Skip to content

Liquidity Oracle System

1. System Overview

The liquidity oracle system is a decentralized oracle system implemented in Solidity, designed to provide accurate, real-time liquidity data. The system ensures data reliability and security through multi-source data aggregation and validation mechanisms.

1.1 Main Features

  • Multi-source Data: Support for multiple data sources
  • Data Aggregation: Smart aggregation algorithms
  • Real-time Updates: Timely data updates
  • Anomaly Detection: Data anomaly identification
  • Security Protection: Comprehensive security mechanisms

1.2 System Architecture

  • Data Layer: Data storage and management
  • Aggregation Layer: Data validation and aggregation
  • Interface Layer: External access interfaces
  • Security Layer: Permission and protection mechanisms
  • Monitoring Layer: System status monitoring

1.3 Core Functions

  • Data Source Management: Add, remove, update
  • Data Validation: Format, range, timeliness
  • Data Aggregation: Weighted average, median
  • Anomaly Handling: Detection, reporting, recovery
  • Access Control: Permissions, rate limiting, auditing

2. Contract Implementation

solidity
// SPDX-License-Identifier: MIT
pragma solidity ^0.8.0;

import "@openzeppelin/contracts/access/Ownable.sol";
import "@openzeppelin/contracts/security/ReentrancyGuard.sol";
import "@openzeppelin/contracts/utils/math/SafeMath.sol";

/**
 * @title LiquidityOracle
 * @dev Liquidity oracle contract
 */
contract LiquidityOracle is Ownable, ReentrancyGuard {
    using SafeMath for uint256;

    // Data source information
    struct DataSource {
        string name;           // Data source name
        bool isActive;         // Whether active
        uint256 weight;        // Weight
        uint256 updateCount;   // Update count
        uint256 lastUpdate;    // Last update time
    }

    // Liquidity data
    struct LiquidityData {
        uint256 price;         // Price
        uint256 volume;        // Trading volume
        uint256 liquidity;     // Liquidity
        uint256 timestamp;     // Timestamp
        address reporter;      // Reporter
    }

    // State variables
    mapping(address => DataSource) public dataSources;        // Data source mapping
    mapping(address => LiquidityData) public liquidityData;   // Liquidity data
    address[] public dataSourceList;                          // Data source list
    
    uint256 public minReports;                               // Minimum reports
    uint256 public maxDeviation;                             // Maximum deviation
    uint256 public updateInterval;                           // Update interval
    uint256 public lastAggregation;                          // Last aggregation time
    
    LiquidityData public aggregatedData;                     // Aggregated data
    
    // Events
    event DataSourceAdded(address indexed source, string name);
    event DataSourceRemoved(address indexed source);
    event DataReported(address indexed source, uint256 price, uint256 volume);
    event DataAggregated(uint256 price, uint256 volume, uint256 liquidity);
    event AnomalyDetected(address indexed source, string reason);

    /**
     * @dev Constructor
     */
    constructor(
        uint256 _minReports,
        uint256 _maxDeviation,
        uint256 _updateInterval
    ) {
        require(_minReports > 0, "Invalid min reports");
        require(_maxDeviation > 0, "Invalid max deviation");
        require(_updateInterval > 0, "Invalid update interval");
        
        minReports = _minReports;
        maxDeviation = _maxDeviation;
        updateInterval = _updateInterval;
    }

    /**
     * @dev Add data source
     */
    function addDataSource(
        address source,
        string memory name,
        uint256 weight
    ) external onlyOwner {
        require(source != address(0), "Invalid source");
        require(weight > 0, "Invalid weight");
        require(!dataSources[source].isActive, "Source exists");

        dataSources[source] = DataSource({
            name: name,
            isActive: true,
            weight: weight,
            updateCount: 0,
            lastUpdate: 0
        });

        dataSourceList.push(source);
        emit DataSourceAdded(source, name);
    }

    /**
     * @dev Remove data source
     */
    function removeDataSource(address source) external onlyOwner {
        require(dataSources[source].isActive, "Source not exists");
        
        dataSources[source].isActive = false;
        
