Replace get_prev_price with better methods (#68)

ali-behjati · web-flow · commit 248b2f7a7279 · 2022-08-18T12:12:34.000+02:00
* Replace get_prev_price with better methods

* Fix handling stale price with new methods

* Expose price identifier

* Bump version

* Actually clock exists now in non-bpf
diff --git a/examples/cw-contract/Cargo.toml b/examples/cw-contract/Cargo.toml
@@ -1,7 +1,7 @@
 [package]
 name = "example-cw-contract"
 version = "0.1.0"
-authors = ["Ali Behjati <bahjatia@gmail.com>"]
+authors = ["Pyth Data Foundation"]
 edition = "2018"
 
 exclude = [
@@ -34,7 +34,7 @@ cosmwasm-storage = { version = "1.0.0" }
 cw-storage-plus = "0.13.4"
 schemars = "0.8"
 serde = { version = "1.0", default-features = false, features = ["derive"] }
-pyth-sdk-cw = { version = "0.1.0", path = "../../pyth-sdk-cw" } # Remove path and use version only when you use this example on your own.
+pyth-sdk-cw = { version = "0.2.0", path = "../../pyth-sdk-cw" } # Remove path and use version only when you use this example on your own.
 
 [dev-dependencies]
 cosmwasm-schema = { version = "1.0.0" }
diff --git a/pyth-sdk-cw/Cargo.toml b/pyth-sdk-cw/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "pyth-sdk-cw"
-version = "0.1.0"
+version = "0.2.0"
 authors = ["Pyth Data Foundation"]
 edition = "2018"
 license = "Apache-2.0"
@@ -14,7 +14,7 @@ readme = "README.md"
 cosmwasm-std = { version = "1.0.0" }
 cosmwasm-storage = { version = "1.0.0" }
 serde = { version = "1.0.136", features = ["derive"] }
-pyth-sdk = { path = "../pyth-sdk", version = "0.4.1" }
+pyth-sdk = { path = "../pyth-sdk", version = "0.5.0" }
 schemars = "0.8.1"
 
 [dev-dependencies]
diff --git a/pyth-sdk-solana/Cargo.toml b/pyth-sdk-solana/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "pyth-sdk-solana"
-version = "0.4.2"
+version = "0.5.0"
 authors = ["Pyth Data Foundation"]
 edition = "2018"
 license = "Apache-2.0"
@@ -19,7 +19,7 @@ num-derive = "0.3"
 num-traits = "0.2"
 thiserror = "1.0"
 serde = { version = "1.0.136", features = ["derive"] }
-pyth-sdk = { path = "../pyth-sdk", version = "0.4.0" }
+pyth-sdk = { path = "../pyth-sdk", version = "0.5.0" }
 
 [dev-dependencies]
 solana-client = "1.8.1, < 1.11"
diff --git a/pyth-sdk-solana/src/lib.rs b/pyth-sdk-solana/src/lib.rs
@@ -19,6 +19,7 @@ use state::load_price_account;
 pub use pyth_sdk::{
     Price,
     PriceFeed,
+    PriceIdentifier,
     PriceStatus,
     ProductIdentifier,
 };
diff --git a/pyth-sdk-solana/src/state.rs b/pyth-sdk-solana/src/state.rs
@@ -25,13 +25,9 @@ pub use pyth_sdk::{
     PriceStatus,
 };
 
-#[cfg(target_arch = "bpf")]
-use solana_program::{
-    clock::Clock,
-    sysvar::Sysvar,
-};
+use solana_program::clock::Clock;
+use solana_program::sysvar::Sysvar;
 
-#[cfg(target_arch = "bpf")]
 use crate::VALID_SLOT_PERIOD;
 
 use crate::PythError;
@@ -348,14 +344,20 @@ unsafe impl Pod for PriceAccount {
 
 impl PriceAccount {
     pub fn to_price_feed(&self, price_key: &Pubkey) -> PriceFeed {
-        #[allow(unused_mut)]
         let mut status = self.agg.status;
-
-        #[cfg(target_arch = "bpf")]
-        if matches!(status, PriceStatus::Trading)
-            && Clock::get().unwrap().slot.saturating_sub(self.agg.pub_slot) > VALID_SLOT_PERIOD
-        {
-            status = PriceStatus::Unknown;
+        let mut prev_price = self.prev_price;
+        let mut prev_conf = self.prev_conf;
+        let mut prev_publish_time = self.prev_timestamp;
+
+        if let Ok(clock) = Clock::get() {
+            if matches!(status, PriceStatus::Trading)
+                && clock.slot.saturating_sub(self.agg.pub_slot) > VALID_SLOT_PERIOD
+            {
+                status = PriceStatus::Unknown;
+                prev_price = self.agg.price;
+                prev_conf = self.agg.conf;
+                prev_publish_time = self.timestamp;
+            }
         }
 
