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175 changes: 175 additions & 0 deletions src/__tests__/benchmark.test.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,175 @@
import { describe, it, expect, vi, beforeEach } from 'vitest'
import Fastify from 'fastify'

const { mockQuery, mockGetActivePairs } = vi.hoisted(() => ({
mockQuery: vi.fn(),
mockGetActivePairs: vi.fn(),
}))

vi.mock('../db', () => ({
pgPool: { query: mockQuery },
}))

vi.mock('../pairsRegistry', () => ({
getActivePairs: mockGetActivePairs,
}))

import { registerBenchmarkRoutes } from '../routes/benchmark'

async function buildApp() {
const app = Fastify({ logger: false })
await registerBenchmarkRoutes(app)
await app.ready()
return app
}

describe('GET /benchmark/:asset', () => {
beforeEach(() => {
vi.clearAllMocks()
})

it('returns 404 if the pair is not watched', async () => {
mockGetActivePairs.mockReturnValue([])
const app = await buildApp()
const res = await app.inject({
method: 'GET',
url: '/benchmark/USDC?target=USD',
})

expect(res.statusCode).toBe(404)
expect(res.json()).toEqual({ error: 'Pair USDC/USD not watched' })
})

it('calculates benchmark deviation correctly when asset is assetB in the pair (e.g. USD/USDC)', async () => {
mockGetActivePairs.mockReturnValue([
{
pairKey: 'USD/USDC',
assetA: { code: 'USD', issuer: 'GBBD47IF6LWK7P7MDEVSCWR7DPUWV3NY3DTQEVFL4NAT4AQH3ZLLFLA5' },
assetB: { code: 'USDC', issuer: 'GBBD47IF6LWK7P7MDEVSCWR7DPUWV3NY3DTQEVFL4NAT4AQH3ZLLFLA5' },
},
])

mockQuery.mockResolvedValue({
rows: [
{
latest_price: '1.0002',
max_price: '1.0005',
min_price: '0.9997',
avg_price: '1.0001',
max_abs_deviation_bps: '5.0',
max_deviation_bps: '2.0',
min_deviation_bps: '-3.0',
sample_count: '100',
},
],
})

const app = await buildApp()
const res = await app.inject({
method: 'GET',
url: '/benchmark/USDC?target=USD',
})

expect(res.statusCode).toBe(200)
const data = res.json()
expect(data.asset).toBe('USDC')
expect(data.target).toBe('USD')
expect(data.pairKey).toBe('USD/USDC')
expect(data.currentPrice).toBe(1.0002)
expect(data.currentDeviationBp).toBeCloseTo(2)
expect(data.rolling24h).toEqual({
maxDeviationBp: 2,
minDeviationBp: -3,
maxAbsoluteDeviationBp: 5,
averageDeviationBp: CloseTo(1),
sampleCount: 100,
})

function CloseTo(val: number) {
return {
asymmetricMatch: (actual: any) => Math.abs(actual - val) < 0.0001,
}
}
})

it('calculates benchmark deviation correctly when asset is assetA in the pair (e.g. USDC/XLM)', async () => {
mockGetActivePairs.mockReturnValue([
{
pairKey: 'USDC/XLM',
assetA: { code: 'USDC', issuer: 'GBBD47IF6LWK7P7MDEVSCWR7DPUWV3NY3DTQEVFL4NAT4AQH3ZLLFLA5' },
assetB: { code: 'XLM', issuer: null },
},
])

mockQuery.mockResolvedValue({
rows: [
{
latest_price: '1.0002',
max_price: '1.0005',
min_price: '0.9997',
avg_price: '1.0001',
max_abs_deviation_bps: '5.0',
max_deviation_bps: '2.0',
min_deviation_bps: '-3.0',
sample_count: '100',
},
],
})

const app = await buildApp()
const res = await app.inject({
method: 'GET',
url: '/benchmark/USDC?target=XLM',
})

expect(res.statusCode).toBe(200)
const data = res.json()
expect(data.asset).toBe('USDC')
expect(data.target).toBe('XLM')
expect(data.pairKey).toBe('USDC/XLM')
expect(data.currentPrice).toBe(1.0002)
})

