Filter out publisher quotes with wide CIs #166
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tompntn
previously approved these changes
Apr 29, 2022
accept pr comment Co-authored-by: Tom Pointon <[email protected]>
tompntn
approved these changes
Apr 29, 2022
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We've had several instances where publishers have submitted prices that are far from everyone else, but with really wide CIs. The aggregation logic is robust to this case, so a single publisher doing this will not cause a problem. However, this particular problem happens frequently enough that I would like to deal with it in a better way.
In previous cases when this has happened, we have asked publishers to not provide a price if their spread / CI is too wide. E.g., the serum publisher implements this logic https://github.com/pyth-network/pyth-serum/blob/main/program/src/serum-pyth/serum-pyth.c#L266 .
However, it's a little silly that we keep asking publishers to do this when we can do it directly in the on-chain program. This change copies that serum publisher logic into the logic for updating a publisher's price.