Update price feed structure + cascade changes

Author: ali-behjati

examples/cw-contract/src/contract.rs

@@ -66,13 +66,13 @@ pub fn execute(
 
 /// Query the Pyth contract the current price of the configured price feed.
 #[cfg_attr(not(feature = "library"), entry_point)]
-pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> StdResult<Binary> {
+pub fn query(deps: Deps, env: Env, msg: QueryMsg) -> StdResult<Binary> {
     match msg {
-        QueryMsg::FetchPrice {} => to_binary(&query_fetch_price(deps)?),
+        QueryMsg::FetchPrice {} => to_binary(&query_fetch_price(deps, env)?),
     }
 }
 
-fn query_fetch_price(deps: Deps) -> StdResult<FetchPriceResponse> {
+fn query_fetch_price(deps: Deps, env: Env) -> StdResult<FetchPriceResponse> {
     let state = STATE.load(deps.storage)?;
 
     // query_price_feed is the standard way to read the current price from a Pyth price feed.
@@ -92,13 +92,13 @@ fn query_fetch_price(deps: Deps) -> StdResult<FetchPriceResponse> {
     // you handle this scenario more carefully. Consult the [consumer best practices](https://docs.pyth.network/consumers/best-practices)
     // for recommendations.
     let current_price = price_feed
-        .get_current_price()
+        .get_price_no_older_than(env.block.time.seconds() as i64, 60)
         .ok_or_else(|| StdError::not_found("Current price is not available"))?;
 
     // Get an exponentially-weighted moving average price and confidence interval.
     // The same notes about availability apply to this price.
     let ema_price = price_feed
-        .get_ema_price()
+        .get_ema_price_no_older_than(env.block.time.seconds() as i64, 60)
         .ok_or_else(|| StdError::not_found("EMA price is not available"))?;
 
     Ok(FetchPriceResponse {

pyth-sdk-cw/src/lib.rs

@@ -16,7 +16,6 @@ pub use pyth_sdk::{
     Price,
     PriceFeed,
     PriceIdentifier,
-    PriceStatus,
     ProductIdentifier,
 };
 

pyth-sdk-solana/examples/eth_price.rs

@@ -4,6 +4,10 @@ use pyth_sdk_solana::load_price_feed_from_account;
 use solana_client::rpc_client::RpcClient;
 use solana_program::pubkey::Pubkey;
 use std::str::FromStr;
+use std::time::{
+    SystemTime,
+    UNIX_EPOCH,
+};
 use std::{
     thread,
     time,
@@ -24,10 +28,13 @@ fn main() {
             load_price_feed_from_account(&eth_price_key, &mut eth_price_account).unwrap();
 
         println!(".....ETH/USD.....");
-        println!("status .......... {:?}", eth_price_feed.status);
-        println!("num_publishers .. {}", eth_price_feed.num_publishers);
 
-        let maybe_price = eth_price_feed.get_current_price();
+        let current_time = SystemTime::now()
+            .duration_since(UNIX_EPOCH)
+            .unwrap()
+            .as_secs() as i64;
+
+        let maybe_price = eth_price_feed.get_price_no_older_than(current_time, 60);
         match maybe_price {
             Some(p) => {
                 println!("price ........... {} x 10^{}", p.price, p.expo);
@@ -40,7 +47,7 @@ fn main() {
         }
 
 
-        let maybe_ema_price = eth_price_feed.get_ema_price();
+        let maybe_ema_price = eth_price_feed.get_ema_price_no_older_than(current_time, 60);
         match maybe_ema_price {
             Some(ema_price) => {
                 println!(

pyth-sdk-solana/examples/get_accounts.rs

@@ -14,6 +14,10 @@ use pyth_sdk_solana::state::{
 use solana_client::rpc_client::RpcClient;
 use solana_program::pubkey::Pubkey;
 use std::str::FromStr;
+use std::time::{
+    SystemTime,
+    UNIX_EPOCH,
+};
 
 fn get_price_type(ptype: &PriceType) -> &'static str {
     match ptype {
@@ -73,7 +77,12 @@ fn main() {
 
                     println!("  price_account .. {:?}", px_pkey);
 
