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@@ -12,12 +12,7 @@ use std::io::Read;
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use std::iter::Iterator;
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use std::mem;
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-use pyth_sdk_solana::state::{
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- CorpAction,
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- PriceStatus,
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- PriceType,
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- Rational,
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-};
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+use pyth_sdk_solana::state::PriceStatus;
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#[cfg(feature = "solana")]
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use solitaire::{
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@@ -38,7 +33,15 @@ pub type ErrBox = Box<dyn std::error::Error>;
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pub const P2W_MAGIC: &'static [u8] = b"P2WH";
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/// Format version used and understood by this codebase
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-pub const P2W_FORMAT_VERSION: u16 = 2;
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+pub const P2W_FORMAT_VER_MAJOR: u16 = 3;
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+
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+/// Starting with v3, format introduces a minor version to mark forward-compatible iterations
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+pub const P2W_FORMAT_VER_MINOR: u16 = 0;
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+
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+/// Starting with v3, format introduces append-only
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+/// forward-compatibility to the header. This is the current number of
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+/// bytes after the hdr_size field.
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+pub const P2W_FORMAT_HDR_SIZE: u16 = 1;
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pub const PUBKEY_LEN: usize = 32;
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@@ -62,27 +65,21 @@ pub enum PayloadId {
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/// chain logic.
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#[derive(Clone, Default, Debug, Eq, PartialEq, serde::Serialize, serde::Deserialize)]
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pub struct PriceAttestation {
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- pub product_id: Pubkey,
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- pub price_id: Pubkey,
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- pub price_type: PriceType,
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- pub price: i64,
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- pub expo: i32,
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- pub ema_price: Rational,
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- pub ema_conf: Rational,
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- pub confidence_interval: u64,
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- pub status: PriceStatus,
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- pub corp_act: CorpAction,
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- // TODO(2022-04-07) format v3: Rename this aptly named timestamp
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- // field to attestation_time (it's a grey area in terms of
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- // compatibility and v3 is due very soon either way)
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- /// NOTE: SOL on-chain time of attestation
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- pub timestamp: UnixTimestamp,
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- pub num_publishers: u32,
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- pub max_num_publishers: u32,
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- pub publish_time: UnixTimestamp,
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- pub prev_publish_time: UnixTimestamp,
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- pub prev_price: i64,
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- pub prev_conf: u64,
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+ pub product_id: Pubkey,
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+ pub price_id: Pubkey,
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+ pub price: i64,
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+ pub conf: u64,
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+ pub expo: i32,
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+ pub ema_price: i64,
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+ pub ema_conf: u64,
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+ pub status: PriceStatus,
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+ pub num_publishers: u32,
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+ pub max_num_publishers: u32,
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+ pub attestation_time: UnixTimestamp,
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+ pub publish_time: UnixTimestamp,
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+ pub prev_publish_time: UnixTimestamp,
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+ pub prev_price: i64,
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+ pub prev_conf: u64,
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}
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#[derive(Clone, Default, Debug, Eq, PartialEq, serde::Serialize, serde::Deserialize)]
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@@ -98,8 +95,14 @@ impl BatchPriceAttestation {
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// magic
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let mut buf = P2W_MAGIC.to_vec();
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- // version
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- buf.extend_from_slice(&P2W_FORMAT_VERSION.to_be_bytes()[..]);
