@drift-labs/sdk
Version:
SDK for Drift Protocol
63 lines (62 loc) • 2.88 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.convertPythPrice = exports.PythPullClient = void 0;
const web3_js_1 = require("@solana/web3.js");
const anchor_1 = require("@coral-xyz/anchor");
const numericConstants_1 = require("../constants/numericConstants");
const pyth_solana_receiver_1 = require("@pythnetwork/pyth-solana-receiver");
const config_1 = require("../config");
const wallet_1 = require("../wallet");
class PythPullClient {
constructor(connection, multiple = numericConstants_1.ONE, stableCoin = false) {
this.connection = connection;
this.multiple = multiple;
this.stableCoin = stableCoin;
const provider = new anchor_1.AnchorProvider(this.connection,
//@ts-ignore
new wallet_1.Wallet(new web3_js_1.Keypair()), {
commitment: connection.commitment,
});
this.receiver = new anchor_1.Program(pyth_solana_receiver_1.pythSolanaReceiverIdl, config_1.DRIFT_ORACLE_RECEIVER_ID, provider);
this.decodeFunc =
this.receiver.account.priceUpdateV2.coder.accounts.decodeUnchecked.bind(this.receiver.account.priceUpdateV2.coder.accounts);
}
async getOraclePriceData(pricePublicKey) {
const accountInfo = await this.connection.getAccountInfo(pricePublicKey);
return this.getOraclePriceDataFromBuffer(accountInfo.data);
}
getOraclePriceDataFromBuffer(buffer) {
const message = this.decodeFunc('priceUpdateV2', buffer);
const priceData = message.priceMessage;
const confidence = convertPythPrice(priceData.conf, priceData.exponent, this.multiple);
let price = convertPythPrice(priceData.price, priceData.exponent, this.multiple);
if (this.stableCoin) {
price = getStableCoinPrice(price, confidence);
}
return {
price,
slot: message.postedSlot,
confidence,
twap: convertPythPrice(priceData.price, priceData.exponent, this.multiple),
twapConfidence: convertPythPrice(priceData.price, priceData.exponent, this.multiple),
hasSufficientNumberOfDataPoints: true,
sequenceId: priceData.publishTime,
};
}
}
exports.PythPullClient = PythPullClient;
function convertPythPrice(price, exponent, multiple) {
exponent = Math.abs(exponent);
const pythPrecision = numericConstants_1.TEN.pow(new anchor_1.BN(exponent).abs()).div(multiple);
return price.mul(numericConstants_1.PRICE_PRECISION).div(pythPrecision);
}
exports.convertPythPrice = convertPythPrice;
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;
}
}