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feat(twap): update TWAP price feed logic to handle multiple price feeds and improve validation #2624

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Merged
merged 6 commits into from
May 12, 2025
Merged

feat(twap): update TWAP price feed logic to handle multiple price feeds and improve validation #2624

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21b35d4
feat(twap): update TWAP price feed logic to handle multiple price fee…
cctdaniel Apr 28, 2025
3e5de9b
feat(pyth): enhance TWAP processing to support multiple price feeds a…
cctdaniel Apr 29, 2025
9f937e3
refactor(pyth): rename processSingleTwapUpdate to extractTwapPriceInf…
cctdaniel May 6, 2025
78aff34
refactor(pyth): streamline TWAP price validation logic for efficiency
cctdaniel May 6, 2025
4891ad2
feat(pyth): add getTwapUpdateFee function to calculate TWAP update fees
cctdaniel May 9, 2025
a0a205b
feat(pyth): update getTwapUpdateFee to accept updateData and calculat…
cctdaniel May 10, 2025
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191 changes: 125 additions & 66 deletions target_chains/ethereum/contracts/contracts/pyth/Pyth.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -120,6 +120,37 @@ abstract contract Pyth is
return getTotalFee(totalNumUpdates);
}

function getTwapUpdateFee(
bytes[] calldata updateData
) public view override returns (uint feeAmount) {
uint totalNumUpdates = 0;
// For TWAP updates, updateData is always length 2 (start and end points),
// but each VAA can contain multiple price feeds. We only need to count
// the number of updates in the first VAA since both VAAs will have the
// same number of price feeds.
if (
updateData[0].length > 4 &&
UnsafeCalldataBytesLib.toUint32(updateData[0], 0) ==
ACCUMULATOR_MAGIC
) {
(
uint offset,
UpdateType updateType
) = extractUpdateTypeFromAccumulatorHeader(updateData[0]);
if (updateType != UpdateType.WormholeMerkle) {
revert PythErrors.InvalidUpdateData();
}
totalNumUpdates += parseWormholeMerkleHeaderNumUpdates(
updateData[0],
offset
);
} else {
revert PythErrors.InvalidUpdateData();
}

return getTotalFee(totalNumUpdates);
}

// This is an overwrite of the same method in AbstractPyth.sol
// to be more gas efficient.
function updatePriceFeedsIfNecessary(
Expand Down Expand Up @@ -372,18 +403,18 @@ abstract contract Pyth is
);
}

function processSingleTwapUpdate(
function extractTwapPriceInfos(
bytes calldata updateData
)
private
view
returns (
/// @return newOffset The next position in the update data after processing this TWAP update
/// @return twapPriceInfo The extracted time-weighted average price information
/// @return priceId The unique identifier for this price feed
/// @return priceInfos Array of extracted TWAP price information
/// @return priceIds Array of corresponding price feed IDs
uint newOffset,
PythStructs.TwapPriceInfo memory twapPriceInfo,
bytes32 priceId
PythStructs.TwapPriceInfo[] memory twapPriceInfos,
bytes32[] memory priceIds
)
{
UpdateType updateType;
Expand Down Expand Up @@ -417,12 +448,22 @@ abstract contract Pyth is
revert PythErrors.InvalidUpdateData();
}

// Extract start TWAP data with robust error checking
(offset, twapPriceInfo, priceId) = extractTwapPriceInfoFromMerkleProof(
digest,
encoded,
offset
);
// Initialize arrays to store all price infos and ids from this update
twapPriceInfos = new PythStructs.TwapPriceInfo[](numUpdates);
priceIds = new bytes32[](numUpdates);

// Extract each TWAP price info from the merkle proof
for (uint i = 0; i < numUpdates; i++) {
PythStructs.TwapPriceInfo memory twapPriceInfo;
bytes32 priceId;
(
offset,
twapPriceInfo,
priceId
) = extractTwapPriceInfoFromMerkleProof(digest, encoded, offset);
twapPriceInfos[i] = twapPriceInfo;
priceIds[i] = priceId;
}

if (offset != encoded.length) {
revert PythErrors.InvalidTwapUpdateData();
Expand All @@ -439,71 +480,89 @@ abstract contract Pyth is
override
returns (PythStructs.TwapPriceFeed[] memory twapPriceFeeds)
{
// TWAP requires exactly 2 updates - one for the start point and one for the end point
// to calculate the time-weighted average price between those two points
// TWAP requires exactly 2 updates: one for the start point and one for the end point
if (updateData.length != 2) {
revert PythErrors.InvalidUpdateData();
}