        // Update data source list
        for (uint256 i = 0; i < dataSourceList.length; i++) {
            if (dataSourceList[i] == source) {
                dataSourceList[i] = dataSourceList[dataSourceList.length - 1];
                dataSourceList.pop();
                break;
            }
        }

        emit DataSourceRemoved(source);
    }

    /**
     * @dev Report liquidity data
     */
    function reportData(
        uint256 price,
        uint256 volume,
        uint256 liquidity
    ) external nonReentrant {
        require(dataSources[msg.sender].isActive, "Not authorized");
        require(
            block.timestamp >= dataSources[msg.sender].lastUpdate.add(updateInterval),
            "Too frequent"
        );

        // Check for data anomalies
        if (aggregatedData.timestamp > 0) {
            uint256 priceDeviation = calculateDeviation(price, aggregatedData.price);
            uint256 volumeDeviation = calculateDeviation(volume, aggregatedData.volume);
            
            if (priceDeviation > maxDeviation || volumeDeviation > maxDeviation) {
                emit AnomalyDetected(msg.sender, "High deviation");
                return;
            }
        }

        // Update data
        liquidityData[msg.sender] = LiquidityData({
            price: price,
            volume: volume,
            liquidity: liquidity,
            timestamp: block.timestamp,
            reporter: msg.sender
        });

        // Update data source status
        DataSource storage source = dataSources[msg.sender];
        source.updateCount = source.updateCount.add(1);
        source.lastUpdate = block.timestamp;

        emit DataReported(msg.sender, price, volume);

        // Try to aggregate data
        if (canAggregate()) {
            aggregateData();
        }
    }

    /**
     * @dev Calculate deviation
     */
    function calculateDeviation(uint256 a, uint256 b) internal pure returns (uint256) {
        if (a > b) {
            return a.sub(b).mul(100).div(b);
        }
        return b.sub(a).mul(100).div(b);
    }

    /**
     * @dev Check if aggregation is possible
     */
    function canAggregate() public view returns (bool) {
        if (block.timestamp < lastAggregation.add(updateInterval)) {
            return false;
        }

        uint256 validReports = 0;
        for (uint256 i = 0; i < dataSourceList.length; i++) {
            address source = dataSourceList[i];
            if (dataSources[source].isActive &&
                liquidityData[source].timestamp.add(updateInterval) >= block.timestamp) {
                validReports++;
            }
        }

        return validReports >= minReports;
    }

    /**
     * @dev Aggregate data
     */
    function aggregateData() public {
        require(canAggregate(), "Cannot aggregate");

        uint256 totalWeight = 0;
        uint256 weightedPrice = 0;
        uint256 weightedVolume = 0;
        uint256 weightedLiquidity = 0;

        for (uint256 i = 0; i < dataSourceList.length; i++) {
            address source = dataSourceList[i];
            DataSource storage ds = dataSources[source];
            
            if (ds.isActive && 
                liquidityData[source].timestamp.add(updateInterval) >= block.timestamp) {
                uint256 weight = ds.weight;
                LiquidityData storage data = liquidityData[source];
                
                weightedPrice = weightedPrice.add(data.price.mul(weight));
                weightedVolume = weightedVolume.add(data.volume.mul(weight));
                weightedLiquidity = weightedLiquidity.add(data.liquidity.mul(weight));
                totalWeight = totalWeight.add(weight);
            }
        }

        require(totalWeight > 0, "No valid data");

        // Calculate weighted averages
        aggregatedData = LiquidityData({
            price: weightedPrice.div(totalWeight),
            volume: weightedVolume.div(totalWeight),
            liquidity: weightedLiquidity.div(totalWeight),
            timestamp: block.timestamp,
            reporter: address(this)
        });

        lastAggregation = block.timestamp;
        emit DataAggregated(
            aggregatedData.price,
            aggregatedData.volume,
            aggregatedData.liquidity
        );
    }

