Add method for getting twap (#6)

Co-authored-by: Jayant Krishnamurthy <[email protected]>

Author: jayantk

examples/get_accounts.rs

@@ -108,17 +108,18 @@ fn main() {
           let pd = clnt.get_account_data( &px_pkey ).unwrap();
           let pa = cast::<Price>( &pd );
 
-          let maybe_price = pa.get_current_price();
           assert_eq!( pa.magic, MAGIC, "not a valid pyth account" );
           assert_eq!( pa.atype, AccountType::Price as u32,
                      "not a valid pyth price account" );
           assert_eq!( pa.ver, VERSION_2,
                       "unexpected pyth price account version" );
           println!( "  price_account .. {:?}", px_pkey );
+
+          let maybe_price = pa.get_current_price();
           match maybe_price {
-            Some((price, confidence, _)) => {
-              println!("    price ........ {}", price);
-              println!("    conf ......... {}", confidence);
+            Some((price, confidence, expo)) => {
+              println!("    price ........ {} x 10^{}", price, expo);
+              println!("    conf ......... {} x 10^{}", confidence, expo);
             }
             None => {
               println!("    price ........ unavailable");
@@ -134,7 +135,17 @@ fn main() {
           println!( "    num_qt ....... {}", pa.num_qt );
           println!( "    valid_slot ... {}", pa.valid_slot );
           println!( "    publish_slot . {}", pa.agg.pub_slot );
-          println!( "    twap ......... {}", pa.twap.val );
+
+          let maybe_twap = pa.get_twap();
+          match maybe_twap {
+            Some((twap, expo)) => {
+              println!( "    twap ......... {} x 10^{}", twap, expo );
+            }
+            None => {
+              println!( "    twap ......... unavailable");
+            }
+          }
+
           println!( "    twac ......... {}", pa.twac.val );
 
           // go to next price account in list

src/lib.rs

@@ -133,10 +133,9 @@ pub struct Price
 
 impl Price {
   /**
-   * Get the current price and confidence interval as fixed-point numbers. Returns a triple of
-   * the current price, confidence interval, and the exponent for both numbers (i.e., the number
-   * of decimal places.)
-   * For example:
+   * Get the current price and confidence interval as fixed-point numbers of the form a * 10^e.
+   * Returns a triple of the current price, confidence interval, and the exponent for both
+   * numbers. For example:
    *
    * get_current_price() -> Some((12345, 267, -2)) // represents 123.45 +- 2.67
    * get_current_price() -> Some((123, 1, 2)) // represents 12300 +- 100
@@ -150,6 +149,20 @@ impl Price {
       Some((self.agg.price, self.agg.conf, self.expo))
     }
   }
+
+  /**
+   * Get the time-weighted average price (TWAP) as a fixed point number of the form a * 10^e.
+   * Returns a tuple of the current twap and its exponent. For example:
+   *
+   * get_twap() -> Some((123, -2)) // represents 1.23
+   * get_twap() -> Some((45, 3)) // represents 45000
+   *
+   * Returns None if the twap is currently unavailable.
+   */
+  pub fn get_twap(&self) -> Option<(i64, i32)> {
+    // This method currently cannot return None, but may do so in the future.
+    Some((self.twap.val, self.expo))
+  }
 }
 
 struct AccKeyU64