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+ // version_major
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+ buf.extend_from_slice(&P2W_FORMAT_VER_MAJOR.to_be_bytes()[..]);
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+
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+ // version_minor
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+ buf.extend_from_slice(&P2W_FORMAT_VER_MINOR.to_be_bytes()[..]);
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+
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+ // hdr_size
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+ buf.extend_from_slice(&P2W_FORMAT_HDR_SIZE.to_be_bytes()[..]);
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// payload_id
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buf.push(PayloadId::PriceBatchAttestation as u8);
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@@ -154,20 +157,46 @@ impl BatchPriceAttestation {
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.into());
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}
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- let mut version_vec = vec![0u8; mem::size_of_val(&P2W_FORMAT_VERSION)];
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- bytes.read_exact(version_vec.as_mut_slice())?;
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- let version = u16::from_be_bytes(version_vec.as_slice().try_into()?);
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+ let mut version_major_vec = vec![0u8; mem::size_of_val(&P2W_FORMAT_VER_MAJOR)];
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+ bytes.read_exact(version_major_vec.as_mut_slice())?;
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+ let version_major = u16::from_be_bytes(version_major_vec.as_slice().try_into()?);
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+
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+ // Major must match exactly
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+ if version_major != P2W_FORMAT_VER_MAJOR {
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+ return Err(format!(
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+ "Unsupported format version_major {}, expected {}",
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+ version_major, P2W_FORMAT_VER_MAJOR
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+ )
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+ .into());
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+ }
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+
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+ let mut version_minor_vec = vec![0u8; mem::size_of_val(&P2W_FORMAT_VER_MINOR)];
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+ bytes.read_exact(version_minor_vec.as_mut_slice())?;
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+ let version_minor = u16::from_be_bytes(version_minor_vec.as_slice().try_into()?);
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- if version != P2W_FORMAT_VERSION {
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+ // Only older minors are not okay for this codebase
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+ if version_minor < P2W_FORMAT_VER_MINOR {
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return Err(format!(
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- "Unsupported format version {}, expected {}",
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- version, P2W_FORMAT_VERSION
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+ "Unsupported format version_minor {}, expected {} or more",
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+ version_minor, P2W_FORMAT_VER_MINOR
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)
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.into());
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}
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+ // Read header size value
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+ let mut hdr_size_vec = vec![0u8; mem::size_of_val(&P2W_FORMAT_HDR_SIZE)];
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+ bytes.read_exact(hdr_size_vec.as_mut_slice())?;
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+ let hdr_size = u16::from_be_bytes(hdr_size_vec.as_slice().try_into()?);
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+
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+ // Consume the declared number of remaining header
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+ // bytes. Remaining header fields must be read from hdr_buf
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+ let mut hdr_buf = vec![0u8; hdr_size as usize];
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+ bytes.read_exact(hdr_buf.as_mut_slice())?;
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+
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let mut payload_id_vec = vec![0u8; mem::size_of::<PayloadId>()];
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- bytes.read_exact(payload_id_vec.as_mut_slice())?;
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+ hdr_buf
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+ .as_slice()
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+ .read_exact(payload_id_vec.as_mut_slice())?;
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if payload_id_vec[0] != PayloadId::PriceBatchAttestation as u8 {
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return Err(format!(
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@@ -178,6 +207,7 @@ impl BatchPriceAttestation {
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.into());
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}
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+ // Header consumed, continue with remaining fields
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let mut batch_len_vec = vec![0u8; 2];
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bytes.read_exact(batch_len_vec.as_mut_slice())?;
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let batch_len = u16::from_be_bytes(batch_len_vec.as_slice().try_into()?);
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@@ -192,8 +222,6 @@ impl BatchPriceAttestation {
