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zeekay
8aa4b5f780
Add a Kraken public-market-data price source (provider_kraken.go), the same ProviderSource shape as provider_oma.go / provider_v3.go, exposing the live CEX mid the seeder tracks via UseFeed. NewKrakenFeed wraps it; CompositeMid (feed.go) composes the CEX feed (listed majors) with the native V3 AMM feed (LUX/*) behind the single feed the seeder consumes. Binary opt-in via MAKER_KRAKEN_PAIRS. Read-only, unauthenticated, market-data only — the maker never trades on Kraken. Tests hermetic (canned frames) + KRAKEN_LIVE gate; live-proven (real BTC/USD mid). go.sum: refresh luxfi/[email protected] checksum (origin re-tag).
53 lines
2.0 KiB
Go
53 lines
2.0 KiB
Go
package maker
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import (
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"context"
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"fmt"
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)
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// feed.go composes heterogeneous price references behind the SINGLE MidProvider the
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// seeder tracks. The seeder is reference-agnostic — it tracks one feed's mid per
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// symbol (seeder.go currentMid). Different markets need different references: a
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// CEX-listed major (ETH/USD) is priced by Kraken; a LUX/* pair is priced by the
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// native V2/V3 AMM. CompositeMid lets both coexist as ONE feed, each pricing the
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// symbols it knows, so there is still exactly one "what to track" seam.
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// CompositeMid composes several MidProviders into one. GetMidPrice returns the
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// first sub-provider that yields a positive mid for the symbol (order = priority),
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// so a CEX feed and the native-AMM feed live behind a single seeder feed: the CEX
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// prices its listed majors, the AMM prices LUX/*, and a symbol no sub-provider
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// knows falls through to the seeder's own DEX-book / configured-mid fallback.
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type CompositeMid struct{ feeds []MidProvider }
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// NewCompositeMid builds a CompositeMid from the non-nil feeds, in priority order.
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// It returns nil when none are given (no feed → seeder keeps prior behavior) and
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// the sole feed unwrapped when exactly one is given (no needless indirection).
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func NewCompositeMid(feeds ...MidProvider) MidProvider {
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live := make([]MidProvider, 0, len(feeds))
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for _, f := range feeds {
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if f != nil {
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live = append(live, f)
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}
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}
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switch len(live) {
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case 0:
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return nil
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case 1:
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return live[0]
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default:
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return &CompositeMid{feeds: live}
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}
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}
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// GetMidPrice returns the first sub-provider's positive mid for symbol. A symbol no
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// sub-provider prices yields an error, so the seeder's currentMid falls through to
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// the DEX book mid then the configured reference — never a fabricated price.
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func (c *CompositeMid) GetMidPrice(ctx context.Context, symbol string) (float64, error) {
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for _, f := range c.feeds {
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if mid, err := f.GetMidPrice(ctx, symbol); err == nil && mid > 0 {
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return mid, nil
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}
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}
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return 0, fmt.Errorf("composite: no live mid for %s across %d feeds", symbol, len(c.feeds))
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}
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