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feat(pyth-solana-receiver): add post_twap_update instruction & types #2172

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merged 3 commits into from
Dec 7, 2024
Merged

feat(pyth-solana-receiver): add post_twap_update instruction & types #2172

merged 3 commits into from
Dec 7, 2024

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tejasbadadare
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@tejasbadadare tejasbadadare commented Dec 6, 2024 •
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Purpose

Allows users to post verified TWAP prices on chain using the Pyth Solana Receiver Contract.

Implementation details

  • The post_twap_update instruction takes in start & end VAA accounts and start & end MerklePriceUpdate calldata.

    • The calldata contains cumulative prices, allowing us to calculate twap = (cumul_price_t1 - cumul_price_t0)/(pub_slot_t1 - pub_slot_t0).
    • The start & end VAAs are needed to verify that the MerklePriceUpdates have valid proofs.

  • The calculated TWAP is stored in a TwapUpdate account as follows:

      pub struct TwapUpdate {
    pub write_authority: Pubkey,
    pub verification_level: VerificationLevel,
    pub twap: TwapPrice,
    pub posted_slot: u64,
  }
  pub struct TwapPrice {
      pub feed_id: FeedId,
      pub start_time: i64,
      pub end_time: i64,
      pub price: i64,
      pub conf: u64,
      pub exponent: i32,
      /// Ratio out of 1_000_000, where a value of 1_000_000 represents
      /// all slots were missed and 0 represents no slots were missed.
      pub down_slots_ratio: u32,
  }
    • The TwapUpdate and TwapPrice types live in the solana_receiver_sdk Rust SDK to facilitate easy deserialization for users consuming the update account, similar to the PriceUpdateV2 type.

  • Misc

    • Refactored lib.rs to extract out common functionality across post_update and post_twap_update, such as collecting the update fee and verifying VAAs.

Testing

  • Added a happy path test for post_twap_update. Verification/malformed inputs are already being tested in the other tests.
  • Added unit tests for the TWAP calculation in lib.rs since calculate_twap is private and can't be accessed by the tests crates. This also tests for invalid inputs, e.g. start slot > end slot.

Up next

  • [Solana Receiver JS SDK] Add functions to verify and post cumul. prices (TwapMessages) to receiver
  • [Solana Receiver Rust SDK] Add functions to consume prices from the output TwapUpdate account
  • [HermesClient] Add TWAP endpoints to the JS client
  • Support timestamped TWAP in SDKs

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ali-bahjati
ali-bahjati approved these changes Dec 6, 2024
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@ali-bahjati ali-bahjati left a comment

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very nice!

target_chains/solana/programs/pyth-solana-receiver/src/lib.rs Outdated Show resolved Hide resolved
pythnet/pythnet_sdk/src/messages.rs Outdated Show resolved Hide resolved
@tejasbadadare tejasbadadare merged commit 59f3f6f into main Dec 7, 2024
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@tejasbadadare tejasbadadare deleted the tb/solana_receiver_program/post_twap_update branch December 7, 2024 00:05
guibescos
guibescos reviewed Dec 9, 2024
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target_chains/solana/programs/pyth-solana-receiver/src/lib.rs
let (price, conf, down_slots_ratio) = calculate_twap(&start_msg, &end_msg)?;

twap_update_account.write_authority = write_authority.key();
twap_update_account.verification_level = start_vaa_components.verification_level;
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here maybe you would want to make it the minimum of start_vaa_components.verification_level and end_vaa_components.verification_level

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ah yep good point, will update

guibescos
guibescos reviewed Dec 9, 2024
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target_chains/solana/programs/pyth-solana-receiver/src/lib.rs
twap_update_account.write_authority = write_authority.key();
twap_update_account.verification_level = start_vaa_components.verification_level;

twap_update_account.twap.feed_id = start_msg.feed_id;
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I think you forgot to check that start and end are for the same id?

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yea true, will update

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@keyvankhademi keyvankhademi keyvankhademi left review comments

@ali-bahjati ali-bahjati ali-bahjati approved these changes

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@tejasbadadare @ali-bahjati @keyvankhademi @guibescos