    /**
     * @dev Get latest aggregated data
     */
    function getLatestData() external view returns (
        uint256 price,
        uint256 volume,
        uint256 liquidity,
        uint256 timestamp
    ) {
        require(aggregatedData.timestamp > 0, "No data available");
        return (
            aggregatedData.price,
            aggregatedData.volume,
            aggregatedData.liquidity,
            aggregatedData.timestamp
        );
    }

    /**
     * @dev Get data source information
     */
    function getDataSource(address source) external view returns (
        string memory name,
        bool isActive,
        uint256 weight,
        uint256 updateCount,
        uint256 lastUpdate
    ) {
        DataSource storage ds = dataSources[source];
        return (
            ds.name,
            ds.isActive,
            ds.weight,
            ds.updateCount,
            ds.lastUpdate
        );
    }

    /**
     * @dev Update system parameters
     */
    function updateParameters(
        uint256 _minReports,
        uint256 _maxDeviation,
        uint256 _updateInterval
    ) external onlyOwner {
        require(_minReports > 0, "Invalid min reports");
        require(_maxDeviation > 0, "Invalid max deviation");
        require(_updateInterval > 0, "Invalid update interval");

        minReports = _minReports;
        maxDeviation = _maxDeviation;
        updateInterval = _updateInterval;
    }
}

3. Core Concepts

3.1 Data Source Management

  • Source Registration
  • Weight Assignment
  • Activity Status
  • Update Frequency
  • Performance Tracking

3.2 Data Validation

  • Format Verification
  • Range Checking
  • Timestamp Validation
  • Anomaly Detection
  • Source Reliability

3.3 Data Aggregation

  • Weighted Average
  • Deviation Calculation
  • Update Frequency
  • Minimum Reports
  • Data Quality

3.4 Security Measures

  • Access Control
  • Rate Limiting
  • Data Validation
  • Error Handling
  • Event Logging

4. Best Practices

4.1 Implementation

  • Use standard libraries
  • Implement safeguards
  • Follow patterns
  • Document thoroughly
  • Test extensively

4.2 Operation

  • Monitor data sources
  • Track performance
  • Handle anomalies
  • Update parameters
  • Maintain security

4.3 Integration

  • Standard interfaces
  • Error handling
  • Event monitoring
  • State synchronization
  • Performance optimization

5. FAQ

5.1 Basic Concepts

Q: What is a liquidity oracle? A: A liquidity oracle is a system that:

  • Provides real-time liquidity data
  • Aggregates multiple data sources
  • Ensures data reliability
  • Handles anomalies
  • Maintains security

Q: How does data aggregation work? A: Data aggregation involves:

  • Collecting data from sources
  • Validating data quality
  • Calculating weighted averages
  • Detecting anomalies
  • Updating aggregated data

5.2 Security

Q: How to ensure data reliability? A: Reliability measures include:

  • Multi-source validation
  • Deviation checks
  • Update frequency limits
  • Weight assignments
  • Anomaly detection

Q: How to prevent manipulation? A: Protection measures include:

  • Source verification
  • Deviation thresholds
  • Update intervals
  • Weight adjustments
  • Activity monitoring

5.3 Implementation

Q: How to implement a data source? A: Implementation steps:

  • Interface compliance
  • Data validation
  • Error handling
  • Event emission
  • Performance optimization

Q: How to handle data anomalies? A: Anomaly handling includes:

  • Detection mechanisms
  • Alert systems
  • Recovery procedures
  • Source evaluation
  • Parameter adjustment

5.4 Optimization

Q: How to optimize performance? A: Optimization strategies:

  • Gas efficiency
  • Data structure optimization
  • Computation reduction
  • Cache utilization
  • Event optimization

Q: How to improve reliability? A: Improvement measures:

  • Source diversification
  • Validation enhancement
  • Parameter tuning
  • Monitoring improvement
  • Security updates

6. Summary

The liquidity oracle system provides:

  • Reliable liquidity data
  • Multi-source aggregation
  • Real-time updates
  • Security protection
  • Easy integration

Through careful design and implementation, the system ensures:

  • Data accuracy
  • System reliability
  • Operational efficiency
  • Security measures
  • User satisfaction

</rewritten_file>

Released under the MIT License by Vogeb.