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

pythnet/pythnet_sdk/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "pythnet-sdk"
-version = "2.3.1"
+version = "2.4.0"
 description = "Pyth Runtime for Solana"
 authors = ["Pyth Data Association"]
 repository = "https://github.com/pyth-network/pythnet"

pythnet/pythnet_sdk/src/messages.rs

@@ -138,7 +138,9 @@ impl Arbitrary for PriceFeedMessage {
     }
 }
 
-/// Message format for sending Twap data via the accumulator program
+/// Message format for sending cumulative price data via the accumulator program.
+/// These messages are used to calculate TWAPs for a given time window.
+/// The calculated TWAPs are stored as TwapPrices in TwapUpdate accounts.
 #[repr(C)]
 #[derive(Debug, Copy, Clone, PartialEq, Serialize, Deserialize)]
 pub struct TwapMessage {
@@ -175,6 +177,27 @@ impl Arbitrary for TwapMessage {
     }
 }
 
+/// The time weighted average price & conf for a feed over the window [start_time, end_time].
+/// This type is used to persist the calculated TWAP in TwapUpdate accounts on Solana.
+#[repr(C)]
+#[derive(Debug, Copy, Clone, PartialEq, Serialize, Deserialize, BorshSchema)]
+#[cfg_attr(feature = "solana-program", derive(AnchorSerialize, AnchorDeserialize))]
+#[cfg_attr(
+    not(feature = "solana-program"),
+    derive(BorshSerialize, BorshDeserialize)
+)]
+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,
+}
+
 #[repr(C)]
 #[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
 pub struct PublisherStakeCapsMessage {