Get price feed endpoint (#764)
* Add get price feed endpoint * fix stuff * lint --------- Co-authored-by: Jayant Krishnamurthy <jkrishnamurthy@jumptrading.com>
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@ -14,6 +14,7 @@ import {
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getBatchSummary,
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parseBatchPriceAttestation,
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priceAttestationToPriceFeed,
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PriceAttestation,
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} from "@pythnetwork/wormhole-attester-sdk";
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import { HexString, PriceFeed } from "@pythnetwork/price-service-sdk";
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import LRUCache from "lru-cache";
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@ -31,6 +32,24 @@ export type PriceInfo = {
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priceServiceReceiveTime: number;
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};
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export function createPriceInfo(
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priceAttestation: PriceAttestation,
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vaa: Buffer,
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sequence: bigint,
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emitterChain: number
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): PriceInfo {
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const priceFeed = priceAttestationToPriceFeed(priceAttestation);
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return {
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seqNum: Number(sequence),
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vaa,
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publishTime: priceAttestation.publishTime,
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attestationTime: priceAttestation.attestationTime,
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priceFeed,
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emitterChainId: emitterChain,
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priceServiceReceiveTime: Math.floor(new Date().getTime() / 1000),
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};
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}
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export interface PriceStore {
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getPriceIds(): Set<HexString>;
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getLatestPriceInfo(priceFeedId: HexString): PriceInfo | undefined;
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@ -324,17 +343,12 @@ export class Listener implements PriceStore {
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for (const priceAttestation of batchAttestation.priceAttestations) {
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const key = priceAttestation.priceId;
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const priceFeed = priceAttestationToPriceFeed(priceAttestation);
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const priceInfo = {
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seqNum: Number(parsedVaa.sequence),
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const priceInfo = createPriceInfo(
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priceAttestation,
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vaa,
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publishTime: priceAttestation.publishTime,
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attestationTime: priceAttestation.attestationTime,
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priceFeed,
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emitterChainId: parsedVaa.emitterChain,
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priceServiceReceiveTime: Math.floor(new Date().getTime() / 1000),
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};
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parsedVaa.sequence,
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parsedVaa.emitterChain
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);
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const cachedPriceInfo = this.priceFeedVaaMap.get(key);
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if (this.isNewPriceInfo(cachedPriceInfo, priceInfo)) {
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@ -6,11 +6,16 @@ import { Server } from "http";
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import { StatusCodes } from "http-status-codes";
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import morgan from "morgan";
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import fetch from "node-fetch";
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import {
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parseBatchPriceAttestation,
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priceAttestationToPriceFeed,
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} from "@pythnetwork/wormhole-attester-sdk";
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import { removeLeading0x, TimestampInSec } from "./helpers";
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import { PriceStore, VaaConfig } from "./listen";
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import { createPriceInfo, PriceInfo, PriceStore, VaaConfig } from "./listen";
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import { logger } from "./logging";
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import { PromClient } from "./promClient";
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import { retry } from "ts-retry-promise";
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import { parseVaa } from "@certusone/wormhole-sdk";
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const MORGAN_LOG_FORMAT =
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':remote-addr - :remote-user ":method :url HTTP/:http-version"' +
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@ -71,7 +76,10 @@ export class RestAPI {
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this.promClient = promClient;
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}
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async getVaaWithDbLookup(priceFeedId: string, publishTime: TimestampInSec) {
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async getVaaWithDbLookup(
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priceFeedId: string,
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publishTime: TimestampInSec
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): Promise<VaaConfig | undefined> {
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// Try to fetch the vaa from the local cache
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let vaa = this.priceFeedVaaInfo.getVaa(priceFeedId, publishTime);
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@ -104,6 +112,56 @@ export class RestAPI {
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return vaa;
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}
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vaaToPriceInfo(priceFeedId: string, vaa: Buffer): PriceInfo | undefined {
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const parsedVaa = parseVaa(vaa);
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let batchAttestation;
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try {
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batchAttestation = parseBatchPriceAttestation(
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Buffer.from(parsedVaa.payload)
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);
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} catch (e: any) {
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logger.error(e, e.stack);
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logger.error("Parsing historical VAA failed: %o", parsedVaa);
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return undefined;
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}
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for (const priceAttestation of batchAttestation.priceAttestations) {
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if (priceAttestation.priceId === priceFeedId) {
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return createPriceInfo(
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priceAttestation,
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vaa,
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parsedVaa.sequence,
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parsedVaa.emitterChain
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);
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}
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}
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return undefined;
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}
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priceInfoToJson(
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priceInfo: PriceInfo,
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verbose: boolean,
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binary: boolean
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): object {
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return {
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...priceInfo.priceFeed.toJson(),
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...(verbose && {
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metadata: {
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emitter_chain: priceInfo.emitterChainId,
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attestation_time: priceInfo.attestationTime,
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sequence_number: priceInfo.seqNum,
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price_service_receive_time: priceInfo.priceServiceReceiveTime,
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},
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}),
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...(binary && {
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vaa: priceInfo.vaa.toString("base64"),
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}),
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};
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}
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// Run this function without blocking (`await`) if you want to run it async.
