do not update twap with last price if agg status is unknown

Author: jhunsaker

CHANGELOG.md

@@ -5,6 +5,9 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.9.1] - TBD
+- [pyth] do not update twap with last price if price unknown
+
 ## [2.9] - 2021-11-02
 - [pyth] add minimum number of publishers for price to be valid (not unknown)
 - [pyth] various minor code cleanup

program/src/oracle/upd_aggregate.h

@@ -259,7 +259,6 @@ static inline void upd_aggregate( pc_price_t *ptr, uint64_t slot )
   ptr->num_qt_ = numa;
   if ( numa == 0 || numa < ptr->min_pub_ || numa * 2 <= numv ) {
     ptr->agg_.status_ = PC_STATUS_UNKNOWN;
-    upd_twap( ptr, agg_diff, qs );
     return;
   }
 

pyth/tests/twap/small_conf.result

@@ -1,11 +1,11 @@
 price,conf,expo,nslots,twap,twac
-16531211500,3551850,-8,0,15964187400,3430020
-16531199600,3664650,-8,1,16238334300,3543462
-16530429200,13766600,-8,1,16271645200,4709319
-16533446000,5589400,-8,3,16329070800,4902362
-16533056100,2,-8,2,16533055800,9
-16498650000,2,-8,175,16515674800,5
-16484437900,2957400,-8,2,16515674900,6
-16485951200,15123300,-8,2,16515674900,7
-16482523300,10602450,-8,4,16515674900,8
-16482958000,17245100,-8,1,16515675000,10
+16531211500,3551850,-8,0,16531211400,3551849
+16531199600,3664650,-8,1,16531205700,3607371
+16530429200,13766600,-8,1,16531115900,4784415
+16533446000,5589400,-8,3,16531633400,4963176
+16533056100,2,-8,2,16533056100,9
+16498650000,2,-8,175,16515675000,5
+16484437900,2957400,-8,2,16515675100,6
+16485951200,15123300,-8,2,16515675000,7
+16482523300,10602450,-8,4,16515675000,8
+16482958000,17245100,-8,1,16515675200,10