1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740
//! Structures and functions for interacting with Solana on-chain account data.
use borsh::{
BorshDeserialize,
BorshSerialize,
};
use bytemuck::{
cast_slice,
from_bytes,
try_cast_slice,
Pod,
PodCastError,
Zeroable,
};
use pyth_sdk::{
PriceIdentifier,
UnixTimestamp,
};
use solana_program::clock::Clock;
use solana_program::pubkey::Pubkey;
use std::mem::size_of;
pub use pyth_sdk::{
Price,
PriceFeed,
};
use crate::PythError;
pub const MAGIC: u32 = 0xa1b2c3d4;
pub const VERSION_2: u32 = 2;
pub const VERSION: u32 = VERSION_2;
pub const MAP_TABLE_SIZE: usize = 640;
pub const PROD_ACCT_SIZE: usize = 512;
pub const PROD_HDR_SIZE: usize = 48;
pub const PROD_ATTR_SIZE: usize = PROD_ACCT_SIZE - PROD_HDR_SIZE;
/// The type of Pyth account determines what data it contains
#[derive(
Copy,
Clone,
Debug,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub enum AccountType {
Unknown,
Mapping,
Product,
Price,
}
impl Default for AccountType {
fn default() -> Self {
AccountType::Unknown
}
}
/// Status of any ongoing corporate actions.
/// (still undergoing dev)
#[derive(
Copy,
Clone,
Debug,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub enum CorpAction {
NoCorpAct,
}
impl Default for CorpAction {
fn default() -> Self {
CorpAction::NoCorpAct
}
}
/// The type of prices associated with a product -- each product may have multiple price feeds of
/// different types.
#[derive(
Copy,
Clone,
Debug,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub enum PriceType {
Unknown,
Price,
}
impl Default for PriceType {
fn default() -> Self {
PriceType::Unknown
}
}
/// Represents availability status of a price feed.
#[derive(
Copy,
Clone,
Debug,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub enum PriceStatus {
/// The price feed is not currently updating for an unknown reason.
Unknown,
/// The price feed is updating as expected.
Trading,
/// The price feed is not currently updating because trading in the product has been halted.
Halted,
/// The price feed is not currently updating because an auction is setting the price.
Auction,
/// A price component can be ignored if the confidence interval is too wide
Ignored,
}
impl Default for PriceStatus {
fn default() -> Self {
PriceStatus::Unknown
}
}
/// Mapping accounts form a linked-list containing the listing of all products on Pyth.
#[derive(Copy, Clone, Debug, PartialEq, Eq)]
#[repr(C)]
pub struct MappingAccount {
/// pyth magic number
pub magic: u32,
/// program version
pub ver: u32,
/// account type
pub atype: u32,
/// account used size
pub size: u32,
/// number of product accounts
pub num: u32,
pub unused: u32,
/// next mapping account (if any)
pub next: Pubkey,
pub products: [Pubkey; MAP_TABLE_SIZE],
}
#[cfg(target_endian = "little")]
unsafe impl Zeroable for MappingAccount {
}
#[cfg(target_endian = "little")]
unsafe impl Pod for MappingAccount {
}
/// Product accounts contain metadata for a single product, such as its symbol ("Crypto.BTC/USD")
/// and its base/quote currencies.
#[derive(Copy, Clone, Debug, PartialEq, Eq)]
#[repr(C)]
pub struct ProductAccount {
/// pyth magic number
pub magic: u32,
/// program version
pub ver: u32,
/// account type
pub atype: u32,
/// price account size
pub size: u32,
/// first price account in list
pub px_acc: Pubkey,
/// key/value pairs of reference attr.
pub attr: [u8; PROD_ATTR_SIZE],
}
impl ProductAccount {
pub fn iter(&self) -> AttributeIter {
AttributeIter { attrs: &self.attr }
}
}
#[cfg(target_endian = "little")]
unsafe impl Zeroable for ProductAccount {
}
#[cfg(target_endian = "little")]
unsafe impl Pod for ProductAccount {
}
/// A price and confidence at a specific slot. This struct can represent either a
/// publisher's contribution or the outcome of price aggregation.
