Class TwapTask

Takes a twap over a set period for a certain aggregator. Aggregators have an optional history buffer account storing the last N accepted results. The TwapTask will iterate over an aggregators history buffer and calculate the time weighted average of the samples within a given time period.

Input: None

Returns: The time weighted average of an aggregator over a given time period.

Example: The 1hr Twap of the SOL/USD Aggregator, requiring at least 60 samples.

{ "twapTask": { "aggregatorPubkey": "GvDMxPzN1sCj7L26YDK2HnMRXEQmQ2aemov8YBtPS7vR", "period": 3600, "minSamples": 60, "weightByPropagationTime": true  } }

Implements

Constructors

constructor

Properties

aggregatorPubkey endingUnixTimestamp endingUnixTimestampTask? minSamples period weightByPropagationTime

Methods

toJSON create decode decodeDelimited encode encodeDelimited fromObject getTypeUrl toObject verify

Constructors

constructor

  • new TwapTask(properties?: ITwapTask): TwapTask

    Constructs a new TwapTask.

    Parameters

    • Optionalproperties: ITwapTask

      Properties to set

    Returns TwapTask

Properties

aggregatorPubkey

aggregatorPubkey: string

The target aggregator for the TWAP.

endingUnixTimestamp

endingUnixTimestamp: number

Ending unix timestamp to collect values up to

OptionalendingUnixTimestampTask

endingUnixTimestampTask?: ICronParseTask

Execute the task to get the ending unix timestamp

minSamples

minSamples: number

Minimum number of samples in the history to calculate a valid result

period

period: number

Period, in seconds, the twap should account for

weightByPropagationTime

weightByPropagationTime: boolean

Weight samples by their propagation time

Methods

toJSON

  • toJSON(): { [k: string]: any }

    Converts this TwapTask to JSON.

    Returns { [k: string]: any }

    JSON object

Staticcreate

  • create(properties?: ITwapTask): TwapTask

    Creates a new TwapTask instance using the specified properties.

    Parameters

    • Optionalproperties: ITwapTask

      Properties to set

    Returns TwapTask

    TwapTask instance

Staticdecode

  • decode(reader: Uint8Array<ArrayBufferLike> | Reader, length?: number): TwapTask

    Decodes a TwapTask message from the specified reader or buffer.

    Parameters

    • reader: Uint8Array<ArrayBufferLike> | Reader

      Reader or buffer to decode from

    • Optionallength: number

      Message length if known beforehand

    Returns TwapTask

    TwapTask

    Throws

    If the payload is not a reader or valid buffer

    Throws

    If required fields are missing

StaticdecodeDelimited

  • decodeDelimited(reader: Uint8Array<ArrayBufferLike> | Reader): TwapTask

    Decodes a TwapTask message from the specified reader or buffer, length delimited.

    Parameters

    • reader: Uint8Array<ArrayBufferLike> | Reader

      Reader or buffer to decode from

    Returns TwapTask

    TwapTask

    Throws

    If the payload is not a reader or valid buffer

    Throws

    If required fields are missing

Staticencode

  • encode(message: ITwapTask, writer?: Writer): Writer

    Encodes the specified TwapTask message. Does not implicitly verify messages.

    Parameters

    • message: ITwapTask

      TwapTask message or plain object to encode

    • Optionalwriter: Writer

      Writer to encode to

    Returns Writer

    Writer

StaticencodeDelimited

  • encodeDelimited(message: ITwapTask, writer?: Writer): Writer

    Encodes the specified TwapTask message, length delimited. Does not implicitly verify messages.

    Parameters

    • message: ITwapTask

      TwapTask message or plain object to encode

    • Optionalwriter: Writer

      Writer to encode to

    Returns Writer

    Writer

StaticfromObject

  • fromObject(object: { [k: string]: any }): TwapTask

    Creates a TwapTask message from a plain object. Also converts values to their respective internal types.

    Parameters

    • object: { [k: string]: any }

      Plain object

    Returns TwapTask

    TwapTask

StaticgetTypeUrl

  • getTypeUrl(typeUrlPrefix?: string): string

    Gets the default type url for TwapTask

    Parameters

    Returns string

    The default type url

StatictoObject

  • toObject(message: TwapTask, options?: IConversionOptions): { [k: string]: any }

    Creates a plain object from a TwapTask message. Also converts values to other types if specified.

    Parameters

    • message: TwapTask

      TwapTask

    • Optionaloptions: IConversionOptions

      Conversion options

    Returns { [k: string]: any }

    Plain object

Staticverify

  • verify(message: { [k: string]: any }): string

    Verifies a TwapTask message.

    Parameters

    • message: { [k: string]: any }

      Plain object to verify

    Returns string

    null if valid, otherwise the reason why it is not

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