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let mut attestation_buf = vec![0u8; attestation_size as usize];
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bytes.read_exact(attestation_buf.as_mut_slice())?;
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- dbg!(&attestation_buf.len());
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-
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match PriceAttestation::deserialize(attestation_buf.as_slice()) {
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Ok(attestation) => ret.push(attestation),
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Err(e) => {
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@@ -208,35 +236,6 @@ impl BatchPriceAttestation {
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}
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}
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-pub fn serialize_rational(rational: &Rational) -> Vec<u8> {
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- let mut v = vec![];
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- // val
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- v.extend(&rational.val.to_be_bytes()[..]);
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-
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- // numer
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- v.extend(&rational.numer.to_be_bytes()[..]);
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-
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- // denom
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- v.extend(&rational.denom.to_be_bytes()[..]);
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-
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- v
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-}
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-
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-pub fn deserialize_rational(mut bytes: impl Read) -> Result<Rational, ErrBox> {
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- let mut val_vec = vec![0u8; mem::size_of::<i64>()];
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- bytes.read_exact(val_vec.as_mut_slice())?;
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- let val = i64::from_be_bytes(val_vec.as_slice().try_into()?);
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-
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- let mut numer_vec = vec![0u8; mem::size_of::<i64>()];
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- bytes.read_exact(numer_vec.as_mut_slice())?;
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- let numer = i64::from_be_bytes(numer_vec.as_slice().try_into()?);
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-
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- let mut denom_vec = vec![0u8; mem::size_of::<i64>()];
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- bytes.read_exact(denom_vec.as_mut_slice())?;
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- let denom = i64::from_be_bytes(denom_vec.as_slice().try_into()?);
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-
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- Ok(Rational { val, numer, denom })
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-}
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// On-chain data types
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@@ -251,21 +250,19 @@ impl PriceAttestation {
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Ok(PriceAttestation {
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product_id: Pubkey::new(&price.prod.val[..]),
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price_id,
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- price_type: price.ptype,
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price: price.agg.price,
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- ema_price: price.ema_price,
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- ema_conf: price.ema_conf,
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+ conf: price.agg.conf,
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expo: price.expo,
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- confidence_interval: price.agg.conf,
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+ ema_price: price.ema_price.val,
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+ ema_conf: price.ema_conf.val as u64,
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status: price.agg.status,
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- corp_act: price.agg.corp_act,
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- timestamp: attestation_time,
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num_publishers: price.num_qt,
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max_num_publishers: price.num,
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- publish_time: price.timestamp,
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- prev_publish_time: price.prev_timestamp,
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- prev_price: price.prev_price,
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- prev_conf: price.prev_conf,
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+ attestation_time,
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+ publish_time: price.timestamp,
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+ prev_publish_time: price.prev_timestamp,
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+ prev_price: price.prev_price,
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+ prev_conf: price.prev_conf,
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})
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}
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@@ -276,31 +273,22 @@ impl PriceAttestation {
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let PriceAttestation {
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product_id,
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price_id,
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- price_type,
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price,
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+ conf,