#[derive(
Copy,
Clone,
Debug,
Default,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub struct PriceInfo {
/// the current price.
/// For the aggregate price use `get_price_no_older_than()` whenever possible. Accessing fields
/// directly might expose you to stale or invalid prices.
pub price: i64,
/// confidence interval around the price.
/// For the aggregate confidence use `get_price_no_older_than()` whenever possible. Accessing
/// fields directly might expose you to stale or invalid prices.
pub conf: u64,
/// status of price (Trading is valid)
pub status: PriceStatus,
/// notification of any corporate action
pub corp_act: CorpAction,
pub pub_slot: u64,
}
/// The price and confidence contributed by a specific publisher.
#[derive(
Copy,
Clone,
Debug,
Default,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub struct PriceComp {
/// key of contributing publisher
pub publisher: Pubkey,
/// the price used to compute the current aggregate price
pub agg: PriceInfo,
/// The publisher's latest price. This price will be incorporated into the aggregate price
/// when price aggregation runs next.
pub latest: PriceInfo,
}
#[deprecated = "Type is renamed to Rational, please use the new name."]
pub type Ema = Rational;
/// An number represented as both `value` and also in rational as `numer/denom`.
#[derive(
Copy,
Clone,
Debug,
Default,
PartialEq,
Eq,
BorshSerialize,
BorshDeserialize,
serde::Serialize,
serde::Deserialize,
)]
#[repr(C)]
pub struct Rational {
pub val: i64,
pub numer: i64,
pub denom: i64,
}
/// Price accounts represent a continuously-updating price feed for a product.
#[derive(Copy, Clone, Debug, Default, PartialEq, Eq)]
#[repr(C)]
pub struct PriceAccount {
/// pyth magic number
pub magic: u32,
/// program version
pub ver: u32,
/// account type
pub atype: u32,
/// price account size
pub size: u32,
/// price or calculation type
pub ptype: PriceType,
/// price exponent
pub expo: i32,
/// number of component prices
pub num: u32,
/// number of quoters that make up aggregate
pub num_qt: u32,
/// slot of last valid (not unknown) aggregate price
pub last_slot: u64,
/// valid slot-time of agg. price
pub valid_slot: u64,
/// exponentially moving average price
pub ema_price: Rational,
/// exponentially moving average confidence interval
pub ema_conf: Rational,
/// unix timestamp of aggregate price
pub timestamp: i64,
/// min publishers for valid price
pub min_pub: u8,
/// space for future derived values
pub drv2: u8,
/// space for future derived values
pub drv3: u16,
/// space for future derived values
pub drv4: u32,
/// product account key
pub prod: Pubkey,
/// next Price account in linked list
pub next: Pubkey,
/// valid slot of previous update
pub prev_slot: u64,
/// aggregate price of previous update with TRADING status
pub prev_price: i64,
/// confidence interval of previous update with TRADING status
pub prev_conf: u64,
/// unix timestamp of previous aggregate with TRADING status
pub prev_timestamp: i64,
/// aggregate price info
pub agg: PriceInfo,
/// price components one per quoter
pub comp: [PriceComp; 32],
}
#[cfg(target_endian = "little")]
unsafe impl Zeroable for PriceAccount {
}
#[cfg(target_endian = "little")]
unsafe impl Pod for PriceAccount {
}
impl PriceAccount {
pub fn get_publish_time(&self) -> UnixTimestamp {
match self.agg.status {
PriceStatus::Trading => self.timestamp,
_ => self.prev_timestamp,
}
}
/// Get the last valid price as long as it was updated within `slot_threshold` slots of the
/// current slot.
