From b973d25f0ad2c57325e4d71924fd7ae7b1cf4d46 Mon Sep 17 00:00:00 2001
From: Daniel Chew <cctdaniel@outlook.com>
Date: Fri, 4 Mar 2022 01:12:08 +0800
Subject: [PATCH 1/2] change twap/twac to emap/emac (#23)

---
 pythclient/pythaccounts.py | 23 ++++++++++-------------
 1 file changed, 10 insertions(+), 13 deletions(-)

diff --git a/pythclient/pythaccounts.py b/pythclient/pythaccounts.py
index 2adaba4..34b4944 100644
--- a/pythclient/pythaccounts.py
+++ b/pythclient/pythaccounts.py
@@ -37,20 +37,17 @@ class PythPriceStatus(Enum):
 class PythPriceType(Enum):
     UNKNOWN = 0
     PRICE = 1
-    # TWAP/VOL removed after V2
-    TWAP = 2
-    VOLATILITY = 3
 
 
-# Join time-weighted exponential moving average for TWAP and TWAC
-class TwEmaType(Enum):
+# Join exponential moving average for EMA price and EMA confidence
+class EmaType(Enum):
     UNKNOWN = 0
-    TWAPVALUE = 1
-    TWAPNUMERATOR = 2
-    TWAPDENOMINATOR = 3
-    TWACVALUE = 4
-    TWACNUMERATOR = 5
-    TWACDENOMINATOR = 6
+    EMA_PRICE_VALUE = 1
+    EMA_PRICE_NUMERATOR = 2
+    EMA_PRICE_DENOMINATOR = 3
+    EMA_CONFIDENCE_VALUE = 4
+    EMA_CONFIDENCE_NUMERATOR = 5
+    EMA_CONFIDENCE_DENOMINATOR = 6
 
 
 def _check_base64(format: str):
@@ -489,7 +486,7 @@ def __init__(self, key: SolanaPublicKey, solana: SolanaClient, *, product: Optio
         self.next_price_account_key: Optional[SolanaPublicKey] = None
         self.aggregate_price_info: Optional[PythPriceInfo] = None
         self.price_components: List[PythPriceComponent] = []
-        self.derivations: Dict[TwEmaType, int] = {}
+        self.derivations: Dict[EmaType, int] = {}
         self.min_publishers: Optional[int] = None
 
     @property
@@ -557,7 +554,7 @@ def update_from(self, buffer: bytes, *, version: int, offset: int = 0) -> None:
             last_slot, valid_slot = struct.unpack_from("<QQ", buffer, offset)
             offset += 16  # QQ
             derivations = list(struct.unpack_from("<6q", buffer, offset))
-            self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [TwEmaType.TWACVALUE, TwEmaType.TWAPVALUE])
+            self.derivations = dict((type_, derivations[type_.value - 1]) for type_ in [EmaType.EMA_CONFIDENCE_VALUE, EmaType.EMA_PRICE_VALUE])
             offset += 48  # 6q
             # All drv*_ fields sans min_publishers are currently unused
             _, min_publishers = struct.unpack_from("<qQ", buffer, offset)

From 9ee2e32baa6bb48a9ce9e8a040beecd5f28111df Mon Sep 17 00:00:00 2001
From: Tihomir Nedev <mail@tnedev.com>
Date: Thu, 17 Mar 2022 11:12:15 +0200
Subject: [PATCH 2/2] Update to sync with fork.

---
 pythclient/pythaccounts.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pythclient/pythaccounts.py b/pythclient/pythaccounts.py
index 08a4f51..1c9145e 100644
--- a/pythclient/pythaccounts.py
+++ b/pythclient/pythaccounts.py
@@ -651,7 +651,7 @@ def to_json(self):
             "next_price_account_key": str(self.next_price_account_key),
             "aggregate_price_info": self.aggregate_price_info.to_json(),
             "price_components": [x.to_json() for x in self.price_components],
-            "derivations": {TwEmaType(x).name: self.derivations.get(x) for x in list(self.derivations.keys())},
+            "derivations": {EmaType(x).name: self.derivations.get(x) for x in list(self.derivations.keys())},
             "min_publishers": self.min_publishers,
             "aggregate_price": self.aggregate_price,
             "aggregate_price_confidence_interval": self.aggregate_price_confidence_interval