Skip to content

pr_body.md

Latest commit

 

History

History
61 lines (50 loc) · 3.27 KB

pr_body.md

File metadata and controls

61 lines (50 loc) · 3.27 KB
Raw

Closes #633

Description

Per-market oracle deviation is currently a single bound. This PR tracks a rolling deviation history and rejects quotes that deviate from the rolling median by more than a configurable z-multiple.

Changes

contracts/predictify-hybrid/src/err.rs

  • Added OracleQuoteOutlier error variant (code 507) with description and canonical string code

contracts/predictify-hybrid/src/types.rs

  • Added max_deviation_z_multiple: Option<u32> to GlobalOracleValidationConfig — configurable z-multiple threshold in basis points (e.g., 500 = 5%)
  • Added history_size: Option<u32> to GlobalOracleValidationConfig — configurable ring-buffer depth (defaults to 10)
  • Same fields added to EventOracleValidationConfig for per-event overrides

contracts/predictify-hybrid/src/oracles.rs

  • OracleDeviationHistory: New ring-buffer type storing historical prices per market with FIFO eviction
    • push() — insert price; evicts oldest when at capacity
    • pop_last() — revert the last push (used when an outlier is rejected)
    • rolling_median() — compute median using i128 integer sort (even count → lower middle)
    • mad() — Median Absolute Deviation for future use
  • OracleValidationConfigManager:
    • Updated get_effective_config to pass through new fields
    • Added get_or_init_history, save_history, history_key for per-market ring buffer storage
    • Modified validate_oracle_data: when max_deviation_z_multiple is set, computes rolling median from the ring buffer and rejects quotes deviating beyond the threshold with OracleQuoteOutlier. Outliers are not persisted in the history. When max_deviation_z_multiple is None, falls back to legacy single-reference max_deviation_bps check.
    • Added get_deviation_history and clear_deviation_history public helpers
    • Updated validate_config_values to validate max_deviation_z_multiple (rejects 0 or > 10_000 bps)
    • Updated set_global_config and set_event_config to pass the new field through validation

contracts/predictify-hybrid/src/tests/oracle_rolling_deviation_tests.rs

Comprehensive test suite (15 tests):

  • OracleDeviationHistory unit tests: empty, single, odd/even median, FIFO eviction, pop_last, MAD, capacity 0, determinism
  • Rolling median integration tests: first price accepted, similar price accepted, outlier rejected, outlier not persisted, multiple stable prices pass, clear history
  • Legacy deviation compatibility test (when rolling median disabled)
  • Config validation tests (zero/threshold bounds)

Acceptance Criteria

  • Outlier rejection deterministic (same inputs → same median)
  • History size from config (defaults to 10)
  • No unwrap() introduced
  • Documented in oracles.rs

Testing

cargo test -p predictify-hybrid -- oracle_rolling_deviation --nocapture

Edge cases covered:

  • Empty history (median returns None)
  • Single price (always accepted)
  • Even/odd entry counts in median calculation
  • Ring buffer eviction at capacity
  • pop_last on non-empty and empty buffers
  • MAD computation with < 2 entries
  • Capacity=0 defaults to 1
  • Deterministic median from same inputs
  • Outlier not persisted in history
  • Multiple stable prices accumulate in history
  • Legacy deviation still works when rolling median disabled