@pythnetwork/hermes-client - npm Package Compare versions

Comparing version 1.2.0 to 1.3.0

lib/examples/HermesClient.js

@@ -51,2 +51,3 @@ "use strict";
     // Get price feeds
+    console.log(`Price feeds matching "btc" with asset type "crypto":`);
     const priceFeeds = await connection.getPriceFeeds({
@@ -58,5 +59,11 @@ query: "btc",
     // Latest price updates
+    console.log(`Latest price updates for price IDs ${priceIds}:`);
     const priceUpdates = await connection.getLatestPriceUpdates(priceIds);
     console.log(priceUpdates);
+    // Get the latest 5 second TWAPs
+    console.log(`Latest 5 second TWAPs for price IDs ${priceIds}`);
+    const twapUpdates = await connection.getLatestTwaps(priceIds, 5);
+    console.log(twapUpdates);
     // Streaming price updates
+    console.log(`Streaming latest prices for price IDs ${priceIds}...`);
     const eventSource = await connection.getPriceUpdatesStream(priceIds, {
@@ -70,2 +77,3 @@ encoding: "hex",
         console.log("Received price update:", event.data);
+        const _priceUpdate = JSON.parse(event.data);
     };
@@ -72,0 +80,0 @@ eventSource.onerror = (error) => {

lib/HermesClient.d.ts

@@ -10,2 +10,3 @@ import EventSource from "eventsource";
 export type PriceUpdate = z.infer<typeof schemas.PriceUpdate>;
+export type TwapsResponse = z.infer<typeof schemas.TwapsResponse>;
 export type PublisherCaps = z.infer<typeof schemas.LatestPublisherStakeCapsUpdateDataResponse>;
@@ -134,4 +135,24 @@ export type UnixTimestamp = number;
     }): Promise<EventSource>;
+    /**
+     * Fetch the latest TWAP (time weighted average price) for a set of price feed IDs.
+     * This endpoint can be customized by specifying the encoding type and whether the results should also return the calculated TWAP using the options object.
+     * This will throw an error if there is a network problem or the price service returns a non-ok response.
+     *
+     * @param ids Array of hex-encoded price feed IDs for which updates are requested.
+     * @param window_seconds The time window in seconds over which to calculate the TWAP, ending at the current time.
+     *  For example, a value of 300 would return the most recent 5 minute TWAP. Must be greater than 0 and less than or equal to 600 seconds (10 minutes).
+     * @param options Optional parameters:
+     *        - encoding: Encoding type. If specified, return the TWAP binary data in the encoding specified by the encoding parameter. Default is hex.
+     *        - parsed: Boolean to specify if the calculated TWAP should be included in the response. Default is false.
+     *        - ignoreInvalidPriceIds: Boolean to specify if invalid price IDs should be ignored instead of returning an error. Default is false.
+     *
+     * @returns TwapsResponse object containing the latest TWAPs.
+     */
+    getLatestTwaps(ids: HexString[], window_seconds: number, options?: {
+        encoding?: EncodingType;
+        parsed?: boolean;
+        ignoreInvalidPriceIds?: boolean;
+    }): Promise<TwapsResponse>;
     private appendUrlSearchParams;
 }
 //# sourceMappingURL=HermesClient.d.ts.map

