add price provider

proxy/indexer/price_provider.py

@@ -0,0 +1,86 @@
+from solana.rpc.api import Client
+from solana.publickey import PublicKey
+import base64
+import base58
+import struct
+from datetime import datetime
+from logging import Logger
+
+logger = Logger(__name__)
+
+field_info = {
+  'expo': { 'pos': 20, 'len': 4, 'format': '<i' },
+  'agg.price': { 'pos': 208, 'len': 8, 'format': '<q' },
+  'agg.conf': { 'pos': 216, 'len': 8, 'format': '<Q' },
+  'agg.status': { 'pos': 224, 'len': 4, 'format': '<I' },
+}
+
+price_accounts = {
+    'SOL/USD': 'H6ARHf6YXhGYeQfUzQNGk6rDNnLBQKrenN712K4AQJEG'
+}
+
+class PriceProvider:
+    def __init__(self, solana_url, default_upd_int):
+        self.client = client = Client(solana_url)
+        self.default_upd_int = default_upd_int
+        self.prices = {}
+
+    def _read_price(self, pairname):
+        acc_id = price_accounts.get(pairname, None)
+        if acc_id is None:
+            logger.warning(f'No account found for pair {pairname}')
+            return None
+
+        response = self.client.get_account_info(PublicKey(acc_id))
+        result = response.get('result', None)
+        if result is None:
+            logger.warning(f'Failed to read account data for account {acc_id}')
+            return None
+
+        value = result.get('value', None)
+        if value is None:
+            logger.warning(f'Failed to read account data for account {acc_id}')
+            return None
+
+        data = value.get('data', None)
+        if not isinstance(data, list) or len(data) != 2:
+            logger.warning(f'Failed to read account data for account {acc_id}')
+            return None
+
+        encoding = data[1]
+        if encoding == 'base58':
+            data = base58.b58decode(data[0])
+        elif encoding == 'base64':
+            data = base64.b64decode(data[0])
+        else:
+            logger.warning(f'Unknown encoding {encoding}')
+            return None
+
+        status = struct.unpack(data, 'agg.status')
+        if status != 1: # not Trading
+            logger.warning(f'Price status is {status}')
+            return None
+
+        expo = struct.unpack(data, 'expo')
+        price = struct.unpack(data, 'agg.price')
+        return price * pow(10, expo)
+
+
+    def get_price(self, pairname):
+        price_data = self.prices.get(pairname, None)
+        current_time = datetime.now().timestamp()
+
+        if price_data == None or current_time - price_data['last_update'] >= self.default_upd_int:
+            current_price = self._read_price(pairname)
+            if current_price is not None:
+                self.prices[pairname] = { 'price': current_price, 'last_update': current_time }
+                return current_price
+
+            if price_data is not None:
+                return price_data['price']
+            else:
+                return None
+        # price_data is not None and current_time - price_data['last_update'] < self.default_upd_int
+        return price_data['price']
+
+