MERC-5642 LWBA Invariant validation (#3344)

* Update coinmetrics to framework version 1.1.0 . Add lwba validation integration test * Update tiingo to framework version 1.1.0 . Add lwba validation integration test * Bump framework version * Update yarn cache * Add LWBA validation test to cfbenchmarks * Update snapshot * Add LWBA validation test to blocksize * Add changeset for LWBA adapters * Add alongside to soak test blacklist
smartcontractkit · Jul 11, 2024 · 9f98cbf · 9f98cbf
1 parent 380ee79
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diff --git a/.changeset/seven-grapes-provide.md b/.changeset/seven-grapes-provide.md
@@ -0,0 +1,8 @@
+---
+'@chainlink/blocksize-capital-adapter': minor
+'@chainlink/cfbenchmarks-adapter': minor
+'@chainlink/coinmetrics-adapter': minor
+'@chainlink/tiingo-adapter': minor
+---
+
+Add LWBA validation tests
diff --git a/.changeset/solid-cloths-run.md b/.changeset/solid-cloths-run.md
@@ -0,0 +1,72 @@
+---
+'@chainlink/dydx-stark-adapter': patch
+'@chainlink/historical-average-adapter': patch
+'@chainlink/apy-finance-test-adapter': patch
+'@chainlink/gm-token-adapter': patch
+'@chainlink/proof-of-reserves-adapter': patch
+'@chainlink/stader-address-list-adapter': patch
+'@chainlink/eth-beacon-adapter': patch
+'@chainlink/frxeth-exchange-rate-adapter': patch
+'@chainlink/tradermade-adapter': patch
+'@chainlink/finage-adapter': patch
+'@chainlink/elwood-adapter': patch
+'@chainlink/cfbenchmarks-adapter': patch
+'@chainlink/alphavantage-adapter': patch
+'@chainlink/dxfeed-secondary-adapter': patch
+'@chainlink/moore-hk-adapter': patch
+'@chainlink/gemini-adapter': patch
+'@chainlink/gsr-adapter': patch
+'@chainlink/alongside-adapter': patch
+'@chainlink/elven-adapter': patch
+'@chainlink/dlc-btc-por-adapter': patch
+'@chainlink/por-indexer-adapter': patch
+'@chainlink/stader-balance-adapter': patch
+'@chainlink/icap-adapter': patch
+'@chainlink/view-function-multi-chain-adapter': patch
+'@chainlink/dar-adapter': patch
+'@chainlink/s3-csv-reader-adapter': patch
+'@chainlink/iex-cloud-adapter': patch
+'@chainlink/avalanche-platform-adapter': patch
+'@chainlink/lotus-adapter': patch
+'@chainlink/openexchangerates-adapter': patch
+'@chainlink/por-address-list-adapter': patch
+'@chainlink/view-starknet-latest-answer-adapter': patch
+'@chainlink/polygon-adapter': patch
+'@chainlink/view-function-adapter': patch
+'@chainlink/tp-adapter': patch
+'@chainlink/moonbeam-address-list-adapter': patch
+'@chainlink/gramchain-adapter': patch
+'@chainlink/galaxy-adapter': patch
+'@chainlink/superstate-adapter': patch
+'@chainlink/bank-frick-adapter': patch
+'@chainlink/kaiko-adapter': patch
+'@chainlink/finnhub-adapter': patch
+'@chainlink/wbtc-address-set-adapter': patch
+'@chainlink/finalto-adapter': patch
+'@chainlink/polkadot-balance-adapter': patch
+'@chainlink/finnhub-secondary-adapter': patch
+'@chainlink/coingecko-adapter': patch
+'@chainlink/coinbase-prime-adapter': patch
+'@chainlink/nft-blue-chip-adapter': patch
+'@chainlink/ion.au-adapter': patch
+'@chainlink/starknet-gas-price-adapter': patch
+'@chainlink/clear-bank-adapter': patch
+'@chainlink/dxfeed-adapter': patch
+'@chainlink/oanda-adapter': patch
+'@chainlink/the-network-firm-adapter': patch
+'@chainlink/blocksize-capital-adapter': patch
+'@chainlink/ncfx-adapter': patch
+'@chainlink/trueusd-adapter': patch
+'@chainlink/cryptocompare-adapter': patch
+'@chainlink/harris-and-trotter-adapter': patch
+'@chainlink/intrinio-adapter': patch
+'@chainlink/twosigma-adapter': patch
+'@chainlink/coinmarketcap-adapter': patch
+'@chainlink/coinpaprika-adapter': patch
+'@chainlink/trumatic-matic-exchange-rate-adapter': patch
+'@chainlink/tradingeconomics-adapter': patch
+'@chainlink/token-allocation-adapter': patch
+'@chainlink/token-allocation-test-adapter': patch
+---
+
+Bumped framework version
diff --git a/.pnp.cjs b/.pnp.cjs
diff --git a/...ework-npm-1.0.0-d0cc0190c3-198224da23.zip → ...ework-npm-1.1.0-30e95262df-402f13fed2.zip b/...ework-npm-1.0.0-d0cc0190c3-198224da23.zip → ...ework-npm-1.1.0-30e95262df-402f13fed2.zip
diff --git a/package.json b/package.json
@@ -53,7 +53,7 @@
     "source-map-support": "0.5.21"
   },
   "devDependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@changesets/changelog-github": "0.5.0",
     "@changesets/cli": "2.27.1",
     "@types/babel__core": "7.20.5",