-                    let maybe_price = price_feed.get_current_price();
+                    let current_time = SystemTime::now()
+                        .duration_since(UNIX_EPOCH)
+                        .unwrap()
+                        .as_secs() as i64;
+
+                    let maybe_price = price_feed.get_price_no_older_than(current_time, 60);
                     match maybe_price {
                         Some(p) => {
                             println!("    price ........ {} x 10^{}", p.price, p.expo);
@@ -89,8 +98,6 @@ fn main() {
                         "    price_type ... {}",
                         get_price_type(&price_account.ptype)
                     );
-                    println!("    exponent ..... {}", price_feed.expo);
-                    println!("    status ....... {}", get_status(&price_feed.status));
                     println!(
                         "    corp_act ..... {}",
                         get_corp_act(&price_account.agg.corp_act)
@@ -100,7 +107,7 @@ fn main() {
                     println!("    valid_slot ... {}", price_account.valid_slot);
                     println!("    publish_slot . {}", price_account.agg.pub_slot);
 
-                    let maybe_ema_price = price_feed.get_ema_price();
+                    let maybe_ema_price = price_feed.get_ema_price_no_older_than(current_time, 60);
                     match maybe_ema_price {
                         Some(ema_price) => {
                             println!(

pyth-sdk-solana/src/lib.rs

@@ -20,7 +20,6 @@ pub use pyth_sdk::{
     Price,
     PriceFeed,
     PriceIdentifier,
-    PriceStatus,
     ProductIdentifier,
 };
 

pyth-sdk-solana/src/state.rs

@@ -12,22 +12,15 @@ use bytemuck::{
     PodCastError,
     Zeroable,
 };
-use pyth_sdk::{
-    PriceIdentifier,
-    ProductIdentifier,
-};
+use pyth_sdk::PriceIdentifier;
 use solana_program::pubkey::Pubkey;
 use std::mem::size_of;
 
 pub use pyth_sdk::{
     Price,
     PriceFeed,
-    PriceStatus,
 };
 
-use solana_program::clock::Clock;
-use solana_program::sysvar::Sysvar;
-
 use crate::VALID_SLOT_PERIOD;
 
 use crate::PythError;
@@ -115,6 +108,37 @@ impl Default for PriceType {
     }
 }
 
+
+/// Represents availability status of a price feed.
+#[derive(
+    Copy,
+    Clone,
+    Debug,
+    PartialEq,
+    Eq,
+    BorshSerialize,
+    BorshDeserialize,
+    serde::Serialize,
+    serde::Deserialize,
+)]
+#[repr(C)]
+pub enum PriceStatus {
+    /// The price feed is not currently updating for an unknown reason.
+    Unknown,
+    /// The price feed is updating as expected.
+    Trading,
+    /// The price feed is not currently updating because trading in the product has been halted.
+    Halted,
+    /// The price feed is not currently updating because an auction is setting the price.
+    Auction,
+}
+
+impl Default for PriceStatus {
+    fn default() -> Self {
+        PriceStatus::Unknown
+    }
+}
+
 /// Mapping accounts form a linked-list containing the listing of all products on Pyth.
 #[derive(Copy, Clone, Debug, PartialEq, Eq)]
 #[repr(C)]
@@ -323,38 +347,38 @@ unsafe impl Pod for PriceAccount {
 
 impl PriceAccount {
     pub fn to_price_feed(&self, price_key: &Pubkey) -> PriceFeed {
-        let mut status = self.agg.status;
-        let mut prev_price = self.prev_price;
-        let mut prev_conf = self.prev_conf;
-        let mut prev_publish_time = self.prev_timestamp;
-
-        if let Ok(clock) = Clock::get() {
-            if matches!(status, PriceStatus::Trading)
-                && clock.slot.saturating_sub(self.agg.pub_slot) > VALID_SLOT_PERIOD
-            {
-                status = PriceStatus::Unknown;
-                prev_price = self.agg.price;
-                prev_conf = self.agg.conf;
-                prev_publish_time = self.timestamp;
+        let status = self.agg.status;
+
+        let price = if matches!(status, PriceStatus::Trading) {
+            Price {
+                conf:         self.agg.conf,
+                expo:         self.expo,
+                price:        self.agg.price,
+                publish_time: self.timestamp,
+            }
+        } else {
+            Price {
+                conf:         self.prev_conf,
+                expo:         self.expo,
+                price:        self.prev_price,
+                publish_time: self.prev_timestamp,
             }
+        };
+
+        let mut ema_price = Price {
+            conf:         self.ema_conf.val as u64,
+            expo:         self.expo,
+            price:        self.ema_price.val,
+            publish_time: self.timestamp,
+        };
+
+        // Ema price only gets updated if status is Trading. So it's update timestamp will be
+        // prev_timestamp when the status is not Trading.
+        if !matches!(status, PriceStatus::Trading) {
+            ema_price.publish_time = self.prev_timestamp;
         }
 
