Add aggregate_price_status which takes care of becoming stale

README.md

@@ -16,7 +16,7 @@ Install the library:
 
 You can then read the current Pyth price using the following:
 
-```
+```python
 from pythclient.pythclient import PythClient
 from pythclient.pythaccounts import PythPriceAccount
 from pythclient.utils import get_key
@@ -34,6 +34,7 @@ async with PythClient(
         for _, pr in prices.items():
             print(
                 pr.price_type,
+                await pr.get_aggregate_price_status(),
                 pr.aggregate_price,
                 "p/m",
                 pr.aggregate_price_confidence_interval,
@@ -44,11 +45,11 @@ This code snippet lists the products on pyth and the price for each product. Sam
 
 ```
 {'symbol': 'Crypto.ETH/USD', 'asset_type': 'Crypto', 'quote_currency': 'USD', 'description': 'ETH/USD', 'generic_symbol': 'ETHUSD', 'base': 'ETH'}
-PythPriceType.PRICE 4390.286 p/m 2.4331
+PythPriceType.PRICE PythPriceStatus.TRADING 4390.286 p/m 2.4331
 {'symbol': 'Crypto.SOL/USD', 'asset_type': 'Crypto', 'quote_currency': 'USD', 'description': 'SOL/USD', 'generic_symbol': 'SOLUSD', 'base': 'SOL'}
-PythPriceType.PRICE 192.27550000000002 p/m 0.0485
+PythPriceType.PRICE PythPriceStatus.TRADING 192.27550000000002 p/m 0.0485
 {'symbol': 'Crypto.SRM/USD', 'asset_type': 'Crypto', 'quote_currency': 'USD', 'description': 'SRM/USD', 'generic_symbol': 'SRMUSD', 'base': 'SRM'}
-PythPriceType.PRICE 4.23125 p/m 0.0019500000000000001
+PythPriceType.PRICE PythPriceStatus.UNKNOWN 4.23125 p/m 0.0019500000000000001
 ...
 ```
 

examples/dump.py

@@ -13,7 +13,7 @@
 sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 from pythclient.pythclient import PythClient  # noqa
 from pythclient.ratelimit import RateLimit  # noqa
-from pythclient.pythaccounts import PythPriceAccount  # noqa
+from pythclient.pythaccounts import PythPriceAccount, PythPriceStatus  # noqa
 from pythclient.utils import get_key # noqa
 
 logger.enable("pythclient")
@@ -50,10 +50,12 @@ async def main():
             prices = await p.get_prices()
             for _, pr in prices.items():
                 all_prices.append(pr)
+                price_status: PythPriceStatus = await pr.get_aggregate_price_status()
                 print(
                     pr.key,
                     pr.product_account_key,
                     pr.price_type,
+                    price_status,
                     pr.aggregate_price,
                     "p/m",
                     pr.aggregate_price_confidence_interval,
@@ -83,14 +85,16 @@ async def main():
                     pr = update_task.result()
                     if isinstance(pr, PythPriceAccount):
                         assert pr.product
+                        price_status: PythPriceStatus = await pr.get_aggregate_price_status()
                         print(
                             pr.product.symbol,
                             pr.price_type,
+                            price_status,
                             pr.aggregate_price,
                             "p/m",
                             pr.aggregate_price_confidence_interval,
                         )
-                        break
+                    break
 
         print("Unsubscribing...")
         if use_program:

examples/read_one_price_feed.py

@@ -2,7 +2,7 @@
 
 import asyncio
 
-from pythclient.pythaccounts import PythPriceAccount
+from pythclient.pythaccounts import PythPriceAccount, PythPriceStatus
 from pythclient.solana import SolanaClient, SolanaPublicKey, SOLANA_DEVNET_HTTP_ENDPOINT, SOLANA_DEVNET_WS_ENDPOINT
 
 async def get_price():
@@ -12,7 +12,14 @@ async def get_price():
     price: PythPriceAccount = PythPriceAccount(account_key, solana_client)
 
     await price.update()
+
+    price_status: PythPriceStatus = await price.get_aggregate_price_status()
     # Sample output: "DOGE/USD is 0.141455 ± 7.4e-05"
-    print("DOGE/USD is", price.aggregate_price, "±", price.aggregate_price_confidence_interval)
+    if price_status == PythPriceStatus.TRADING:
+        print("DOGE/USD is", price.aggregate_price, "±", price.aggregate_price_confidence_interval)
+    else:
+        print("Price is not valid now. Status is", price_status)
+
+    await solana_client.close()
 
 asyncio.run(get_price())

pythclient/pythaccounts.py

@@ -8,7 +8,7 @@
 from loguru import logger
 
 from . import exceptions
-from .solana import SolanaPublicKey, SolanaPublicKeyOrStr, SolanaClient, SolanaAccount
+from .solana import SolanaCommitment, SolanaPublicKey, SolanaPublicKeyOrStr, SolanaClient, SolanaAccount
 
