Implemented a Math Library to combine Pyth prices in Solidity - tested and working on Remix IDE #1732

lopeselio · 2024-06-25T21:11:37Z

Description

This is a solidity implementation of a Math library on Solana that can easily combine two Pyth Prices into one, for instance: (SOL:USD/ETH:USD=SOL/ETH)

The contracts have been deployed and the function calls have been tested in Remix IDE
The deployed contracts return accurate figures based on the Unix timestamp for the pair SOL/USD and ETH/USD as SOL/ETH shown below, ref
Upon testing the deployed contracts the price returned as result.price is shown as $0.04069877 which is 4069877 * 10^-8, as you can see in the code implementation below
The ABIs have been added to abis folder from Remix IDE

// SPDX-License-Identifier: Apache 2
pragma solidity ^0.8.0;

import "./PythStructs.sol";
import "./PriceCombine.sol";

// This contract is used to test the library functions and tested in Remix IDE. All ABIs are present in the /abis folder
contract PriceCombineTest {
    using PriceCombine for PythStructs.Price;

    /**
     * @notice Test the getPriceInQuote function
     * @param basePrice The price of the base currency (example: SOL/USD) 13913000000 (represents the current SOL/USD $139.13 with 8 decimal places)
     * @param baseConf The confidence interval of the base currency
     * @param baseExpo The exponent of the base currency (here: -8 -> 8 decimal units) indicates price is scaled by 10^-8
     * @param basePublishTime The publish time of the base currency (UNIX timestamp)
     * @param quotePrice The price of the quote currency (example: ETH/USD) 341853000000 (represents the current ETH/USD $3418.53 with 8 decimal places)
     * @param quoteConf The confidence interval of the quote currency
     * @param quoteExpo The exponent of the quote currency (here: -8 -> 8 decimal units) indicates price is scaled by 10^-8
     * @param quotePublishTime The publish time of the quote currency (UNIX timestamp)
     * @param resultExpo The desired exponent for the result (here: -8)
     * @return The price, confidence interval, exponent, and publish time of the resulting price
     */
    function testGetPriceInQuote(int64 basePrice, uint64 baseConf, int32 baseExpo, uint basePublishTime, 
                                 int64 quotePrice, uint64 quoteConf, int32 quoteExpo, uint quotePublishTime,
                                 int32 resultExpo) public pure returns (int64, uint64, int32, uint) {
        PythStructs.Price memory base = PythStructs.Price(basePrice, baseConf, baseExpo, basePublishTime);
        PythStructs.Price memory quote = PythStructs.Price(quotePrice, quoteConf, quoteExpo, quotePublishTime);
        PythStructs.Price memory result = base.getPriceInQuote(quote, resultExpo);
        return (result.price, result.conf, result.expo, result.publishTime);
    }

    // Add more test functions as needed
}

Public methods implemented in Solidity from the Pyth Rust SDK

The methods like get_price_in_quote, div, normalize, scale_to_exponent, and to_unsigned, are public because they are part of the impl Price block in the Rust based Math Library implementation. Correspondingly in PriceCombine.sol, functions like getPriceInQuote, div, normalize, scaleToExponent, toUnsigned have been written in the Solidity Library

getPriceInQuote

Takes the Price of the base currency and the Price of the quote currency.
Calls the div method to divide the base price by the quote price.
Scales the result to the desired exponent using scale_to_exponent.

div

Normalizes the base and quote prices to ensure they are within acceptable ranges.
Converts prices to unsigned integers for safe arithmetic operations.
Computes the midprice and confidence interval, ensuring the result fits within the numeric limits.
Returns the result as a Price struct.

normalize

Converts the price to an unsigned integer and adjusts the exponent to keep the values within acceptable ranges.
Repeatedly divides the price and confidence by 10 and increments the exponent until the values fit within the limits.
price and confidence are normalized to be between MIN_PD_V_I64 and MAX_PD_V_I64 constants

scaleToExponent

Adjusts the price and confidence to match the target exponent.
Either scales down (if target exponent is larger) or scales up (if target exponent is smaller), handling edge cases gracefully.

toUnsigned

Converts a signed integer to an unsigned integer and a sign bit.

Additional error handling checks

This PR has been submitted as a solution to the [Pyth Superteam Bounty] on Superteam earn platform (https://earn.superteam.fun/listings/bounty/create-a-math-library-for-combining-pyth-prices-on-solidity/)

…Pyth Structs and Utils

vercel · 2024-06-25T21:11:41Z

@lopeselio is attempting to deploy a commit to the pyth-web Team on Vercel.

A member of the Team first needs to authorize it.

lopeselio · 2024-06-25T21:15:38Z

Hey @ali-bahjati can you please help review this PR #1732 ?

anihamde · 2024-06-26T23:39:35Z

target_chains/ethereum/sdk/solidity/PriceCombine.sol

+     * @param x here is the signed integer.
+     * @return The unsigned integer and sign bit.
+     */
+    function toUnsigned(int64 x) public pure returns (uint64, int64) {


this function can be internal. is it intended to be used for anything other than a helper method within this library?