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expo,
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ema_price,
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ema_conf,
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- confidence_interval,
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status,
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- corp_act,
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- timestamp,
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num_publishers,
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max_num_publishers,
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- publish_time,
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- prev_publish_time,
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- prev_price,
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- prev_conf
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+ attestation_time,
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+ publish_time,
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+ prev_publish_time,
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+ prev_price,
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+ prev_conf,
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} = self;
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- // magic
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- let mut buf = P2W_MAGIC.to_vec();
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-
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- // version
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- buf.extend_from_slice(&P2W_FORMAT_VERSION.to_be_bytes()[..]);
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-
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- // payload_id
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- buf.push(PayloadId::PriceAttestation as u8);
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+ let mut buf = Vec::new();
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// product_id
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buf.extend_from_slice(&product_id.to_bytes()[..]);
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@@ -308,90 +296,48 @@ impl PriceAttestation {
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// price_id
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buf.extend_from_slice(&price_id.to_bytes()[..]);
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- // price_type
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- buf.push(price_type.clone() as u8);
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-
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// price
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buf.extend_from_slice(&price.to_be_bytes()[..]);
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- // exponent
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+ // conf
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+ buf.extend_from_slice(&conf.to_be_bytes()[..]);
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+
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+ // expo
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buf.extend_from_slice(&expo.to_be_bytes()[..]);
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// ema_price
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- buf.append(&mut serialize_rational(&ema_price));
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+ buf.extend_from_slice(&ema_price.to_be_bytes()[..]);
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// ema_conf
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- buf.append(&mut serialize_rational(&ema_conf));
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-
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- // confidence_interval
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- buf.extend_from_slice(&confidence_interval.to_be_bytes()[..]);
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+ buf.extend_from_slice(&ema_conf.to_be_bytes()[..]);
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// status
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buf.push(status.clone() as u8);
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- // corp_act
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- buf.push(corp_act.clone() as u8);
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-
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- // timestamp
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- buf.extend_from_slice(×tamp.to_be_bytes()[..]);
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-
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// num_publishers
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buf.extend_from_slice(&num_publishers.to_be_bytes()[..]);
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// max_num_publishers
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buf.extend_from_slice(&max_num_publishers.to_be_bytes()[..]);
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- // publish_time
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+ // attestation_time
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+ buf.extend_from_slice(&attestation_time.to_be_bytes()[..]);
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+
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+ // publish_time
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buf.extend_from_slice(&publish_time.to_be_bytes()[..]);
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- // prev_publish_time
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+ // prev_publish_time
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buf.extend_from_slice(&prev_publish_time.to_be_bytes()[..]);
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// prev_price
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buf.extend_from_slice(&prev_price.to_be_bytes()[..]);
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- // prev_conf
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+ // prev_conf
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buf.extend_from_slice(&prev_conf.to_be_bytes()[..]);
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buf
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}