pub fn get_price_no_older_than(&self, clock: &Clock, slot_threshold: u64) -> Option<Price> {
if self.agg.status == PriceStatus::Trading
&& self.agg.pub_slot >= clock.slot - slot_threshold
{
return Some(Price {
conf: self.agg.conf,
expo: self.expo,
price: self.agg.price,
publish_time: self.timestamp,
});
}
if self.prev_slot >= clock.slot - slot_threshold {
return Some(Price {
conf: self.prev_conf,
expo: self.expo,
price: self.prev_price,
publish_time: self.prev_timestamp,
});
}
None
}
pub fn to_price_feed(&self, price_key: &Pubkey) -> PriceFeed {
let status = self.agg.status;
let price = match status {
PriceStatus::Trading => Price {
conf: self.agg.conf,
expo: self.expo,
price: self.agg.price,
publish_time: self.get_publish_time(),
},
_ => Price {
conf: self.prev_conf,
expo: self.expo,
price: self.prev_price,
publish_time: self.get_publish_time(),
},
};
let ema_price = Price {
conf: self.ema_conf.val as u64,
expo: self.expo,
price: self.ema_price.val,
publish_time: self.get_publish_time(),
};
PriceFeed::new(PriceIdentifier::new(price_key.to_bytes()), price, ema_price)
}
}
fn load<T: Pod>(data: &[u8]) -> Result<&T, PodCastError> {
let size = size_of::<T>();
if data.len() >= size {
Ok(from_bytes(cast_slice::<u8, u8>(try_cast_slice(
&data[0..size],
)?)))
} else {
Err(PodCastError::SizeMismatch)
}
}
/// Get a `Mapping` account from the raw byte value of a Solana account.
pub fn load_mapping_account(data: &[u8]) -> Result<&MappingAccount, PythError> {
let pyth_mapping = load::<MappingAccount>(data).map_err(|_| PythError::InvalidAccountData)?;
if pyth_mapping.magic != MAGIC {
return Err(PythError::InvalidAccountData);
}
if pyth_mapping.ver != VERSION_2 {
return Err(PythError::BadVersionNumber);
}
if pyth_mapping.atype != AccountType::Mapping as u32 {
return Err(PythError::WrongAccountType);
}
Ok(pyth_mapping)
}
/// Get a `Product` account from the raw byte value of a Solana account.
pub fn load_product_account(data: &[u8]) -> Result<&ProductAccount, PythError> {
let pyth_product = load::<ProductAccount>(data).map_err(|_| PythError::InvalidAccountData)?;
if pyth_product.magic != MAGIC {
return Err(PythError::InvalidAccountData);
}
if pyth_product.ver != VERSION_2 {
return Err(PythError::BadVersionNumber);
}
if pyth_product.atype != AccountType::Product as u32 {
return Err(PythError::WrongAccountType);
}
Ok(pyth_product)
}
/// Get a `Price` account from the raw byte value of a Solana account.
