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change twap/twac to emap/emac #22

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Merged
merged 2 commits into from
Mar 3, 2022
Merged

change twap/twac to emap/emac #22

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9c2fd29
change twap/twac to emap/emac
cctdaniel Mar 3, 2022
0a57178
remove emap from denum
cctdaniel Mar 3, 2022
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5 changes: 5 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
@@ -1,5 +1,10 @@
# Changelog

## 2.6.1

### Changed
- Changed TWAP to EMAP and TWAC to EMAC

## 2.6.0

### Added
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17 changes: 8 additions & 9 deletions src/index.ts
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Expand Up @@ -28,7 +28,6 @@ export enum PriceType {

export enum DeriveType {
Unknown,
TWAP,
Volatility,
}

Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -347,8 +346,8 @@ export const parsePriceData = (data: Buffer, currentSlot?: number): PriceData =>
numQuoters,
lastSlot,
validSlot,
twap,
twac,
emaPrice,
emaConfidence,
drv1Component,
drv1,
minPublishers,
Expand Down