As in a tool that specializes in the delivery of special items.
Gofer is a tool that provides reliable asset prices taken from various sources.
If you need reliable price information, getting them from a single source is not the best idea. The data source may fail or provide incorrect data. Gofer solves this problem. With Gofer, you can define precise price models that specify exactly, from how many sources you want to pull prices and what conditions they must meet to be considered reliable.
To install it, you'll first need Go installed on your machine. Then you can use standard Go
command: go get -u github.com/makerdao/oracle-suite/cmd/gofer
.
Alternatively, you can build Gofer using Makefile
directly from the repository. This approach is recommended if you
wish to work on Gofer source.
git clone https://github.com/makerdao/oracle-suite.git
cd oracle-suite
make
To start working with Gofer, you have to define price models first. Price models are defined in a JSON file. By default,
the default config file location is gofer.json
in the current directory. You can change the config file location using
the --config
flag.
Simple price model for the BTC/USD
asset pair may look like this:
{
"gofer": {
"priceModels": {
"BTC/USD": {
"method": "median",
"sources": [
[
{
"origin": "bitstamp",
"pair": "BTC/USD",
"ttl": 60
}
]
],
"params": {
"minimumSuccessfulSources": 1
}
}
}
}
}
All price models must be defined under the priceModels
key as a map where a key is an asset pair name written
as XXX/YYY
, where XXX
is the base asset name and YYY
is the quote asset name. These symbols are case-insensitive. The /
as a separator is the only requirement here.
Price model for each asset pair consists of three keys: method
, sources
and params
:
-
sources
- contains a list of sources used to determine asset price. Each source must consist of one or more asset pairs. If multiple asset pairs are given, then the cross rate between them will be calculated. Each asset pair consists of two mandatory keys:origin
,pair
, and one optional:ttl
(which is set to60
by default).origin
- a name of a provider from which price will be obtained. Currently, following providers are supported:balancer
- Balancerbinance
- Binancebitfinex
- Bitfinexbitstamp
- Bitstampbithumb
- Bithumbbittrex
- Bittrexcoinbasepro
- CoinbaseProcryptocompare
- CryptoComparecoinmarketcap
- CoinMarketCapddex
- DDEXfolgory
- Folgoryftx
- FTXfx
- exchangeratesapi.io (fiat currencies)gateio
- Gateiogemini
- Geminihitbtc
- HitBTChuobi
- Huobikraken
- Krakenkucoin
- KuCoinkyber
- Kyberloopring
- Loopringokex
- OKExopenexchangerates
- OpenExchangeRatespoloniex
- Poloniexsushiswap
- Sushiswapuniswap
- Uniswap V2uniswapV2
- Uniswap V2uniswapV3
- Uniswap V3upbit
- Upbit.
- a special value (single dot) which refers to another price model in the config.
pair
- a name of a pair to be fetched from given origin.ttl
- a number of seconds after which the price should be updated. Additionally, if the price is older than the time defined by TTL by one minute, then the price will be considered outdated.
As stated earlier, multiple sources may be provided to calculate the cross rate between different assets. For example, to get
BTC/JPY
price, you may provide the following list of sources:[ {"origin": "bitstamp", "pair": "BTC/USD"}, {"origin": "fx", "pair": "USD/JPY"} ]
To correctly calculate the cross rate, all adjacent pairs in a list must have a common asset.
-
params
- usage depends on the value of themethod
field. -
method
- specifies the method used to calculate a single asset price from a given sources list. Currently, only themedian
method is supported:median
- calculates the median price from given sources. This method requires one parameter to be provided in theparams
field:minimumSuccessfulSources
- minimum number of successfully retrieved sources to consider calculated median price as reliable.
Some origins might require additional configuration parameters like an API Key
. In the current implementation, we
have openexchangerates
and coinmarketcap
. Both of these origins require an API Key
. To configure these origins we
have to provide origins
field in the configuration file.
