Merge pull request #6 from pyth-network/price-feed-metadata

add metadata to price feed

Author: cctdaniel

package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pythnetwork/pyth-sdk-js",
-  "version": "0.2.0",
+  "version": "0.3.0",
   "description": "Pyth Network SDK in JS",
   "homepage": "https://pyth.network",
   "main": "lib/index.js",
@@ -13,7 +13,7 @@
     "test": "jest",
     "build": "tsc",
     "format": "prettier --write \"src/**/*.ts\"",
-    "gen-ts-schema": "quicktype --src-lang schema src/schemas/price_feed.json -o src/schemas/PriceFeed.ts --raw-type any && prettier --write \"src/schemas/*.ts\"",
+    "gen-ts-schema": "quicktype --src-lang schema src/schemas/price_feed.json -o src/schemas/PriceFeed.ts --raw-type any --converters all-objects && prettier --write \"src/schemas/*.ts\"",
     "lint": "eslint src/",
     "prepare": "npm run build",
     "prepublishOnly": "npm test && npm run lint",

src/__tests__/PriceFeed.test.ts

@@ -1,4 +1,4 @@
-import { Price, PriceFeed, PriceStatus } from "../index";
+import { Price, PriceFeed, PriceFeedMetadata, PriceStatus } from "../index";
 
 beforeAll(() => {
   jest.useFakeTimers();
@@ -42,8 +42,7 @@ test("Parsing Price Feed works as expected", () => {
     new Price("1", 4, "10")
   );
   expect(priceFeed.getLatestAvailablePriceWithinDuration(5)).toBeUndefined();
-  
-  expect(priceFeed.toJson()).toStrictEqual(data);
+  expect(priceFeed.toJson()).toEqual(data);
 });
 
 test("getCurrentPrice returns undefined if status is not Trading", () => {
@@ -99,3 +98,37 @@ test("getLatestAvailablePrice returns prevPrice when status is not Trading", ()
   );
   expect(priceFeed.getLatestAvailablePriceWithinDuration(10)).toBeUndefined();
 });
+
+test("getMetadata returns PriceFeedMetadata as expected", () => {
+  const data = {
+    conf: "1",
+    ema_conf: "2",
+    ema_price: "3",
+    expo: 4,
+    id: "abcdef0123456789",
+    max_num_publishers: 6,
+    metadata: {
+      attestation_time: 7,
+      emitter_chain: 8,
+      sequence_number: 9,
+    },
+    num_publishers: 10,
+    prev_conf: "11",
+    prev_price: "12",
+    prev_publish_time: 13,
+    price: "14",
+    product_id: "0123456789abcdef",
+    publish_time: 16,
+    status: PriceStatus.Unknown,
+  };
+
+  const priceFeed = PriceFeed.fromJson(data);
+
+  expect(priceFeed.getMetadata()).toStrictEqual(
+    PriceFeedMetadata.fromJson({
+      attestation_time: 7,
+      emitter_chain: 8,
+      sequence_number: 9,
+    })
+  );
+});

src/index.ts

@@ -1,4 +1,8 @@
-import { Convert, PriceFeed as JsonPriceFeed } from "./schemas/PriceFeed";
+import {
+  Convert,
+  PriceFeed as JsonPriceFeed,
+  PriceFeedMetadata as JsonPriceFeedMetadata,
+} from "./schemas/PriceFeed";
 
 export type UnixTimestamp = number;
 export type DurationInSeconds = number;
@@ -53,6 +57,58 @@ export enum PriceStatus {
   Unknown = "Unknown",
 }
 