I agree, we can keep it internal pure

anihamde · 2024-06-26T23:59:42Z

target_chains/ethereum/sdk/solidity/PriceCombine.sol

+        other = normalize(other);
+
+        // If the price of the quote currency is zero, return zero
+        if (other.price == 0) {


I would suggest you throw an error here or return (bool validOutputPrice, PythStructs.Price memory outputPrice), to avoid any downstream issues with consumption of the 0 price. Being explicit here with the output would help protect users from incorrectly using an invalid price

anihamde · 2024-06-27T00:37:47Z

target_chains/ethereum/sdk/solidity/PriceCombine.sol

+
+        // Compute the confidence interval
+        uint64 otherConfidencePct = other.conf * PD_SCALE / otherPrice;
+        uint128 conf = (base.conf * PD_SCALE / otherPrice) + (otherConfidencePct * midprice) / PD_SCALE;


this should be dividing the sum by PD_SCALE, so you need to include parentheses here

also i presume you want to cast each of the summands to uint128 so that you avoid any overflow in the sum. if so, you need to call uint128(base.conf * PD_SCALE / otherPrice) and likewise for the other summand

However, if you want to ensure that conf is less than the max uint64 value, just don't cast to uint128. solidity has built-in overflow protection on summing post 0.8, so you won't need to worry about checking, it'll just throw an overflow error if the two summands sum to more than the max uint64 val

I will make this change

anihamde · 2024-06-27T00:47:54Z

target_chains/ethereum/sdk/solidity/PriceCombine.sol

+                int64(int64(midprice) * baseSign * otherSign),
+                uint64(conf),
+                midpriceExpo,
+                self.publishTime < other.publishTime ? self.publishTime : other.publishTime


you can use OpenZeppelin's Math library for better readability: https://docs.openzeppelin.com/contracts/3.x/api/math#Math-min-uint256-uint256-

Alright, I will look into this

anihamde · 2024-06-27T01:06:38Z

target_chains/ethereum/sdk/solidity/PriceCombine.sol

+        PythStructs.Price memory result = div(self, quote);
+        // Return zero price so the error can be gracefully handled by the caller
+        if (result.price == 0 && result.conf == 0) {
+            return PythStructs.Price({


why not put this check in scaleToExponent?

I will try to update the check in scaleToExponent

anihamde · 2024-06-27T01:07:17Z

target_chains/ethereum/sdk/solidity/PythStructs.sol

@@ -30,4 +30,4 @@ contract PythStructs {
        // Latest available exponentially-weighted moving average price
        Price emaPrice;
    }
-}
+}


can you remove this change?

anihamde · 2024-06-27T01:08:50Z

target_chains/ethereum/sdk/solidity/PriceCombineTest.sol

+        return (result.price, result.conf, result.expo, result.publishTime);
+    }
+
+    // Add more test functions as needed


maybe make a forge project and add test cases there? There should be a lot more tests before this can be merged

forge allows for fuzz testing as well which can be useful so that you don't have to manually define all the cases

I see. Can you provide me more details on forge? Do the forge tests also need to be part of this codebase?

https://book.getfoundry.sh/reference/forge/forge

you should be able to include this library in a forge environment and add tests there. there should be tests somewhere before this is merged. you can add tests to the forge-test folder, see the note here:

pyth-crosschain/target_chains/ethereum/contracts/foundry.toml

Lines 6 to 8 in 3cb45ec

# We put the tests into the forge-test directory (instead of test) so that

# truffle doesn't try to build them

test = 'forge-test'

Got it, thanks for the info

ali-bahjati · 2024-08-06T10:41:52Z

We have decided to move forward with #1746

lopeselio added 3 commits June 26, 2024 01:46

Implemented Math Library for combining pyth prices in solidity using …

9bcff3c

…Pyth Structs and Utils

Implemented test contract to test library functions in Remix IDE

4ccc1dd

added ABIs from compiled smart contracts in Remix IDE

24a60ec

ali-bahjati requested review from jayantk and anihamde June 26, 2024 07:17

anihamde reviewed Jun 27, 2024

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ali-bahjati closed this Aug 6, 2024

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Implemented a Math Library to combine Pyth prices in Solidity - tested and working on Remix IDE #1732

Implemented a Math Library to combine Pyth prices in Solidity - tested and working on Remix IDE #1732

lopeselio commented Jun 25, 2024

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ali-bahjati commented Aug 6, 2024

	# We put the tests into the forge-test directory (instead of test) so that
	# truffle doesn't try to build them
	test = 'forge-test'

Implemented a Math Library to combine Pyth prices in Solidity - tested and working on Remix IDE #1732

Implemented a Math Library to combine Pyth prices in Solidity - tested and working on Remix IDE #1732

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lopeselio commented Jun 25, 2024

Description

Public methods implemented in Solidity from the Pyth Rust SDK

vercel bot commented Jun 25, 2024

lopeselio commented Jun 25, 2024

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ali-bahjati commented Aug 6, 2024