Remove legacy exchange data systems

go.mod

@@ -6,7 +6,7 @@ require (
 	filippo.io/edwards25519 v1.1.0
 	github.com/aws/aws-sdk-go-v2 v0.17.0
 	github.com/code-payments/code-vm-indexer v1.2.0
-	github.com/code-payments/ocp-protobuf-api v0.11.0
+	github.com/code-payments/ocp-protobuf-api v0.12.0
 	github.com/emirpasic/gods v1.12.0
 	github.com/envoyproxy/protoc-gen-validate v1.2.1
 	github.com/golang/protobuf v1.5.4

go.sum

@@ -78,8 +78,8 @@ github.com/cockroachdb/apd v1.1.0 h1:3LFP3629v+1aKXU5Q37mxmRxX/pIu1nijXydLShEq5I
 github.com/cockroachdb/apd v1.1.0/go.mod h1:8Sl8LxpKi29FqWXR16WEFZRNSz3SoPzUzeMeY4+DwBQ=
 github.com/code-payments/code-vm-indexer v1.2.0 h1:rSHpBMiT9BKgmKcXg/VIoi/h0t7jNxGx07Qz59m+6Q0=
 github.com/code-payments/code-vm-indexer v1.2.0/go.mod h1:vn91YN2qNqb+gGJeZe2+l+TNxVmEEiRHXXnIn2Y40h8=
-github.com/code-payments/ocp-protobuf-api v0.11.0 h1:Zq0H3tg+bjTuXF9T6kRXEX8sGXu1NQ0szvUD1MdVs4Q=
-github.com/code-payments/ocp-protobuf-api v0.11.0/go.mod h1:tw6BooY5a8l6CtSZnKOruyKII0W04n89pcM4BizrgG8=
+github.com/code-payments/ocp-protobuf-api v0.12.0 h1:X5lo7ABDYxsiC/D3viFuNJUhTWKISZBg6MzAy2PP10Y=
+github.com/code-payments/ocp-protobuf-api v0.12.0/go.mod h1:tw6BooY5a8l6CtSZnKOruyKII0W04n89pcM4BizrgG8=
 github.com/containerd/continuity v0.0.0-20190827140505-75bee3e2ccb6 h1:NmTXa/uVnDyp0TY5MKi197+3HWcnYWfnHGyaFthlnGw=
 github.com/containerd/continuity v0.0.0-20190827140505-75bee3e2ccb6/go.mod h1:GL3xCUCBDV3CZiTSEKksMWbLE66hEyuu9qyDOOqM47Y=
 github.com/coreos/bbolt v1.3.2/go.mod h1:iRUV2dpdMOn7Bo10OQBFzIJO9kkE559Wcmn+qkEiiKk=

ocp/currency/validation.go

@@ -1,21 +1,17 @@
 package currency
 
 import (
-	"context"
 	"crypto/ed25519"
 	"math"
 	"math/big"
 	"time"
 
 	currencypb "github.com/code-payments/ocp-protobuf-api/generated/go/currency/v1"
 	transactionpb "github.com/code-payments/ocp-protobuf-api/generated/go/transaction/v1"
-	"go.uber.org/zap"
 
 	currency_lib "github.com/code-payments/ocp-server/currency"
 	"github.com/code-payments/ocp-server/ocp/auth"
 	"github.com/code-payments/ocp-server/ocp/common"
-	ocp_data "github.com/code-payments/ocp-server/ocp/data"
-	"github.com/code-payments/ocp-server/ocp/data/currency"
 	"github.com/code-payments/ocp-server/solana/currencycreator"
 )
 
