@pythnetwork/price-service-sdk
Version:
Pyth price service SDK
281 lines (280 loc) • 10.8 kB
JavaScript
/* eslint-disable @typescript-eslint/no-unsafe-assignment */ /* eslint-disable @typescript-eslint/no-explicit-any */ "use strict";
Object.defineProperty(exports, "__esModule", {
value: true
});
function _export(target, all) {
for(var name in all)Object.defineProperty(target, name, {
enumerable: true,
get: Object.getOwnPropertyDescriptor(all, name).get
});
}
_export(exports, {
get Price () {
return Price;
},
get PriceFeed () {
return PriceFeed;
},
get PriceFeedMetadata () {
return PriceFeedMetadata;
},
get isAccumulatorUpdateData () {
return _AccumulatorUpdateData.isAccumulatorUpdateData;
},
get parseAccumulatorUpdateData () {
return _AccumulatorUpdateData.parseAccumulatorUpdateData;
},
get parsePriceFeedMessage () {
return _AccumulatorUpdateData.parsePriceFeedMessage;
},
get parseTwapMessage () {
return _AccumulatorUpdateData.parseTwapMessage;
},
get sliceAccumulatorUpdateData () {
return _AccumulatorUpdateData.sliceAccumulatorUpdateData;
}
});
const _PriceFeed = require("./schemas/PriceFeed.cjs");
const _AccumulatorUpdateData = require("./AccumulatorUpdateData.cjs");
class Price {
conf;
expo;
price;
publishTime;
constructor(rawPrice){
this.conf = rawPrice.conf;
this.expo = rawPrice.expo;
this.price = rawPrice.price;
this.publishTime = rawPrice.publishTime;
}
/**
* Get price as number. Warning: this conversion might result in an inaccurate number.
* We store price and confidence values in our Oracle at 64-bit precision, but the JavaScript
* number type can only represent numbers with 52-bit precision. So if a price or confidence
* is larger than 52-bits, the conversion will lose the most insignificant bits.
*
* @returns a floating point number representing the price
*/ getPriceAsNumberUnchecked() {
return Number(this.price) * 10 ** this.expo;
}
/**
* Get price as number. Warning: this conversion might result in an inaccurate number.
* Explanation is the same as `priceAsNumberUnchecked()` documentation.
*
* @returns a floating point number representing the price
*/ getConfAsNumberUnchecked() {
return Number(this.conf) * 10 ** this.expo;
}
static fromJson(json) {
const jsonPrice = _PriceFeed.Convert.toPrice(json);
return new Price({
conf: jsonPrice.conf,
expo: jsonPrice.expo,
price: jsonPrice.price,
publishTime: jsonPrice.publish_time
});
}
toJson() {
const jsonPrice = {
conf: this.conf,
expo: this.expo,
price: this.price,
publish_time: this.publishTime
};
// this is done to avoid sending undefined values to the server
return _PriceFeed.Convert.priceToJson(jsonPrice);
}
}
class PriceFeedMetadata {
/**
* Attestation time of the price
*/ attestationTime;
/**
* Chain of the emitter
*/ emitterChain;
/**
* The time that the price service received the price
*/ priceServiceReceiveTime;
/**
* Sequence number of the price
*/ sequenceNumber;
/**
* Pythnet slot number of the price
*/ slot;
/**
* The time that the previous price was published
*/ prevPublishTime;
constructor(metadata){
this.attestationTime = metadata.attestationTime;
this.emitterChain = metadata.emitterChain;
this.priceServiceReceiveTime = metadata.receiveTime;
this.sequenceNumber = metadata.sequenceNumber;
this.slot = metadata.slot;
this.prevPublishTime = metadata.prevPublishTime;
}
static fromJson(json) {
if (json === undefined) {
return undefined;
}
const jsonFeed = _PriceFeed.Convert.toPriceFeedMetadata(json);
return new PriceFeedMetadata({
attestationTime: jsonFeed.attestation_time,
emitterChain: jsonFeed.emitter_chain,
receiveTime: jsonFeed.price_service_receive_time,
sequenceNumber: jsonFeed.sequence_number,
slot: jsonFeed.slot,
prevPublishTime: jsonFeed.prev_publish_time
});
}
toJson() {
const jsonFeed = {
attestation_time: this.attestationTime,
emitter_chain: this.emitterChain,
price_service_receive_time: this.priceServiceReceiveTime,
sequence_number: this.sequenceNumber,
slot: this.slot,
prev_publish_time: this.prevPublishTime
};
// this is done to avoid sending undefined values to the server
return _PriceFeed.Convert.priceFeedMetadataToJson(jsonFeed);
}
}
class PriceFeed {
/**
* Exponentially-weighted moving average Price
*/ emaPrice;
/**
* Unique identifier for this price.
*/ id;
/**
* Metadata of the price
*/ metadata;
/**
* VAA of the price
*/ vaa;
/**
* Price
*/ price;
constructor(rawFeed){
this.emaPrice = rawFeed.emaPrice;
this.id = rawFeed.id;
this.metadata = rawFeed.metadata;
this.vaa = rawFeed.vaa;
this.price = rawFeed.price;
}
static fromJson(json) {
const jsonFeed = _PriceFeed.Convert.toPriceFeed(json);
return new PriceFeed({
emaPrice: Price.fromJson(jsonFeed.ema_price),
id: jsonFeed.id,
metadata: PriceFeedMetadata.fromJson(jsonFeed.metadata),
vaa: jsonFeed.vaa,
price: Price.fromJson(jsonFeed.price)
});
}
toJson() {
const jsonFeed = {
ema_price: this.emaPrice.toJson(),
id: this.id,
metadata: this.metadata?.toJson(),
price: this.price.toJson()
};
return _PriceFeed.Convert.priceFeedToJson(jsonFeed);
}
/**
* Get the price and confidence interval as fixed-point numbers of the form a * 10^e.
* This function returns the current best estimate of the price at the time that this `PriceFeed` was
* published (`publishTime`). The returned price can be from arbitrarily far in the past; this function
* makes no guarantees that the returned price is recent or useful for any particular application.
*
* Users of this function should check the returned `publishTime` to ensure that the returned price is
* sufficiently recent for their application. If you are considering using this function, it may be
* safer / easier to use `getPriceNoOlderThan` method.
*
* @returns a Price that contains the price and confidence interval along with
* the exponent for them, and publish time of the price.
*/ getPriceUnchecked() {
return this.price;
}
/**
* Get the exponentially-weighted moving average (EMA) price and confidence interval.
*
* This function returns the current best estimate of the price at the time that this `PriceFeed` was
* published (`publishTime`). The returned price can be from arbitrarily far in the past; this function
* makes no guarantees that the returned price is recent or useful for any particular application.
*
* Users of this function should check the returned `publishTime` to ensure that the returned price is
* sufficiently recent for their application. If you are considering using this function, it may be
* safer / easier to use `getEmaPriceNoOlderThan` method.
*
* At the moment, the confidence interval returned by this method is computed in
* a somewhat questionable way, so we do not recommend using it for high-value applications.
*
* @returns a Price that contains the EMA price and confidence interval along with
* the exponent for them, and publish time of the price.
*/ getEmaPriceUnchecked() {
return this.emaPrice;
}
/**
* Get the price if it was updated no older than `age` seconds of the current time.
*
* This function is a sanity-checked version of `getPriceUnchecked` which is useful in
* applications that require a sufficiently-recent price. Returns `undefined` if the price
* is not recent enough.
*
* @param age - return a price as long as it has been updated within this number of seconds
* @returns a Price struct containing the price, confidence interval along with the exponent for
* both numbers, and its publish time, or `undefined` if no price update occurred within `age` seconds of the current time.
*/ getPriceNoOlderThan(age) {
const price = this.getPriceUnchecked();
const currentTime = Math.floor(Date.now() / 1000);
// This checks the absolute difference as a sanity check
// for the cases that the system time is behind or price
// feed timestamp happen to be in the future (a bug).
if (Math.abs(currentTime - price.publishTime) > age) {
return undefined;
}
return price;
}
/**
* Get the exponentially-weighted moving average (EMA) price if it was updated no older than
* `age` seconds of the current time.
*
* This function is a sanity-checked version of `getEmaPriceUnchecked` which is useful in
* applications that require a sufficiently-recent price. Returns `undefined` if the price
* is not recent enough.
*
* At the moment, the confidence interval returned by this method is computed in
* a somewhat questionable way, so we do not recommend using it for high-value applications.
*
* @param age - return a price as long as it has been updated within this number of seconds
* @returns a Price struct containing the EMA price, confidence interval along with the exponent for
* both numbers, and its publish time, or `undefined` if no price update occurred within `age` seconds of the current time.
*/ getEmaPriceNoOlderThan(age) {
const emaPrice = this.getEmaPriceUnchecked();
const currentTime = Math.floor(Date.now() / 1000);
// This checks the absolute difference as a sanity check
// for the cases that the system time is behind or price
// feed timestamp happen to be in the future (a bug).
if (Math.abs(currentTime - emaPrice.publishTime) > age) {
return undefined;
}
return emaPrice;
}
/**
* Get the price feed metadata.
*
* @returns a struct containing the attestation time, emitter chain, and the sequence number.
* Returns `undefined` if metadata is currently unavailable.
*/ getMetadata() {
return this.metadata;
}
/**
* Get the price feed vaa.
*
* @returns vaa in base64.
* Returns `undefined` if vaa is unavailable.
*/ getVAA() {
return this.vaa;
}
}