@indigo-labs/indigo-sdk 0.2.42 → 0.3.0

package/tests/pyth/pyth-encoding.test.ts

@@ -0,0 +1,376 @@
+import { describe, expect, test } from 'vitest';
+import {
+  decodePriceUpdate,
+  decodePythMessage,
+  encodePriceUpdate,
+  encodePythMessage,
+  encodeSignedPythMessage,
+  PRICE_UPDATE_MAGIC,
+  SOLANA_FORMAT_MAGIC,
+  type PriceUpdate,
+  type PythMessageParts,
+} from '../../src/utils/pyth';
+
+/** Generate a 32-byte Ed25519 secret key for tests. */
+function randomSecretKey(): Uint8Array {
+  return crypto.getRandomValues(new Uint8Array(32));
+}
+
+describe('Pyth > Encoding', () => {
+  test('encodePriceUpdate uses Aiken price_update format (magic + timestamp + channel u8 + feeds_len u8 + property-list feeds)', () => {
+    const timestampUs = 1000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 0,
+      priceFeeds: [
+        {
+          priceFeedId: 1,
+          exponent: -8,
+          price: '50000000',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 2,
+          exponent: 0,
+          price: '-100',
+          feedUpdateTimestamp: Number(timestampUs + 1n),
+        },
+      ],
+    };
+    const payload = encodePriceUpdate(update);
+    expect(Array.from(payload.subarray(0, 4))).toEqual(
+      Array.from(PRICE_UPDATE_MAGIC),
+    );
+    // magic(4) + timestamp(8) + channel(1) + feeds_len(1) + 2 feeds
+    // For this particular update, each feed encodes 13 properties:
+    // Price, BestBidPrice, BestAskPrice, PublisherCount, Exponent, Confidence,
+    // FundingRate, FundingTimestamp, FundingRateInterval, MarketSession,
+    // EmaPrice, EmaConfidence, FeedUpdateTimestamp.
+    // One feed layout:
+    //   - feed_id u32 (4)
+    //   - properties_len u8 (1)
+    //   - properties bytes:
+    //       Price:              1 (id) + 8 (i64)
+    //       BestBidPrice:       1 (id) + 8 (i64)
+    //       BestAskPrice:       1 (id) + 8 (i64)
+    //       PublisherCount:     1 (id) + 2 (u16)
+    //       Exponent:           1 (id) + 2 (i16)
+    //       Confidence:         1 (id) + 8 (i64)
+    //       FundingRate:        1 (id) + 1 (none tag)
+    //       FundingTimestamp:   1 (id) + 1 (none tag)
+    //       FundingRateInterval:1 (id) + 1 (none tag)
+    //       MarketSession:      1 (id) + 2 (u16)
+    //       EmaPrice:           1 (id) + 8 (i64)
+    //       EmaConfidence:      1 (id) + 8 (i64)
+    //       FeedUpdateTimestamp:1 (id) + 1 (some tag) + 8 (u64)
+    const feedBytes =
+      4 + // feed_id
+      1 + // properties_len
+      (1 + 8) + // Price
+      (1 + 8) + // BestBidPrice
+      (1 + 8) + // BestAskPrice
+      (1 + 2) + // PublisherCount
+      (1 + 2) + // Exponent
+      (1 + 8) + // Confidence
+      (1 + 1) + // FundingRate (None)
+      (1 + 1) + // FundingTimestamp (None)
+      (1 + 1) + // FundingRateInterval (None)
+      (1 + 2) + // MarketSession
+      (1 + 8) + // EmaPrice
+      (1 + 8) + // EmaConfidence
+      (1 + 1 + 8); // FeedUpdateTimestamp (Some + u64)
+    expect(payload.length).toBe(4 + 8 + 1 + 1 + 2 * feedBytes);
+  });
+
+  test('encodeSignedPythMessage returns Pyth wire format (magic + signature + key + size + payload)', async () => {
+    const secretKey = randomSecretKey();
+    const timestampUs = 2000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 0,
+      priceFeeds: [
+        {
+          priceFeedId: 42,
+          exponent: -9,
+          price: '12345',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const message = await encodeSignedPythMessage(update, secretKey);
+    const payload = encodePriceUpdate(update);
+    expect(message.length).toBe(4 + 64 + 32 + 2 + payload.length);
+    expect(Array.from(message.subarray(0, 4))).toEqual(
+      Array.from(SOLANA_FORMAT_MAGIC),
+    );
+  });
+
+  test('encodePythMessage produces correct layout (magic + sig + key + u16 len + payload)', async () => {
+    const secretKey = randomSecretKey();
+    const noble = await import('@noble/ed25519');
+    const publicKey = await noble.getPublicKeyAsync(secretKey);
+    const timestampUs = 1n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 0,
+      priceFeeds: [
+        {
