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Chainlink Outlier Detection composite adapter

The outlier detection composite adapter will determine if a median value from a set of source data providers is an outlier value compared to either the median value from a set of data providers, or the current on-chain value. If the deviation between these values is greater than the thresholds defined, the adapter returns the current on-chain value. If all checks passes, the adapter returns the median from the source data providers.

Configuration

The adapter takes the following environment variables:

  1. A data source adapter (requires at least 1)
Required? Name Description Options Defaults to
[source]_ADAPTER_URL The adapter URL to query for any [source]
  1. A check adapter (requires at least 1)

The adapter takes the following environment variables:

Required? Name Description Options Defaults to
[check]_ADAPTER_URL The adapter URL to query for any [check]

  1. An RPC URL to read the on-chain reference data value. Required by runlog requests.

    Required? Name Description Options Defaults to
    [NETWORK]_RPC_URL (e.g. ETHEREUM_RPC_URL)

Running

See the Composite Adapter README for more information on how to get started.

Input Params

Required? Name Description Options Defaults to
✅ referenceContract, contract The smart contract to read the reference data value from
✅ multiply The amount to multiply the referenced value by
✅ source The source external adapter to use. Multiple sources can be through a , delimiter. (e.g. xbto,dxfeed) xbto, genesisvolatility, dxfeed
✅ asset The ticker to query the data source for
network The blockchain network to use. 'ETHEREUM'
check The check external adapter to use. Multiple checks can be through a , delimiter. (e.g. deribit,dxfeed). Required if check_threshold is used deribit, oilpriceapi, dxfeed
check_threshold Set a percentage deviation threshold against the check data sources. 0 (off)
onchain_threshold Set a percentage deviation threshold against the on-chain value. 0 (off)

Sample Input

WTI Outlier detection

{
  "id": "1",
  "data": {
    "source": "xbto",
    "check": "oilpriceapi",
    "check_threshold": 10
  }
}

IV Outlier detection

{
  "id": "1",
  "data": {
    "source": "genesisvolatility",
    "check": "deribit",
    "check_threshold": 30,
    "onchain_threshold": 50
  }
}

Sample Output

{
  "jobRunID": "1",
  "data": {
    "content": [
      {
        "indexId": "551cdbbe-2a97-4af8-b6bc-3254210ed021",
        "indexType": "GWA",
        "open": 1.9248204798140678,
        "high": 2.5557035027423054,
        "low": 1.891225386234147,
        "close": 2.4208656452222885,
        "volume": 665942.7213355688,
        "vwap": 2.12777657752828,
        "twap": 2.07318626293901,
        "startTimestamp": "2020-07-08T00:00:00Z",
        "endTimestamp": "2020-07-08T23:59:59.999Z",
        "timestamp": "2020-07-08T00:00:00Z",
        "id": "637e68c3-681f-49c2-a69f-c239c14e1d18"
      }
    ],
    "nextId": "637e68c3-681f-49c2-a69f-c239c14e1d18",
    "result": 2.12777657752828
  },
  "result": 2.12777657752828,
  "statusCode": 200
}