@@ -236,216 +232,3 @@ func validateLaunchpadCurrencyVerifiedExchangeData(proto *transactionpb.Verified
 
 	return true, ""
 }
-
-// ValidateLegacyClientExchangeData validates legacy proto exchange data provided by a client
-func ValidateLegacyClientExchangeData(ctx context.Context, log *zap.Logger, data ocp_data.Provider, proto *transactionpb.ExchangeData) (bool, string, error) {
-	mint, err := common.GetBackwardsCompatMint(proto.Mint)
-	if err != nil {
-		return false, "", err
-	}
-
-	if common.IsCoreMint(mint) {
-		return validateCoreMintClientExchangeData(ctx, log, data, proto)
-	}
-	return validateCurrencyLaunchpadClientExchangeData(ctx, log, data, proto)
-}
-
-func validateCoreMintClientExchangeData(ctx context.Context, log *zap.Logger, data ocp_data.Provider, proto *transactionpb.ExchangeData) (bool, string, error) {
-	latestExchangeRateTime := GetLatestExchangeRateTime()
-
-	coreMintQuarksPerUnit := common.GetMintQuarksPerUnit(common.CoreMintAccount)
-
-	clientRate := big.NewFloat(proto.ExchangeRate).SetPrec(defaultPrecision)
-	clientNativeAmount := big.NewFloat(proto.NativeAmount).SetPrec(defaultPrecision)
-	clientQuarks := big.NewFloat(float64(proto.Quarks)).SetPrec(defaultPrecision)
-
-	currencyDecimals := currency_lib.GetDecimals(currency_lib.Code(proto.Currency))
-	one := big.NewFloat(1.0).SetPrec(defaultPrecision)
-	minTransferValue := new(big.Float).Quo(one, big.NewFloat(math.Pow10(currencyDecimals)))
-
-	rateErrorThreshold := big.NewFloat(0.001).SetPrec(defaultPrecision)
-	nativeAmountErrorThreshold := new(big.Float).Quo(minTransferValue, big.NewFloat(2.0))
-
-	nativeAmountLowerBound := new(big.Float).Sub(clientNativeAmount, nativeAmountErrorThreshold)
-	if nativeAmountLowerBound.Cmp(nativeAmountErrorThreshold) < 0 {
-		nativeAmountLowerBound = nativeAmountErrorThreshold
-	}
-	nativeAmountUpperBound := new(big.Float).Add(clientNativeAmount, nativeAmountErrorThreshold)
-	quarksLowerBound := new(big.Float).Mul(new(big.Float).Quo(nativeAmountLowerBound, clientRate), big.NewFloat(float64(coreMintQuarksPerUnit)))
-	quarksUpperBound := new(big.Float).Mul(new(big.Float).Quo(nativeAmountUpperBound, clientRate), big.NewFloat(float64(coreMintQuarksPerUnit)))
-
-	log = log.With(
-		zap.String("currency", proto.Currency),
-		zap.String("client_native_amount", clientNativeAmount.Text('f', 10)),
-		zap.String("client_exchange_rate", clientRate.Text('f', 10)),
-		zap.Uint64("client_quarks", proto.Quarks),
-		zap.String("min_transfer_value", minTransferValue.Text('f', 10)),
-		zap.String("native_amount_lower_bound", nativeAmountLowerBound.Text('f', 10)),
-		zap.String("native_amount_upper_bound", nativeAmountUpperBound.Text('f', 10)),
-		zap.String("quarks_lower_bound", quarksLowerBound.Text('f', 10)),
-		zap.String("quarks_upper_bound", quarksUpperBound.Text('f', 10)),
-	)
-
-	if clientNativeAmount.Cmp(nativeAmountErrorThreshold) < 0 {
-		log.Info("native amount is less than minimum transfer value error threshold")
-		return false, "native amount is less than minimum transfer value error threshold", nil
-	}
-
-	// Find an exchange rate that the client could have fetched from a RPC call
-	// within a reasonable time in the past
-	var isClientRateValid bool
-	for i := range 2 {
-		exchangeRateTime := latestExchangeRateTime.Add(time.Duration(-i) * timePerExchangeRateUpdate)
