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feat: add types #2

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Merged
merged 4 commits into from
Jul 6, 2021
Merged

feat: add types #2

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5399e18
feat: add types
beautyfree Jun 11, 2021
fce6694
Merge branch 'main' of github.com:pyth-network/pyth-client-js into main
beautyfree Jun 11, 2021
d97a6f8
Merge branch 'main' of github.com:pyth-network/pyth-client-js into main
beautyfree Jun 24, 2021
fc021db
add price components type
beautyfree Jul 6, 2021
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87 changes: 76 additions & 11 deletions src/index.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,76 @@ export const DeriveType = ['Unknown', 'TWAP', 'Volatility']
const empty32Buffer = Buffer.alloc(32)
const PKorNull = (data: Buffer) => (data.equals(empty32Buffer) ? null : new PublicKey(data))

export const parseMappingData = (data: Buffer) => {
export interface Base {
magic: number;
version: number;
type: number;
size: number;
}

export interface MappingData extends Base {
nextMappingAccount: PublicKey | null;
productAccountKeys: PublicKey[],
}

export interface Product {
symbol: string;
asset_type: string;
quote_currency: string;
tenor: string;
[index: string]: string
}

export interface ProductData extends Base {
priceAccountKey: PublicKey;
product: Product,
}

export interface Price {
priceComponent: bigint;
price: number;
confidenceComponent: bigint;
confidence: number;
status: number;
corporateAction: number;
publishSlot: bigint;
}

export interface PriceComponent {
publisher: PublicKey | null;
aggregate: Price;
latest: Price;
}

export interface PriceData extends Base, Price {
priceType: number;
exponent: number;
numComponentPrices: number;
currentSlot: bigint;
validSlot: bigint;
twapComponent: bigint;
twap: number;
avolComponent: bigint;
avol: number;
drv0Component: bigint;
drv0: number;
drv1Component: bigint;
drv1: number;
drv2Component: bigint;
drv2: number;
drv3Component: bigint;
drv3: number;
drv4Component: bigint;
drv4: number;
drv5Component: bigint;
drv5: number;
productAccountKey: PublicKey;
nextPriceAccountKey: PublicKey | null;
aggregatePriceUpdaterAccountKey: PublicKey;
priceComponents: PriceComponent[]
}

export const parseMappingData = (data: Buffer): MappingData => {
// pyth magic number
const magic = data.readUInt32LE(0)
// program version
Expand All @@ -31,7 +100,7 @@ export const parseMappingData = (data: Buffer) => {
const nextMappingAccount = PKorNull(data.slice(24, 56))
// read each symbol account
let offset = 56
const productAccountKeys = []
const productAccountKeys: PublicKey[] = []
for (let i = 0; i < numProducts; i++) {
const productAccountBytes = data.slice(offset, offset + 32)
const productAccountKey = new PublicKey(productAccountBytes)
Expand All @@ -48,11 +117,7 @@ export const parseMappingData = (data: Buffer) => {
}
}

interface ProductAttributes {
[index: string]: string
}

export const parseProductData = (data: Buffer) => {
export const parseProductData = (data: Buffer): ProductData => {
// pyth magic number
const magic = data.readUInt32LE(0)
// program version
Expand All @@ -64,7 +129,7 @@ export const parseProductData = (data: Buffer) => {
// first price account in list
const priceAccountBytes = data.slice(16, 48)
const priceAccountKey = new PublicKey(priceAccountBytes)
const product: ProductAttributes = {}
const product = {} as Product
let idx = 48
while (idx < size) {
const keyLength = data[idx]
Expand All @@ -82,7 +147,7 @@ export const parseProductData = (data: Buffer) => {
return { magic, version, type, size, priceAccountKey, product }
}

const parsePriceInfo = (data: Buffer, exponent: number) => {
const parsePriceInfo = (data: Buffer, exponent: number): Price => {
// aggregate price
const priceComponent = readBigInt64LE(data, 0)
const price = Number(priceComponent) * 10 ** exponent
Expand All @@ -106,7 +171,7 @@ const parsePriceInfo = (data: Buffer, exponent: number) => {
}
}

export const parsePriceData = (data: Buffer) => {
export const parsePriceData = (data: Buffer): PriceData => {
// pyth magic number
const magic = data.readUInt32LE(0)
// program version
Expand Down Expand Up @@ -154,7 +219,7 @@ export const parsePriceData = (data: Buffer) => {
const aggregatePriceUpdaterAccountKey = new PublicKey(data.slice(176, 208))
const aggregatePriceInfo = parsePriceInfo(data.slice(208, 240), exponent)
// price components - up to 32
const priceComponents = []
const priceComponents: PriceComponent[] = []
let offset = 240
let shouldContinue = true
while (offset < data.length && shouldContinue) {
Expand Down