 
 _MAGIC = 0xA1B2C3D4
@@ -17,6 +17,7 @@
 _SUPPORTED_VERSIONS = set((_VERSION_1, _VERSION_2))
 _ACCOUNT_HEADER_BYTES = 16  # magic + version + type + size, u32 * 4
 _NULL_KEY_BYTES = b'\x00' * SolanaPublicKey.LENGTH
+MAX_SLOT_DIFFERENCE = 25
 
 
 class PythAccountType(Enum):
@@ -501,6 +502,18 @@ def aggregate_price_confidence_interval(self) -> Optional[float]:
         """the aggregate price confidence interval"""
         return self.aggregate_price_info and self.aggregate_price_info.confidence_interval
 
+    async def get_aggregate_price_status(self, commitment: str = SolanaCommitment.CONFIRMED) -> Optional[PythPriceStatus]:
+        """the aggregate price status"""
+
+        if self.aggregate_price_info:
+            current_slot = await self.solana.get_commitment_slot(commitment)
+
+            if self.aggregate_price_info.price_status == PythPriceStatus.TRADING and \
+                current_slot - self.aggregate_price_info.slot > MAX_SLOT_DIFFERENCE:
+                return PythPriceStatus.UNKNOWN
+
+            return self.aggregate_price_info.price_status
+
     def update_from(self, buffer: bytes, *, version: int, offset: int = 0) -> None:
         """
         Update the data in this price account from the given buffer.

tests/test_price_account.py

@@ -2,7 +2,11 @@
 import base64
 from dataclasses import asdict
 
+from pytest_mock import MockerFixture
+from mock import AsyncMock
+
 from pythclient.pythaccounts import (
+    MAX_SLOT_DIFFERENCE,
     PythPriceAccount,
     PythPriceType,
     PythPriceStatus,
@@ -64,6 +68,13 @@ def price_account(solana_client: SolanaClient) -> PythPriceAccount:
     )
 
 
+@pytest.fixture()
+def mock_get_commitment_slot(mocker: MockerFixture) -> AsyncMock:
+    async_mock = AsyncMock()
+    mocker.patch('pythclient.solana.SolanaClient.get_commitment_slot', side_effect=async_mock)
+    return async_mock
+
+
 def test_price_account_update_from(price_account_bytes: bytes, price_account: PythPriceAccount):
     price_account.update_from(buffer=price_account_bytes, version=2, offset=0)
 
@@ -149,3 +160,23 @@ def test_price_account_agregate_price(
 ):
     price_account.update_from(buffer=price_account_bytes, version=2, offset=0)
     assert price_account.aggregate_price == 707.125
+
+@pytest.mark.asyncio
+async def test_price_account_get_aggregate_price_status_still_trading(
+    price_account_bytes: bytes, price_account: PythPriceAccount, mock_get_commitment_slot: AsyncMock
+):
+    price_account.update_from(buffer=price_account_bytes, version=2, offset=0)
+    mock_get_commitment_slot.return_value = price_account.aggregate_price_info.slot + MAX_SLOT_DIFFERENCE
+
+    price_status = await price_account.get_aggregate_price_status()
+    assert price_status == PythPriceStatus.TRADING
+
+@pytest.mark.asyncio
+async def test_price_account_get_aggregate_price_status_got_stale(
+    price_account_bytes: bytes, price_account: PythPriceAccount, mock_get_commitment_slot: AsyncMock
+):
+    price_account.update_from(buffer=price_account_bytes, version=2, offset=0)
+    mock_get_commitment_slot.return_value = price_account.aggregate_price_info.slot + MAX_SLOT_DIFFERENCE + 1
+
+    price_status = await price_account.get_aggregate_price_status()
+    assert price_status == PythPriceStatus.UNKNOWN