-
-		exchangeRateRecord, err := data.GetExchangeRate(ctx, currency_lib.Code(proto.Currency), exchangeRateTime)
-		if err == currency.ErrNotFound {
-			continue
-		} else if err != nil {
-			return false, "", err
-		}
-		actualRate := big.NewFloat(exchangeRateRecord.Rate)
-
-		percentDiff := new(big.Float).Quo(new(big.Float).Abs(new(big.Float).Sub(clientRate, actualRate)), actualRate)
-		if percentDiff.Cmp(rateErrorThreshold) < 0 {
-			isClientRateValid = true
-			break
-		}
-
-		log.With(zap.String("found_rate", actualRate.Text('f', 10))).Info("exchange rate doesn't match")
-	}
-
-	if !isClientRateValid {
-		log.Info("fiat exchange rate is stale or invalid")
-		return false, "fiat exchange rate is stale or invalid", nil
-	}
-
-	// Validate that the native amount within half of the minimum transfer value
-	if clientQuarks.Cmp(quarksLowerBound) < 0 || clientQuarks.Cmp(quarksUpperBound) > 0 {
-		log.Info("native amount is outside error threshold")
-		return false, "payment native amount and quark value mismatch", nil
-	}
-
-	return true, "", nil
-}
-
-func validateCurrencyLaunchpadClientExchangeData(ctx context.Context, log *zap.Logger, data ocp_data.Provider, proto *transactionpb.ExchangeData) (bool, string, error) {
-	mintAccount, err := common.GetBackwardsCompatMint(proto.Mint)
-	if err != nil {
-		return false, "", err
-	}
-
-	coreMintQuarksPerUnit := common.GetMintQuarksPerUnit(common.CoreMintAccount)
-	otherMintQuarksPerUnit := common.GetMintQuarksPerUnit(mintAccount)
-
-	clientQuarks := big.NewFloat(float64(proto.Quarks)).SetPrec(defaultPrecision)
-	clientTokenUnits := new(big.Float).Quo(
-		clientQuarks,
-		big.NewFloat(float64(otherMintQuarksPerUnit)).SetPrec(defaultPrecision),
-	)
-	clientRate := big.NewFloat(proto.ExchangeRate).SetPrec(defaultPrecision)
-	clientNativeAmount := big.NewFloat(proto.NativeAmount).SetPrec(defaultPrecision)
-
-	currencyDecimals := currency_lib.GetDecimals(currency_lib.Code(proto.Currency))
-	one := big.NewFloat(1.0).SetPrec(defaultPrecision)
-	minTransferValue := new(big.Float).Quo(one, big.NewFloat(math.Pow10(currencyDecimals)))
-
-	rateErrorThreshold := big.NewFloat(0.001).SetPrec(defaultPrecision)
-	nativeAmountErrorThreshold := new(big.Float).Quo(minTransferValue, big.NewFloat(2.0))
-
-	nativeAmountLowerBound := new(big.Float).Sub(clientNativeAmount, nativeAmountErrorThreshold)
-	if nativeAmountLowerBound.Cmp(nativeAmountErrorThreshold) < 0 {
-		nativeAmountLowerBound = nativeAmountErrorThreshold
-	}
-	nativeAmountUpperBound := new(big.Float).Add(clientNativeAmount, nativeAmountErrorThreshold)
-
-	log = log.With(
-		zap.String("currency", proto.Currency),
-		zap.String("client_native_amount", clientNativeAmount.Text('f', 10)),
-		zap.String("client_exchange_rate", clientRate.Text('f', 10)),
-		zap.String("client_token_units", clientTokenUnits.Text('f', 10)),
-		zap.Uint64("client_quarks", proto.Quarks),
-		zap.String("min_transfer_value", minTransferValue.Text('f', 10)),
-		zap.String("native_amount_lower_bound", nativeAmountLowerBound.Text('f', 10)),
-		zap.String("native_amount_upper_bound", nativeAmountUpperBound.Text('f', 10)),
-		zap.String("mint", mintAccount.PublicKey().ToBase58()),
-	)
-
-	if clientNativeAmount.Cmp(nativeAmountErrorThreshold) < 0 {