diff --git a/packages/composites/apy-finance-test/package.json b/packages/composites/apy-finance-test/package.json
@@ -28,7 +28,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@chainlink/token-allocation-test-adapter": "workspace:*",
     "axios": "1.6.8",
     "ethers": "5.4.7",

diff --git a/packages/composites/gm-token/package.json b/packages/composites/gm-token/package.json
@@ -34,7 +34,7 @@
     "typescript": "5.0.4"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "decimal.js": "^10.3.1",
     "ethers": "^5.4.6",
     "tslib": "2.4.1"

diff --git a/packages/composites/historical-average/package.json b/packages/composites/historical-average/package.json
@@ -37,7 +37,7 @@
   },
   "devDependencies": {
     "@chainlink/ea-test-helpers": "workspace:*",
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@types/jest": "27.5.2",
     "@types/node": "16.18.96",
     "@types/supertest": "2.0.16",

diff --git a/packages/composites/proof-of-reserves/package.json b/packages/composites/proof-of-reserves/package.json
@@ -66,7 +66,7 @@
     "tslib": "^2.3.1"
   },
   "devDependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@types/jest": "27.5.2",
     "@types/node": "16.18.96",
     "@types/supertest": "2.0.16",

diff --git a/packages/non-deployable/token-allocation-test/package.json b/packages/non-deployable/token-allocation-test/package.json
@@ -24,7 +24,7 @@
     "build": "tsc -b"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "axios": "1.6.8",
     "decimal.js": "^10.3.1",
     "ethers": "^5.4.6",

diff --git a/packages/non-deployable/token-allocation/package.json b/packages/non-deployable/token-allocation/package.json
@@ -48,7 +48,7 @@
     "tslib": "^2.3.1"
   },
   "devDependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@types/jest": "27.5.2",
     "@types/node": "16.18.96",
     "nock": "13.5.4",

diff --git a/packages/scripts/package.json b/packages/scripts/package.json
@@ -6,7 +6,7 @@
     "@apidevtools/json-schema-ref-parser": "9.1.2",
     "@chainlink/ea-bootstrap": "workspace:*",
     "@chainlink/ea-factories": "workspace:*",
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "airtable": "0.11.6",
     "axios": "1.6.8",
     "axios-mock-adapter": "1.20.0",

diff --git a/packages/scripts/src/get-changed-adapters/soakTestBlacklist.ts b/packages/scripts/src/get-changed-adapters/soakTestBlacklist.ts
@@ -2,6 +2,7 @@ export const SoakTestBlacklist: string[] = [
   'accuweather',
   'ada-balance', // Missing: RPC URL
   'agoric',
+  'alongside', // Missing: RPC URL
   'alphachain',
   'alpine',
   'anchor', // Missing: RPC URL

diff --git a/packages/sources/alongside/package.json b/packages/sources/alongside/package.json
@@ -28,7 +28,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@types/crypto-js": "^4.1.1",
     "axios": "1.6.8",
     "crypto-js": "^4.2.0",

diff --git a/packages/sources/alphavantage/package.json b/packages/sources/alphavantage/package.json
@@ -29,7 +29,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "2.4.1"
   },
   "devDependencies": {

