pc",
+    "--percent-change",
+    help="Price change percentage for triggering a report. Default=0.01 (1%)",
+    type=float,
+    default=0.01,
+)
+@click.option(
+    "-st",
+    "--stale-timeout",
+    help="Triggers a report when the oracle value is stale. Default=85500 (23.75 hours)",
+    type=int,
+    default=85500,
+)
+@click.pass_context
+@async_run
+async def conditional(
+    ctx: Context,
+    tx_type: int,
+    gas_limit: int,
+    max_fee_per_gas: Optional[float],
+    priority_fee_per_gas: Optional[float],
+    base_fee_per_gas: Optional[float],
+    legacy_gas_price: Optional[int],
+    expected_profit: str,
+    submit_once: bool,
+    wait_period: int,
+    password: str,
+    min_native_token_balance: float,
+    stake: float,
+    account_str: str,
+    check_rewards: bool,
+    gas_multiplier: int,
+    max_priority_fee_range: int,
+    percent_change: float,
+    stale_timeout: int,
+    query_tag: str,
+    unsafe: bool,
+) -> None:
+    """Report values to Tellor oracle if certain conditions are met."""
+    click.echo("Starting Conditional Reporter...")
+    ctx.obj["ACCOUNT_NAME"] = account_str
+    ctx.obj["SIGNATURE_ACCOUNT_NAME"] = None
+    if query_tag is None:
+        raise click.UsageError("--query-tag (-qt) is required. Use --help for a list of feeds with API support.")
+    datafeed = CATALOG_FEEDS.get(query_tag)
+    if datafeed is None:
+        raise click.UsageError(f"Invalid query tag: {query_tag}, enter a valid query tag with API support, use --help")
+
+    accounts = get_accounts_from_name(account_str)
+    if not accounts:
+        return
+    chain_id = accounts[0].chains[0]
+    ctx.obj["CHAIN_ID"] = chain_id  # used in reporter_cli_core
+    # Initialize telliot core app using CLI context
+    async with reporter_cli_core(ctx) as core:
+
+        core._config, account = setup_config(core.config, account_name=account_str, unsafe=unsafe)
+
+        endpoint = check_endpoint(core._config)
+
+        if not endpoint or not account:
+            click.echo("Accounts and/or endpoint unset.")
+            click.echo(f"Account: {account}")
+            click.echo(f"Endpoint: {core._config.get_endpoint()}")
+            return
+
+        # Make sure current account is unlocked
+        if not account.is_unlocked:
+            account.unlock(password)
+
+        click.echo("Reporter settings:")
+        click.echo(f"Max tolerated price change: {percent_change * 100}%")
+        click.echo(f"Value considered stale after: {stale_timeout} seconds")
+        click.echo(f"Transaction type: {tx_type}")
+        click.echo(f"Transaction type: {tx_type}")
+        click.echo(f"Gas Limit: {gas_limit}")
+        click.echo(f"Legacy gas price (gwei): {legacy_gas_price}")
+        click.echo(f"Max fee (gwei): {max_fee_per_gas}")
+        click.echo(f"Priority fee (gwei): {priority_fee_per_gas}")
+        click.echo(f"Desired stake amount: {stake}")
+        click.echo(f"Minimum native token balance (e.g. ETH if on Ethereum mainnet): {min_native_token_balance}")
+        click.echo("\n")
+
+        _ = input("Press [ENTER] to confirm settings.")
+
+        contracts = core.get_tellor360_contracts()
+
+        common_reporter_kwargs = {
+            "endpoint": core.endpoint,
+            "account": account,
+            "datafeed": datafeed,
+            "gas_limit": gas_limit,
+            "max_fee_per_gas": max_fee_per_gas,
+            "priority_fee_per_gas": priority_fee_per_gas,
+            "base_fee_per_gas": base_fee_per_gas,
+            "legacy_gas_price": legacy_gas_price,
+            "chain_id": core.config.main.chain_id,
+            "wait_period": wait_period,
+            "oracle": contracts.oracle,
+            "autopay": contracts.autopay,
+            "token": contracts.token,
+            "expected_profit": expected_profit,
+            "stake": stake,
+            "transaction_type": tx_type,
+            "min_native_token_balance": int(min_native_token_balance * 10**18),
+            "check_rewards": check_rewards,
+            "gas_multiplier": gas_multiplier,
+            "max_priority_fee_range": max_priority_fee_range,
+        }
+
+        reporter = ConditionalReporter(
+            stale_timeout=stale_timeout,
+            max_price_change=percent_change,
+            **common_reporter_kwargs,
+        )
+
+        if submit_once:
+            reporter.wait_period = 0
+            await reporter.report(report_count=1)
+        else:
+            await reporter.report()

