feat(hermes): create latest TWAP endpoint #2131
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| validate_price_ids(&state, &price_id_inputs, params.ignore_invalid_price_ids).await?; | ||
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| // Collect start and end bounds for the TWAP window | ||
| let window_seconds = path_params.window_seconds as i64; |
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Maybe you want this to be an i64 in the params to avoid this conversion here?
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i made window_seconds of type DurationInSeconds from pyth_sdk, which is a u64 (probably to enforce a nonnegative duration.) it seemed like a good fit but i see your point as well -- any preference on i64 vs u64 here?
| price: pft.twap.price, | ||
| conf: pft.twap.conf, | ||
| expo: pft.twap.expo, | ||
| publish_time: pft.twap.publish_time, |
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publish_time seems redundant
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yeah fair. i reused RpcPrice here to avoid creating a slightly different struct just for twap prices, since the other fields fit well (price, conf, expo). thoughts?
| // Perform division before casting to maintain precision | ||
| // Cast slot_diff to the same type as price / conf diff before division | ||
| let price = (price_diff / slot_diff as i128) as i64; | ||
| let conf = (conf_diff / slot_diff as u128) as u64; |
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I think it's better to use the checked casts u128::from and u64::try_from generally
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oo great tip ty
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The as keyword for integer conversion is one the biggest mistakes in rust :D very un-rusty
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is there a rust equivalent to the zen of python out there? :)
it is getting bumped to new minor version 0.8.0, want me to bump major version instead? |
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Nice 👍 |
| /// The % of slots where the network was down over the TWAP window. | ||
| /// A value of zero indicates no slots were missed over the window, and | ||
| /// a value of one indicates that every slot was missed over the window. | ||
| /// This is a float value stored as a string to avoid precision loss. |
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it is actually being returned as a string (utoipa's default behavior for Decimal)
Purpose
Create Hermes endpoint at
/v2/updates/twap/:window_seconds/latest/to get the latest TWAP prices for a list of price IDs with a dynamic time window (default 300s/5m).t0andt1, in the target chain contract.parsed) will match what our SDK will return from on-chain.TwapsResponse):binary(list ofBinaryUpdate, where each update contains the start & endTwapMessagesfor a requested feed)TwapMessagescontain everything needed to compute the TWAP on-chain (cumul price, expo, slot, num down slots, etc).parsed(list ofParsedPriceFeedTwap, which contains the calculated TWAP for each requested feed)See a sample response here.
Testing
Next up
publish_time.