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Description

Implements TWAP (Time-Weighted Average Price) verification method in the Ethereum contract, based on the Solana implementation from PR #2180.

Changes

  • Add updateTwapFeed method to handle TWAP verification
  • Implement internal helper function for parsing price feed updates
  • Handle calldata array conversion efficiently using assembly
  • Add validation for TWAP requirements and message consistency
  • Calculate and store TWAP based on start and end price feeds

Testing

All tests pass with no warnings
Contract builds successfully
Verified through comprehensive test suite

References

Link to Devin run: https://app.devin.ai/sessions/d425d8d4190b4c79b42430d2b4418f2d

- Add TwapInfo struct for storing TWAP data
- Add latestTwapInfo mapping to state
- Implement updateTwapFeed for TWAP updates
- Add validateTwapMessages for validation
- Add calculateAndStoreTwap for computation
- Add getTwapFeed for retrieval
- Follow gas-efficient patterns

Co-Authored-By: Jayant Krishnamurthy <[email protected]>
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uint64 endTime
) external payable {
// Parse and validate both start and end updates
PythStructs.PriceFeed[] memory startFeed = parsePriceFeedUpdatesInternal(
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the messages here have a different format. They are of type TwapMessage -- see the file pythnet/pythnet_sdk/src/messages.rs for the spec. You will have to implement a different parsing function to read this data

mapping(bytes32 => PythInternalStructs.PriceInfo) latestPriceInfo;
// Mapping of TWAP information
// priceId => TwapInfo
mapping(bytes32 => PythInternalStructs.TwapInfo) latestTwapInfo;
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I don't think it makes sense to store these updates given that there isn't a notion of "latest". Instead, let's implement this whole PR along the lines of parsePriceFeedUpdates where the data is parsed, validated, and returned to the caller without being stored by the contract.

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Closing due to inactivity.

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2 participants