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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,165 @@ | ||
| use { | ||
| crate::{ | ||
| api::{ | ||
| rest::{validate_price_ids, RestError}, | ||
| types::{BinaryUpdate, EncodingType, ParsedPriceFeedTwap, PriceIdInput, TwapsResponse}, | ||
| ApiState, | ||
| }, | ||
| state::aggregate::{Aggregates, RequestTime}, | ||
| }, | ||
| anyhow::Result, | ||
| axum::{ | ||
| extract::{Path, State}, | ||
| Json, | ||
| }, | ||
| base64::{engine::general_purpose::STANDARD as base64_standard_engine, Engine as _}, | ||
| pyth_sdk::{DurationInSeconds, PriceIdentifier, UnixTimestamp}, | ||
| serde::Deserialize, | ||
| serde_qs::axum::QsQuery, | ||
| utoipa::IntoParams, | ||
| }; | ||
|
|
||
| #[derive(Debug, Deserialize, IntoParams)] | ||
| #[into_params(parameter_in=Path)] | ||
| pub struct LatestTwapsPathParams { | ||
| /// The time window in seconds over which to calculate the TWAP, ending at the current time. | ||
| /// For example, a value of 300 would return the most recent 5 minute TWAP. | ||
| /// Must be greater than 0 and less than or equal to 600 seconds (10 minutes). | ||
| #[param(example = "300")] | ||
| #[serde(deserialize_with = "validate_twap_window")] | ||
| window_seconds: u64, | ||
| } | ||
|
|
||
| #[derive(Debug, Deserialize, IntoParams)] | ||
| #[into_params(parameter_in=Query)] | ||
| pub struct LatestTwapsQueryParams { | ||
| /// Get the most recent TWAP (time weighted average price) for this set of price feed ids. | ||
| /// The `binary` data contains the signed start & end cumulative price updates needed to calculate | ||
| /// the TWAPs on-chain. The `parsed` data contains the calculated TWAPs. | ||
| /// | ||
| /// This parameter can be provided multiple times to retrieve multiple price updates, | ||
| /// for example see the following query string: | ||
| /// | ||
| /// ``` | ||
| /// ?ids[]=a12...&ids[]=b4c... | ||
| /// ``` | ||
| #[param(rename = "ids[]")] | ||
| #[param(example = "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43")] | ||
| ids: Vec<PriceIdInput>, | ||
|
|
||
| /// Optional encoding type. If true, return the cumulative price updates in the encoding specified by the encoding parameter. Default is `hex`. | ||
| #[serde(default)] | ||
| encoding: EncodingType, | ||
|
|
||
| /// If true, include the calculated TWAP in the `parsed` field of each returned feed. Default is `true`. | ||
| #[serde(default = "default_true")] | ||
| parsed: bool, | ||
|
|
||
| /// If true, invalid price IDs in the `ids` parameter are ignored. Only applicable to the v2 APIs. Default is `false`. | ||
| #[serde(default)] | ||
| ignore_invalid_price_ids: bool, | ||
| } | ||
|
|
||
| fn validate_twap_window<'de, D>(deserializer: D) -> Result<DurationInSeconds, D::Error> | ||
| where | ||
| D: serde::Deserializer<'de>, | ||
| { | ||
| use serde::de::Error; | ||
| let seconds = DurationInSeconds::deserialize(deserializer)?; | ||
| if seconds == 0 || seconds > 600 { | ||
| return Err(D::Error::custom( | ||
| "twap_window_seconds must be in range (0, 600]", | ||
| )); | ||
| } | ||
| Ok(seconds) | ||
| } | ||
| fn default_true() -> bool { | ||
| true | ||
| } | ||
|
|
||
| /// Get the latest TWAP by price feed id with a custom time window. | ||
| /// | ||
| /// Given a collection of price feed ids, retrieve the latest Pyth TWAP price for each price feed. | ||
| #[utoipa::path( | ||
| get, | ||
| path = "/v2/updates/twap/{window_seconds}/latest", | ||
| responses( | ||
| (status = 200, description = "TWAPs retrieved successfully", body = TwapsResponse), | ||
| (status = 404, description = "Price ids not found", body = String) | ||
| ), | ||
| params( | ||
| LatestTwapsPathParams, | ||
| LatestTwapsQueryParams | ||
| ) | ||
| )] | ||
| pub async fn latest_twaps<S>( | ||
| State(state): State<ApiState<S>>, | ||
| Path(path_params): Path<LatestTwapsPathParams>, | ||
| QsQuery(params): QsQuery<LatestTwapsQueryParams>, | ||
| ) -> Result<Json<TwapsResponse>, RestError> | ||
| where | ||
| S: Aggregates, | ||
| { | ||
| let price_id_inputs: Vec<PriceIdentifier> = | ||
| params.ids.into_iter().map(|id| id.into()).collect(); | ||
| let price_ids: Vec<PriceIdentifier> = | ||
| validate_price_ids(&state, &price_id_inputs, params.ignore_invalid_price_ids).await?; | ||
|
|
||
| // Collect start and end bounds for the TWAP window | ||
| let window_seconds = path_params.window_seconds as i64; | ||
| let current_time = std::time::SystemTime::now() | ||
| .duration_since(std::time::UNIX_EPOCH) | ||
| .unwrap() | ||
| .as_secs() as UnixTimestamp; | ||
| let start_time = current_time - window_seconds; | ||
|
|
||
| // Calculate the average | ||
| let twaps_with_update_data = Aggregates::get_twaps_with_update_data( | ||
| &*state.state, | ||
| &price_ids, | ||
| RequestTime::FirstAfter(start_time), | ||
| RequestTime::Latest, | ||
| ) | ||
| .await | ||
| .map_err(|e| { | ||
| tracing::warn!( | ||
| "Error getting TWAPs for price IDs {:?} with update data: {:?}", | ||
| price_ids, | ||
| e | ||
| ); | ||
| RestError::UpdateDataNotFound | ||
| })?; | ||
|
|
||
| let twap_update_data = twaps_with_update_data.update_data; | ||
| let binary: Vec<BinaryUpdate> = twap_update_data | ||
| .into_iter() | ||
| .map(|data_vec| { | ||
| let encoded_data = data_vec | ||
| .into_iter() | ||
| .map(|data| match params.encoding { | ||
| EncodingType::Base64 => base64_standard_engine.encode(data), | ||
| EncodingType::Hex => hex::encode(data), | ||
| }) | ||
| .collect(); | ||
| BinaryUpdate { | ||
| encoding: params.encoding, | ||
| data: encoded_data, | ||
| } | ||
| }) | ||
| .collect(); | ||
|
|
||
| let parsed: Option<Vec<ParsedPriceFeedTwap>> = if params.parsed { | ||
| Some( | ||
| twaps_with_update_data | ||
| .twaps | ||
| .into_iter() | ||
| .map(Into::into) | ||
| .collect(), | ||
| ) | ||
| } else { | ||
| None | ||
| }; | ||
|
|
||
| let twap_resp = TwapsResponse { binary, parsed }; | ||
| Ok(Json(twap_resp)) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,5 +1,6 @@ | ||
| pub mod latest_price_updates; | ||
| pub mod latest_publisher_stake_caps; | ||
| pub mod latest_twaps; | ||
| pub mod price_feeds_metadata; | ||
| pub mod sse; | ||
| pub mod timestamp_price_updates; |
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