@drift-labs/sdk
Version:
SDK for Drift Protocol
52 lines (51 loc) • 2.25 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.PythClient = void 0;
const client_1 = require("@pythnetwork/client");
const anchor_1 = require("@coral-xyz/anchor");
const numericConstants_1 = require("../constants/numericConstants");
class PythClient {
constructor(connection, multiple = numericConstants_1.ONE, stableCoin = false) {
this.connection = connection;
this.multiple = multiple;
this.stableCoin = stableCoin;
}
async getOraclePriceData(pricePublicKey) {
const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
return this.getOraclePriceDataFromBuffer(accountInfo.data);
}
getOraclePriceDataFromBuffer(buffer) {
const priceData = (0, client_1.parsePriceData)(buffer);
const confidence = convertPythPrice(priceData.confidence, priceData.exponent, this.multiple);
const minPublishers = Math.min(priceData.numComponentPrices, 3);
let price = convertPythPrice(priceData.aggregate.price, priceData.exponent, this.multiple);
if (this.stableCoin) {
price = getStableCoinPrice(price, confidence);
}
return {
price,
slot: new anchor_1.BN(priceData.lastSlot.toString()),
confidence,
twap: convertPythPrice(priceData.twap.value, priceData.exponent, this.multiple),
twapConfidence: convertPythPrice(priceData.twac.value, priceData.exponent, this.multiple),
hasSufficientNumberOfDataPoints: priceData.numQuoters >= minPublishers,
};
}
}
exports.PythClient = PythClient;
function convertPythPrice(price, exponent, multiple) {
exponent = Math.abs(exponent);
const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs()).div(multiple);
return new anchor_1.BN(price * Math.pow(10, exponent))
.mul(numericConstants_1.PRICE_PRECISION)
.div(pythPrecision);
}
const fiveBPS = new anchor_1.BN(500);
function getStableCoinPrice(price, confidence) {
if (price.sub(numericConstants_1.QUOTE_PRECISION).abs().lt(anchor_1.BN.min(confidence, fiveBPS))) {
return numericConstants_1.QUOTE_PRECISION;
}
else {
return price;
}
}