lib/HermesClient.js

@@ -44,3 +44,4 @@ "use strict";
             if (!response.ok) {
-                throw new Error(`HTTP error! status: ${response.status}`);
+                const errorBody = await response.text();
+                throw new Error(`HTTP error! status: ${response.status}${errorBody ? `, body: ${errorBody}` : ""}`);
             }
@@ -174,2 +175,28 @@ const data = await response.json();
     }
+    /**
+     * Fetch the latest TWAP (time weighted average price) for a set of price feed IDs.
+     * This endpoint can be customized by specifying the encoding type and whether the results should also return the calculated TWAP using the options object.
+     * This will throw an error if there is a network problem or the price service returns a non-ok response.
+     *
+     * @param ids Array of hex-encoded price feed IDs for which updates are requested.
+     * @param window_seconds The time window in seconds over which to calculate the TWAP, ending at the current time.
+     *  For example, a value of 300 would return the most recent 5 minute TWAP. Must be greater than 0 and less than or equal to 600 seconds (10 minutes).
+     * @param options Optional parameters:
+     *        - encoding: Encoding type. If specified, return the TWAP binary data in the encoding specified by the encoding parameter. Default is hex.
+     *        - parsed: Boolean to specify if the calculated TWAP should be included in the response. Default is false.
+     *        - ignoreInvalidPriceIds: Boolean to specify if invalid price IDs should be ignored instead of returning an error. Default is false.
+     *
+     * @returns TwapsResponse object containing the latest TWAPs.
+     */
+    async getLatestTwaps(ids, window_seconds, options) {
+        const url = new URL(`v2/updates/twap/${window_seconds}/latest`, this.baseURL);
+        for (const id of ids) {
+            url.searchParams.append("ids[]", id);
+        }
+        if (options) {
+            const transformedOptions = (0, utils_1.camelToSnakeCaseObject)(options);
+            this.appendUrlSearchParams(url, transformedOptions);
+        }
+        return this.httpRequest(url.toString(), zodSchemas_1.schemas.TwapsResponse);
+    }
     appendUrlSearchParams(url, params) {
@@ -176,0 +203,0 @@ Object.entries(params).forEach(([key, value]) => {

lib/zodSchemas.js

@@ -66,2 +66,17 @@ "use strict";
     .passthrough();
+const ParsedPriceFeedTwap = zod_1.z
+    .object({
+    down_slots_ratio: zod_1.z.string(),
+    end_timestamp: zod_1.z.number().int(),
+    id: RpcPriceIdentifier,
+    start_timestamp: zod_1.z.number().int(),
+    twap: RpcPrice,
+})
+    .passthrough();
+const TwapsResponse = zod_1.z
+    .object({
+    binary: BinaryUpdate,
+    parsed: zod_1.z.array(ParsedPriceFeedTwap).nullish(),
+})
+    .passthrough();
 exports.schemas = {
@@ -82,2 +97,4 @@ AssetType,
     LatestPublisherStakeCapsUpdateDataResponse,
+    ParsedPriceFeedTwap,
+    TwapsResponse,
 };
@@ -258,2 +275,46 @@ const endpoints = (0, core_1.makeApi)([
     },
+    {
+        method: "get",
+        path: "/v2/updates/twap/:window_seconds/latest",
+        alias: "latest_twaps",
+        description: `Get the latest TWAP by price feed id with a custom time window.
+
+Given a collection of price feed ids, retrieve the latest Pyth TWAP price for each price feed.`,
+        requestFormat: "json",
+        parameters: [
+            {
+                name: "window_seconds",
+                type: "Path",
+                schema: zod_1.z.number().int().gte(0),
+            },
+            {
+                name: "ids[]",
+                type: "Query",
+                schema: zod_1.z.array(PriceIdInput),
+            },
+            {
+                name: "encoding",
+                type: "Query",
+                schema: zod_1.z.enum(["hex", "base64"]).optional(),
+            },
+            {
+                name: "parsed",
+                type: "Query",
+                schema: zod_1.z.boolean().optional(),
+            },
+            {
+                name: "ignore_invalid_price_ids",
+                type: "Query",
+                schema: zod_1.z.boolean().optional(),
+            },
+        ],
+        response: TwapsResponse,
+        errors: [
+            {
+                status: 404,
+                description: `Price ids not found`,
+                schema: zod_1.z.void(),
+            },
+        ],
+    },
 ]);
@@ -260,0 +321,0 @@ exports.api = new core_1.Zodios(endpoints);

package.json

 {
   "name": "@pythnetwork/hermes-client",
-  "version": "1.2.0",
+  "version": "1.3.0",
   "description": "Pyth Hermes Client",
@@ -58,3 +58,3 @@ "author": {
   },
-  "gitHead": "733971809a4415c420922477a162aff3789a7774"
+  "gitHead": "512f6375bbedf78ff8e0d651c606701c0f7fb2ac"
 }

No alert changes

Improved metrics

Total package byte prevSize

278450

increased by16.89%

Lines of code

5736

increased by19.15%

No dependency changes