src/telliot_feeds/cli/main.py

@@ -9,6 +9,7 @@
 
 from telliot_feeds.cli.commands.account import account
 from telliot_feeds.cli.commands.catalog import catalog
+from telliot_feeds.cli.commands.conditional import conditional
 from telliot_feeds.cli.commands.config import config
 from telliot_feeds.cli.commands.integrations import integrations
 from telliot_feeds.cli.commands.liquity import liquity
@@ -51,6 +52,7 @@ def main(
 main.add_command(liquity)
 main.add_command(request_withdraw)
 main.add_command(withdraw)
+main.add_command(conditional)
 
 if __name__ == "__main__":
     main()

src/telliot_feeds/reporters/customized/conditional_reporter.py

@@ -0,0 +1,145 @@
+import asyncio
+from dataclasses import dataclass
+from typing import Any
+from typing import Optional
+from typing import TypeVar
+
+from web3 import Web3
+
+from telliot_feeds.feeds import DataFeed
+from telliot_feeds.reporters.tellor_360 import Tellor360Reporter
+from telliot_feeds.utils.log import get_logger
+from telliot_feeds.utils.reporter_utils import current_time
+
+logger = get_logger(__name__)
+T = TypeVar("T")
+
+
+@dataclass
+class GetDataBefore:
+    retrieved: bool
+    value: bytes
+    timestampRetrieved: int
+
+
+@dataclass
+class ConditionalReporter(Tellor360Reporter):
+    """Backup Reporter that inherits from Tellor360Reporter and
+    implements conditions when intended as backup to chainlink"""
+
+    def __init__(
+        self,
+        stale_timeout: int,
+        max_price_change: float,
+        datafeed: Optional[DataFeed[Any]] = None,
+        *args: Any,
+        **kwargs: Any,
+    ) -> None:
+        super().__init__(*args, **kwargs)
+        self.stale_timeout = stale_timeout
+        self.max_price_change = max_price_change
+        self.datafeed = datafeed
+
+    async def get_tellor_latest_data(self) -> Optional[GetDataBefore]:
+        """Get latest data from tellor oracle (getDataBefore with current time)
+
+        Returns:
+        - Optional[GetDataBefore]: latest data from tellor oracle
+        """
+        if self.datafeed is None:
+            logger.debug(f"no datafeed set: {self.datafeed}")
+            return None
+        data, status = await self.oracle.read("getDataBefore", self.datafeed.query.query_id, current_time())
+        if not status.ok:
+            logger.warning(f"error getting tellor data: {status.e}")
+            return None
+        return GetDataBefore(*data)
+
+    async def get_telliot_feed_data(self, datafeed: DataFeed[Any]) -> Optional[float]:
+        """Fetch spot price data from API sources and calculate a value
+        Returns:
+        - Optional[GetDataBefore]: latest data from tellor oracle
+        """
+        v, _ = await datafeed.source.fetch_new_datapoint()
+        logger.info(f"telliot feeds value: {v}")
+        return v
+
+    def tellor_price_change_above_max(
+        self, tellor_latest_data: GetDataBefore, telliot_feed_data: Optional[float]
+    ) -> bool:
+        """Check if spot price change since last report is above max price deviation
+        params:
+        - tellor_latest_data: latest data from tellor oracle
+        - telliot_feed_data: latest data from API sources
+
+        Returns:
+        - bool: True if price change is above max price deviation, False otherwise
+        """
+        oracle_price = (Web3.toInt(tellor_latest_data.value)) / 10**18
+        feed_price = telliot_feed_data if telliot_feed_data else None
+
+        if feed_price is None:
+            logger.warning("No feed data available")
