@pythnetwork/price-pusher/lib/price-config.js

Pyth Price Pusher

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.UpdateCondition = void 0;
exports.readPriceConfigFile = readPriceConfigFile;
exports.shouldUpdate = shouldUpdate;
const joi_1 = __importDefault(require("joi"));
const yaml_1 = __importDefault(require("yaml"));
const fs_1 = __importDefault(require("fs"));
const utils_1 = require("./utils");
const PriceConfigFileSchema = joi_1.default.array()
    .items(joi_1.default.object({
    alias: joi_1.default.string().required(),
    id: joi_1.default.string()
        .regex(/^(0x)?[a-f0-9]{64}$/)
        .required(),
    time_difference: joi_1.default.number().required(),
    price_deviation: joi_1.default.number().required(),
    confidence_ratio: joi_1.default.number().required(),
    early_update: joi_1.default.object({
        time_difference: joi_1.default.number().optional(),
        price_deviation: joi_1.default.number().optional(),
        confidence_ratio: joi_1.default.number().optional(),
    }).optional(),
}))
    .unique("id")
    .unique("alias")
    .required();
function readPriceConfigFile(path) {
    const priceConfigs = yaml_1.default.parse(fs_1.default.readFileSync(path, "utf-8"));
    const validationResult = PriceConfigFileSchema.validate(priceConfigs);
    if (validationResult.error !== undefined) {
        throw validationResult.error;
    }
    return priceConfigs.map((priceConfigRaw) => {
        const priceConfig = {
            alias: priceConfigRaw.alias,
            id: (0, utils_1.removeLeading0x)(priceConfigRaw.id),
            timeDifference: priceConfigRaw.time_difference,
            priceDeviation: priceConfigRaw.price_deviation,
            confidenceRatio: priceConfigRaw.confidence_ratio,
            customEarlyUpdate: priceConfigRaw.early_update !== undefined,
            earlyUpdateTimeDifference: priceConfigRaw.early_update?.time_difference,
            earlyUpdatePriceDeviation: priceConfigRaw.early_update?.price_deviation,
            earlyUpdateConfidenceRatio: priceConfigRaw.early_update?.confidence_ratio,
        };
        return priceConfig;
    });
}
var UpdateCondition;
(function (UpdateCondition) {
    // This price feed must be updated
    UpdateCondition[UpdateCondition["YES"] = 0] = "YES";
    // This price feed may be updated as part of a larger batch
    UpdateCondition[UpdateCondition["EARLY"] = 1] = "EARLY";
    // This price feed shouldn't be updated
    UpdateCondition[UpdateCondition["NO"] = 2] = "NO";
})(UpdateCondition || (exports.UpdateCondition = UpdateCondition = {}));
/**
 * Checks whether on-chain price needs to be updated with the latest pyth price information.
 *
 * @param priceConfig Config of the price feed to check
 * @returns True if the on-chain price needs to be updated.
 */
function shouldUpdate(priceConfig, sourceLatestPrice, targetLatestPrice, logger) {
    const priceId = priceConfig.id;
    // There is no price to update the target with.
    if (sourceLatestPrice === undefined) {
        return UpdateCondition.YES;
    }
    // It means that price never existed there. So we should push the latest price feed.
    if (targetLatestPrice === undefined) {
        logger.info(`${priceConfig.alias} (${priceId}) is not available on the target network. Pushing the price.`);
        return UpdateCondition.YES;
    }
    // The current price is not newer than the price onchain
    if (sourceLatestPrice.publishTime < targetLatestPrice.publishTime) {
        return UpdateCondition.NO;
    }
    const timeDifference = sourceLatestPrice.publishTime - targetLatestPrice.publishTime;
    const priceDeviationPct = (Math.abs(Number(sourceLatestPrice.price) - Number(targetLatestPrice.price)) /
        Number(targetLatestPrice.price)) *
        100;
    const confidenceRatioPct = Math.abs((Number(sourceLatestPrice.conf) / Number(sourceLatestPrice.price)) * 100);
    logger.info({
        sourcePrice: sourceLatestPrice,
        targetPrice: targetLatestPrice,
        symbol: priceConfig.alias,
    }, `Analyzing price ${priceConfig.alias} (${priceId}). ` +
        `Time difference: ${timeDifference} (< ${priceConfig.timeDifference}? / early: < ${priceConfig.earlyUpdateTimeDifference}) OR ` +
        `Price deviation: ${priceDeviationPct.toFixed(5)}% (< ${priceConfig.priceDeviation}%? / early: < ${priceConfig.earlyUpdatePriceDeviation}%?) OR ` +
        `Confidence ratio: ${confidenceRatioPct.toFixed(5)}% (< ${priceConfig.confidenceRatio}%? / early: < ${priceConfig.earlyUpdatePriceDeviation}%?)`);
    if (timeDifference >= priceConfig.timeDifference ||
        priceDeviationPct >= priceConfig.priceDeviation ||
        confidenceRatioPct >= priceConfig.confidenceRatio) {
        return UpdateCondition.YES;
    }
    else if (priceConfig.customEarlyUpdate === undefined ||
        !priceConfig.customEarlyUpdate ||
        (priceConfig.earlyUpdateTimeDifference !== undefined &&
            timeDifference >= priceConfig.earlyUpdateTimeDifference) ||
        (priceConfig.earlyUpdatePriceDeviation !== undefined &&
            priceDeviationPct >= priceConfig.earlyUpdatePriceDeviation) ||
        (priceConfig.earlyUpdateConfidenceRatio !== undefined &&
            confidenceRatioPct >= priceConfig.earlyUpdateConfidenceRatio)) {
        return UpdateCondition.EARLY;
    }
    else {
        return UpdateCondition.NO;
    }
}