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pub fn deserialize(mut bytes: impl Read) -> Result<Self, ErrBox> {
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- let mut magic_vec = vec![0u8; P2W_MAGIC.len()];
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-
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- bytes.read_exact(magic_vec.as_mut_slice())?;
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-
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- if magic_vec.as_slice() != P2W_MAGIC {
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- return Err(format!(
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- "Invalid magic {:02X?}, expected {:02X?}",
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- magic_vec, P2W_MAGIC,
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- )
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- .into());
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- }
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-
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- let mut version_vec = vec![0u8; mem::size_of_val(&P2W_FORMAT_VERSION)];
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- bytes.read_exact(version_vec.as_mut_slice())?;
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- let version = u16::from_be_bytes(version_vec.as_slice().try_into()?);
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-
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- if version != P2W_FORMAT_VERSION {
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- return Err(format!(
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- "Unsupported format version {}, expected {}",
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- version, P2W_FORMAT_VERSION
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- )
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- .into());
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- }
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-
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- let mut payload_id_vec = vec![0u8; mem::size_of::<PayloadId>()];
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- bytes.read_exact(payload_id_vec.as_mut_slice())?;
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-
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- if PayloadId::PriceAttestation as u8 != payload_id_vec[0] {
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- return Err(format!(
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- "Invalid Payload ID {}, expected {}",
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- payload_id_vec[0],
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- PayloadId::PriceAttestation as u8,
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- )
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- .into());
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- }
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-
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let mut product_id_vec = vec![0u8; PUBKEY_LEN];
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bytes.read_exact(product_id_vec.as_mut_slice())?;
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let product_id = Pubkey::new(product_id_vec.as_slice());
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@@ -400,32 +346,25 @@ impl PriceAttestation {
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bytes.read_exact(price_id_vec.as_mut_slice())?;
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let price_id = Pubkey::new(price_id_vec.as_slice());
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- let mut price_type_vec = vec![0u8];
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- bytes.read_exact(price_type_vec.as_mut_slice())?;
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- let price_type = match price_type_vec[0] {
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- a if a == PriceType::Price as u8 => PriceType::Price,
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- a if a == PriceType::Unknown as u8 => PriceType::Unknown,
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- other => {
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- return Err(format!("Invalid price_type value {}", other).into());
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- }
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- };
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-
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let mut price_vec = vec![0u8; mem::size_of::<i64>()];
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bytes.read_exact(price_vec.as_mut_slice())?;
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let price = i64::from_be_bytes(price_vec.as_slice().try_into()?);
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+ let mut conf_vec = vec![0u8; mem::size_of::<u64>()];
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+ bytes.read_exact(conf_vec.as_mut_slice())?;
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+ let conf = u64::from_be_bytes(conf_vec.as_slice().try_into()?);
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+
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let mut expo_vec = vec![0u8; mem::size_of::<i32>()];
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bytes.read_exact(expo_vec.as_mut_slice())?;
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let expo = i32::from_be_bytes(expo_vec.as_slice().try_into()?);
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|
|
|
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- let ema_price = deserialize_rational(&mut bytes)?;
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- let ema_conf = deserialize_rational(&mut bytes)?;
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+ let mut ema_price_vec = vec![0u8; mem::size_of::<i64>()];
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+ bytes.read_exact(ema_price_vec.as_mut_slice())?;
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+ let ema_price = i64::from_be_bytes(ema_price_vec.as_slice().try_into()?);
|
|
|
|
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- println!("twac OK");
