Skip to main content

MarkPriceOracle

hypercall::shared::traits

Trait MarkPriceOracle 

Source 
pub trait MarkPriceOracle: Send + Sync {
    // Required methods
    fn get_spot_price<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn get_mark_price<'life0, 'async_trait>(
        &'life0 self,
        expiry_timestamp: i64,
    ) -> Pin<Box<dyn Future<Output = Result<f64>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn register_settlement<'life0, 'async_trait>(
        &'life0 self,
        expiry_timestamp: i64,
        twap_seconds: u32,
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn get_settlement_price<'life0, 'async_trait>(
        &'life0 self,
        expiry_timestamp: i64,
    ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn commit_price<'life0, 'async_trait>(
        &'life0 self,
        root: H256,
    ) -> Pin<Box<dyn Future<Output = Result<TxHash>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn get_price_seq<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = u64> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;

    // Provided method
    fn get_prev_day_price<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait { ... }
}
Expand description

Mark price oracle for determining underlying asset prices.

This trait provides methods for:

  • Getting current spot prices from the oracle
  • Computing forward/mark prices for a given expiry
  • Registering and retrieving settlement prices via TWAP
  • Committing price roots on-chain

Required Methods§

Source

fn get_spot_price<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Get the current cached spot/oracle price.

Source

fn get_mark_price<'life0, 'async_trait>( &'life0 self, expiry_timestamp: i64, ) -> Pin<Box<dyn Future<Output = Result<f64>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Compute the mark/forward price for a given expiry timestamp.

Formula: spot * e^(r * time_to_maturity) where r is the risk-free rate and time_to_maturity is in years.

Returns an error if no spot price is available or expiry is in the past.

Source

fn register_settlement<'life0, 'async_trait>( &'life0 self, expiry_timestamp: i64, twap_seconds: u32, ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Register a settlement window for TWAP computation.

The oracle will begin collecting price samples when: current_time >= expiry_timestamp - twap_seconds

After the expiry, the TWAP settlement price will be computed and stored.

Source

fn get_settlement_price<'life0, 'async_trait>( &'life0 self, expiry_timestamp: i64, ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Get the finalized settlement price for a given expiry.

Returns None if:

  • No settlement was registered for this expiry
  • The TWAP computation has not yet completed
Source

fn commit_price<'life0, 'async_trait>( &'life0 self, root: H256, ) -> Pin<Box<dyn Future<Output = Result<TxHash>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Commit a merkle root of prices on-chain for L1 anchoring.

Returns the transaction hash on success.

Source

fn get_price_seq<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = u64> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Get the current price sequence number.

This is a monotonically increasing counter that increments with each price update.

Provided Methods§

Source

fn get_prev_day_price<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Option<f64>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Get the previous day’s price (from Hyperliquid perp context).

Implementors§