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async createApp() {
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const app = express();
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@ -283,21 +341,9 @@ export class RestAPI {
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continue;
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}
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responseJson.push({
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...latestPriceInfo.priceFeed.toJson(),
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...(verbose && {
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metadata: {
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emitter_chain: latestPriceInfo.emitterChainId,
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attestation_time: latestPriceInfo.attestationTime,
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sequence_number: latestPriceInfo.seqNum,
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price_service_receive_time:
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latestPriceInfo.priceServiceReceiveTime,
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},
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}),
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...(binary && {
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vaa: latestPriceInfo.vaa.toString("base64"),
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}),
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});
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responseJson.push(
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this.priceInfoToJson(latestPriceInfo, verbose, binary)
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);
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}
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if (notFoundIds.length > 0) {
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@ -317,6 +363,62 @@ export class RestAPI {
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"api/latest_price_feeds?ids[]=<price_feed_id>&ids[]=<price_feed_id_2>&..&verbose=true&binary=true"
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);
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const getPriceFeedInputSchema: schema = {
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query: Joi.object({
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id: Joi.string()
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.regex(/^(0x)?[a-f0-9]{64}$/)
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.required(),
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publish_time: Joi.number().required(),
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verbose: Joi.boolean(),
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binary: Joi.boolean(),
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}).required(),
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};
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app.get(
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"/api/get_price_feed",
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validate(getPriceFeedInputSchema),
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asyncWrapper(async (req: Request, res: Response) => {
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const priceFeedId = removeLeading0x(req.query.id as string);
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const publishTime = Number(req.query.publish_time as string);
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// verbose is optional, default to false
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const verbose = req.query.verbose === "true";
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// binary is optional, default to false
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const binary = req.query.binary === "true";
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if (
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this.priceFeedVaaInfo.getLatestPriceInfo(priceFeedId) === undefined
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) {
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throw RestException.PriceFeedIdNotFound([priceFeedId]);
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}
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const vaa = await this.getVaaWithDbLookup(priceFeedId, publishTime);
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if (vaa === undefined) {
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throw RestException.VaaNotFound();
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}
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const priceInfo = this.vaaToPriceInfo(
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priceFeedId,
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Buffer.from(vaa.vaa, "base64")
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);
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if (priceInfo === undefined) {
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throw RestException.VaaNotFound();
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} else {
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res.json(this.priceInfoToJson(priceInfo, verbose, binary));
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}
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})
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);
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endpoints.push(
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"api/get_price_feed?id=<price_feed_id>&publish_time=<publish_time_in_unix_timestamp>"
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);
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endpoints.push(
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"api/get_price_feed?id=<price_feed_id>&publish_time=<publish_time_in_unix_timestamp>&verbose=true"
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);
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endpoints.push(
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"api/get_price_feed?id=<price_feed_id>&publish_time=<publish_time_in_unix_timestamp>&binary=true"
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);
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app.get("/api/price_feed_ids", (req: Request, res: Response) => {
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const availableIds = this.priceFeedVaaInfo.getPriceIds();
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res.json([...availableIds]);
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@ -18,6 +18,8 @@ COPY ./tsconfig.base.json ./
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FROM node:18.13.0@sha256:d9061fd0205c20cd47f70bdc879a7a84fb472b822d3ad3158aeef40698d2ce36 as lerna
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RUN apt-get update && apt-get install -y libusb-dev
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# 1000 is the uid and gid of the node user
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USER 1000
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RUN mkdir -p /home/node/.npm
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