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
  }
}

Fields

Name	Type	Description
aggregatorPubkey	string	The target aggregator for the TWAP.
endingUnixTimestamp	int32	Ending unix timestamp to collect values up to
endingUnixTimestampTask	CronParseTask	Execute the task to get the ending unix timestamp
minSamples	uint32	Minimum number of samples in the history to calculate a valid result
period	int32	Period, in seconds, the twap should account for
weightByPropagationTime	bool	Weight samples by their propagation time