Merge pull request #11 from pyth-network/abehjati/move-twap-to-ema

Rename twap/twac to ema_price/ema_conf

Author: ali-behjati

pyth-sdk-solana/README.md

@@ -150,8 +150,8 @@ status .......... Trading
 num_publishers .. 19
 price ........... 291958500000 x 10^-8
 conf ............ 163920000 x 10^-8
-twap ............ 291343470000 x 10^-8
-twac ............ 98874533 x 10^-8
+ema_price ....... 291343470000 x 10^-8
+ema_conf ........ 98874533 x 10^-8
 ```
 
 For an example of using Solana Account structure please run:
@@ -179,8 +179,8 @@ product_account .. 6MEwdxe4g1NeAF9u6KDG14anJpFsVEa2cvr5H6iriFZ8
     num_qt ....... 1
     valid_slot ... 91340924
     publish_slot . 91340925
-    twap ......... 7426390900
-    twac ......... 2259870
+    ema_price .... 7426390900
+    ema_conf ..... 2259870
 ```
 
 ## Development

pyth-sdk-solana/examples/eth_price.rs

@@ -39,15 +39,15 @@ fn main() {
         }
 
 
-        let maybe_twap = eth_price.get_twap();
-        match maybe_twap {
-            Some(twap) => {
-                println!("twap ............ {} x 10^{}", twap.price, twap.expo);
-                println!("twac ............ {} x 10^{}", twap.conf, twap.expo);
+        let maybe_ema_price = eth_price.get_ema_price();
+        match maybe_ema_price {
+            Some(ema_price) => {
+                println!("ema_price ....... {} x 10^{}", ema_price.price, ema_price.expo);
+                println!("ema_conf ........ {} x 10^{}", ema_price.conf, ema_price.expo);
             }
             None => {
-                println!("twap ............ unavailable");
-                println!("twac ............ unavailable");
+                println!("ema_price ....... unavailable");
+                println!("ema_conf ........ unavailable");
             }
         }
 

pyth-sdk-solana/examples/get_accounts.rs

@@ -98,15 +98,15 @@ fn main() {
                     println!("    valid_slot ... {}", price_account.valid_slot);
                     println!("    publish_slot . {}", price_account.agg.pub_slot);
 
-                    let maybe_twap = price.get_twap();
-                    match maybe_twap {
-                        Some(twap) => {
-                            println!("    twap ......... {} x 10^{}", twap.price, twap.expo);
-                            println!("    twac ......... {} x 10^{}", twap.conf, twap.expo);
+                    let maybe_ema_price = price.get_ema_price();
+                    match maybe_ema_price {
+                        Some(ema_price) => {
+                            println!("    ema_price .... {} x 10^{}", ema_price.price, ema_price.expo);
+                            println!("    ema_conf ..... {} x 10^{}", ema_price.conf, ema_price.expo);
                         }
                         None => {
-                            println!("    twap ......... unavailable");
-                            println!("    twac ......... unavailable");
+                            println!("    ema_price .... unavailable");
+                            println!("    ema_conf ..... unavailable");
                         }
                     }
 

pyth-sdk-solana/src/state.rs

@@ -296,9 +296,9 @@ pub struct PriceAccount {
     /// valid slot-time of agg. price
     pub valid_slot: u64,
     /// exponentially moving average price
-    pub twap:       Rational,
+    pub ema_price:       Rational,
     /// exponentially moving average confidence interval
-    pub twac:       Rational,
+    pub ema_conf:       Rational,
     /// space for future derived values
     pub drv1:       i64,
     /// space for future derived values
@@ -347,8 +347,8 @@ impl PriceAccount {
             status,
             max_num_publishers: self.num,
             num_publishers: self.num_qt,
-            ema_price: self.twap.val,
-            ema_conf: self.twac.val as u64,
+            ema_price: self.ema_price.val,
+            ema_conf: self.ema_conf.val as u64,
             expo: self.expo,
             product_id: self.prod.val,
         }

pyth-sdk-solana/tests/stale_price.rs

@@ -54,8 +54,8 @@ fn price_account_all_zero() -> PriceAccount {
         num_qt:     0,
         last_slot:  0,
         valid_slot: 0,
-        twap:       rational,
-        twac:       rational,
+        ema_price:  rational,
+        ema_conf:   rational,
         drv1:       0,
         drv2:       0,
         prod:       acc_key,

pyth-sdk/src/lib.rs

@@ -96,15 +96,14 @@ impl Price {
     }
 
     /**
-     * Get the time-weighted average price (TWAP) and a confidence interval on the result.
-     * Returns `None` if the twap is currently unavailable.
+     * Get the exponential moving average price (ema_price) and a confidence interval on the result.
+     * Returns `None` if the ema price is currently unavailable.
      *
      * At the moment, the confidence interval returned by this method is computed in
      * a somewhat questionable way, so we do not recommend using it for high-value applications.
      */
-    pub fn get_twap(&self) -> Option<PriceConf> {
+    pub fn get_ema_price(&self) -> Option<PriceConf> {
         // This method currently cannot return None, but may do so in the future.
-        // Note that the twac is a positive number in i64, so safe to cast to u64.
         Some(PriceConf {
             price: self.ema_price,
             conf:  self.ema_conf,