Commit Graph
3 Commits
Author SHA1 Message Date
r4bbit 51887aa3fb feat(twap-oracle): implement PublishPrice with real tick-to-price conversion
Add PublishPrice — a permissionless instruction that computes the TWAP over a
PriceObservations buffer and writes it to the consumer-facing OraclePriceAccount.

Because each observations account is calibrated to a specific window_duration via
its sampling guard, the oldest valid entry is always the natural window start, so
the TWAP is computed over the full buffer span with no boundary search:

    t2        = most recent observation (write_index - 1, wrapping)
    t1        = oldest valid entry (0 if not full, write_index if full)
    twap_tick = (t2.tick_cumulative - t1.tick_cumulative) / (t2.ts - t1.ts)

If fewer than two observations exist the call is a silent no-op, leaving the price
account at timestamp = 0 (the uninitialized signal consumers already reject). While
the buffer is young the TWAP is computed over the available span, which may be
shorter than the requested window.

The TWAP tick is converted to an actual price ratio via the Uniswap v3 sqrtPriceX96
representation (pure integer, zkVM-safe): get_sqrt_ratio_at_tick(tick) then
sqrtPriceX96^2 / 2^128, yielding a Q64.64 fixed-point ratio stored in
OraclePriceAccount.price. The OraclePriceAccount stays source-agnostic — no tick or
Uniswap framing leaks into the standard. Out-of-range ticks clamp; ratios above 2^64
saturate at u128::MAX. Adds PRICE_FRACTIONAL_BITS = 64; removes the placeholder
TWAP_PRICE_BIAS / oracle_price_to_tick bias encoding.

Pulls in uniswap_v3_math 0.6.2 and alloy-primitives for the conversion. Pins ruint
to =1.17.0 (transitive via alloy-primitives): 1.18 raised its MSRV to rustc 1.90 but
the risc0 guest toolchain ships 1.88. Guest build verified for riscv32im.

Closes #117
2026-06-02 19:52:48 +02:00
r4bbit c59316b4a2 feat(twap-oracle): implement CreatePriceObservations instruction
Adds the CreatePriceObservations instruction to the TWAP oracle program.
The instruction initialises a PriceObservations PDA for a given price
source account and time window, writing the initial tick and timestamp
as the first entry.

Key design decisions:

- Per-window accounts: each (price_source, window_duration) pair maps to
  a distinct PriceObservations PDA. The window duration is baked into the
  PDA seed so a single price source can support multiple TWAP windows
  (24h, 7d, 30d) at independent sampling rates without sharing a buffer.

- window_duration not stored on struct: it is implicit in the PDA address.
  Any reader that located the account already knows the window duration
  used to derive it. Storing it would be redundant.

- Authorization is implicit: the PriceObservations PDA is derived from
  the price source account ID, so is_authorized = true on the price source
  proves the caller controls it without a redundant authority field.

- Impersonation is prevented by the PDA check: passing a controlled price
  source with a victim's observations account ID fails immediately because
  the computed PDA (from the attacker's source) does not match.

Closes #126
2026-05-29 09:32:37 +02:00
r4bbit 3622016e6c refactor: move programs into programs and UIs into apps
This refactors the repository structure as it has grown over time.
2026-05-26 14:05:52 +02:00