add support for pyth oracle

package.json

@@ -59,6 +59,7 @@
     "@project-serum/common": "^0.0.1-beta.3",
     "@project-serum/serum": "^0.13.20",
     "@project-serum/sol-wallet-adapter": "^0.1.4",
+    "@pythnetwork/client": "^2.7.2",
     "@solana/spl-token": "0.0.13",
     "@solana/web3.js": "^0.95.0",
     "bn.js": "^5.1.2",

src/client.ts

@@ -28,6 +28,7 @@ import {
   awaitTransactionSignatureConfirmation,
   createAccountInstruction,
   getFilteredProgramAccounts,
+  getOraclePrice,
   getUnixTs,
   nativeToUi,
   parseTokenAccountData,
@@ -105,15 +106,10 @@ export class MangoGroup {
   }
 
   async getPrices(connection: Connection): Promise<number[]> {
-    const aggs = await Promise.all(
-      this.oracles.map((pk) => Aggregator.loadWithConnection(pk, connection)),
+    const oraclePrices = await Promise.all(
+      this.oracles.map((pk) => getOraclePrice(connection, pk)),
     );
-    return aggs
-      .map(
-        (agg) =>
-          agg.answer.median.toNumber() / Math.pow(10, agg.config.decimals),
-      )
-      .concat(1.0);
+    return oraclePrices.concat([1.0]);
   }
 
   getMarketIndex(spotMarket: Market): number {

src/utils.ts

@@ -14,6 +14,11 @@ import {
 } from '@solana/web3.js';
 import BN from 'bn.js';
 import { WRAPPED_SOL_MINT } from '@project-serum/serum/lib/token-instructions';
+import {
+  parseBaseData,
+  parsePriceData,
+  AccountType,
+} from '@pythnetwork/client';
 import { bits, blob, struct, u8, u32, nu64 } from 'buffer-layout';
 import { TOKEN_PROGRAM_ID } from '@solana/spl-token';
 import { AccountLayout } from './layout';
@@ -25,6 +30,7 @@ import {
   u64,
   zeros,
 } from '@project-serum/serum/lib/layout';
+import { Aggregator } from './schema';
 
 export const zeroKey = new PublicKey(new Uint8Array(32));
 
@@ -418,3 +424,24 @@ export function decodeRecentEvents(buffer: Buffer, lastSeenSeqNum?: number) {
 
   return { header, nodes };
 }
+
+const PYTH_MAGIC = Buffer.from([0xa1, 0xb2, 0xc3, 0xd4]);
+
+export async function getOraclePrice(
+  connection: Connection,
+  oracle: PublicKey,
+): Promise<number> {
+  const info = await connection.getAccountInfo(oracle);
+  if (!info || !info.data.length) {
+    throw new Error('account does not exist');
+  }
+
+  const pythBase = parseBaseData(info.data);
+  if (pythBase?.type == AccountType.Price) {
+    const price = parsePriceData(info.data);
+    return price.aggregate.price;
+  } else {
+    const agg = Aggregator.deserialize(info.data);
+    return agg.answer.median.toNumber() / Math.pow(10, agg.config.decimals);
+  }
+}

tests/oracle.test.ts

@@ -0,0 +1,23 @@
+import { Connection, PublicKey } from '@solana/web3.js';
+import { expect } from 'chai';
+import { getOraclePrice } from '../src/utils';
+
+const conn = new Connection('https://api.mainnet-beta.solana.com/');
+
+describe('getOraclePrice', async () => {
+  it('should parse flux aggregator', async () => {
+    const p = await getOraclePrice(
+      conn,
+      new PublicKey('HxrRDnjj2Ltj9LMmtcN6PDuFqnDe3FqXDHPvs2pwmtYF'),
+    );
+    expect(p).to.be.within(5000, 80000);
+  });
+
+  it('should parse pyth', async () => {
+    const p = await getOraclePrice(
+      conn,
+      new PublicKey('GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU'),
+    );
+    expect(p).to.be.within(5000, 80000);
+  });
+});

yarn.lock

@@ -583,6 +583,13 @@
     bs58 "^4.0.1"
     eventemitter3 "^4.0.4"
 
+"@pythnetwork/client@^2.7.2":
+  version "2.7.2"
+  resolved "https://registry.yarnpkg.com/@pythnetwork/client/-/client-2.7.2.tgz#eca3a59e8f222aa1b67c8e4653e2484079f5fb9a"
+  integrity sha512-Hx/GLaZH0evm0tT0gsO1S7r3liiDzUeqDfMaV1HH7a5yuQGH9zgUrmdEMEtkgRceLa2nGhEGnRtISqY/X96XtA==
+  dependencies:
+    buffer "^6.0.1"
+
 "@sinonjs/commons@^1.7.0":
   version "1.8.3"
   resolved "https://registry.yarnpkg.com/@sinonjs/commons/-/commons-1.8.3.tgz#3802ddd21a50a949b6721ddd72da36e67e7f1b2d"