+          priceFeedId: 0,
+          exponent: 0,
+          price: '0',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const payload = encodePriceUpdate(update);
+    const signature = await noble.signAsync(payload, secretKey);
+    const parts: PythMessageParts = { signature, publicKey, payload };
+    const message = encodePythMessage(parts);
+    expect(message.length).toBe(4 + 64 + 32 + 2 + payload.length);
+    expect(Array.from(message.subarray(0, 4))).toEqual(
+      Array.from(SOLANA_FORMAT_MAGIC),
+    );
+  });
+
+  test('encodePriceUpdate supports full Feed properties', () => {
+    const timestampUs = 1772613309000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 3,
+      priceFeeds: [
+        {
+          priceFeedId: 1,
+          price: '6950870030930',
+          bestBidPrice: '6950841224625',
+          bestAskPrice: '6950918797952',
+          exponent: -8,
+          marketSession: 'Regular',
+          emaPrice: '6891705600000',
+          emaConfidence: 6891641300000,
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const payload = encodePriceUpdate(update);
+    expect(Array.from(payload.subarray(0, 4))).toEqual(
+      Array.from(PRICE_UPDATE_MAGIC),
+    );
+    expect(payload.length).toBeGreaterThan(4 + 8 + 1 + 1);
+  });
+
+  // Encoding counterpart of Aiken parses_update() test.
+  // Same subscription: priceFeedIds [1, 2, 112], properties [price, bestBidPrice, bestAskPrice,
+  // exponent, fundingRate, fundingTimestamp, fundingRateInterval, marketSession, emaPrice,
+  // emaConfidence, feedUpdateTimestamp], channel fixed_rate@200ms → channel_id 3.
+  // Parsed values from streamUpdated.timestampUs and priceFeeds.
+  test('encodePriceUpdate matches parses_update subscription (three feeds, full properties)', () => {
+    const timestampUs = 1772613309000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 3,
+      priceFeeds: [
+        {
+          priceFeedId: 1,
+          price: '6950870030930',
+          bestBidPrice: '6950841224625',
+          bestAskPrice: '6950918797952',
+          exponent: -8,
+          marketSession: 'Regular',
+          emaPrice: '6891705600000',
+          emaConfidence: 6891641300000,
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 2,
+          price: '201300331620',
+          bestBidPrice: '201299371656',
+          bestAskPrice: '201307527050',
+          exponent: -8,
+          marketSession: 'Regular',
+          emaPrice: '199516364000',
+          emaConfidence: 199513381000,
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 112,
+          price: '6946927951449',
+          exponent: -12,
+          fundingRate: 2520,
+          fundingTimestamp: 1772613308916265,
+          fundingRateInterval: 28800000000,
+          marketSession: 'Regular',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+
+    const payload = encodePriceUpdate(update);
+
+    expect(Array.from(payload.subarray(0, 4))).toEqual(
+      Array.from(PRICE_UPDATE_MAGIC),
+    );
+
+    const view = new DataView(
+      payload.buffer,
+      payload.byteOffset,
+      payload.byteLength,
+    );
+    const encodedTimestamp = view.getBigUint64(4, true);
+    expect(encodedTimestamp).toBe(timestampUs);
+
+    expect(payload[12]).toBe(3); // channel_id
+    expect(payload[13]).toBe(3); // feeds_len
+
+    // Feed IDs (u32 LE) appear in payload: 1 = 01 00 00 00, 2 = 02 00 00 00, 112 = 70 00 00 00
+    const payloadBytes = Array.from(payload);
+    const feed1Le = [1, 0, 0, 0];
+    const feed2Le = [2, 0, 0, 0];
+    const feed112Le = [112, 0, 0, 0];
+    const findU32Le = (arr: number[], val: number[]) => {
+      for (let i = 0; i <= arr.length - 4; i++) {
+        if (
+          arr[i] === val[0] &&
+          arr[i + 1] === val[1] &&
+          arr[i + 2] === val[2] &&
+          arr[i + 3] === val[3]
+        )
+          return i;
+      }
+      return -1;
+    };
+    const idx1 = findU32Le(payloadBytes, feed1Le);
+    const idx2 = findU32Le(payloadBytes, feed2Le);
+    const idx112 = findU32Le(payloadBytes, feed112Le);
+    expect(idx1).toBeGreaterThanOrEqual(14);
+    expect(idx2).toBeGreaterThan(idx1);
