Update client library (#13)

* Helper method for pricing a base currency in a quote currency (#8)

* Add method for getting twap

* initial implementation, seems to work

* minor

* minor

* refactor

* found bad case

* use u128

* working on it

* clarify

* cleanup

* more cleanup

* pretty sure i need this

* better

* bad merge

* no println

* adding solana tx stuff

* change approach a bit

* this seems to work

* comment

* cleanup

* refactor

* refactor

* initial implementation of mul

* exponent

* tests for normalize

* tests for normalize

* negative numbers in div

* handle negative numbers

* comments

* stuff

* cleanup

* unused

* minor

Co-authored-by: Jayant Krishnamurthy <[email protected]>

* Instruction counts and optimizations (#9)

* instruction counts

* reduce normalize opcount

* instruction counts

* tests

Co-authored-by: Jayant Krishnamurthy <[email protected]>

* Docs and utilities (#12)

* uh oh

* docs

* fix error docs

Co-authored-by: Jayant Krishnamurthy <[email protected]>

* bump version number

* bump version number

* ignore more files

* docs

* remove mod

* checked ops

Co-authored-by: Jayant Krishnamurthy <[email protected]>

Author: jayantk

.gitignore

@@ -2,3 +2,7 @@
 debug
 target
 Cargo.lock
+
+# IntelliJ temp files
+.idea
+*.iml

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-client"
-version = "0.2.3-beta.0"
+version = "0.3.0"
 authors = ["Richard Brooks"]
 edition = "2018"
 license = "Apache-2.0"
@@ -10,10 +10,27 @@ description = "pyth price oracle data structures and example usage"
 keywords = [ "pyth", "solana", "oracle" ]
 readme = "README.md"
 
-# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+[features]
+test-bpf = []
+no-entrypoint = []
+
+[dependencies]
+solana-program = "1.8.1"
+borsh = "0.9"
+borsh-derive = "0.9.0"
+bytemuck = "1.7.2"
+num-derive = "0.3"
+num-traits = "0.2"
+thiserror = "1.0"
 
 [dev-dependencies]
-solana-client = "1.6.7"
-solana-sdk = "1.6.7"
-solana-program = "1.6.7"
+solana-program-test = "1.8.1"
+solana-client = "1.8.1"
+solana-sdk = "1.8.1"
+
+[lib]
+crate-type = ["cdylib", "lib"]
+
+[package.metadata.docs.rs]
+targets = ["x86_64-unknown-linux-gnu"]
 

README.md

@@ -1,11 +1,110 @@
-# pyth-client-rs
+# Pyth Client
 
-A rust API for desribing on-chain pyth account structures.  A primer on pyth accounts can be found at https://github.com/pyth-network/pyth-client/blob/main/doc/aggregate_price.md
+This crate provides utilities for reading price feeds from the [pyth.network](https://pyth.network/) oracle on the Solana network.
+The crate includes a library for on-chain programs and an off-chain example program.
 
+Key features of this library include:
 
-Contains a library for use in on-chain program development and an off-chain example program for loading and printing product reference data and aggregate prices from all devnet pyth accounts.
+* Get the current price of over [50 products](https://pyth.network/markets/), including cryptocurrencies,
+  US equities, forex and more.
+* Combine listed products to create new price feeds, e.g., for baskets of tokens or non-USD quote currencies.
+* Consume prices in on-chain Solana programs or off-chain applications.
 
