using python client now

per_sdk/protocols/README.md

@@ -4,6 +4,6 @@ The monitor is the off-chain service that exposes liquidation opportunities on i
 
 The LiquidationAdapter contract that is part of the Express Relay on-chain stack allows searchers to perform liquidations across different protocols without needing to deploy their own contracts or perform bespoke integration work. The monitor service is important in enabling this, as it publishes the all the necessary information that searchers need for signing their intent on executing the liquidations.
 
-Each protocol that integrates with Express Relay and the LiquidationAdapter workflow must provide code that publishes liquidation opportunities; the example file for the TokenVault dummy contract is found in `/protocols`. Some common types are defined in `utils/types_liquidation_adapter.py`, and standard functions for accessing Pyth prices can be found in `utils/pyth_prices.py`. The exact interface of the methods in the protocol's file is not important, but it should have a similar entrypoint with the same command line arguments and general behavior of sending liquidation opportunities to the liquidation server when specified.
+Each protocol that integrates with Express Relay and the LiquidationAdapter workflow must provide code that publishes liquidation opportunities; the example file for the TokenVault dummy contract is found in `/protocols`. Some common types are defined in `utils/types_liquidation_adapter.py`, and standard functions for accessing Pyth prices can be found in the [Pyth python client](https://github.com/pyth-network/pyth-client-py/tree/main). The exact interface of the methods in the protocol's file is not important, but it should have a similar entrypoint with the same command line arguments and general behavior of sending liquidation opportunities to the liquidation server when specified.
 
 The party that runs the monitor can run the protocol-provided file to surface liquidation opportunities to the liquidation server.

per_sdk/protocols/token_vault_monitor.py

@@ -9,13 +9,23 @@
 import httpx
 import web3
 from eth_abi import encode
+from pythclient.hermes import HermesClient, PriceFeed
+from pythclient.price_feeds import Price
 
-from per_sdk.utils.pyth_prices import PriceFeed, PriceFeedClient, price_to_tuple
 from per_sdk.utils.types_liquidation_adapter import LiquidationOpportunity
 
 logger = logging.getLogger(__name__)
 
 
+def price_to_tuple(price: Price):
+    return (
+        int(price.price),
+        int(price.conf),
+        int(price.expo),
+        int(price.publish_time),
+    )
+
+
 class ProtocolAccount(TypedDict):
     """
     ProtocolAccount is a TypedDict that represents an account/vault in the protocol.
@@ -51,7 +61,6 @@ def __init__(
         chain_id: str,
         include_price_updates: bool,
         mock_pyth: bool,
-        feed_ids_ws: list[str] = [],
     ):
         self.rpc_url = rpc_url
         self.contract_address = contract_address
@@ -65,7 +74,7 @@ def __init__(
             address=contract_address, abi=get_vault_abi()
         )
 
-        self.price_feed_client = PriceFeedClient(feed_ids_ws)
+        self.price_feed_client = HermesClient([])
         ws_call = self.price_feed_client.ws_pyth_prices()
         asyncio.create_task(ws_call)
 
@@ -136,7 +145,7 @@ def create_liquidation_opp(
                 for update in prices:
                     feed_id = bytes.fromhex(update["feed_id"])
                     price = price_to_tuple(update["price"])
-                    price_ema = price_to_tuple(update["price_ema"])
+                    price_ema = price_to_tuple(update["ema_price"])
                     prev_publish_time = 0
                     price_updates.append(
                         encode(
@@ -200,13 +209,14 @@ def create_liquidation_opp(
 
         return opp
 
-    async def get_liquidation_opportunities(self) -> list[LiquidationOpportunity]:
+    async def get_liquidation_opportunities(
+        self, use_ws: bool = False
+    ) -> list[LiquidationOpportunity]:
         """
         Filters list of ProtocolAccount types to return a list of LiquidationOpportunity types.
 