-		log.Info("native amount is less than minimum transfer value error threshold")
-		return false, "native amount is less than minimum transfer value error threshold", nil
-	}
-
-	latestExchangeRateTime := GetLatestExchangeRateTime()
-	for i := range 2 {
-		exchangeRateTime := latestExchangeRateTime.Add(time.Duration(-i) * timePerExchangeRateUpdate)
-
-		reserveRecord, err := data.GetCurrencyReserveAtTime(ctx, mintAccount.PublicKey().ToBase58(), exchangeRateTime)
-		if err == currency.ErrNotFound {
-			continue
-		} else if err != nil {
-			return false, "", err
-		}
-
-		usdExchangeRateRecord, err := data.GetExchangeRate(ctx, currency_lib.USD, exchangeRateTime)
-		if err == currency.ErrNotFound {
-			continue
-		} else if err != nil {
-			return false, "", err
-		}
-		usdRate := big.NewFloat(usdExchangeRateRecord.Rate).SetPrec(defaultPrecision)
-
-		var otherExchangeRateRecord *currency.ExchangeRateRecord
-		if proto.Currency == string(currency_lib.USD) {
-			otherExchangeRateRecord = usdExchangeRateRecord
-		} else {
-			otherExchangeRateRecord, err = data.GetExchangeRate(ctx, currency_lib.Code(proto.Currency), exchangeRateTime)
-			if err == currency.ErrNotFound {
-				continue
-			} else if err != nil {
-				return false, "", err
-			}
-		}
-		otherRate := big.NewFloat(otherExchangeRateRecord.Rate).SetPrec(defaultPrecision)
-
-		// How much core mint would be received for a sell against the currency creator program?
-		coreMintSellValueInQuarks, _ := currencycreator.EstimateSell(&currencycreator.EstimateSellArgs{
-			CurrentSupplyInQuarks: reserveRecord.SupplyFromBonding,
-			SellAmountInQuarks:    proto.Quarks,
-			ValueMintDecimals:     uint8(common.CoreMintDecimals),
-			SellFeeBps:            0,
-		})
-
-		// Given the sell value, does it align with the native amount in the target currency
-		// within half a minimum transfer unit?
-		coreMintSellValueInUnits := new(big.Float).Quo(
-			big.NewFloat(float64(coreMintSellValueInQuarks)).SetPrec(defaultPrecision),
-			big.NewFloat(float64(coreMintQuarksPerUnit)).SetPrec(defaultPrecision),
-		)
-		potentialNativeAmount := new(big.Float).Mul(new(big.Float).Quo(otherRate, usdRate), coreMintSellValueInUnits)
-
-		log := log.With(
-			zap.String("core_mint_sell_value", coreMintSellValueInUnits.Text('f', 10)),
-			zap.String("potential_native_amount", potentialNativeAmount.Text('f', 10)),
-			zap.String("found_usd_rate", usdRate.Text('f', 10)),
-			zap.String("found_other_rate", otherRate.Text('f', 10)),
-		)
-
-		if potentialNativeAmount.Cmp(nativeAmountLowerBound) < 0 || potentialNativeAmount.Cmp(nativeAmountUpperBound) > 0 {
-			log.Info("native amount is outside error threshold")
-			continue
-		}
-
-		// For the valid native amount, is the exchange rate calculated correctly?
-		expectedRate := new(big.Float).Quo(clientNativeAmount, clientTokenUnits)
-		percentDiff := new(big.Float).Quo(new(big.Float).Abs(new(big.Float).Sub(clientRate, expectedRate)), expectedRate)
-		log = log.With(zap.String("potential_exchange_rate", expectedRate.Text('f', 10)))
-		if percentDiff.Cmp(rateErrorThreshold) > 0 {
-			log.Info("exchange rate is outside error threshold")
-			continue
-		}
-
-		return true, "", nil
-	}
-
-	return false, "fiat exchange data is stale or invalid", nil
-}

