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pyth-network · Apr 8, 2024 · c976989 · c976989
1 parent 87ddfde
commit c976989
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Showing 3 changed files with 35 additions and 25 deletions.
diff --git a/program/rust/src/processor/upd_price.rs b/program/rust/src/processor/upd_price.rs
@@ -200,7 +200,7 @@ pub fn upd_price(
             price_data.prev_slot_ = price_data.agg_.pub_slot_;
             price_data.prev_price_ = price_data.agg_.price_;
             price_data.prev_conf_ = price_data.agg_.conf_;
-            price_data.prev_timestamp_ = clock.unix_timestamp;
+            price_data.prev_timestamp_ = price_data.timestamp_;
         }
     }
 
@@ -221,35 +221,34 @@ pub fn upd_price(
 
     // If the aggregate was successfully updated, calculate the difference and update TWAP.
     if updated {
-        let agg_diff = (clock.slot as i64)
-            - load_checked::<PriceAccount>(price_account, cmd_args.header.version)?.prev_slot_
-                as i64;
         {
             let mut price_data =
                 load_checked::<PriceAccount>(price_account, cmd_args.header.version)?;
 
-            if !(noninitial_price_update_after_program_upgrade) {
-                // Multiple price updates may occur within the same slot. Updates within the same slot will
-                // use the previously calculated values (prev_twap, prev_twac, and prev_price_cumulative)
-                // from the last successful aggregated price update as their basis for recalculation. This
-                // ensures that each update within a slot builds upon the last and not the twap/twac/price_cumulative
-                // that is calculated right after the publishers' individual price updates.
-                if slots_since_last_update > 0 {
-                    price_data.prev_twap_ = price_data.twap_;
-                    price_data.prev_twac_ = price_data.twac_;
-                    price_data.prev_price_cumulative = price_data.price_cumulative;
-                }
-                price_data.twap_ = price_data.prev_twap_;
-                price_data.twac_ = price_data.prev_twac_;
-                price_data.price_cumulative = price_data.prev_price_cumulative;
+            // Multiple price updates may occur within the same slot. Updates within the same slot will
+            // use the previously calculated values (prev_twap, prev_twac, and prev_price_cumulative)
+            // from the last successful aggregated price update as their basis for recalculation. This
+            // ensures that each update within a slot builds upon the last and not the twap/twac/price_cumulative
+            // that is calculated right after the publishers' individual price updates.
+            if slots_since_last_update > 0 {
+                price_data.prev_twap_ = price_data.twap_;
+                price_data.prev_twac_ = price_data.twac_;
+                price_data.prev_price_cumulative = price_data.price_cumulative;
             }
+            price_data.twap_ = price_data.prev_twap_;
+            price_data.twac_ = price_data.prev_twac_;
+            price_data.price_cumulative = price_data.prev_price_cumulative;
+
             price_data.update_price_cumulative()?;
             // We want to send a message every time the aggregate price updates. However, during the migration,
             // not every publisher will necessarily provide the accumulator accounts. The message_sent_ flag
             // ensures that after every aggregate update, the next publisher who provides the accumulator accounts
             // will send the message.
             price_data.message_sent_ = 0;
         }
+        let agg_diff = (clock.slot as i64)
+            - load_checked::<PriceAccount>(price_account, cmd_args.header.version)?.prev_slot_
+                as i64;
         unsafe {
             c_upd_twap(price_account.try_borrow_mut_data()?.as_mut_ptr(), agg_diff);
         }

diff --git a/program/rust/src/tests/test_upd_price.rs b/program/rust/src/tests/test_upd_price.rs
@@ -21,6 +21,7 @@ use {
         processor::process_instruction,
         tests::test_utils::{
             update_clock_slot,
+            update_clock_timestamp,
             AccountSetup,
         },
     },
@@ -58,6 +59,7 @@ fn test_upd_price() {
     clock_account.is_writable = false;
 
     update_clock_slot(&mut clock_account, 1);
+    update_clock_timestamp(&mut clock_account, 1);
 
     assert!(process_instruction(
         &program_id,
@@ -146,12 +148,14 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 1);
         assert_eq!(price_data.prev_price_, 42);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.prev_timestamp_, 1);
     }
 
-    // next price doesn't change but slot does
+    println!("test");
+    // next price doesn't change but slot and timestamp does
     populate_instruction(&mut instruction_data, 81, 2, 3);
     update_clock_slot(&mut clock_account, 4);
+    update_clock_timestamp(&mut clock_account, 4);
     assert!(process_instruction(
         &program_id,
         &[
@@ -176,7 +180,8 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 3);
         assert_eq!(price_data.prev_price_, 81);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.timestamp_, 4); // We only check for timestamp_ here because test_upd_price doesn't directly update timestamp_, this is updated through c_upd_aggregate which is tested in test_upd_aggregate, but we assert here to show that in subsequent asserts for prev_tim
+        assert_eq!(price_data.prev_timestamp_, 1);
     }
 
     // next price doesn't change and neither does aggregate but slot does
@@ -206,7 +211,7 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 4);
         assert_eq!(price_data.prev_price_, 81);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.prev_timestamp_, 4);
     }
 
     // try to publish back-in-time
@@ -238,7 +243,7 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 4);
         assert_eq!(price_data.prev_price_, 81);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.prev_timestamp_, 4);
     }
 
     populate_instruction(&mut instruction_data, 50, 20, 5);
@@ -276,7 +281,7 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 5);
         assert_eq!(price_data.prev_price_, 81);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.prev_timestamp_, 4);
     }
 
     // Negative prices are accepted
@@ -306,7 +311,7 @@ fn test_upd_price() {
         assert_eq!(price_data.prev_slot_, 5);
         assert_eq!(price_data.prev_price_, 81);
         assert_eq!(price_data.prev_conf_, 2);
-        assert_eq!(price_data.prev_timestamp_, 0);
+        assert_eq!(price_data.prev_timestamp_, 4);
     }
 }
 

diff --git a/program/rust/src/tests/test_utils.rs b/program/rust/src/tests/test_utils.rs
@@ -134,6 +134,12 @@ pub fn update_clock_slot(clock_account: &mut AccountInfo, slot: u64) {
     clock_data.to_account_info(clock_account);
 }
 
+pub fn update_clock_timestamp(clock_account: &mut AccountInfo, timestamp: i64) {
+    let mut clock_data = clock::Clock::from_account_info(clock_account).unwrap();
+    clock_data.unix_timestamp = timestamp;
+    clock_data.to_account_info(clock_account);
+}
+
 impl From<OracleCommand> for CommandHeader {
     fn from(val: OracleCommand) -> Self {
         CommandHeader {