-### Running the Example
+Please see the [pyth.network documentation](https://docs.pyth.network/) for more information about pyth.network.
+
+## Installation
+
+Add a dependency to your Cargo.toml:
+
+```toml
+[dependencies]
+pyth-client="<version>"
+```
+
+See [pyth-client on crates.io](https://crates.io/crates/pyth-client/) to get the latest version of the library.
+
+## Usage
+
+Pyth Network stores its price feeds in a collection of Solana accounts.
+This crate provides utilities for interpreting and manipulating the content of these accounts.
+Applications can obtain the content of these accounts in two different ways:
+* On-chain programs should pass these accounts to the instructions that require price feeds.
+* Off-chain programs can access these accounts using the Solana RPC client (as in the [example program](examples/get_accounts.rs)).
+
+In both cases, the content of the account will be provided to the application as a binary blob (`Vec<u8>`).
+The examples below assume that the user has already obtained this account data.
+
+### Parse account data
+
+Pyth Network has several different types of accounts:
+* Price accounts store the current price for a product
+* Product accounts store metadata about a product, such as its symbol (e.g., "BTC/USD").
+* Mapping accounts store a listing of all Pyth accounts
+
+For more information on the different types of Pyth accounts, see the [account structure documentation](https://docs.pyth.network/how-pyth-works/account-structure).
+The pyth.network website also lists the public keys of the accounts (e.g., [BTC/USD accounts](https://pyth.network/markets/#BTC/USD)).  
+
+This library provides several `load_*` methods that translate the binary data in each account into an appropriate struct: 
+
+```rust
+// replace with account data, either passed to on-chain program or from RPC node 
+let price_account_data: Vec<u8> = ...;
+let price_account: Price = load_price( &price_account_data ).unwrap();
+
+let product_account_data: Vec<u8> = ...;
+let product_account: Product = load_product( &product_account_data ).unwrap();
+
+let mapping_account_data: Vec<u8> = ...;
+let mapping_account: Mapping = load_mapping( &mapping_account_data ).unwrap();
+```
+
+### Get the current price
+
+Read the current price from a `Price` account: 
+
+```rust
+let price: PriceConf = price_account.get_current_price().unwrap();
+println!("price: ({} +- {}) x 10^{}", price.price, price.conf, price.expo);
+```
+
+The price is returned along with a confidence interval that represents the degree of uncertainty in the price.
+Both values are represented as fixed-point numbers, `a * 10^e`. 
+The method will return `None` if the price is not currently available.
+
+### Non-USD prices 
+
+Most assets in Pyth are priced in USD.
+Applications can combine two USD prices to price an asset in a different quote currency:
+
+```rust
+let btc_usd: Price = ...;
+let eth_usd: Price = ...;
+// -8 is the desired exponent for the result 
+let btc_eth: PriceConf = btc_usd.get_price_in_quote(&eth_usd, -8);
+println!("BTC/ETH price: ({} +- {}) x 10^{}", price.price, price.conf, price.expo);
+```
+
+### Price a basket of assets
+
+Applications can also compute the value of a basket of multiple assets:
+
+```rust
+let btc_usd: Price = ...;
+let eth_usd: Price = ...;
+// Quantity of each asset in fixed-point a * 10^e.
+// This represents 0.1 BTC and .05 ETH.
+// -8 is desired exponent for result
+let basket_price: PriceConf = Price::price_basket(&[
+    (btc_usd, 10, -2),
+    (eth_usd, 5, -2)
+  ], -8);
+println!("0.1 BTC and 0.05 ETH are worth: ({} +- {}) x 10^{} USD",
+         basket_price.price, basket_price.conf, basket_price.expo);
+```
+
+This function additionally propagates any uncertainty in the price into uncertainty in the value of the basket.
+
+### Off-chain example program
 
 The example program prints the product reference data and current price information for Pyth on Solana devnet.
 Run the following commands to try this example program:
@@ -37,4 +136,25 @@ product_account .. 6MEwdxe4g1NeAF9u6KDG14anJpFsVEa2cvr5H6iriFZ8
     publish_slot . 91340925
     twap ......... 7426390900
     twac ......... 2259870
-```
+```
+
+## Development
+
+This library can be built for either your native platform or in BPF (used by Solana programs). 
+Use `cargo build` / `cargo test` to build and test natively.
+Use `cargo build-bpf` / `cargo test-bpf` to build in BPF for Solana; these commands require you to have installed the [Solana CLI tools](https://docs.solana.com/cli/install-solana-cli-tools). 
+
+The BPF tests will also run an instruction count program that logs the resource consumption
+of various library functions.
+This program can also be run on its own using `cargo test-bpf --test instruction_count`.
+
+### Releases
+
+To release a new version of this package, perform the following steps:
+
+1. Increment the version number in `Cargo.toml`.
+   You may use a version number with a `-beta.x` suffix such as `0.0.1-beta.0` to create opt-in test versions.
+2. Merge your change into `main` on github.
+3. Create and publish a new github release.
+   The name of the release should be the version number, and the tag should be the version number prefixed with `v`.
+   Publishing the release will trigger a github action that will automatically publish the [pyth-client](https://crates.io/crates/pyth-client) rust crate to `crates.io`.

Xargo.toml

@@ -0,0 +1,2 @@
+[target.bpfel-unknown-unknown.dependencies.std]
+features = []

examples/get_accounts.rs

@@ -2,16 +2,12 @@
 // bootstrap all product and pricing accounts from root mapping account
 
 use pyth_client::{
-  AccountType,
-  Mapping,
-  Product,
-  Price,
   PriceType,
   PriceStatus,
   CorpAction,
-  cast,
-  MAGIC,
-  VERSION_2,
+  load_mapping,
+  load_product,
+  load_price,
   PROD_HDR_SIZE
 };
 use solana_client::{
@@ -71,24 +67,14 @@ fn main() {
   loop {
     // get Mapping account from key
     let map_data = clnt.get_account_data( &akey ).unwrap();
-    let map_acct = cast::<Mapping>( &map_data );
-    assert_eq!( map_acct.magic, MAGIC, "not a valid pyth account" );
-    assert_eq!( map_acct.atype, AccountType::Mapping as u32,
-                "not a valid pyth mapping account" );
-    assert_eq!( map_acct.ver, VERSION_2,
-                "unexpected pyth mapping account version" );
+    let map_acct = load_mapping( &map_data ).unwrap();
 