         Args:
-            accounts: A list of ProtocolAccount objects, representing all the open accounts in the protocol.
-            prices: A dictionary of Pyth price feeds, where the keys are Pyth feed IDs and the values are PriceFeed objects.
+            ws: A boolean indicating whether to use the websocket to get price updates.
         Returns:
             A list of LiquidationOpportunity objects, one per account that is eligible for liquidation.
         """
@@ -221,29 +231,36 @@ async def get_liquidation_opportunities(self) -> list[LiquidationOpportunity]:
             token_id_collateral = account["token_id_collateral"]
             token_id_debt = account["token_id_debt"]
 
-            if token_id_collateral not in (
-                self.price_feed_client.feed_ids
-                + self.price_feed_client.pending_feed_ids
-            ):
-                self.price_feed_client.add_feed_ids([token_id_collateral])
-            if token_id_debt not in (
-                self.price_feed_client.feed_ids
-                + self.price_feed_client.pending_feed_ids
-            ):
-                self.price_feed_client.add_feed_ids([token_id_debt])
+            price_collateral_feed = None
+            price_debt_feed = None
+
+            if use_ws:
+                if token_id_collateral not in (
+                    self.price_feed_client.feed_ids
+                    + self.price_feed_client.pending_feed_ids
+                ):
+                    self.price_feed_client.add_feed_ids([token_id_collateral])
+                if token_id_debt not in (
+                    self.price_feed_client.feed_ids
+                    + self.price_feed_client.pending_feed_ids
+                ):
+                    self.price_feed_client.add_feed_ids([token_id_debt])
+
+                price_collateral_feed = self.price_feed_client.prices_dict.get(
+                    token_id_collateral
+                )
+                price_debt_feed = self.price_feed_client.prices_dict.get(token_id_debt)
 
-            price_collateral_feed = self.price_feed_client.prices_dict.get(
-                token_id_collateral
-            )
-            # get price of collateral asset from http request if doesn't return from ws
+            # get price of collateral asset from http request if doesn't return from ws or ws is not used
             if price_collateral_feed is None:
                 (price_collateral_feed,) = (
-                    await self.price_feed_client.get_pyth_prices_latest([token_id_debt])
+                    await self.price_feed_client.get_pyth_prices_latest(
+                        [token_id_collateral]
+                    )
                 )
             price_collateral = price_collateral_feed.get("price")
 
-            price_debt_feed = self.price_feed_client.prices_dict.get(token_id_debt)
-            # get price of debt asset from http request if doesn't return from ws
+            # get price of debt asset from http request if doesn't return from ws or ws is not used
             if price_debt_feed is None:
                 (price_debt_feed,) = (
                     await self.price_feed_client.get_pyth_prices_latest([token_id_debt])
@@ -261,9 +278,9 @@ async def get_liquidation_opportunities(self) -> list[LiquidationOpportunity]:
                 )
 
             value_collateral = (
-                int(price_collateral["price"]) * account["amount_collateral"]
+                int(price_collateral.price) * account["amount_collateral"]
             )
-            value_debt = int(price_debt["price"]) * account["amount_debt"]
+            value_debt = int(price_debt.price) * account["amount_debt"]
             logger.debug(
                 f"Account {account['account_number']} health: {value_collateral / value_debt}"
             )
@@ -272,10 +289,9 @@ async def get_liquidation_opportunities(self) -> list[LiquidationOpportunity]:
                 > value_collateral * 10**18
             ):
                 price_updates = [
-                    self.price_feed_client.extract_price_feed(price_collateral_feed),
-                    self.price_feed_client.extract_price_feed(price_debt_feed),
+                    price_collateral_feed,
+                    price_debt_feed,
                 ]
-                self.price_feed_client.extract_price_feed(price_collateral_feed)
                 liquidatable.append(self.create_liquidation_opp(account, price_updates))
 
         return liquidatable
@@ -336,6 +352,12 @@ async def main():
         type=str,
         help="Liquidation server endpoint; if provided, will send liquidation opportunities to this endpoint",
     )
+    parser.add_argument(
+        "--use-ws",
+        action="store_true",
+        dest="use_ws",
+        help="If provided, will use the websocket to get price updates",
+    )
     args = parser.parse_args()
 
     logger.setLevel(logging.INFO if args.verbose == 0 else logging.DEBUG)
@@ -347,20 +369,17 @@ async def main():
     log_handler.setFormatter(formatter)
     logger.addHandler(log_handler)
 
-    feed_ids_ws = []
-
     monitor = VaultMonitor(
         args.rpc_url,
         args.vault_contract,
         args.weth_contract,
         args.chain_id,
         args.include_price_updates,
         args.mock_pyth,
-        feed_ids_ws,
     )
 
     while True:
-        opportunities = await monitor.get_liquidation_opportunities()
+        opportunities = await monitor.get_liquidation_opportunities(use_ws=args.use_ws)
 
         if args.broadcast:
             client = httpx.AsyncClient()