refactor: move upd_twap from upd_aggregate to rust upd_price (#398)

* move upd_twap from upd_aggregate to rust upd_price

* remove comment

* address comments

* address comments

Author: cctdaniel

program/c/src/oracle/upd_aggregate.h

@@ -134,14 +134,6 @@ static inline void upd_twap(
 // update aggregate price
 static inline bool upd_aggregate( pc_price_t *ptr, uint64_t slot, int64_t timestamp )
 {
-  // only re-compute aggregate in next slot
-  if ( slot <= ptr->agg_.pub_slot_ ) {
-    return false;
-  }
-
-  // get number of slots from last published valid price
-  int64_t agg_diff = ( int64_t )slot - ( int64_t )( ptr->last_slot_ );
-
   // Update the value of the previous price, if it had TRADING status.
   if ( ptr->agg_.status_ == PC_STATUS_TRADING ) {
     ptr->prev_slot_      = ptr->agg_.pub_slot_;
@@ -224,7 +216,6 @@ static inline bool upd_aggregate( pc_price_t *ptr, uint64_t slot, int64_t timest
   ptr->agg_.price_  = agg_price;
   ptr->agg_.conf_   = (uint64_t)agg_conf;
 
-  upd_twap( ptr, agg_diff );
   return true;
 }
 

program/rust/src/processor/upd_price.rs

@@ -177,21 +177,32 @@ pub fn upd_price(
 
     // Try to update the aggregate
     #[allow(unused_variables)]
-    let mut aggregate_updated = false;
-
-    // NOTE: c_upd_aggregate must use a raw pointer to price
-    // data. Solana's `<account>.borrow_*` methods require exclusive
-    // access, i.e. no other borrow can exist for the account.
-    #[allow(unused_assignments)]
-    if clock.slot > latest_aggregate_price.pub_slot_ {
-        unsafe {
-            aggregate_updated = c_upd_aggregate(
+    let aggregate_updated = if clock.slot > latest_aggregate_price.pub_slot_ {
+        let updated = unsafe {
+            // NOTE: c_upd_aggregate must use a raw pointer to price
+            // data. Solana's `<account>.borrow_*` methods require exclusive
+            // access, i.e. no other borrow can exist for the account.
+            c_upd_aggregate(
                 price_account.try_borrow_mut_data()?.as_mut_ptr(),
                 clock.slot,
                 clock.unix_timestamp,
-            );
+            )
+        };
+
+        // If the aggregate was successfully updated, calculate the difference and update TWAP.
+        if updated {
+            let agg_diff = (clock.slot as i64)
+                - load_checked::<PriceAccount>(price_account, cmd_args.header.version)?.prev_slot_
+                    as i64;
+            // Encapsulate TWAP update logic in a function to minimize unsafe block scope.
+            unsafe {
+                c_upd_twap(price_account.try_borrow_mut_data()?.as_mut_ptr(), agg_diff);
+            }
         }
-    }
+        updated
+    } else {
+        false
+    };
 
     // Reload price data as a struct after c_upd_aggregate() borrow is dropped
     let mut price_data = load_checked::<PriceAccount>(price_account, cmd_args.header.version)?;

program/rust/src/tests/test_upd_aggregate.rs

@@ -100,8 +100,6 @@ fn test_upd_aggregate() {
 
         assert_eq!(price_data.agg_.price_, 100);
         assert_eq!(price_data.agg_.conf_, 10);
-        assert_eq!(price_data.twap_.val_, 100);
-        assert_eq!(price_data.twac_.val_, 10);
         assert_eq!(price_data.num_qt_, 1);
         assert_eq!(price_data.timestamp_, 1);
         assert_eq!(price_data.prev_slot_, 0);
@@ -134,8 +132,6 @@ fn test_upd_aggregate() {
 
         assert_eq!(price_data.agg_.price_, 145);
         assert_eq!(price_data.agg_.conf_, 55);
-        assert_eq!(price_data.twap_.val_, 106);
-        assert_eq!(price_data.twac_.val_, 16);
         assert_eq!(price_data.num_qt_, 2);
         assert_eq!(price_data.timestamp_, 2);
         assert_eq!(price_data.prev_slot_, 1000);
@@ -169,8 +165,6 @@ fn test_upd_aggregate() {
 
         assert_eq!(price_data.agg_.price_, 200);
         assert_eq!(price_data.agg_.conf_, 90);
-        assert_eq!(price_data.twap_.val_, 114);
-        assert_eq!(price_data.twac_.val_, 23);
         assert_eq!(price_data.num_qt_, 3);
         assert_eq!(price_data.timestamp_, 3);
         assert_eq!(price_data.prev_slot_, 1000);
@@ -205,8 +199,6 @@ fn test_upd_aggregate() {
 
         assert_eq!(price_data.agg_.price_, 245);
         assert_eq!(price_data.agg_.conf_, 85);
-        assert_eq!(price_data.twap_.val_, 125);
-        assert_eq!(price_data.twac_.val_, 28);
         assert_eq!(price_data.num_qt_, 4);
         assert_eq!(price_data.timestamp_, 4);
         assert_eq!(price_data.last_slot_, 1001);