feat(hip-3-pusher): Configurable price sources

apps/hip-3-pusher/config/config.toml

@@ -3,8 +3,8 @@ prometheus_port = 9090
 
 [hyperliquid]
 hyperliquid_ws_urls = ["wss://api.hyperliquid-testnet.xyz/ws"]
-market_name = ""
-market_symbol = "BTC"
+market_name = "pyth"
+asset_context_symbols = ["BTC"]
 use_testnet = false
 oracle_pusher_key_path = "/path/to/oracle_pusher_key.txt"
 publish_interval = 3.0
@@ -13,7 +13,6 @@ enable_publish = false
 
 [multisig]
 enable_multisig = false
-multisig_address = "0x0000000000000000000000000000000000000005"
 
 [kms]
 enable_kms = false
@@ -22,14 +21,23 @@ aws_kms_key_id_path = "/path/to/aws_kms_key_id.txt"
 [lazer]
 lazer_urls = ["wss://pyth-lazer-0.dourolabs.app/v1/stream", "wss://pyth-lazer-1.dourolabs.app/v1/stream"]
 lazer_api_key = "lazer_api_key"
-base_feed_id = 1   # BTC
-base_feed_exponent = -8
-quote_feed_id = 8  # USDT
-quote_feed_exponent = -8
+feed_ids = [1, 8] # BTC, USDT
 
 [hermes]
 hermes_urls = ["wss://hermes.pyth.network/ws"]
-base_feed_id = "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43"   # BTC
-base_feed_exponent = -8
-quote_feed_id = "2b89b9dc8fdf9f34709a5b106b472f0f39bb6ca9ce04b0fd7f2e971688e2e53b"  # USDT
-quote_feed_exponent = -8
+feed_ids = [
+    "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43", # BTC
+    "2b89b9dc8fdf9f34709a5b106b472f0f39bb6ca9ce04b0fd7f2e971688e2e53b"  # USDT
+]
+
+[price.oracle]
+BTC = [
+    { source_type = "single", source = { source_name = "hl_oracle", source_id = "BTC" } },
+    { source_type = "pair", base_source = { source_name = "lazer", source_id = 1, exponent = -8 }, quote_source = { source_name = "lazer", source_id = 8, exponent = -8 } },
+    { source_type = "pair", base_source = { source_name = "hermes", source_id = "e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43", exponent = -8 }, quote_source = { source_name = "hermes", source_id = "2b89b9dc8fdf9f34709a5b106b472f0f39bb6ca9ce04b0fd7f2e971688e2e53b", exponent = -8 } },
+]
+
+[price.external]
+BTC = [{ source_type = "single", source = { source_name = "hl_mark", source_id = "BTC" } }]
+PYTH = [{ source_type = "constant", value = "0.10" }]
+FOGO = [{ source_type = "constant", value = "0.01" }]

apps/hip-3-pusher/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hip-3-pusher"
-version = "0.1.7"
+version = "0.2.0"
 description = "Hyperliquid HIP-3 market oracle pusher"
 readme = "README.md"
 requires-python = "==3.13.*"

apps/hip-3-pusher/src/pusher/config.py

@@ -1,6 +1,7 @@
 from hyperliquid.utils.constants import MAINNET_API_URL, TESTNET_API_URL
 from pydantic import BaseModel, FilePath, model_validator
 from typing import Optional
+from typing import Literal, Union
 
