From 74c3b5298d270bc22f4298b38514e0352f85d134 Mon Sep 17 00:00:00 2001
From: Eric Nagel <nagel.eric.95@googlemail.com>
Date: Tue, 27 Jun 2023 21:57:12 +0000
Subject: [PATCH] feat: add max percentage deviation metric (#174)

---
 src/aggregator_functions.ts |  1 +
 src/metric_collector.ts     | 14 ++++++++++++++
 2 files changed, 15 insertions(+)

diff --git a/src/aggregator_functions.ts b/src/aggregator_functions.ts
index fb8844b8..19a96d41 100644
--- a/src/aggregator_functions.ts
+++ b/src/aggregator_functions.ts
@@ -114,6 +114,7 @@ export function crossCheckPriceData(
   // 1. Prices should not deviate more than maxPercentageDeviation.
   const prices = tickerData.map((price: WeightedPrice) => price.price)
   const maxNormalizedAbsMeanDev = maxPercentageDeviaton(prices)
+  config.metricCollector?.maxPercentageDeviation(config.currencyPair, maxNormalizedAbsMeanDev)
   assert(
     maxNormalizedAbsMeanDev.isLessThanOrEqualTo(config.maxPercentageDeviation),
     `Max price cross-sectional deviation too large (${maxNormalizedAbsMeanDev} >= ${config.maxPercentageDeviation} )`
diff --git a/src/metric_collector.ts b/src/metric_collector.ts
index 96bc2d7f..0c74bab2 100644
--- a/src/metric_collector.ts
+++ b/src/metric_collector.ts
@@ -67,6 +67,7 @@ export class MetricCollector {
 
   private tickerPropertyGauge: Gauge<string>
   private priceSourceGauge: Gauge<string>
+  private maxPercentageDeviationGauge: Gauge<string>
 
   private transactionBlockNumberGauge: Gauge<string>
   private transactionGasGauge: Gauge<string>
@@ -158,6 +159,12 @@ export class MetricCollector {
       labelNames: ['pair', 'source', 'property'],
     })
 
+    this.maxPercentageDeviationGauge = new Gauge({
+      name: 'oracle_max_percentage_deviation',
+      help: 'Gauge to indicate the max price cross-sectional deviation of a price pair',
+      labelNames: ['currencyPair'],
+    })
+
     this.transactionBlockNumberGauge = new Gauge({
       name: 'oracle_transaction_block_number',
       help: 'Gauge showing the block number of the most recent transaction defined by type',
@@ -331,6 +338,13 @@ export class MetricCollector {
     this.priceSourceGauge.set({ pair, source, property: 'weight' }, weightedPrice.weight.toNumber())
   }
 
+  /**
+   * Indicates the max price cross-sectional deviation of a price pair
+   */
+  maxPercentageDeviation(pair: string, maxPercentageDeviation: BigNumber) {
+    this.maxPercentageDeviationGauge.set({ pair }, maxPercentageDeviation.toNumber())
+  }
+
   /**
    * Indicates the most recent block number of a specific type
    */