[TWAP] Update Hermes binary response format, add TwapMessage parsing to price-service-sdk #2158
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guibescos
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Dec 3, 2024
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| test("Parse TWAP message", () => { | ||
| // Sample data from the Hermes latest TWAP endpoint. | ||
| const test_accumulator_data_twap = |
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I'd use camelcase or caps here
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woops, too much python & rust
guibescos
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Dec 3, 2024
| ); | ||
| expect(twapMessage1.cumulativePrice.toString()).toBe("1760238576144013"); | ||
| expect(twapMessage1.cumulativeConf.toString()).toBe("5113466755162"); | ||
| expect(twapMessage1.numDownSlots.toString()).toBe("72037403"); |
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big numDownSlots here since stocks stop trading every night
guibescos
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cprussin
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…to price-service-sdk (pyth-network#2158) * feat: change hermes twap binary response, add twap data model and parsing to price-service-sdk * feat: reexport parseTwapMessage * test: add parse twap msg test * test: update parse twap test * refactor: pack both start & end updatedatas into a single binaryupdate * refactor: snake -> camel case
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Update the Hermes binary output for the
/twap/:window_seconds/latestendpoint for better efficiency and usability.Add TwapMessage parsing support to the Price Service SDK. This will be used by the Solana Receiver SDK when handling binary TwapMessages from Hermes, similar to how PriceFeedMessages are currently being parsed and used.