it('handles watched pairs with no price data gracefully', async () => {
mockGetActivePairs.mockReturnValue([
{
pairKey: 'USD/USDC',
assetA: { code: 'USD', issuer: 'GBBD47IF6LWK7P7MDEVSCWR7DPUWV3NY3DTQEVFL4NAT4AQH3ZLLFLA5' },
assetB: { code: 'USDC', issuer: 'GBBD47IF6LWK7P7MDEVSCWR7DPUWV3NY3DTQEVFL4NAT4AQH3ZLLFLA5' },
},
])

mockQuery.mockResolvedValue({
rows: [
{
latest_price: null,
max_price: null,
min_price: null,
avg_price: null,
max_abs_deviation_bps: null,
max_deviation_bps: null,
min_deviation_bps: null,
sample_count: '0',
},
],
})

const app = await buildApp()
const res = await app.inject({
method: 'GET',
url: '/benchmark/USDC?target=USD',
})

expect(res.statusCode).toBe(200)
const data = res.json()
expect(data.currentPrice).toBeNull()
expect(data.currentDeviationBp).toBeNull()
expect(data.rolling24h).toEqual({
maxDeviationBp: null,
minDeviationBp: null,
maxAbsoluteDeviationBp: null,
averageDeviationBp: null,
sampleCount: 0,
})
})
})
32 changes: 32 additions & 0 deletions src/api/schemas.ts
Original file line number Diff line number Diff line change
Expand Up @@ -216,6 +216,38 @@ export const depthResponseSchema = {
},
} as const

/** GET /benchmark/:asset */
export const benchmarkResponseSchema = {
type: 'object',
required: ['asset', 'target', 'pairKey', 'currentPrice', 'currentDeviationBp', 'rolling24h'],
additionalProperties: false,
properties: {
asset: { type: 'string' },
target: { type: 'string' },
pairKey: { type: 'string' },
currentPrice: { type: ['number', 'null'] },
currentDeviationBp: { type: ['number', 'null'] },
rolling24h: {
type: 'object',
required: [
'maxDeviationBp',
'minDeviationBp',
'maxAbsoluteDeviationBp',
'averageDeviationBp',
'sampleCount',
],
additionalProperties: false,
properties: {
maxDeviationBp: { type: ['number', 'null'] },
minDeviationBp: { type: ['number', 'null'] },
maxAbsoluteDeviationBp: { type: ['number', 'null'] },
averageDeviationBp: { type: ['number', 'null'] },
sampleCount: { type: 'integer' },
},
},
},
} as const

/**
* Install response-shape validation on a Fastify instance.
*
Expand Down
10 changes: 6 additions & 4 deletions src/index.ts
Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@ import { registerAdminRoutes } from './api/admin'
import { registerUsageRoutes } from './api/usage'
import { registerPriceRoutes } from './routes/price'
import { registerVolumeRoutes } from './routes/volumes'
import { registerBenchmarkRoutes } from './routes/benchmark'
import { registerOracleRoutes } from './routes/oracle'
import { fanOutManager } from './ws/fanout'

Expand Down Expand Up @@ -104,10 +105,10 @@ async function main() {

// Admin endpoints (key issuance/revocation) — gated by ADMIN_TOKEN. Marked
// `config.public` so the API-key auth hook skips them.
await registerAdminRoutes(app)
await registerUsageRoutes(app)
await registerAdminRoutes(app)
await registerUsageRoutes(app)

await app.register(registerX402)
await app.register(registerX402)
await registerRESTRoutes(app)
await registerWebhookRoutes(app)
await registerCandleRoutes(app)
Expand All @@ -116,6 +117,7 @@ async function main() {
await registerHistoryRoutes(app)
await registerPriceRoutes(app)
await registerVolumeRoutes(app)
await registerBenchmarkRoutes(app)
await registerOracleRoutes(app)
await registerGraphQL(app)
await registerWebSocket(app)
Expand Down Expand Up @@ -180,4 +182,4 @@ async function main() {
main().catch(err => {
console.error('[lens] Fatal startup error:', err)
process.exit(1)
})
})
88 changes: 88 additions & 0 deletions src/routes/benchmark.ts
Original file line number Diff line number Diff line change
@@ -0,0 +1,88 @@
import type { FastifyInstance } from 'fastify'
import { pgPool } from '../db'
import { getActivePairs } from '../pairsRegistry'
import { benchmarkResponseSchema } from '../api/schemas'

