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c528d85a2b
Add PublishPrice — a permissionless instruction that computes the TWAP over a
PriceObservations buffer, extrapolated to the current time, and writes it to the
consumer-facing OraclePriceAccount.
The stored body averages [t1, t2] (t1 = oldest valid entry, t2 = most recent),
needing no boundary search since each buffer is calibrated to one window_duration.
The final segment from t2 to `now` is extrapolated from the live tick in the
CurrentTickAccount (added as a fourth account), mirroring Uniswap's
OracleLibrary.consult. This keeps the published timestamp = now truthful: an
unchanged price yields a fresh stamp and the correct value, and a republish picks
up a since-reported move instead of freezing the pre-move average.
The live tick is only credited since it was written, so the tail is split at the
current tick's last_updated:
boundary = clamp(current_tick.last_updated, t2.ts, now)
clamped_tick = last_recorded_tick + clamp(current_tick - last_recorded_tick, ±MAX_TICK_DELTA)
cum_now = t2.tick_cumulative
+ last_recorded_tick * (boundary - t2.ts) // before the live tick took effect
+ clamped_tick * (now - boundary) // live tick, only since last_updated
twap_tick = (cum_now - t1.tick_cumulative) / (now - t1.ts) // floor (div_euclid)
Splitting at last_updated stops a tick written moments before publish from being
smeared across a stale gap and inflating a supposedly fresh TWAP. The live-tick
segment is clamped against last_recorded_tick by MAX_TICK_DELTA — the same bound
RecordTick applies — capping how far a current-tick move can shift the result. A
zero-length tail (now == t2.ts) leaves the pure stored-window average.
If fewer than two observations exist the call is a silent no-op, leaving the price
account at timestamp = 0 (the uninitialized signal consumers reject). While young,
the TWAP covers the available span, which may be shorter than the window.
The TWAP tick is converted to a price ratio via the Uniswap v3 sqrtPriceX96
representation (pure integer, zkVM-safe), stored as a Q64.64 in
OraclePriceAccount.price — source-agnostic, no tick 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 encoding.
Closes #117
310 lines
6.1 KiB
JSON
310 lines
6.1 KiB
JSON
{
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"version": "0.1.0",
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"name": "twap_oracle",
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"instructions": [
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{
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"name": "create_price_observations",
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"accounts": [
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{
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"name": "price_observations",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "price_source",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "initial_tick",
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"type": "i32"
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},
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{
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"name": "window_duration",
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"type": "u64"
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}
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]
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},
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{
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"name": "create_oracle_price_account",
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"accounts": [
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{
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"name": "oracle_price_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "price_source",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "base_asset",
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"type": "account_id"
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},
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{
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"name": "quote_asset",
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"type": "account_id"
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},
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{
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"name": "initial_price",
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"type": "u128"
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},
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{
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"name": "window_duration",
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"type": "u64"
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}
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]
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},
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{
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"name": "create_current_tick_account",
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"accounts": [
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{
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"name": "current_tick_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "price_source",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "initial_price",
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"type": "u128"
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}
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]
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},
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{
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"name": "publish_price",
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"accounts": [
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{
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"name": "price_observations",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "oracle_price_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "current_tick_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "price_source_id",
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"type": "account_id"
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},
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{
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"name": "window_duration",
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"type": "u64"
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}
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]
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},
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{
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"name": "record_tick",
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"accounts": [
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{
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"name": "price_observations",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "current_tick_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "price_source_id",
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"type": "account_id"
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},
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{
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"name": "window_duration",
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"type": "u64"
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}
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]
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},
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{
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"name": "update_current_tick",
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"accounts": [
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{
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"name": "current_tick_account",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "price_source",
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"writable": false,
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"signer": false,
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"init": false
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},
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{
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"name": "clock",
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"writable": false,
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"signer": false,
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"init": false
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}
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],
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"args": [
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{
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"name": "price",
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"type": "u128"
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}
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]
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}
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],
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"accounts": [
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{
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"name": "PriceObservations",
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"type": {
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"kind": "struct",
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"fields": [
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{
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"name": "price_source_id",
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"type": "account_id"
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},
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{
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"name": "write_index",
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"type": "u32"
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},
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{
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"name": "total_entries",
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"type": "u64"
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},
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{
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"name": "last_recorded_tick",
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"type": "i32"
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},
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{
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"name": "entries",
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"type": {
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"vec": {
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"defined": "ObservationEntry"
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}
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}
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}
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]
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}
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},
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{
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"name": "OraclePriceAccount",
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"type": {
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"kind": "struct",
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"fields": [
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{
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"name": "base_asset",
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"type": "account_id"
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},
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{
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"name": "quote_asset",
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"type": "account_id"
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},
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{
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"name": "price",
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"type": "u128"
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},
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{
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"name": "timestamp",
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"type": "u64"
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},
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{
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"name": "source_id",
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"type": "account_id"
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},
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{
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"name": "confidence_interval",
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"type": "u128"
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}
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]
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}
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},
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{
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"name": "CurrentTickAccount",
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"type": {
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"kind": "struct",
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"fields": [
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{
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"name": "tick",
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"type": "i32"
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},
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{
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"name": "last_updated",
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"type": "u64"
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}
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]
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}
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}
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],
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"types": [
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{
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"name": "ObservationEntry",
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"kind": "struct",
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"fields": [
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{
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"name": "timestamp",
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"type": "u64"
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},
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{
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"name": "tick_cumulative",
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"type": "i64"
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}
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]
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}
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],
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"instruction_type": "twap_oracle_core::Instruction"
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}
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