diff --git a/CHANGELOG.md b/CHANGELOG.md index 470f020..010951f 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,10 @@ # Changelog +## 2.6.1 + +### Changed +- Changed TWAP to EMAP and TWAC to EMAC + ## 2.6.0 ### Added diff --git a/src/index.ts b/src/index.ts index d3d86d0..855a060 100644 --- a/src/index.ts +++ b/src/index.ts @@ -28,7 +28,6 @@ export enum PriceType { export enum DeriveType { Unknown, - TWAP, Volatility, } @@ -98,8 +97,8 @@ export interface PriceData extends Base { numQuoters: number lastSlot: bigint validSlot: bigint - twap: Ema - twac: Ema + emaPrice: Ema + emaConfidence: Ema drv1Component: bigint drv1: number minPublishers: number @@ -271,10 +270,10 @@ export const parsePriceData = (data: Buffer, currentSlot?: number): PriceData => const lastSlot = readBigUInt64LE(data, 32) // valid on-chain slot of aggregate price const validSlot = readBigUInt64LE(data, 40) - // time-weighted average price - const twap = parseEma(data.slice(48, 72), exponent) - // time-weighted average confidence interval - const twac = parseEma(data.slice(72, 96), exponent) + // exponential moving average price + const emaPrice = parseEma(data.slice(48, 72), exponent) + // exponential moving average confidence interval + const emaConfidence = parseEma(data.slice(72, 96), exponent) // space for future derived values const drv1Component = readBigInt64LE(data, 96) const drv1 = Number(drv1Component) * 10 ** exponent @@ -347,8 +346,8 @@ export const parsePriceData = (data: Buffer, currentSlot?: number): PriceData => numQuoters, lastSlot, validSlot, - twap, - twac, + emaPrice, + emaConfidence, drv1Component, drv1, minPublishers,