+    expect(idx112).toBeGreaterThan(idx2);
+  });
+});
+
+describe('Pyth > Decoding', () => {
+  test('decodePythMessage recovers parts from encodePythMessage', async () => {
+    const secretKey = randomSecretKey();
+    const noble = await import('@noble/ed25519');
+    const publicKey = await noble.getPublicKeyAsync(secretKey);
+    const timestampUs = 3000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 1,
+      priceFeeds: [
+        {
+          priceFeedId: 99,
+          exponent: -6,
+          price: '42',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const payload = encodePriceUpdate(update);
+    const signature = await noble.signAsync(payload, secretKey);
+    const parts: PythMessageParts = { signature, publicKey, payload };
+    const message = encodePythMessage(parts);
+    const decoded = decodePythMessage(message);
+    expect(decoded.payload.length).toBe(payload.length);
+    expect(Array.from(decoded.signature)).toEqual(Array.from(signature));
+    expect(Array.from(decoded.publicKey)).toEqual(Array.from(publicKey));
+    expect(Array.from(decoded.payload)).toEqual(Array.from(payload));
+  });
+
+  test('decodePriceUpdate round-trips encodePriceUpdate (binary identity)', () => {
+    const timestampUs = 1000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 0,
+      priceFeeds: [
+        {
+          priceFeedId: 1,
+          exponent: -8,
+          price: '50000000',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 2,
+          exponent: 0,
+          price: '-100',
+          feedUpdateTimestamp: Number(timestampUs + 1n),
+        },
+      ],
+    };
+    const encoded = encodePriceUpdate(update);
+    const decoded = decodePriceUpdate(encoded);
+    const again = encodePriceUpdate(decoded);
+    expect(Array.from(again)).toEqual(Array.from(encoded));
+  });
+
+  test('decodePriceUpdate round-trips parses_update-style subscription payload', () => {
+    const timestampUs = 1772613309000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 3,
+      priceFeeds: [
+        {
+          priceFeedId: 1,
+          price: '6950870030930',
+          bestBidPrice: '6950841224625',
+          bestAskPrice: '6950918797952',
+          exponent: -8,
+          marketSession: 'Regular',
+          emaPrice: '6891705600000',
+          emaConfidence: 6891641300000,
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 2,
+          price: '201300331620',
+          bestBidPrice: '201299371656',
+          bestAskPrice: '201307527050',
+          exponent: -8,
+          marketSession: 'Regular',
+          emaPrice: '199516364000',
+          emaConfidence: 199513381000,
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+        {
+          priceFeedId: 112,
+          price: '6946927951449',
+          exponent: -12,
+          fundingRate: 2520,
+          fundingTimestamp: 1772613308916265,
+          fundingRateInterval: 28800000000,
+          marketSession: 'Regular',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const encoded = encodePriceUpdate(update);
+    const decoded = decodePriceUpdate(encoded);
+    expect(decoded.timestampUs).toBe(update.timestampUs);
+    expect(decoded.channelId).toBe(update.channelId);
+    expect(decoded.priceFeeds.length).toBe(3);
+    const again = encodePriceUpdate(decoded);
+    expect(Array.from(again)).toEqual(Array.from(encoded));
+  });
+
+  test('encodeSignedPythMessage wire: decodePythMessage payload round-trips through decodePriceUpdate', async () => {
+    const secretKey = randomSecretKey();
+    const timestampUs = 4000000n;
+    const update: PriceUpdate = {
+      timestampUs: timestampUs.toString(),
+      channelId: 0,
+      priceFeeds: [
+        {
+          priceFeedId: 7,
+          exponent: -4,
+          price: '1',
+          feedUpdateTimestamp: Number(timestampUs),
+        },
+      ],
+    };
+    const wire = await encodeSignedPythMessage(update, secretKey);
+    const parts = decodePythMessage(wire);
+    const payloadRoundTrip = encodePriceUpdate(
+      decodePriceUpdate(parts.payload),
+    );
+    expect(Array.from(payloadRoundTrip)).toEqual(Array.from(parts.payload));
+  });
+});