pub fn load_price_account(data: &[u8]) -> Result<&PriceAccount, PythError> {
let pyth_price = load::<PriceAccount>(data).map_err(|_| PythError::InvalidAccountData)?;
if pyth_price.magic != MAGIC {
return Err(PythError::InvalidAccountData);
}
if pyth_price.ver != VERSION_2 {
return Err(PythError::BadVersionNumber);
}
if pyth_price.atype != AccountType::Price as u32 {
return Err(PythError::WrongAccountType);
}
Ok(pyth_price)
}
pub struct AttributeIter<'a> {
attrs: &'a [u8],
}
impl<'a> Iterator for AttributeIter<'a> {
type Item = (&'a str, &'a str);
fn next(&mut self) -> Option<Self::Item> {
if self.attrs.is_empty() {
return None;
}
let (key, data) = get_attr_str(self.attrs);
let (val, data) = get_attr_str(data);
self.attrs = data;
Some((key, val))
}
}
fn get_attr_str(buf: &[u8]) -> (&str, &[u8]) {
if buf.is_empty() {
return ("", &[]);
}
let len = buf[0] as usize;
let str = std::str::from_utf8(&buf[1..len + 1]).expect("attr should be ascii or utf-8");
let remaining_buf = &buf[len + 1..];
(str, remaining_buf)
}
#[cfg(test)]
mod test {
use pyth_sdk::{
Identifier,
Price,
PriceFeed,
};
use solana_program::clock::Clock;
use solana_program::pubkey::Pubkey;
use super::{
PriceAccount,
PriceInfo,
PriceStatus,
Rational,
};
#[test]
fn test_trading_price_to_price_feed() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Trading,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
ema_price: Rational {
val: 40,
..Default::default()
},
ema_conf: Rational {
val: 50,
..Default::default()
},
prev_price: 60,
prev_conf: 70,
..Default::default()
};
let pubkey = Pubkey::new_from_array([3; 32]);
let price_feed = price_account.to_price_feed(&pubkey);
assert_eq!(
price_feed,
PriceFeed::new(
Identifier::new(pubkey.to_bytes()),
Price {
conf: 20,
price: 10,
expo: 5,
publish_time: 200,
},
Price {
conf: 50,
price: 40,
expo: 5,
publish_time: 200,
}
)
);
}
#[test]
fn test_non_trading_price_to_price_feed() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Unknown,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
ema_price: Rational {
val: 40,
..Default::default()
},
ema_conf: Rational {
val: 50,
..Default::default()
},
prev_price: 60,
prev_conf: 70,
..Default::default()
};
let pubkey = Pubkey::new_from_array([3; 32]);
let price_feed = price_account.to_price_feed(&pubkey);
assert_eq!(
price_feed,
PriceFeed::new(
Identifier::new(pubkey.to_bytes()),
Price {
conf: 70,
price: 60,
expo: 5,
publish_time: 100,
},
Price {
conf: 50,
price: 40,
expo: 5,
publish_time: 100,
}
)
);
}
#[test]
fn test_happy_use_latest_price_in_price_no_older_than() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Trading,
pub_slot: 1,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
prev_price: 60,
prev_conf: 70,
..Default::default()
};
let clock = Clock {
slot: 5,
..Default::default()
};
assert_eq!(
price_account.get_price_no_older_than(&clock, 4),
Some(Price {
conf: 20,
expo: 5,
price: 10,
publish_time: 200,
})
);
}
#[test]
fn test_happy_use_prev_price_in_price_no_older_than() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Unknown,
pub_slot: 3,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
prev_price: 60,
prev_conf: 70,
prev_slot: 1,
..Default::default()
};
let clock = Clock {
slot: 5,
..Default::default()
};
assert_eq!(
price_account.get_price_no_older_than(&clock, 4),
Some(Price {
conf: 70,
expo: 5,
price: 60,
publish_time: 100,
})
);
}
#[test]
fn test_sad_cur_price_unknown_in_price_no_older_than() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Unknown,
pub_slot: 3,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
prev_price: 60,
prev_conf: 70,
prev_slot: 1,
..Default::default()
};
let clock = Clock {
slot: 5,
..Default::default()
};
// current price is unknown, prev price is too stale
assert_eq!(price_account.get_price_no_older_than(&clock, 3), None);
}
#[test]
fn test_sad_cur_price_stale_in_price_no_older_than() {
let price_account = PriceAccount {
expo: 5,
agg: PriceInfo {
price: 10,
conf: 20,
status: PriceStatus::Trading,
pub_slot: 3,
..Default::default()
},
timestamp: 200,
prev_timestamp: 100,
prev_price: 60,
prev_conf: 70,
prev_slot: 1,
..Default::default()
};
let clock = Clock {
slot: 5,
..Default::default()
};
assert_eq!(price_account.get_price_no_older_than(&clock, 1), None);
}
}