         PriceFeed::new(
@@ -370,9 +372,9 @@ impl PriceAccount {
             self.agg.conf,
             self.ema_price.val,
             self.ema_conf.val as u64,
-            self.prev_price,
-            self.prev_conf,
-            self.prev_timestamp,
+            prev_price,
+            prev_conf,
+            prev_publish_time,
         )
     }
 }
diff --git a/pyth-sdk-solana/test-contract/Cargo.toml b/pyth-sdk-solana/test-contract/Cargo.toml
@@ -8,7 +8,7 @@ test-bpf = []
 no-entrypoint = []
 
 [dependencies]
-pyth-sdk-solana = { path = "../", version = "0.4.0" }
+pyth-sdk-solana = { path = "../", version = "0.5.0" }
 solana-program = "1.8.1, < 1.11" # Currently latest Solana 1.11 crate can't build bpf: https://github.com/solana-labs/solana/issues/26188
 bytemuck = "1.7.2"
 borsh = "0.9"
diff --git a/pyth-sdk-solana/test-contract/tests/stale_price.rs b/pyth-sdk-solana/test-contract/tests/stale_price.rs
@@ -55,11 +55,7 @@ async fn test_price_stale() {
     price.agg.status = PriceStatus::Trading;
     price.agg.pub_slot = 1000 - VALID_SLOT_PERIOD - 1;
 
-    #[cfg(feature = "test-bpf")] // Only in BPF the clock check is performed
     let expected_status = PriceStatus::Unknown;
 
-    #[cfg(not(feature = "test-bpf"))]
-    let expected_status = PriceStatus::Trading;
-
     test_instr_exec_ok(instruction::price_status_check(&price, expected_status)).await;
 }
diff --git a/pyth-sdk/Cargo.toml b/pyth-sdk/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "pyth-sdk"
-version = "0.4.2"
+version = "0.5.0"
 authors = ["Pyth Data Foundation"]
 edition = "2018"
 license = "Apache-2.0"
diff --git a/pyth-sdk/src/lib.rs b/pyth-sdk/src/lib.rs
@@ -84,6 +84,7 @@ pub type ProductIdentifier = Identifier;
 /// Jan 1970). It is a signed integer because it's the standard in Unix systems and allows easier
 /// time difference.
 pub type UnixTimestamp = i64;
+pub type DurationInSeconds = u64;
 
 /// Represents availability status of a price feed.
 #[derive(
@@ -277,22 +278,67 @@ impl PriceFeed {
         }
     }
 
-    /// Get the "unchecked" previous price with Trading status,
-    /// along with the timestamp at which it was generated.
+    /// Get the latest available price, along with the timestamp when it was generated.
     ///
-    /// WARNING:
-    /// We make no guarantees about the unchecked price and confidence returned by
-    /// this function: it could differ significantly from the current price.
-    /// We strongly encourage you to use `get_current_price` instead.
-    pub fn get_prev_price_unchecked(&self) -> (Price, UnixTimestamp) {
-        (
-            Price {
-                price: self.prev_price,
-                conf:  self.prev_conf,
-                expo:  self.expo,
-            },
-            self.prev_publish_time,
-        )
+    /// This function returns the same price as `get_current_price` in the case where a price was
+    /// available at the time this `PriceFeed` was published (`publish_time`). However, if a
+    /// price was not available at that time, this function returns the price from the latest
+    /// time at which the price was available. 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 timestamp 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 either `get_current_price` or
+    /// `get_latest_available_price_within_duration`.
+    ///
+    /// Returns a struct containing the latest available price, confidence interval, and the
+    /// exponent for both numbers along with the timestamp when that price was generated.
+    pub fn get_latest_available_price_unchecked(&self) -> (Price, UnixTimestamp) {
+        match self.status {
+            PriceStatus::Trading => (
+                Price {
+                    price: self.price,
+                    conf:  self.conf,
+                    expo:  self.expo,
+                },
+                self.publish_time,
+            ),
+            _ => (
+                Price {
+                    price: self.prev_price,
+                    conf:  self.prev_conf,
+                    expo:  self.expo,
+                },
+                self.prev_publish_time,
+            ),
+        }
+    }
+
+    /// Get the latest price as long as it was updated within `duration` seconds of the
+    /// `current_time`.
+    ///
+    /// This function is a sanity-checked version of `get_latest_available_price_unchecked` which is
+    /// useful in applications that require a sufficiently-recent price. Returns `None` if the
+    /// price wasn't updated sufficiently recently.
+    ///
+    /// Returns a struct containing the latest available price, confidence interval and the exponent
+    /// for both numbers, or `None` if no price update occurred within `duration` seconds of the
+    /// `current_time`.
+    pub fn get_latest_available_price_within_duration(
+        &self,
+        current_time: UnixTimestamp,
+        duration: DurationInSeconds,
+    ) -> Option<Price> {
+        let (price, publish_time) = self.get_latest_available_price_unchecked();
+
+        let time_diff_abs = (publish_time - current_time).abs() as u64;
+
+        if time_diff_abs > duration {
+            return None;
+        }
+
+        Some(price)
     }
 }
 #[cfg(test)]