+            return False
+
+        min_price = min(oracle_price, feed_price)
+        max_price = max(oracle_price, feed_price)
+        logger.info(f"Latest Tellor price = {oracle_price}")
+        percent_change = (max_price - min_price) / max_price
+        logger.info(f"feed price change = {percent_change}")
+        if percent_change > self.max_price_change:
+            logger.info("Feed price change above max")
+            return True
+        else:
+            return False
+
+    async def conditions_met(self) -> bool:
+        """Trigger methods to check conditions if reporting spot is necessary
+
+        Returns:
+        - bool: True if conditions are met, False otherwise
+        """
+        logger.info("checking conditions and reporting if necessary")
+        if self.datafeed is None:
+            logger.info(f"no datafeed was setß: {self.datafeed}. Please provide a spot-price query type (see --help)")
+            return False
+        tellor_latest_data = await self.get_tellor_latest_data()
+        telliot_feed_data = await self.get_telliot_feed_data(datafeed=self.datafeed)
+        time = current_time()
+        time_passed_since_tellor_report = time - tellor_latest_data.timestampRetrieved if tellor_latest_data else time
+        if tellor_latest_data is None:
+            logger.debug("tellor data returned None")
+            return True
+        elif not tellor_latest_data.retrieved:
+            logger.debug(f"No oracle submissions in tellor for query: {self.datafeed.query.descriptor}")
+            return True
+        elif time_passed_since_tellor_report > self.stale_timeout:
+            logger.debug(f"tellor data is stale, time elapsed since last report: {time_passed_since_tellor_report}")
+            return True
+        elif self.tellor_price_change_above_max(tellor_latest_data, telliot_feed_data):
+            logger.debug("tellor price change above max")
+            return True
+        else:
+            logger.debug(f"tellor {self.datafeed.query.descriptor} data is recent enough")
+            return False
+
+    async def report(self, report_count: Optional[int] = None) -> None:
+        """Submit values to Tellor oracles on an interval."""
+
+        while report_count is None or report_count > 0:
+            online = await self.is_online()
+            if online:
+                if self.has_native_token():
+                    if await self.conditions_met():
+                        _, _ = await self.report_once()
+                    else:
+                        logger.info("feeds are recent enough, no need to report")
+
+            else:
+                logger.warning("Unable to connect to the internet!")
+
+            logger.info(f"Sleeping for {self.wait_period} seconds")
+            await asyncio.sleep(self.wait_period)
+
+            if report_count is not None:
+                report_count -= 1

src/telliot_feeds/sources/price/spot/coingecko.py

@@ -49,7 +49,7 @@
     "uni": "uniswap",
     "usdt": "tether",
     "yfi": "yearn-finance",
-    "steth": "staked-ether",
+    "steth": "lido-staked-ether",
     "reth": "rocket-pool-eth",
     "op": "optimism",
     "grt": "the-graph",

tests/conftest.py

@@ -158,8 +158,8 @@ def mumbai_test_cfg():
 
 
 @pytest.fixture(scope="function", autouse=True)
-def goerli_test_cfg():
-    return local_node_cfg(chain_id=5)
+def sepolia_test_cfg():
+    return local_node_cfg(chain_id=11155111)
 
 
 @pytest.fixture(scope="function", autouse=True)