diff --git a/packages/sources/avalanche-platform/package.json b/packages/sources/avalanche-platform/package.json
@@ -34,7 +34,7 @@
     "typescript": "5.0.4"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "2.4.1"
   }
 }
diff --git a/packages/sources/bank-frick/package.json b/packages/sources/bank-frick/package.json
@@ -28,7 +28,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "axios": "1.6.8",
     "fastify": "^3.29.4",
     "tslib": "^2.3.1"

diff --git a/packages/sources/blocksize-capital/package.json b/packages/sources/blocksize-capital/package.json
@@ -28,7 +28,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "^2.3.1"
   },
   "devDependencies": {

diff --git a/packages/sources/blocksize-capital/test/integration/__snapshots__/adapter.test.ts.snap b/packages/sources/blocksize-capital/test/integration/__snapshots__/adapter.test.ts.snap
@@ -1,5 +1,16 @@
 // Jest Snapshot v1, https://goo.gl/fbAQLP
 
+exports[`websocket lwba endpoint should return error (LWBA invariant violation) 1`] = `
+{
+  "error": {
+    "message": "Invariant violation. Mid price must be between bid and ask prices. Got: (bid: 123.123, mid: 123.125, ask: 123.124)",
+    "name": "AdapterLWBAError",
+  },
+  "status": "errored",
+  "statusCode": 500,
+}
+`;
+
 exports[`websocket lwba endpoint should return success 1`] = `
 {
   "data": {
@@ -39,8 +50,8 @@ exports[`websocket vwap endpoint should return success 1`] = `
   "result": 1.7748077041598187,
   "statusCode": 200,
   "timestamps": {
-    "providerDataReceivedUnixMs": 3042,
-    "providerDataStreamEstablishedUnixMs": 3030,
+    "providerDataReceivedUnixMs": 4052,
+    "providerDataStreamEstablishedUnixMs": 4040,
     "providerIndicatedTimeUnixMs": 1670630400000,
   },
 }

diff --git a/packages/sources/blocksize-capital/test/integration/adapter.test.ts b/packages/sources/blocksize-capital/test/integration/adapter.test.ts
@@ -61,6 +61,15 @@ describe('websocket', () => {
       const response = await testAdapter.request(lwbaData)
       expect(response.json()).toMatchSnapshot()
     })
+    it('should return error (LWBA invariant violation)', async () => {
+      const lwbaData = {
+        base: 'LINK',
+        quote: 'USD',
+        endpoint: 'crypto-lwba',
+      }
+      const response = await testAdapter.request(lwbaData)
+      expect(response.json()).toMatchSnapshot()
+    })
   })
   describe('vwap endpoint', () => {
     it('should return success', async () => {

diff --git a/packages/sources/blocksize-capital/test/integration/fixtures.ts b/packages/sources/blocksize-capital/test/integration/fixtures.ts
@@ -43,6 +43,15 @@ export const mockLwbaResponse = {
         agg_mid_price: '1702.034150611851',
         ts: 1693425803028,
       },
+      {
+        ticker: 'LINKUSD',
+        agg_bid_price: '123.123',
+        agg_bid_size: '208.51838798',
+        agg_ask_price: '123.124',
+        agg_ask_size: '11.44083383',
+        agg_mid_price: '123.125',
+        ts: 1693425803029,
+      },
     ],
   },
 }

diff --git a/packages/sources/cfbenchmarks/package.json b/packages/sources/cfbenchmarks/package.json
@@ -28,7 +28,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "2.4.1"
   },
   "devDependencies": {

diff --git a/packages/sources/cfbenchmarks/test/integration/__snapshots__/adapter-ws.test.ts.snap b/packages/sources/cfbenchmarks/test/integration/__snapshots__/adapter-ws.test.ts.snap
@@ -30,6 +30,17 @@ exports[`websocket crypto endpoint with override should return success 1`] = `
 }
 `;
 