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- let mut confidence_interval_vec = vec![0u8; mem::size_of::<u64>()];
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- bytes.read_exact(confidence_interval_vec.as_mut_slice())?;
|
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- let confidence_interval =
|
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- u64::from_be_bytes(confidence_interval_vec.as_slice().try_into()?);
|
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+ let mut ema_conf_vec = vec![0u8; mem::size_of::<u64>()];
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+ bytes.read_exact(ema_conf_vec.as_mut_slice())?;
|
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+ let ema_conf = u64::from_be_bytes(ema_conf_vec.as_slice().try_into()?);
|
|
|
|
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|
let mut status_vec = vec![0u8];
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bytes.read_exact(status_vec.as_mut_slice())?;
|
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@@ -439,19 +378,6 @@ impl PriceAttestation {
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}
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};
|
|
|
|
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- let mut corp_act_vec = vec![0u8];
|
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|
- bytes.read_exact(corp_act_vec.as_mut_slice())?;
|
|
|
- let corp_act = match corp_act_vec[0] {
|
|
|
- a if a == CorpAction::NoCorpAct as u8 => CorpAction::NoCorpAct,
|
|
|
- other => {
|
|
|
- return Err(format!("Invalid corp_act value {}", other).into());
|
|
|
- }
|
|
|
- };
|
|
|
-
|
|
|
- let mut timestamp_vec = vec![0u8; mem::size_of::<UnixTimestamp>()];
|
|
|
- bytes.read_exact(timestamp_vec.as_mut_slice())?;
|
|
|
- let timestamp = UnixTimestamp::from_be_bytes(timestamp_vec.as_slice().try_into()?);
|
|
|
-
|
|
|
let mut num_publishers_vec = vec![0u8; mem::size_of::<u32>()];
|
|
|
bytes.read_exact(num_publishers_vec.as_mut_slice())?;
|
|
|
let num_publishers = u32::from_be_bytes(num_publishers_vec.as_slice().try_into()?);
|
|
|
@@ -460,13 +386,19 @@ impl PriceAttestation {
|
|
|
bytes.read_exact(max_num_publishers_vec.as_mut_slice())?;
|
|
|
let max_num_publishers = u32::from_be_bytes(max_num_publishers_vec.as_slice().try_into()?);
|
|
|
|
|
|
+ let mut attestation_time_vec = vec![0u8; mem::size_of::<UnixTimestamp>()];
|
|
|
+ bytes.read_exact(attestation_time_vec.as_mut_slice())?;
|
|
|
+ let attestation_time =
|
|
|
+ UnixTimestamp::from_be_bytes(attestation_time_vec.as_slice().try_into()?);
|
|
|
+
|
|
|
let mut publish_time_vec = vec![0u8; mem::size_of::<UnixTimestamp>()];
|
|
|
bytes.read_exact(publish_time_vec.as_mut_slice())?;
|
|
|
let publish_time = UnixTimestamp::from_be_bytes(publish_time_vec.as_slice().try_into()?);
|
|
|
|
|
|
let mut prev_publish_time_vec = vec![0u8; mem::size_of::<UnixTimestamp>()];
|
|
|
bytes.read_exact(prev_publish_time_vec.as_mut_slice())?;
|
|
|
- let prev_publish_time = UnixTimestamp::from_be_bytes(prev_publish_time_vec.as_slice().try_into()?);
|
|
|
+ let prev_publish_time =
|
|
|
+ UnixTimestamp::from_be_bytes(prev_publish_time_vec.as_slice().try_into()?);
|
|
|
|
|
|
let mut prev_price_vec = vec![0u8; mem::size_of::<i64>()];
|
|
|
bytes.read_exact(prev_price_vec.as_mut_slice())?;
|
|
|
@@ -479,21 +411,19 @@ impl PriceAttestation {
|
|
|
Ok(Self {
|
|
|
product_id,
|
|
|
price_id,
|
|
|
- price_type,
|
|
|
price,
|
|
|
+ conf,
|
|
|
expo,
|
|
|
ema_price,
|
|
|
ema_conf,
|
|
|
- confidence_interval,
|
|
|
status,
|
|
|
- corp_act,
|
|
|
- timestamp,
|
|
|
num_publishers,
|
|
|
max_num_publishers,
|
|
|
- publish_time,
|
|
|
- prev_publish_time,
|
|
|
- prev_price,
|
|
|
- prev_conf,
|
|
|
+ attestation_time,
|
|
|
+ publish_time,
|
|
|
+ prev_publish_time,
|
|
|
+ prev_price,
|
|
|
+ prev_conf,
|
|
|
})
|
|
|
}
|
|
|
}
|
|
|
@@ -504,41 +434,27 @@ impl PriceAttestation {
|
|
|
#[cfg(test)]
|
|
|
mod tests {
|
|
|
use super::*;
|
|
|
- use pyth_sdk_solana::state::{
|
|
|
- PriceStatus,
|
|
|
- PriceType,
|
|
|
- Rational,
|
|
|
- };
|
|
|
+ use pyth_sdk_solana::state::PriceStatus;
|
|
|
|
|
|
fn mock_attestation(prod: Option<[u8; 32]>, price: Option<[u8; 32]>) -> PriceAttestation {
|
|
|
let product_id_bytes = prod.unwrap_or([21u8; 32]);
|
|
|
let price_id_bytes = price.unwrap_or([222u8; 32]);
|
|
|
PriceAttestation {
|
|
|
- product_id: Pubkey::new_from_array(product_id_bytes),
|
|
|
- price_id: Pubkey::new_from_array(price_id_bytes),
|
|
|
- price: 0x2bad2feed7,
|
|
|
- price_type: PriceType::Price,
|
|
|
- ema_price: Rational {
|
|
|
- val: -42,
|
|
|
- numer: 15,
|
|
|
- denom: 37,
|
|
|
- },
|
|
|
- ema_conf: Rational {
|
|
|
- val: 42,
|
|
|
- numer: 1111,
|
|
|
- denom: 2222,
|
|
|
- },
|
|
|
- expo: -3,
|
|
|
- status: PriceStatus::Trading,
|
|
|
- confidence_interval: 101,
|
|
|
- corp_act: CorpAction::NoCorpAct,
|
|
|
- timestamp: (0xdeadbeeffadedeedu64) as i64,
|
|
|
- num_publishers: 123212u32,
|
|
|
- max_num_publishers: 321232u32,
|
|
|
- publish_time: 0xdeadbeefi64,
|
|
|
- prev_publish_time: 0xdeadbabei64,
|
|
|
- prev_price: 0xdeadfacebeefi64,
|
|
|
- prev_conf: 0xbadbadbeefu64, // I could do this all day -SD
|
|
|
+ product_id: Pubkey::new_from_array(product_id_bytes),
|
|
|
+ price_id: Pubkey::new_from_array(price_id_bytes),
|
|
|
+ price: 0x2bad2feed7,
|
|
|
+ conf: 101,
|
|
|
+ ema_price: -42,
|
|
|
+ ema_conf: 42,
|
|
|
+ expo: -3,
|
|
|
+ status: PriceStatus::Trading,
|
|
|
+ num_publishers: 123212u32,
|
|
|
+ max_num_publishers: 321232u32,
|
|
|
+ attestation_time: (0xdeadbeeffadedeedu64) as i64,
|
|
|
+ publish_time: 0xdeadbeefi64,
|
|
|
+ prev_publish_time: 0xdeadbabei64,
|
|
|
+ prev_price: 0xdeadfacebeefi64,
|
|
|
+ prev_conf: 0xbadbadbeefu64, // I could do this all day -SD
|
|
|
}
|
|
|
}
|
|
|
|
|
|
@@ -574,7 +490,12 @@ mod tests {
|
|
|
#[test]
|
|
|
fn test_batch_serde() -> Result<(), ErrBox> {
|
|
|
let attestations: Vec<_> = (1..=10)
|
|
|
- .map(|i| mock_attestation(Some([(i % 256) as u8; 32]), Some([(255 - (i % 256)) as u8; 32])))
|
|
|
+ .map(|i| {
|
|
|
+ mock_attestation(
|
|
|
+ Some([(i % 256) as u8; 32]),
|
|
|
+ Some([(255 - (i % 256)) as u8; 32]),
|
|
|
+ )
|
|
|
+ })
|
|
|
.collect();
|
|
|
|
|
|
let batch_attestation = BatchPriceAttestation {
|
Stan Drozd