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change twap/twac to emap/emac (#23)
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pythclient/pythaccounts.py

+10-13
Original file line numberDiff line numberDiff line change
@@ -37,20 +37,17 @@ class PythPriceStatus(Enum):
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class PythPriceType(Enum):
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UNKNOWN = 0
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PRICE = 1
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# TWAP/VOL removed after V2
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TWAP = 2
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VOLATILITY = 3
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# Join time-weighted exponential moving average for TWAP and TWAC
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class TwEmaType(Enum):
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# Join exponential moving average for EMA price and EMA confidence
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class EmaType(Enum):
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UNKNOWN = 0
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TWAPVALUE = 1
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TWAPNUMERATOR = 2
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TWAPDENOMINATOR = 3
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TWACVALUE = 4
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TWACNUMERATOR = 5
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TWACDENOMINATOR = 6
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EMA_PRICE_VALUE = 1
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EMA_PRICE_NUMERATOR = 2
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EMA_PRICE_DENOMINATOR = 3
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EMA_CONFIDENCE_VALUE = 4
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EMA_CONFIDENCE_NUMERATOR = 5
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EMA_CONFIDENCE_DENOMINATOR = 6
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def _check_base64(format: str):
@@ -489,7 +486,7 @@ def __init__(self, key: SolanaPublicKey, solana: SolanaClient, *, product: Optio
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self.next_price_account_key: Optional[SolanaPublicKey] = None
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self.aggregate_price_info: Optional[PythPriceInfo] = None
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self.price_components: List[PythPriceComponent] = []
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self.derivations: Dict[TwEmaType, int] = {}
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self.derivations: Dict[EmaType, int] = {}
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self.min_publishers: Optional[int] = None
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@property
@@ -557,7 +554,7 @@ def update_from(self, buffer: bytes, *, version: int, offset: int = 0) -> None:
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last_slot, valid_slot = struct.unpack_from("<QQ", buffer, offset)
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offset += 16 # QQ
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derivations = list(struct.unpack_from("<6q", buffer, offset))
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self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [TwEmaType.TWACVALUE, TwEmaType.TWAPVALUE])
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self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [EmaType.EMA_CONFIDENCE_VALUE, EmaType.EMA_PRICE_VALUE])
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offset += 48 # 6q
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# All drv*_ fields sans min_publishers are currently unused
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_, min_publishers = struct.unpack_from("<qQ", buffer, offset)

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