 STALE_TIMEOUT_SECONDS = 5
 
@@ -18,25 +19,19 @@ class MultisigConfig(BaseModel):
 class LazerConfig(BaseModel):
     lazer_urls: list[str]
     lazer_api_key: str
-    base_feed_id: int
-    base_feed_exponent: int
-    quote_feed_id: int
-    quote_feed_exponent: int
+    feed_ids: list[int]
 
 
 class HermesConfig(BaseModel):
     hermes_urls: list[str]
-    base_feed_id: str
-    base_feed_exponent: int
-    quote_feed_id: str
-    quote_feed_exponent: int
+    feed_ids: list[str]
 
 
 class HyperliquidConfig(BaseModel):
     hyperliquid_ws_urls: list[str]
     push_urls: Optional[list[str]] = None
     market_name: str
-    market_symbol: str
+    asset_context_symbols: list[str]
     use_testnet: bool
     oracle_pusher_key_path: Optional[FilePath] = None
     publish_interval: float
@@ -50,6 +45,37 @@ def set_default_urls(self):
         return self
 
 
+class PriceSource(BaseModel):
+    source_name: str
+    source_id: str | int
+    exponent: Optional[int] = None
+
+
+class SingleSourceConfig(BaseModel):
+    source_type: Literal["single"]
+    source: PriceSource
+
+
+class PairSourceConfig(BaseModel):
+    source_type: Literal["pair"]
+    base_source: PriceSource
+    quote_source: PriceSource
+
+
+class ConstantSourceConfig(BaseModel):
+    source_type: Literal["constant"]
+    value: str
+
+
+PriceSourceConfig = Union[SingleSourceConfig, PairSourceConfig, ConstantSourceConfig]
+
+
+class PriceConfig(BaseModel):
+    oracle: dict[str, list[PriceSourceConfig]] = {}
+    mark: dict[str, list[PriceSourceConfig]] = {}
+    external: dict[str, list[PriceSourceConfig]] = {}
+
+
 class Config(BaseModel):
     stale_price_threshold_seconds: int
     prometheus_port: int
@@ -58,3 +84,4 @@ class Config(BaseModel):
     lazer: LazerConfig
     hermes: HermesConfig
     multisig: MultisigConfig
+    price: PriceConfig

apps/hip-3-pusher/src/pusher/hermes_listener.py

@@ -11,19 +11,20 @@
 
 
 class HermesListener:
+    SOURCE_NAME = "hermes"
+
     """
     Subscribe to Hermes price updates for needed feeds.
     """
     def __init__(self, config: Config, price_state: PriceState):
         self.hermes_urls = config.hermes.hermes_urls
-        self.base_feed_id = config.hermes.base_feed_id
-        self.quote_feed_id = config.hermes.quote_feed_id
+        self.feed_ids = config.hermes.feed_ids
         self.price_state = price_state
 
     def get_subscribe_request(self):
         return {
             "type": "subscribe",
-            "ids": [self.base_feed_id, self.quote_feed_id],
+            "ids": self.feed_ids,
             "verbose": False,
             "binary": True,
             "allow_out_of_order": False,
@@ -81,9 +82,6 @@ def parse_hermes_message(self, data):
             publish_time = price_object["publish_time"]
             logger.debug("Hermes update: {} {} {} {}", id, price, expo, publish_time)
             now = time.time()
-            if id == self.base_feed_id:
-                self.price_state.hermes_base_price = PriceUpdate(price, now)
-            if id == self.quote_feed_id:
-                self.price_state.hermes_quote_price = PriceUpdate(price, now)
+            self.price_state.state[self.SOURCE_NAME][id] = PriceUpdate(price, now)
         except Exception as e:
             logger.error("parse_hermes_message error: {}", e)

apps/hip-3-pusher/src/pusher/hyperliquid_listener.py

@@ -16,13 +16,16 @@
 
 
 class HyperliquidListener:
+    ORACLE_SOURCE_NAME = "hl_oracle"
+    MARK_SOURCE_NAME = "hl_mark"
+
     """
     Subscribe to any relevant Hyperliquid websocket streams
     See https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket
     """
     def __init__(self, config: Config, price_state: PriceState):
         self.hyperliquid_ws_urls = config.hyperliquid.hyperliquid_ws_urls
-        self.market_symbol = config.hyperliquid.market_symbol
+        self.asset_context_symbols = config.hyperliquid.asset_context_symbols
         self.price_state = price_state
 