uint requiredFee = getUpdateFee(updateData);
uint requiredFee = getTwapUpdateFee(updateData);
if (msg.value < requiredFee) revert PythErrors.InsufficientFee();

unchecked {
twapPriceFeeds = new PythStructs.TwapPriceFeed[](priceIds.length);
for (uint i = 0; i < updateData.length - 1; i++) {
if (
(updateData[i].length > 4 &&
UnsafeCalldataBytesLib.toUint32(updateData[i], 0) ==
ACCUMULATOR_MAGIC) &&
(updateData[i + 1].length > 4 &&
UnsafeCalldataBytesLib.toUint32(updateData[i + 1], 0) ==
ACCUMULATOR_MAGIC)
) {
uint offsetStart;
uint offsetEnd;
bytes32 priceIdStart;
bytes32 priceIdEnd;
PythStructs.TwapPriceInfo memory twapPriceInfoStart;
PythStructs.TwapPriceInfo memory twapPriceInfoEnd;
(
offsetStart,
twapPriceInfoStart,
priceIdStart
) = processSingleTwapUpdate(updateData[i]);
(
offsetEnd,
twapPriceInfoEnd,
priceIdEnd
) = processSingleTwapUpdate(updateData[i + 1]);

if (priceIdStart != priceIdEnd)
revert PythErrors.InvalidTwapUpdateDataSet();

validateTwapPriceInfo(twapPriceInfoStart, twapPriceInfoEnd);

uint k = findIndexOfPriceId(priceIds, priceIdStart);

// If priceFeed[k].id != 0 then it means that there was a valid
// update for priceIds[k] and we don't need to process this one.
if (k == priceIds.length || twapPriceFeeds[k].id != 0) {
continue;
}

twapPriceFeeds[k] = calculateTwap(
priceIdStart,
twapPriceInfoStart,
twapPriceInfoEnd
);
} else {
revert PythErrors.InvalidUpdateData();
}
// Process start update data
PythStructs.TwapPriceInfo[] memory startTwapPriceInfos;
bytes32[] memory startPriceIds;
{
uint offsetStart;
(
offsetStart,
startTwapPriceInfos,
startPriceIds
) = extractTwapPriceInfos(updateData[0]);
}

// Process end update data
PythStructs.TwapPriceInfo[] memory endTwapPriceInfos;
bytes32[] memory endPriceIds;
{
uint offsetEnd;
(offsetEnd, endTwapPriceInfos, endPriceIds) = extractTwapPriceInfos(
updateData[1]
);
}

// Verify that we have the same number of price feeds in start and end updates
if (startPriceIds.length != endPriceIds.length) {
revert PythErrors.InvalidTwapUpdateDataSet();
}

// Hermes always returns price feeds in the same order for start and end updates
// This allows us to assume startPriceIds[i] == endPriceIds[i] for efficiency
for (uint i = 0; i < startPriceIds.length; i++) {
if (startPriceIds[i] != endPriceIds[i]) {
revert PythErrors.InvalidTwapUpdateDataSet();
}
}

for (uint k = 0; k < priceIds.length; k++) {
if (twapPriceFeeds[k].id == 0) {
revert PythErrors.PriceFeedNotFoundWithinRange();
// Initialize the output array
twapPriceFeeds = new PythStructs.TwapPriceFeed[](priceIds.length);

// For each requested price ID, find matching start and end data points
for (uint i = 0; i < priceIds.length; i++) {
bytes32 requestedPriceId = priceIds[i];
int startIdx = -1;

// Find the index of this price ID in the startPriceIds array
// (which is the same as the endPriceIds array based on our validation above)
for (uint j = 0; j < startPriceIds.length; j++) {
if (startPriceIds[j] == requestedPriceId) {
startIdx = int(j);
break;
}
}

// If we found the price ID
if (startIdx >= 0) {
uint idx = uint(startIdx);
// Validate the pair of price infos
validateTwapPriceInfo(
startTwapPriceInfos[idx],
endTwapPriceInfos[idx]
);

// Calculate TWAP from these data points
twapPriceFeeds[i] = calculateTwap(
requestedPriceId,
startTwapPriceInfos[idx],
endTwapPriceInfos[idx]
);
}
}

// Ensure all requested price IDs were found
for (uint k = 0; k < priceIds.length; k++) {
if (twapPriceFeeds[k].id == 0) {
revert PythErrors.PriceFeedNotFoundWithinRange();
}
}
}

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