Example:
{
"gofer": {
"origins": {
"openexchangerates": {
"type": "openexchangerates",
"params": {
"apiKey": "API_KEY"
}
}
}
}
}
type
- this key corresponds to the built-in origin setparams
- this object will map the params to the specific origin configuration (apiKey is one example)
Gofer is designed from the beginning to work with other programs,
like oracle-v2. For this reason, by default, a response is returned as
the NDJSON format. You can change the output format to plain
, json
, ndjson
, or trace
using the --format
flag:
plain
- simple, human-readable format with only basic information.json
- json array with list of results.ndjson
- same asjson
but instead of array, elements are returned in new lines.trace
- used to debug price models, prints a detailed graph with all possible information.
The price
command returns a price for one or more asset pairs. If no pairs are provided then prices for all asset
pairs defined in the config file will be returned. When at least one price fails to be retrieved correctly, then the
command returns a non-zero status code.
Return prices for given PAIRs.
Usage:
gofer prices [PAIR...] [flags]
Aliases:
prices, price
Flags:
-h, --help help for prices
Global Flags:
-c, --config string config file (default "./gofer.json")
-f, --format plain|trace|json|ndjson output format (default ndjson)
--log.format text|json log format
-v, --log.verbosity string verbosity level (default "info")
--norpc disable the use of RPC agent
JSON output for a single asset pair consists of the following fields:
type
- may beaggregator
ororigin
. Theaggregator
value means that a given price has been calculated based on other prices, theorigin
value is used when a price is returned directly from an origin.base
- the base asset name.quote
- the quote asset name.price
- the current asset price.bid
- the bid price, 0 if it is impossible to retrive or calculate bid price.ask
- the ask price, 0 if it is impossible to retrive or calculate ask price.vol24
- the volume from last 24 hours, 0 if it is impossible to retrieve or calculate volume.ts
- the date from which the price was retrieved.params
- the list of additional parameters, it always contains themethod
field for aggregators and theorigin
field for origins.error
- the optional error message, if this field is present, then price is not relaiable.price
- the list of prices used in calculation. For origins it's always empty.
Example JSON output for BTC/USD pair:
{
"type":"aggregator",
"base":"BTC",
"quote":"USD",
"price":45242.13,
"bid":45236.308,
"ask":45239.98,
"vol24h":0,
"ts":"2021-05-18T10:30:00Z",
"params":{
"method":"median",
"minimumSuccessfulSources":"3"
},
"prices":[
{
"type":"origin",
"base":"BTC",
"quote":"USD",
"price":45227.05,
"bid":45221.79,
"ask":45227.05,
"vol24h":8339.77051164,
"ts":"2021-05-18T10:31:16Z",
"params":{
"origin":"bitstamp"
}
},
{
"type":"origin",
"base":"BTC",
"quote":"USD",
"price":45242.13,
"bid":45236.308,
"ask":45240.468,
"vol24h":0,
"ts":"2021-05-18T10:31:18.687607Z",
"params":{
"origin":"bittrex"
}
}
]
}
Examples:
$ gofer price --format plain
BTC/USD 45291.110000
ETH/USD 3501.636879
$ gofer price BTC/USD --format trace
Price for BTC/USD:
───aggregator(method:median, minimumSuccessfulSources:3, pair:BTC/USD, price:45287.18, timestamp:2021-05-18T10:35:00Z)
├──origin(origin:bitstamp, pair:BTC/USD, price:45298.02, timestamp:2021-05-18T10:35:39Z)
├──origin(origin:bittrex, pair:BTC/USD, price:45287.18, timestamp:2021-05-18T10:35:43.335185Z)
├──origin(origin:coinbasepro, pair:BTC/USD, price:45282.53, timestamp:2021-05-18T10:35:43.285832Z)
├──origin(origin:gemini, pair:BTC/USD, price:45266.13, timestamp:2021-05-18T10:35:00Z)
└──origin(origin:kraken, pair:BTC/USD, price:45291.2, timestamp:2021-05-18T10:35:43.470442Z)
The pairs
command can be used to check if there are defined price models for given pairs and also to debug existing
price models. When the price model is missing, then the command returns a non-zero status code. If no pairs are provided
then all asset pairs defined in the config file will be returned. In combination with the --format=trace
flag, the
command will return price models for given pairs.
