Merge pull request #424 from Gearbox-protocol/updatable-feeds-prices

feat: add prices to updatable price fetchers

Author: doomsower

package.json

@@ -55,6 +55,7 @@
     "@redstone-finance/evm-connector": "^0.9.0",
     "@redstone-finance/protocol": "^0.9.0",
     "@redstone-finance/sdk": "^0.9.0",
+    "@redstone-finance/utils": "^0.9.0",
     "@types/bn.js": "^5.2.0",
     "abitype": "^1.2.3",
     "bn.js": "^5.2.2",

src/sdk/market/pricefeeds/updates/fetchPythPayloads.ts

@@ -7,7 +7,10 @@ import {
   parsePriceFeedMessage,
   sliceAccumulatorUpdateData,
 } from "./PythAccumulatorUpdateData.js";
-import type { TimestampedCalldata } from "./types.js";
+import type {
+  TimestampedCalldata,
+  TimestampedCalldataWithPrice,
+} from "./types.js";
 
 export interface FetchPythPayloadsOptions {
   /**
@@ -30,22 +33,48 @@ export interface FetchPythPayloadsOptions {
    * Logger to use
    */
   logger?: ILogger;
+  /**
+   * Custom fetch function to use instead of global fetch.
+   * Can be used to add custom headers, authentication, or use a different HTTP client.
+   */
+  customFetch?: typeof fetch;
+
+  /**
+   * When true, returns the price data for each feed.
+   */
+  returnPrices?: boolean;
 }
 
+/**
+ * Fetches pyth payloads from Hermes API with price data
+ */
+export async function fetchPythPayloads(
+  options: FetchPythPayloadsOptions & { returnPrices: true },
+): Promise<TimestampedCalldataWithPrice[]>;
+
+/**
+ * Fetches pyth payloads from Hermes API
+ */
+export async function fetchPythPayloads(
+  options: FetchPythPayloadsOptions & { returnPrices?: false },
+): Promise<TimestampedCalldata[]>;
+
 /**
  * Fetches pyth payloads from Hermes API
  * @param dataFeedsIds
  * @returns
  */
 export async function fetchPythPayloads(
   options: FetchPythPayloadsOptions,
-): Promise<TimestampedCalldata[]> {
+): Promise<TimestampedCalldata[] | TimestampedCalldataWithPrice[]> {
   const {
     dataFeedsIds,
     ignoreMissingFeeds,
     historicalTimestampSeconds,
     logger,
     apiProxy,
+    customFetch = fetch,
+    returnPrices,
   } = options;
   const ids = Array.from(new Set(dataFeedsIds));
   if (ids.length === 0) {
@@ -65,7 +94,7 @@ export async function fetchPythPayloads(
   }
   const resp = await retry(
     async () => {
-      const resp = await fetch(url.toString());
+      const resp = await customFetch(url.toString());
       if (!resp.ok) {
         const body = await resp.text();
         throw new Error(
@@ -77,7 +106,7 @@ export async function fetchPythPayloads(
     },
     { attempts: 3, exponent: 2, interval: 200 },
   );
-  const result = respToCalldata(resp);
+  const result = respToCalldata(resp, returnPrices);
 
   if (result.length !== ids.length) {
     if (ignoreMissingFeeds) {
@@ -126,15 +155,31 @@ interface PythPriceFeedUpdate {
   data: Hex;
 }
 
-function respToCalldata(resp: PythPriceUpdatesResp): TimestampedCalldata[] {
+function respToCalldata(
+  resp: PythPriceUpdatesResp,
+  returnPrices?: boolean,
+): TimestampedCalldata[] | TimestampedCalldataWithPrice[] {
   // edge case when ignoreMissingFeeds is true and we requesting exactly one feed which fails
   if (resp.binary.data.length === 0) {
     return [];
   }
 
   const updates = splitAccumulatorUpdates(resp.binary.data[0]);
+
+  // Build a map of feedId -> price info for quick lookup
+  const priceMap = new Map<string, { price: bigint; decimals: number }>();
+  if (returnPrices && resp.parsed) {
+    for (const feed of resp.parsed) {
+      const feedId = feed.id.startsWith("0x") ? feed.id : `0x${feed.id}`;
+      priceMap.set(feedId.toLowerCase(), {
+        price: BigInt(feed.price.price),
+        decimals: Math.abs(feed.price.expo),
+      });
+    }
+  }
+
   return updates.map(({ data, dataFeedId, timestamp }) => {
-    return {
+    const base: TimestampedCalldata = {
       dataFeedId,
       data: encodeAbiParameters(
         [{ type: "uint256" }, { type: "bytes[]" }],
@@ -143,6 +188,20 @@ function respToCalldata(resp: PythPriceUpdatesResp): TimestampedCalldata[] {
       timestamp,
       cached: false,
     };
+
+    if (returnPrices) {
+      const priceInfo = priceMap.get(dataFeedId.toLowerCase());
+      if (!priceInfo) {
+        throw new Error(`Price info not found for feed ${dataFeedId}`);
+      }
+      return {
+        ...base,
+        price: priceInfo.price,
+        decimals: priceInfo.decimals,
+      } as TimestampedCalldataWithPrice;
+    }
+
+    return base;
   });
 }
 