+exports[`websocket lwba endpoint should return error (LWBA violation) 1`] = `
+{
+  "error": {
+    "message": "Invariant violation. Mid price must be between bid and ask prices. Got: (bid: 1.123, mid: 1.1635, ask: 1.125)",
+    "name": "AdapterLWBAError",
+  },
+  "status": "errored",
+  "statusCode": 500,
+}
+`;
+
 exports[`websocket lwba endpoint should return success 1`] = `
 {
   "data": {
@@ -50,8 +61,8 @@ exports[`websocket lwba endpoint should return success 1`] = `
 exports[`websocket lwba endpoint with override should return success 1`] = `
 {
   "data": {
-    "ask": 2651.01,
-    "bid": 2652.26,
+    "ask": 2652.26,
+    "bid": 2651.01,
     "mid": 2651.63,
   },
   "result": null,

diff --git a/packages/sources/cfbenchmarks/test/integration/adapter-ws.test.ts b/packages/sources/cfbenchmarks/test/integration/adapter-ws.test.ts
@@ -30,6 +30,11 @@ describe('websocket', () => {
     quote: 'USD',
     endpoint: 'cryptolwba',
   }
+  const dataLwbaInvariantViolation = {
+    from: 'BTC',
+    quote: 'USD',
+    endpoint: 'cryptolwba',
+  }
   const dataLwbaOverride = {
     endpoint: 'cryptolwba',
     base: 'LINK',
@@ -64,7 +69,8 @@ describe('websocket', () => {
     await testAdapter.request(dataCryptoOverride)
     await testAdapter.request(dataLwba)
     await testAdapter.request(dataLwbaOverride)
-    await testAdapter.waitForCache(3)
+    await testAdapter.request(dataLwbaInvariantViolation)
+    await testAdapter.waitForCache(4)
   })
 
   afterAll(async () => {
@@ -115,6 +121,12 @@ describe('websocket', () => {
       expect(response.statusCode).toEqual(200)
       expect(response.json()).toMatchSnapshot()
     })
+
+    it('should return error (LWBA violation)', async () => {
+      const response = await testAdapter.request(dataLwbaInvariantViolation)
+      expect(response.statusCode).toEqual(500)
+      expect(response.json()).toMatchSnapshot()
+    })
   })
 
   describe('lwba input validation', () => {

diff --git a/packages/sources/cfbenchmarks/test/integration/fixtures.ts b/packages/sources/cfbenchmarks/test/integration/fixtures.ts
@@ -83,6 +83,21 @@ export const mockWebSocketServer = (URL: string): MockWebsocketServer => {
             midPrice: '1.1631',
           }),
         )
+      } else if (parsed.id === 'U_BTCUSD_RTI') {
+        // lwba endpoint invariant violation
+        console.log('return second eth request')
+        return socket.send(
+          JSON.stringify({
+            type: 'rti_stats',
+            time: 1677876163000,
+            id: 'U_BTCUSD_RTI',
+            value: '1.1635',
+            utilizedDepth: '1888000.0',
+            valueAsk: '1.125',
+            midPrice: '1.126',
+            valueBid: '1.123',
+          }),
+        )
       } else if (parsed.id === 'U_LINKUSD_CHA_RTI') {
         // lwba endpoint
         return socket.send(
@@ -92,8 +107,8 @@ export const mockWebSocketServer = (URL: string): MockWebsocketServer => {
             id: 'U_LINKUSD_CHA_RTI',
             value: '2651.63',
             utilizedDepth: '1888000.0',
-            valueAsk: '2651.01',
-            valueBid: '2652.26',
+            valueAsk: '2652.26',
+            valueBid: '2651.01',
             midPrice: '2651.63',
           }),
         )

diff --git a/packages/sources/clear-bank/package.json b/packages/sources/clear-bank/package.json
@@ -35,7 +35,7 @@
     "typescript": "5.0.4"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "2.4.1"
   }
 }
diff --git a/packages/sources/coinbase-prime/package.json b/packages/sources/coinbase-prime/package.json
@@ -34,7 +34,7 @@
     "typescript": "5.0.4"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "@types/crypto-js": "4.2.2",
     "crypto-js": "4.2.0",
     "tslib": "2.4.1"

diff --git a/packages/sources/coingecko/package.json b/packages/sources/coingecko/package.json
@@ -20,7 +20,7 @@
     "start": "yarn server:dist"
   },
   "dependencies": {
-    "@chainlink/external-adapter-framework": "1.0.0",
+    "@chainlink/external-adapter-framework": "1.1.0",
     "tslib": "2.4.1"
   },
   "devDependencies": {