function findPair(assetCode: string, targetCode: string) {
const normalize = (c: string) => c.toLowerCase() === 'native' ? 'XLM' : c.split(':')[0].toUpperCase()
const normAsset = normalize(assetCode)
const normTarget = normalize(targetCode)
return getActivePairs().find(p => {
const pA = p.assetA.code.toUpperCase()
const pB = p.assetB.code.toUpperCase()
return (normAsset === pA && normTarget === pB) || (normAsset === pB && normTarget === pA)
})
}

export async function registerBenchmarkRoutes(app: FastifyInstance) {
app.get<{
Params: { asset: string }
Querystring: { target?: string }
}>(
'/benchmark/:asset',
{ schema: { response: { 200: benchmarkResponseSchema } } },
async (req, reply) => {
const { asset } = req.params
const target = req.query.target ?? 'USD'

const normalize = (c: string) => c.toLowerCase() === 'native' ? 'XLM' : c.split(':')[0].toUpperCase()
const normAsset = normalize(asset)
const normTarget = normalize(target)

const pair = findPair(asset, target)
if (!pair) {
return reply.status(404).send({ error: `Pair ${asset}/${target} not watched` })
}

const isAssetA = pair.assetA.code.toUpperCase() === normAsset
const priceExpr = isAssetA ? 'price::numeric' : '1.0 / NULLIF(price::numeric, 0)'

// Query latest price (overall) and rolling 24h stats
const query = `
SELECT
(SELECT ${priceExpr} FROM price_points WHERE pair_key = $1 ORDER BY timestamp DESC LIMIT 1) AS latest_price,
MAX(${priceExpr}) AS max_price,
MIN(${priceExpr}) AS min_price,
AVG(${priceExpr}) AS avg_price,
MAX(ABS(${priceExpr} - 1.0)) * 10000 AS max_abs_deviation_bps,
MAX(${priceExpr} - 1.0) * 10000 AS max_deviation_bps,
MIN(${priceExpr} - 1.0) * 10000 AS min_deviation_bps,
COUNT(*) AS sample_count
FROM price_points
WHERE pair_key = $1
AND timestamp > NOW() - INTERVAL '24 hours'
`

try {
const result = await pgPool.query(query, [pair.pairKey])
const row = result.rows[0]

const latestPriceRaw = row?.latest_price
const latestPrice = latestPriceRaw !== null && latestPriceRaw !== undefined ? parseFloat(latestPriceRaw) : null
const currentDeviationBp = latestPrice !== null ? (latestPrice - 1.0) * 10000 : null

const sampleCount = row?.sample_count ? parseInt(row.sample_count, 10) : 0

const hasStats = sampleCount > 0
const rolling24h = {
maxDeviationBp: hasStats && row?.max_deviation_bps !== null ? parseFloat(row.max_deviation_bps) : null,
minDeviationBp: hasStats && row?.min_deviation_bps !== null ? parseFloat(row.min_deviation_bps) : null,
maxAbsoluteDeviationBp: hasStats && row?.max_abs_deviation_bps !== null ? parseFloat(row.max_abs_deviation_bps) : null,
averageDeviationBp: hasStats && row?.avg_price !== null ? (parseFloat(row.avg_price) - 1.0) * 10000 : null,
sampleCount,
}

return {
asset: pair.assetA.code.toUpperCase() === normAsset ? pair.assetA.code : pair.assetB.code,
target: pair.assetA.code.toUpperCase() === normTarget ? pair.assetA.code : pair.assetB.code,
pairKey: pair.pairKey,
currentPrice: latestPrice,
currentDeviationBp,
rolling24h,
}
} catch (err) {
return reply.status(500).send({ error: `Benchmark computation failed: ${(err as Error).message}` })
}
}
)
}