+/**
+ * Metadata about the price
+ *
+ * Represents metadata of a price feed.
+ */
+export class PriceFeedMetadata {
+  /**
+   * Attestation time of the price
+   */
+  attestationTime: number;
+  /**
+   * Chain of the emitter
+   */
+  emitterChain: number;
+  /**
+   * Sequence number of the price
+   */
+  sequenceNumber: number;
+
+  constructor(metadata: {
+    attestationTime: number;
+    emitterChain: number;
+    sequenceNumber: number;
+  }) {
+    this.attestationTime = metadata.attestationTime;
+    this.emitterChain = metadata.emitterChain;
+    this.sequenceNumber = metadata.sequenceNumber;
+  }
+
+  static fromJson(json: any): PriceFeedMetadata | undefined {
+    if (json === undefined) {
+      return undefined;
+    }
+    const jsonFeed: JsonPriceFeedMetadata = Convert.toPriceFeedMetadata(json);
+    return new PriceFeedMetadata({
+      attestationTime: jsonFeed.attestation_time,
+      emitterChain: jsonFeed.emitter_chain,
+      sequenceNumber: jsonFeed.sequence_number,
+    });
+  }
+
+  toJson(): any {
+    const jsonFeed: JsonPriceFeedMetadata = {
+      attestation_time: this.attestationTime,
+      emitter_chain: this.emitterChain,
+      sequence_number: this.sequenceNumber,
+    };
+    // this is done to avoid sending undefined values to the server
+    return Convert.priceFeedMetadataToJson(jsonFeed);
+  }
+}
+
 /**
  * Pyth Price Feed
  *
@@ -84,6 +140,10 @@ export class PriceFeed {
    * Maximum number of allowed publishers that can contribute to a price.
    */
   maxNumPublishers: number;
+  /**
+   * Metadata about the price
+   */
+  metadata?: PriceFeedMetadata;
   /**
    * Number of publishers that made up current aggregate.
    */
@@ -124,6 +184,7 @@ export class PriceFeed {
     expo: number;
     id: HexString;
     maxNumPublishers: number;
+    metadata?: PriceFeedMetadata;
     numPublishers: number;
     prevConf: string;
     prevPrice: string;
@@ -139,6 +200,7 @@ export class PriceFeed {
     this.expo = rawValues.expo;
     this.id = rawValues.id;
     this.maxNumPublishers = rawValues.maxNumPublishers;
+    this.metadata = rawValues.metadata;
     this.numPublishers = rawValues.numPublishers;
     this.prevConf = rawValues.prevConf;
     this.prevPrice = rawValues.prevPrice;
@@ -158,6 +220,7 @@ export class PriceFeed {
       expo: jsonFeed.expo,
       id: jsonFeed.id,
       maxNumPublishers: jsonFeed.max_num_publishers,
+      metadata: PriceFeedMetadata.fromJson(jsonFeed.metadata),
       numPublishers: jsonFeed.num_publishers,
       prevConf: jsonFeed.prev_conf,
       prevPrice: jsonFeed.prev_price,
@@ -177,6 +240,7 @@ export class PriceFeed {
       expo: this.expo,
       id: this.id,
       max_num_publishers: this.maxNumPublishers,
+      metadata: this.metadata?.toJson(),
       num_publishers: this.numPublishers,
       prev_conf: this.prevConf,
       prev_price: this.prevPrice,
@@ -259,18 +323,30 @@ export class PriceFeed {
    * @returns a struct containing the latest available price, confidence interval and the exponent for
    * both numbers, or `undefined` if no price update occurred within `duration` seconds of the current time.
    */
-  getLatestAvailablePriceWithinDuration(duration: DurationInSeconds): Price | undefined {
+  getLatestAvailablePriceWithinDuration(
+    duration: DurationInSeconds
+  ): Price | undefined {
     const [price, timestamp] = this.getLatestAvailablePriceUnchecked();
 
     const currentTime: UnixTimestamp = Math.floor(Date.now() / 1000);
-  
+
     // This checks the absolute difference as a sanity check
     // for the cases that the system time is behind or price
-    // feed timestamp happen to be in the future (a bug). 
+    // feed timestamp happen to be in the future (a bug).
     if (Math.abs(currentTime - timestamp) > duration) {
       return undefined;
     }
 
     return price;
   }
+
+  /**
+   * Get the price feed metadata.
+   *
+   * @returns a struct containing the attestation time, emitter chain, and the sequence number.
+   * Returns `undefined` if metadata is currently unavailable.
+   */
+  getMetadata(): PriceFeedMetadata | undefined {
+    return this.metadata;
+  }
 }

src/schemas/PriceFeed.ts

@@ -35,6 +35,10 @@ export interface PriceFeed {
    * Maximum number of allowed publishers that can contribute to a price.
    */
   max_num_publishers: number;
+  /**
+   * Metadata about the price
+   */
+  metadata?: PriceFeedMetadata;
   /**
    * Number of publishers that made up current aggregate.
    */
@@ -69,6 +73,26 @@ export interface PriceFeed {
   status: PriceStatus;
 }
 