     def get_subscribe_request(self, asset):
@@ -44,9 +47,10 @@ async def subscribe_single(self, url):
 
     async def subscribe_single_inner(self, url):
         async with websockets.connect(url) as ws:
-            subscribe_request = self.get_subscribe_request(self.market_symbol)
-            await ws.send(json.dumps(subscribe_request))
-            logger.info("Sent subscribe request to {}", url)
+            for symbol in self.asset_context_symbols:
+                subscribe_request = self.get_subscribe_request(symbol)
+                await ws.send(json.dumps(subscribe_request))
+                logger.info("Sent subscribe request for symbol: {} to {}", symbol,  url)
 
             # listen for updates
             while True:
@@ -76,10 +80,10 @@ async def subscribe_single_inner(self, url):
     def parse_hyperliquid_ws_message(self, message):
         try:
             ctx = message["data"]["ctx"]
+            symbol = message["data"]["coin"]
             now = time.time()
-            self.price_state.hl_oracle_price = PriceUpdate(ctx["oraclePx"], now)
-            self.price_state.hl_mark_price = PriceUpdate(ctx["markPx"], now)
-            logger.debug("on_activeAssetCtx: oraclePx: {} marketPx: {}", self.price_state.hl_oracle_price,
-                         self.price_state.hl_mark_price)
+            self.price_state.state[self.ORACLE_SOURCE_NAME][symbol] = PriceUpdate(ctx["oraclePx"], now)
+            self.price_state.state[self.MARK_SOURCE_NAME][symbol] = PriceUpdate(ctx["markPx"], now)
+            logger.debug("on_activeAssetCtx: oraclePx: {} marketPx: {}", ctx["oraclePx"], ctx["markPx"])
         except Exception as e:
             logger.error("parse_hyperliquid_ws_message error: message: {} e: {}", message, e)

apps/hip-3-pusher/src/pusher/lazer_listener.py

@@ -11,21 +11,22 @@
 
 
 class LazerListener:
+    SOURCE_NAME = "lazer"
+
     """
     Subscribe to Lazer price updates for needed feeds.
     """
     def __init__(self, config: Config, price_state: PriceState):
         self.lazer_urls = config.lazer.lazer_urls
         self.api_key = config.lazer.lazer_api_key
-        self.base_feed_id = config.lazer.base_feed_id
-        self.quote_feed_id = config.lazer.quote_feed_id
+        self.feed_ids = config.lazer.feed_ids
         self.price_state = price_state
 
     def get_subscribe_request(self, subscription_id: int):
         return {
             "type": "subscribe",
             "subscriptionId": subscription_id,
-            "priceFeedIds": [self.base_feed_id, self.quote_feed_id],
+            "priceFeedIds": self.feed_ids,
             "properties": ["price"],
             "formats": [],
             "deliveryFormat": "json",
@@ -54,7 +55,7 @@ async def subscribe_single_inner(self, router_url):
             subscribe_request = self.get_subscribe_request(1)
 
             await ws.send(json.dumps(subscribe_request))
-            logger.info("Sent Lazer subscribe request to {}", router_url)
+            logger.info("Sent Lazer subscribe request to {} feed_ids {}", router_url, self.feed_ids)
 
             # listen for updates
             while True:
@@ -89,9 +90,7 @@ def parse_lazer_message(self, data):
                 price = feed_update.get("price", None)
                 if feed_id is None or price is None:
                     continue
-                if feed_id == self.base_feed_id:
-                    self.price_state.lazer_base_price = PriceUpdate(price, now)
-                if feed_id == self.quote_feed_id:
-                    self.price_state.lazer_quote_price = PriceUpdate(price, now)
+                else:
+                    self.price_state.state[self.SOURCE_NAME][feed_id] = PriceUpdate(price, now)
         except Exception as e:
             logger.error("parse_lazer_message error: {}", e)