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Helper method for pricing a base currency in a quote currency #8
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added 20 commits
November 4, 2021 08:25
jayantk
commented
Dec 22, 2021
src/lib.rs
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| */ | ||
| pub fn normalize(&self) -> Option<PriceConf> { | ||
| if self.price > 0 { | ||
| // BPF only supports unsigned division |
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(I think this comment isn't actually true. We had some issue with this in the on-chain pyth program, but i just tested and it seems to work just fine here. will fix in the future)
hendrikhofstadt
approved these changes
Dec 28, 2021
| * numbers. Returns None if price information is currently unavailable. | ||
| */ | ||
| pub fn get_current_price(&self) -> Option<(i64, u64, i32)> { | ||
| pub fn get_current_price(&self) -> Option<PriceConf> { |
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Maybe we should also offer to return an enum
Live(Price)
Stale(OldPrice, Age)
"Dead"
jayantk
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Jan 5, 2022
* Helper method for pricing a base currency in a quote currency (#8) * Add method for getting twap * initial implementation, seems to work * minor * minor * refactor * found bad case * use u128 * working on it * clarify * cleanup * more cleanup * pretty sure i need this * better * bad merge * no println * adding solana tx stuff * change approach a bit * this seems to work * comment * cleanup * refactor * refactor * initial implementation of mul * exponent * tests for normalize * tests for normalize * negative numbers in div * handle negative numbers * comments * stuff * cleanup * unused * minor Co-authored-by: Jayant Krishnamurthy <[email protected]> * Instruction counts and optimizations (#9) * instruction counts * reduce normalize opcount * instruction counts * tests Co-authored-by: Jayant Krishnamurthy <[email protected]> * Docs and utilities (#12) * uh oh * docs * fix error docs Co-authored-by: Jayant Krishnamurthy <[email protected]> * bump version number * bump version number * ignore more files * docs * remove mod * checked ops Co-authored-by: Jayant Krishnamurthy <[email protected]>
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This PR adds an abstraction for performing arithmetic operations on prices with confidence intervals. This abstraction lets you do two things:
I also started adding some code for instruction counting / integration testing, but have decided to punt the rest to a later PR to prevent this PR from getting way too big. I'm going to merge changes into the
v2branch until all that stuff is done, then will merge intomain. Things to address before merging into main are:Review Guide: read
price_conf.rs, which is where all the action is. The rest is largely boilerplate for the integration testing.