-        PriceFeed::new(
-            PriceIdentifier::new(price_key.to_bytes()),
-            status,
-            self.timestamp,
-            self.expo,
-            self.num,
-            self.num_qt,
-            ProductIdentifier::new(self.prod.to_bytes()),
-            self.agg.price,
-            self.agg.conf,
-            self.ema_price.val,
-            self.ema_conf.val as u64,
-            prev_price,
-            prev_conf,
-            prev_publish_time,
-        )
+        PriceFeed::new(PriceIdentifier::new(price_key.to_bytes()), price, ema_price)
     }
 }
 
@@ -447,3 +471,117 @@ fn get_attr_str(buf: &[u8]) -> (&str, &[u8]) {
     let remaining_buf = &buf[len + 1..];
     (str, remaining_buf)
 }
+
+#[cfg(test)]
+mod test {
+    use pyth_sdk::{
+        Identifier,
+        Price,
+        PriceFeed,
+    };
+    use solana_program::pubkey::Pubkey;
+
+    use super::{
+        PriceAccount,
+        PriceInfo,
+        PriceStatus,
+        Rational,
+    };
+
+
+    #[test]
+    fn test_trading_price_to_price_feed() {
+        let price_account = PriceAccount {
+            expo: 5,
+            agg: PriceInfo {
+                price: 10,
+                conf: 20,
+                status: PriceStatus::Trading,
+                ..Default::default()
+            },
+            timestamp: 200,
+            prev_timestamp: 100,
+            ema_price: Rational {
+                val: 40,
+                ..Default::default()
+            },
+            ema_conf: Rational {
+                val: 50,
+                ..Default::default()
+            },
+            prev_price: 60,
+            prev_conf: 70,
+            ..Default::default()
+        };
+
+        let pubkey = Pubkey::new_from_array([3; 32]);
+        let price_feed = price_account.to_price_feed(&pubkey);
+
+        assert_eq!(
+            price_feed,
+            PriceFeed::new(
+                Identifier::new(pubkey.to_bytes()),
+                Price {
+                    conf:         20,
+                    price:        10,
+                    expo:         5,
+                    publish_time: 200,
+                },
+                Price {
+                    conf:         50,
+                    price:        40,
+                    expo:         5,
+                    publish_time: 200,
+                }
+            )
+        );
+    }
+
+    #[test]
+    fn test_non_trading_price_to_price_feed() {
+        let price_account = PriceAccount {
+            expo: 5,
+            agg: PriceInfo {
+                price: 10,
+                conf: 20,
+                status: PriceStatus::Unknown,
+                ..Default::default()
+            },
+            timestamp: 200,
+            prev_timestamp: 100,
+            ema_price: Rational {
+                val: 40,
+                ..Default::default()
+            },
+            ema_conf: Rational {
+                val: 50,
+                ..Default::default()
+            },
+            prev_price: 60,
+            prev_conf: 70,
+            ..Default::default()
+        };
+
+        let pubkey = Pubkey::new_from_array([3; 32]);
+        let price_feed = price_account.to_price_feed(&pubkey);
+
+        assert_eq!(
+            price_feed,
+            PriceFeed::new(
+                Identifier::new(pubkey.to_bytes()),
+                Price {
+                    conf:         70,
+                    price:        60,
+                    expo:         5,
+                    publish_time: 100,
+                },
+                Price {
+                    conf:         50,
+                    price:        40,
+                    expo:         5,
+                    publish_time: 100,
+                }
+            )
+        );
+    }
+}