     // iget and print each Product in Mapping directory
     let mut i = 0;
     for prod_akey in &map_acct.products {
       let prod_pkey = Pubkey::new( &prod_akey.val );
       let prod_data = clnt.get_account_data( &prod_pkey ).unwrap();
-      let prod_acct = cast::<Product>( &prod_data );
-      assert_eq!( prod_acct.magic, MAGIC, "not a valid pyth account" );
-      assert_eq!( prod_acct.atype, AccountType::Product as u32,
-                  "not a valid pyth product account" );
-      assert_eq!( prod_acct.ver, VERSION_2,
-                  "unexpected pyth product account version" );
+      let prod_acct = load_product( &prod_data ).unwrap();
 
       // print key and reference data for this Product
       println!( "product_account .. {:?}", prod_pkey );
@@ -106,20 +92,15 @@ fn main() {
         let mut px_pkey = Pubkey::new( &prod_acct.px_acc.val );
         loop {
           let pd = clnt.get_account_data( &px_pkey ).unwrap();
-          let pa = cast::<Price>( &pd );
+          let pa = load_price( &pd ).unwrap();
 
-          assert_eq!( pa.magic, MAGIC, "not a valid pyth account" );
-          assert_eq!( pa.atype, AccountType::Price as u32,
-                     "not a valid pyth price account" );
-          assert_eq!( pa.ver, VERSION_2,
-                      "unexpected pyth price account version" );
           println!( "  price_account .. {:?}", px_pkey );
 
           let maybe_price = pa.get_current_price();
           match maybe_price {
-            Some((price, confidence, expo)) => {
-              println!("    price ........ {} x 10^{}", price, expo);
-              println!("    conf ......... {} x 10^{}", confidence, expo);
+            Some(p) => {
+              println!("    price ........ {} x 10^{}", p.price, p.expo);
+              println!("    conf ......... {} x 10^{}", p.conf, p.expo);
             }
             None => {
               println!("    price ........ unavailable");
@@ -138,16 +119,16 @@ fn main() {
 
           let maybe_twap = pa.get_twap();
           match maybe_twap {
-            Some((twap, expo)) => {
-              println!( "    twap ......... {} x 10^{}", twap, expo );
+            Some(twap) => {
+              println!( "    twap ......... {} x 10^{}", twap.price, twap.expo );
+              println!( "    twac ......... {} x 10^{}", twap.conf, twap.expo );
             }
             None => {
               println!( "    twap ......... unavailable");
+              println!( "    twac ......... unavailable");
             }
           }
 
-          println!( "    twac ......... {}", pa.twac.val );
-
           // go to next price account in list
           if pa.next.is_valid() {
             px_pkey = Pubkey::new( &pa.next.val );

src/entrypoint.rs

@@ -0,0 +1,16 @@
+//! Program entrypoint
+
+#![cfg(not(feature = "no-entrypoint"))]
+
+use solana_program::{
+  account_info::AccountInfo, entrypoint, entrypoint::ProgramResult, pubkey::Pubkey,
+};
+
+entrypoint!(process_instruction);
+fn process_instruction(
+  program_id: &Pubkey,
+  accounts: &[AccountInfo],
+  instruction_data: &[u8],
+) -> ProgramResult {
+  crate::processor::process_instruction(program_id, accounts, instruction_data)
+}

src/error.rs

@@ -0,0 +1,25 @@
+use num_derive::FromPrimitive;
+use solana_program::program_error::ProgramError;
+use thiserror::Error;
+
+/// Errors that may be returned by Pyth.
+#[derive(Clone, Debug, Eq, Error, FromPrimitive, PartialEq)]
+pub enum PythError {
+  // 0
+  /// Invalid account data -- either insufficient data, or incorrect magic number
+  #[error("Failed to convert account into a Pyth account")]
+  InvalidAccountData,
+  /// Wrong version number
+  #[error("Incorrect version number for Pyth account")]
+  BadVersionNumber,
+  /// Tried reading an account with the wrong type, e.g., tried to read
+  /// a price account as a product account.
+  #[error("Incorrect account type")]
+  WrongAccountType,
+}
+
+impl From<PythError> for ProgramError {
+  fn from(e: PythError) -> Self {
+    ProgramError::Custom(e as u32)
+  }
+}