ocp/rpc/currency/server.go

@@ -7,7 +7,6 @@ import (
 	"time"
 
 	"github.com/google/uuid"
-	"github.com/pkg/errors"
 	"go.uber.org/zap"
 	"google.golang.org/grpc/codes"
 	"google.golang.org/grpc/status"
@@ -23,7 +22,6 @@ import (
 	"github.com/code-payments/ocp-server/grpc/client"
 	"github.com/code-payments/ocp-server/ocp/common"
 	"github.com/code-payments/ocp-server/ocp/config"
-	currency_util "github.com/code-payments/ocp-server/ocp/currency"
 	ocp_data "github.com/code-payments/ocp-server/ocp/data"
 	"github.com/code-payments/ocp-server/ocp/data/currency"
 	"github.com/code-payments/ocp-server/protoutil"
@@ -69,47 +67,6 @@ func NewCurrencyServer(
 	}
 }
 
-func (s *currencyServer) GetAllRates(ctx context.Context, req *currencypb.GetAllRatesRequest) (resp *currencypb.GetAllRatesResponse, err error) {
-	log := s.log.With(zap.String("method", "GetAllRates"))
-	log = client.InjectLoggingMetadata(ctx, log)
-
-	var record *currency.MultiRateRecord
-	if req.Timestamp != nil && req.Timestamp.AsTime().Before(time.Now().Add(-15*time.Minute)) {
-		record, err = s.loadExchangeRatesForTime(ctx, req.Timestamp.AsTime())
-	} else if req.Timestamp == nil || req.Timestamp.AsTime().Sub(time.Now()) < time.Hour {
-		record, err = s.loadExchangeRatesLatest(ctx)
-	} else {
-		return nil, status.Error(codes.InvalidArgument, "timestamp too far in the future")
-	}
-
-	if err != nil {
-		log.With(zap.Error(err)).Warn("failed to load latest rate")
-		return nil, status.Error(codes.Internal, err.Error())
-	}
-
-	protoTime := timestamppb.New(record.Time)
-	return &currencypb.GetAllRatesResponse{
-		AsOf:  protoTime,
-		Rates: record.Rates,
-	}, nil
-}
-
-func (s *currencyServer) loadExchangeRatesForTime(ctx context.Context, t time.Time) (*currency.MultiRateRecord, error) {
-	record, err := s.data.GetAllExchangeRates(ctx, t)
-	if err != nil {
-		return nil, errors.Wrap(err, "failed to get price record by date")
-	}
-	return record, nil
-}
-
-func (s *currencyServer) loadExchangeRatesLatest(ctx context.Context) (*currency.MultiRateRecord, error) {
-	latest, err := s.data.GetAllExchangeRates(ctx, currency_util.GetLatestExchangeRateTime())
-	if err != nil {
-		return nil, errors.Wrap(err, "failed to get latest price record")
-	}
-	return latest, nil
-}
-
 func (s *currencyServer) GetMints(ctx context.Context, req *currencypb.GetMintsRequest) (*currencypb.GetMintsResponse, error) {
 	log := s.log.With(zap.String("method", "GetMints"))
 	log = client.InjectLoggingMetadata(ctx, log)
@@ -160,9 +117,15 @@ func (s *currencyServer) GetMints(ctx context.Context, req *currencypb.GetMintsR
 				return nil, status.Error(codes.Internal, "")
 			}
 
-			reserveRecord, err := s.data.GetCurrencyReserveAtTime(ctx, mintAccount.PublicKey().ToBase58(), currency_util.GetLatestExchangeRateTime())
+			err = s.liveMintStateWorker.waitForData(ctx)
+			if err != nil {
+				log.With(zap.Error(err)).Warn("failed to wait for live mint data")
+				return nil, status.Error(codes.Internal, "")
+			}
+
+			liveReserveState, err := s.liveMintStateWorker.getReserveState(mintAccount)
 			if err != nil {
-				log.With(zap.Error(err)).Warn("failed to load currency reserve record")
+				log.With(zap.Error(err)).Warn("failed to get live mint reserve state")
 				return nil, status.Error(codes.Internal, "")
 			}
 
@@ -223,7 +186,7 @@ func (s *currencyServer) GetMints(ctx context.Context, req *currencypb.GetMintsR
 					Authority:         currencyAuthorityAccount.ToProto(),
 					MintVault:         mintVaultAccount.ToProto(),
 					CoreMintVault:     coreMintVaultAccount.ToProto(),
-					SupplyFromBonding: reserveRecord.SupplyFromBonding,
+					SupplyFromBonding: liveReserveState.SupplyFromBonding,
 					SellFeeBps:        uint32(metadataRecord.SellFeeBps),
 				},
 				CreatedAt: timestamppb.New(metadataRecord.CreatedAt),