redstone-finance / redstone-api

An api to access trusted token pricing data secured on Arweave and protected by provider's collateral.
51 stars 37 forks source link

Analyze price deviation of the avalanche-prod data service (for Jeremi) #6

Open hatskier opened 2 years ago

hatskier commented 2 years ago

We would like to analyze price deviation of some assets delivered by RedStone HTTP Api. This information is extremely important for RedStone oracles to evaluate risks and prevent price manipulation attacks.

Assets

The full list of assets to analyze is below:

HTTP Api

Here is the link to the RedStone HTTP Api documentation: https://api.docs.redstone.finance/http-api/prices You can use the redstone-avalanche-prod-1 provider.

Time intervals and time range

We would like to analyze historical price of each asset on the max available range (up to 1 year), breaking it on the following time intervals:

Expected result

We would like to get the chart with the historical deviations for each of the assets (and for each interval). We would also like to calcualte max deviation (in percents) for each of the assets (and for each interval).

You can work on your own repository and you can use any tools and languages. In case of any questions please feel free to email me at alex@redstone.finance, I'll be happy to help.

ef3n9r98 commented 1 year ago

Hi @hatskier, I know some devs who'd be interested in working on this. Is there a budget for fixing this issue, and if so, how much?

I'd put this issue up on OpenQ.

Thanks!

sem22-dev commented 11 months ago

Regarding the calculation of max deviation, are there any specific considerations for outlier detection or data cleaning that we should take into account? This could potentially impact the accuracy of the deviation calculations.