Implement price averged index using multiple tokens (#5)

add eth, implement index calculation with error

Anchor.toml

@@ -20,3 +20,7 @@ url = "mainnet-beta" # url of the cluster that accounts are cloned from
 [[test.validator.account]]
 address = "GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU"
 filename = "tests/btc_price_account.json"
+
+[[test.validator.account]]
+address = "JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB"
+filename = "tests/eth_price_account.json"

programs/solana_blockchain_index/src/index_service.rs

@@ -0,0 +1,29 @@
+use anchor_lang::prelude::*;
+use pyth_sdk_solana::Price;
+
+pub fn calculate_index_value(prices: Vec<Price>) -> Price {
+    let expo: i32 = prices.iter().map(|p| p.expo).min().unwrap(); // lowest exponent
+    msg!("Lowest exponent is {}", expo);
+
+    let mut sum_price: i64 = 0;
+    let mut variance: u64 = 0;
+
+    for current_price in prices.iter() {
+        msg!("Normalising {:?} to expo: {}", current_price, expo);
+        // NB expo > current_price.expo so this should always be positive
+        let exp_delta: u32 = (current_price.expo - expo).try_into().unwrap();
+        let multiplier = 10_u64.pow(exp_delta);
+        let new_price = current_price.price * multiplier as i64;
+        msg!("New price is {} x10^{}", new_price, expo);
+        sum_price += new_price;
+
+        let new_conf = current_price.conf * multiplier;
+        msg!("New conf is {}", new_conf);
+        variance += new_conf.pow(2);
+    }
+
+    let price = sum_price / prices.len() as i64;
+    let conf = ((variance as f64).sqrt() / (prices.len() as f64)).round() as u64;
+    let index_value = Price { price, expo, conf };
+    index_value
+}

programs/solana_blockchain_index/src/lib.rs

@@ -1,27 +1,28 @@
 use anchor_lang::prelude::*;
+mod index_service;
 mod pyth_service;
 
 declare_id!("4NRxSxxnNA9xKHKrmj9RD16pmGRTDMvp3SkY4uB7ifdM");
 
 const DISCRIMINATOR_LENGTH: usize = 8;
-const TIMESTAMP_LENGTH: usize = 8;
-const VALUE_LENGTH: usize = 8;
+const TIME_LENGTH: usize = 8;
+const PRICE_LENGTH: usize = 8;
 const EXPO_LENGTH: usize = 4;
 const CONF_LENGTH: usize = 8;
 
 #[account]
 #[derive(Debug)]
 pub struct IndexValue {
-    pub timestamp: i64,
-    pub value: i64,
+    pub price: i64,
     pub expo: i32,
     pub conf: u64,
+    pub time: i64,
 }
 
 impl IndexValue {
     const LEN: usize = DISCRIMINATOR_LENGTH // added by Solana
-        + TIMESTAMP_LENGTH // timestamp
-        + VALUE_LENGTH // value
+        + TIME_LENGTH // timestamp
+        + PRICE_LENGTH // price
         + EXPO_LENGTH // exponent
         + CONF_LENGTH; // confidence
 }
@@ -34,11 +35,17 @@ pub mod solana_blockchain_index {
         let index_value: &mut Account<IndexValue> = &mut ctx.accounts.index_value;
         let clock: Clock = Clock::get().unwrap();
 
-        index_value.timestamp = clock.unix_timestamp;
-        let btc_value = pyth_service::price_of_account(&ctx.accounts.btc_account);
-        index_value.value = btc_value.price;
-        index_value.conf = btc_value.conf;
-        index_value.expo = btc_value.expo;
+        let price_accounts = vec![&ctx.accounts.btc_account, &ctx.accounts.eth_account];
+        let prices: Vec<_> = price_accounts
+            .iter()
+            .map(|pa| pyth_service::price_of_account(pa))
+            .collect();
+        let index_calculation = index_service::calculate_index_value(prices);
+
+        index_value.price = index_calculation.price;
+        index_value.expo = index_calculation.expo;
+        index_value.conf = index_calculation.conf;
+        index_value.time = clock.unix_timestamp;
 
         msg!("New index value: {:?}", index_value);
         Ok(())
@@ -54,4 +61,6 @@ pub struct UpdateIndexValue<'info> {
     pub system_program: Program<'info, System>,
     /// CHECK should be validated at read time
     pub btc_account: AccountInfo<'info>,
+    /// CHECK should be validated at read time
+    pub eth_account: AccountInfo<'info>,
 }

programs/solana_blockchain_index/src/pyth_service.rs

@@ -1,7 +1,7 @@
 use anchor_lang::prelude::*;
 use pyth_sdk_solana::{load_price_feed_from_account_info, Price, PriceFeed};
 
-pub fn price_of_account(price_account_info: &AccountInfo) -> Price {
+pub fn price_of_account<'a>(price_account_info: &'a AccountInfo) -> Price {
     let price_feed: PriceFeed = load_price_feed_from_account_info(price_account_info).unwrap();
     let current_price: Price = price_feed.get_current_price().unwrap();
 

tests/btc_price_account.json

@@ -10,4 +10,4 @@
     "executable": false,
     "rentEpoch": 312
   }
-}
+}

tests/eth_price_account.json

@@ -0,0 +1,13 @@
+{
+  "pubkey": "JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB",
+  "account": {
+    "lamports": 23942400,
+    "data": [
+      "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",
+      "base64"
+    ],
+    "owner": "FsJ3A3u2vn5cTVofAjvy6y5kwABJAqYWpe4975bi2epH",
+    "executable": false,
+    "rentEpoch": 312
+  }
+}

tests/solana_blockchain_index.ts

@@ -21,6 +21,7 @@ describe("SolanaBlockchainIndex", () => {
         user: programProvider.wallet.publicKey,
         systemProgram: anchor.web3.SystemProgram.programId,
         btcAccount: "GVXRSBjFk6e6J3NbVPXohDJetcTjaeeuykUpbQF8UoMU",
+        ethAccount: "JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB",
       })
       .signers([keypair])
       .rpc();
@@ -31,9 +32,9 @@ describe("SolanaBlockchainIndex", () => {
       keypair.publicKey
     );
     console.log(indexValue);
-    expect(indexValue.timestamp).is.instanceOf(anchor.BN);
-    expect(indexValue.value.toNumber()).to.equal(2938900000000);
-    expect(indexValue.conf.toNumber()).to.equal(1021038607);
+    expect(indexValue.time).is.instanceOf(anchor.BN);
+    expect(indexValue.price.toNumber()).to.equal(1567878500000);
+    expect(indexValue.conf.toNumber()).to.equal(512203289);
     expect(indexValue.expo).to.equal(-8);
   });
 });