List all supported asset pairs.
Usage:
gofer pairs [PAIR...] [flags]
Aliases:
pairs, pair
Flags:
-h, --help help for pairs
Global Flags:
-c, --config string config file (default "./gofer.json")
-f, --format plain|trace|json|ndjson output format (default ndjson)
--log.format text|json log format
-v, --log.verbosity string verbosity level (default "info")
--norpc disable the use of RPC agent
Examples:
$ gofer pairs
"BTC/USD"
"ETH/USD"
$ gofer pairs --format plain
BTC/USD
ETH/USD
$ gofer pair BTC/USD --format trace
Graph for BTC/USD:
───median(pair:BTC/USD)
├──origin(origin:bitstamp, pair:BTC/USD)
├──origin(origin:bittrex, pair:BTC/USD)
├──origin(origin:coinbasepro, pair:BTC/USD)
├──origin(origin:gemini, pair:BTC/USD)
└──origin(origin:kraken, pair:BTC/USD)
The agent
command runs Gofer in the agent mode.
Excessive use of the gofer price
command may invoke many API calls to external services which can lead to
rate-limiting. To avoid this, the prices that were previously retrieved can be reused and updated only as often as is
defined in the ttl
parameters. To do this, Gofer needs to be run in agent mode.
At first, the agent mode has to be enabled in the configuration file by adding the following field:
{
"gofer": {
"rpc": {
"address": "127.0.0.1:8080"
}
}
}
The above address is used as the listen address for the internal RPC server and as a server address for a client. Next,
you have to launch the agent using the gofer agent
command.
From now, the gofer price
command will retrieve asset prices from the agent instead of retrieving them directly from
the origins. If you want to temporarily disable this behavior you have to use the --norpc
flag.
Gofer can also be used as a library. Below you can find a simple example:
package main
import (
"fmt"
"time"
"github.com/makerdao/oracle-suite/internal/query"
"github.com/makerdao/oracle-suite/pkg/gofer"
"github.com/makerdao/oracle-suite/pkg/gofer/graph"
"github.com/makerdao/oracle-suite/pkg/gofer/graph/feeder"
"github.com/makerdao/oracle-suite/pkg/gofer/graph/nodes"
"github.com/makerdao/oracle-suite/pkg/gofer/origins"
"github.com/makerdao/oracle-suite/pkg/log/null"
)
func main() {
// Price model model for the BTC/USD pair:
btcusd := gofer.Pair{Base: "BTC", Quote: "USD"}
bitfinexBTCUSD := nodes.OriginPair{Origin: "bitfinex", Pair: btcusd}
binanceBTCUSD := nodes.OriginPair{Origin: "binance", Pair: btcusd}
medianNode := nodes.NewMedianAggregatorNode(btcusd, 2)
medianNode.AddChild(nodes.NewOriginNode(bitfinexBTCUSD, time.Minute, 2*time.Minute))
medianNode.AddChild(nodes.NewOriginNode(binanceBTCUSD, time.Minute, 2*time.Minute))
m := map[gofer.Pair]nodes.Aggregator{btcusd: medianNode}
const defaultWorkerCount = 5
httpWorkerPool := query.NewHTTPWorkerPool(defaultWorkerCount)
// Feeder is used to fetch prices:
f := feeder.NewFeeder(origins.DefaultOriginSet(httpWorkerPool), null.New())
// Initialize gofer and ask for BTC/USD price:
g := graph.NewGofer(m, f)
p, err := g.Price(btcusd)
if err != nil {
panic(err)
}
fmt.Printf("%s: %f", btcusd, p.Price)
}
The full documentation for Gofer library can be found here: https://pkg.go.dev/github.com/makerdao/oracle-suite/pkg/gofer