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fix(#patch); Uniswap Forks; Upgrade Pricing Mechanism #2040

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merged 6 commits into from
Apr 24, 2023

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@steegecs steegecs commented Apr 20, 2023

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The purpose of this PR is to upgrade the pricing mechanism to utilize the same constraints as the new Uniswap V3 pricing mechanism that we implemented from insights gained in the recent investigation into pricing anomalies on DEXs.

3 Changes were made:

  • Require price changes greater than 5% to be reconfirmed 5 times
  • Require price changes causing a TVL change at the protocol level greater than 5% to be reconfirmed 5 times.
  • Require TVL of a pool from price change to be less than 10 billion

In addition to these changes, I made some changes to the code to pass the event to the token getter. This was done so that I could modify the token pricing so that it occurs at the time the token is retrieved from the store. I incremented all versions for the Uniswap Forks as this change will impact all protocols.

This PR is outlined in issue #2036.

@steegecs steegecs requested review from jaimehgb and melotik April 20, 2023 21:24
@steegecs steegecs merged commit 7369062 into messari:master Apr 24, 2023
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2 participants