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@@ -12,9 +12,9 @@ use std::io::Read;
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use std::iter::Iterator;
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use std::iter::Iterator;
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use std::mem;
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use std::mem;
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-use pyth_client::{
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+use pyth_sdk_solana::state::{
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CorpAction,
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CorpAction,
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- Ema,
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+ Rational,
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PriceStatus,
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PriceStatus,
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PriceType,
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PriceType,
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};
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};
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@@ -68,8 +68,8 @@ pub struct PriceAttestation {
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pub price_type: PriceType,
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pub price_type: PriceType,
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pub price: i64,
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pub price: i64,
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pub expo: i32,
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pub expo: i32,
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- pub twap: Ema,
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- pub twac: Ema,
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+ pub twap: Rational,
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+ pub twac: Rational,
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pub confidence_interval: u64,
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pub confidence_interval: u64,
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pub status: PriceStatus,
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pub status: PriceStatus,
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pub corp_act: CorpAction,
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pub corp_act: CorpAction,
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@@ -199,21 +199,21 @@ impl BatchPriceAttestation {
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}
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}
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}
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}
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-pub fn serialize_ema(ema: &Ema) -> Vec<u8> {
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+pub fn serialize_rational(rational: &Rational) -> Vec<u8> {
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let mut v = vec![];
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let mut v = vec![];
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// val
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// val
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- v.extend(&ema.val.to_be_bytes()[..]);
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+ v.extend(&rational.val.to_be_bytes()[..]);
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// numer
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// numer
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- v.extend(&ema.numer.to_be_bytes()[..]);
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+ v.extend(&rational.numer.to_be_bytes()[..]);
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// denom
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// denom
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- v.extend(&ema.denom.to_be_bytes()[..]);
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+ v.extend(&rational.denom.to_be_bytes()[..]);
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v
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v
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}
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}
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-pub fn deserialize_ema(mut bytes: impl Read) -> Result<Ema, ErrBox> {
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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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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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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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let val = i64::from_be_bytes(val_vec.as_slice().try_into()?);
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@@ -226,7 +226,7 @@ pub fn deserialize_ema(mut bytes: impl Read) -> Result<Ema, ErrBox> {
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bytes.read_exact(denom_vec.as_mut_slice())?;
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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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let denom = i64::from_be_bytes(denom_vec.as_slice().try_into()?);
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- Ok(Ema { val, numer, denom })
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+ Ok(Rational { val, numer, denom })
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}
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}
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// On-chain data types
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// On-chain data types
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@@ -237,15 +237,15 @@ impl PriceAttestation {
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timestamp: UnixTimestamp,
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timestamp: UnixTimestamp,
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value: &[u8],
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value: &[u8],
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) -> Result<Self, ErrBox> {
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) -> Result<Self, ErrBox> {
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- let price = pyth_client::load_price(value)?;
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+ let price = pyth_sdk_solana::state::load_price_account(value)?;
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Ok(PriceAttestation {
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Ok(PriceAttestation {
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product_id: Pubkey::new(&price.prod.val[..]),
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product_id: Pubkey::new(&price.prod.val[..]),
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price_id,
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price_id,
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price_type: price.ptype,
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price_type: price.ptype,
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price: price.agg.price,
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price: price.agg.price,
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- twap: price.twap,
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- twac: price.twac,
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+ twap: price.ema_price,
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+ twac: price.ema_conf,
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expo: price.expo,
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expo: price.expo,
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confidence_interval: price.agg.conf,
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confidence_interval: price.agg.conf,
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status: price.agg.status,
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status: price.agg.status,
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@@ -297,10 +297,10 @@ impl PriceAttestation {
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buf.extend_from_slice(&expo.to_be_bytes()[..]);
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buf.extend_from_slice(&expo.to_be_bytes()[..]);
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// twap
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// twap
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- buf.append(&mut serialize_ema(&twap));
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+ buf.append(&mut serialize_rational(&twap));
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// twac
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// twac
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- buf.append(&mut serialize_ema(&twac));
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+ buf.append(&mut serialize_rational(&twac));
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// confidence_interval
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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(&confidence_interval.to_be_bytes()[..]);
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@@ -379,8 +379,8 @@ impl PriceAttestation {
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bytes.read_exact(expo_vec.as_mut_slice())?;
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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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let expo = i32::from_be_bytes(expo_vec.as_slice().try_into()?);
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- let twap = deserialize_ema(&mut bytes)?;
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- let twac = deserialize_ema(&mut bytes)?;
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+ let twap = deserialize_rational(&mut bytes)?;
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+ let twac = deserialize_rational(&mut bytes)?;
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println!("twac OK");
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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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let mut confidence_interval_vec = vec![0u8; mem::size_of::<u64>()];
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@@ -432,8 +432,8 @@ impl PriceAttestation {
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#[cfg(test)]
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#[cfg(test)]
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mod tests {
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mod tests {
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use super::*;
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use super::*;
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- use pyth_client::{
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- Ema,
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+ use pyth_sdk_solana::state::{
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+ Rational,
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PriceStatus,
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PriceStatus,
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PriceType,
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PriceType,
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};
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};
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@@ -446,12 +446,12 @@ mod tests {
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price_id: Pubkey::new_from_array(price_id_bytes),
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price_id: Pubkey::new_from_array(price_id_bytes),
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price: (0xdeadbeefdeadbabe as u64) as i64,
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price: (0xdeadbeefdeadbabe as u64) as i64,
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price_type: PriceType::Price,
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price_type: PriceType::Price,
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- twap: Ema {
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+ twap: Rational {
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val: -42,
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val: -42,
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numer: 15,
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numer: 15,
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denom: 37,
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denom: 37,
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},
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},
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- twac: Ema {
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+ twac: Rational {
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val: 42,
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val: 42,
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numer: 1111,
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numer: 1111,
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denom: 2222,
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denom: 2222,
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Ali Behjati