+/**
+ * Metadata about the price
+ *
+ * Represents metadata of a price feed.
+ */
+export interface PriceFeedMetadata {
+  /**
+   * Attestation time of the price
+   */
+  attestation_time: number;
+  /**
+   * Chain of the emitter
+   */
+  emitter_chain: number;
+  /**
+   * Sequence number of the price
+   */
+  sequence_number: number;
+}
+
 /**
  * Status of price (Trading is valid).
  *
@@ -91,6 +115,14 @@ export class Convert {
   public static priceFeedToJson(value: PriceFeed): any {
     return uncast(value, r("PriceFeed"));
   }
+
+  public static toPriceFeedMetadata(json: any): PriceFeedMetadata {
+    return cast(json, r("PriceFeedMetadata"));
+  }
+
+  public static priceFeedMetadataToJson(value: PriceFeedMetadata): any {
+    return uncast(value, r("PriceFeedMetadata"));
+  }
 }
 
 function invalidValue(typ: any, val: any, key: any = ""): never {
@@ -249,6 +281,11 @@ const typeMap: any = {
       { json: "expo", js: "expo", typ: 0 },
       { json: "id", js: "id", typ: "" },
       { json: "max_num_publishers", js: "max_num_publishers", typ: 0 },
+      {
+        json: "metadata",
+        js: "metadata",
+        typ: u(undefined, r("PriceFeedMetadata")),
+      },
       { json: "num_publishers", js: "num_publishers", typ: 0 },
       { json: "prev_conf", js: "prev_conf", typ: "" },
       { json: "prev_price", js: "prev_price", typ: "" },
@@ -260,5 +297,13 @@ const typeMap: any = {
     ],
     "any"
   ),
+  PriceFeedMetadata: o(
+    [
+      { json: "attestation_time", js: "attestation_time", typ: 0 },
+      { json: "emitter_chain", js: "emitter_chain", typ: 0 },
+      { json: "sequence_number", js: "sequence_number", typ: 0 },
+    ],
+    "any"
+  ),
   PriceStatus: ["Auction", "Halted", "Trading", "Unknown"],
 };

src/schemas/price_feed.json

@@ -94,6 +94,14 @@
           "$ref": "#/definitions/PriceStatus"
         }
       ]
+    },
+    "metadata": {
+      "description": "Metadata about the price",
+      "allOf": [
+        {
+          "$ref": "#/definitions/PriceFeedMetadata"
+        }
+      ]
     }
   },
   "definitions": {
@@ -103,12 +111,29 @@
     "PriceStatus": {
       "description": "Represents availability status of a price feed.",
       "type": "string",
-      "enum": [
-        "Unknown",
-        "Trading",
-        "Halted",
-        "Auction"
-      ]
+      "enum": ["Unknown", "Trading", "Halted", "Auction"]
+    },
+    "PriceFeedMetadata": {
+      "description": "Represents metadata of a price feed.",
+      "type": "object",
+      "required": ["attestation_time", "emitter_chain", "sequence_number"],
+      "properties": {
+        "attestation_time": {
+          "description": "Attestation time of the price",
+          "type": "integer",
+          "format": "int64"
+        },
+        "emitter_chain": {
+          "description": "Chain of the emitter",
+          "type": "integer",
+          "format": "int16"
+        },
+        "sequence_number": {
+          "description": "Sequence number of the price",
+          "type": "integer",
+          "format": "int64"
+        }
+      }
     }
   }
 }