src/sdk/market/pricefeeds/updates/fetchRedstonePayloads.ts

@@ -7,10 +7,14 @@ import {
   type DataServiceIds,
   getSignersForDataServiceId,
 } from "@redstone-finance/sdk";
+import { MathUtils } from "@redstone-finance/utils";
 import { encodeAbiParameters, toBytes } from "viem";
 import type { ILogger } from "../../../types/logger.js";
 import { retry } from "../../../utils/index.js";
-import type { TimestampedCalldata } from "./types.js";
+import type {
+  TimestampedCalldata,
+  TimestampedCalldataWithPrice,
+} from "./types.js";
 
 export interface FetchRedstonePayloadsOptions {
   /**
@@ -53,11 +57,32 @@ export interface FetchRedstonePayloadsOptions {
    * Logger to use
    */
   logger?: ILogger;
+  /**
+   * When true, returns the price data for each feed.
+   */
+  returnPrices?: boolean;
 }
 
+/**
+ * Fetches redstone payloads with price data
+ */
+export async function fetchRedstonePayloads(
+  options: FetchRedstonePayloadsOptions & { returnPrices: true },
+): Promise<TimestampedCalldataWithPrice[]>;
+
+/**
+ * Fetches redstone payloads
+ */
+export async function fetchRedstonePayloads(
+  options: FetchRedstonePayloadsOptions & { returnPrices?: false },
+): Promise<TimestampedCalldata[]>;
+
+/**
+ * Fetches redstone payloads from Redstone API
+ */
 export async function fetchRedstonePayloads(
   options: FetchRedstonePayloadsOptions,
-): Promise<TimestampedCalldata[]> {
+): Promise<TimestampedCalldata[] | TimestampedCalldataWithPrice[]> {
   const {
     dataServiceId,
     dataFeedsIds,
@@ -67,6 +92,7 @@ export async function fetchRedstonePayloads(
     ignoreMissingFeeds,
     enableLogging,
     logger,
+    returnPrices,
   } = options;
   const metadataTimestampMs =
     historicalTimestampMs ?? options.metadataTimestampMs;
@@ -101,7 +127,7 @@ export async function fetchRedstonePayloads(
   const parsed = RedstonePayload.parse(toBytes(`0x${dataPayload}`));
   const packagesByDataFeedId = groupDataPackages(parsed.signedDataPackages);
 
-  const result: TimestampedCalldata[] = [];
+  const result: (TimestampedCalldata | TimestampedCalldataWithPrice)[] = [];
 
   for (const dataFeedId of dataFeedsIds) {
     const signedDataPackages = packagesByDataFeedId[dataFeedId];
@@ -128,6 +154,7 @@ export async function fetchRedstonePayloads(
         dataFeedId,
         signedDataPackages,
         wrapper.getUnsignedMetadata(),
+        returnPrices,
       ),
     );
   }
@@ -171,7 +198,8 @@ function getCalldataWithTimestamp(
   dataFeedId: string,
   packages: SignedDataPackage[],
   unsignedMetadata: string,
-): TimestampedCalldata {
+  returnPrices?: boolean,
+): TimestampedCalldataWithPrice | TimestampedCalldata {
   const originalPayload = RedstonePayload.prepare(packages, unsignedMetadata);
 
   // Calculating the number of bytes in the hex representation of payload
@@ -198,7 +226,7 @@ function getCalldataWithTimestamp(
     }
   }
 
-  return {
+  const base: TimestampedCalldata = {
     dataFeedId,
     data: encodeAbiParameters(
       [{ type: "uint256" }, { type: "bytes" }],
@@ -207,4 +235,18 @@ function getCalldataWithTimestamp(
     timestamp,
     cached: false,
   };
+
+  if (returnPrices) {
+    const prices: bigint[] = packages
+      .flatMap(p => p.dataPackage.dataPoints)
+      .map(dp => BigInt(`0x${Buffer.from(dp.value).toString("hex")}`));
+    const medianPrice = BigInt(MathUtils.getMedianOfBigNumbers(prices));
+
+    return {
+      ...base,
+      price: medianPrice,
+      decimals: 8,
+    } as TimestampedCalldataWithPrice;
+  }
+  return base;
 }

src/sdk/market/pricefeeds/updates/types.ts

@@ -23,3 +23,8 @@ export interface TimestampedCalldata {
   timestamp: number;
   cached: boolean;
 }
+
+export interface TimestampedCalldataWithPrice extends TimestampedCalldata {
+  price: bigint;
+  decimals: number;
+}

yarn.lock

@@ -924,6 +924,7 @@ __metadata:
     "@redstone-finance/evm-connector": "npm:^0.9.0"
     "@redstone-finance/protocol": "npm:^0.9.0"
     "@redstone-finance/sdk": "npm:^0.9.0"
+    "@redstone-finance/utils": "npm:^0.9.0"
     "@types/bn.js": "npm:^5.2.0"
     "@types/cross-spawn": "npm:^6.0.6"
     abitype: "npm:^1.2.3"
@@ -1119,7 +1120,7 @@ __metadata:
   languageName: node
   linkType: hard
 
-"@redstone-finance/utils@npm:0.9.0":
+"@redstone-finance/utils@npm:0.9.0, @redstone-finance/utils@npm:^0.9.0":
   version: 0.9.0
   resolution: "@redstone-finance/utils@npm:0.9.0"
   dependencies: