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Update to json #1

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merged 3 commits into from
Mar 17, 2022
Merged

Update to json #1

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b973d25
change twap/twac to emap/emac (#23)
cctdaniel Mar 3, 2022
86ed736
Merge branch 'pyth-network:main' into update_to_json
tnedev Mar 17, 2022
9ee2e32
Update to sync with fork.
tnedev Mar 17, 2022
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25 changes: 11 additions & 14 deletions pythclient/pythaccounts.py
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Original file line number Diff line number Diff line change
Expand Up @@ -37,20 +37,17 @@ class PythPriceStatus(Enum):
class PythPriceType(Enum):
UNKNOWN = 0
PRICE = 1
# TWAP/VOL removed after V2
TWAP = 2
VOLATILITY = 3


# Join time-weighted exponential moving average for TWAP and TWAC
class TwEmaType(Enum):
# Join exponential moving average for EMA price and EMA confidence
class EmaType(Enum):
UNKNOWN = 0
TWAPVALUE = 1
TWAPNUMERATOR = 2
TWAPDENOMINATOR = 3
TWACVALUE = 4
TWACNUMERATOR = 5
TWACDENOMINATOR = 6
EMA_PRICE_VALUE = 1
EMA_PRICE_NUMERATOR = 2
EMA_PRICE_DENOMINATOR = 3
EMA_CONFIDENCE_VALUE = 4
EMA_CONFIDENCE_NUMERATOR = 5
EMA_CONFIDENCE_DENOMINATOR = 6


def _check_base64(format: str):
Expand Down Expand Up @@ -524,7 +521,7 @@ def __init__(self, key: SolanaPublicKey, solana: SolanaClient, *, product: Optio
self.next_price_account_key: Optional[SolanaPublicKey] = None
self.aggregate_price_info: Optional[PythPriceInfo] = None
self.price_components: List[PythPriceComponent] = []
self.derivations: Dict[TwEmaType, int] = {}
self.derivations: Dict[EmaType, int] = {}
self.min_publishers: Optional[int] = None

@property
Expand Down Expand Up @@ -592,7 +589,7 @@ def update_from(self, buffer: bytes, *, version: int, offset: int = 0) -> None:
last_slot, valid_slot = struct.unpack_from("<QQ", buffer, offset)
offset += 16 # QQ
derivations = list(struct.unpack_from("<6q", buffer, offset))
self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [TwEmaType.TWACVALUE, TwEmaType.TWAPVALUE])
self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [EmaType.EMA_CONFIDENCE_VALUE, EmaType.EMA_PRICE_VALUE])
offset += 48 # 6q
# All drv*_ fields sans min_publishers are currently unused
_, min_publishers = struct.unpack_from("<qQ", buffer, offset)
Expand Down Expand Up @@ -654,7 +651,7 @@ def to_json(self):
"next_price_account_key": str(self.next_price_account_key),
"aggregate_price_info": self.aggregate_price_info.to_json(),
"price_components": [x.to_json() for x in self.price_components],
"derivations": {TwEmaType(x).name: self.derivations.get(x) for x in list(self.derivations.keys())},
"derivations": {EmaType(x).name: self.derivations.get(x) for x in list(self.derivations.keys())},
"min_publishers": self.min_publishers,
"aggregate_price": self.aggregate_price,
"aggregate_price_confidence_interval": self.aggregate_price_confidence_interval
Expand Down