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https://github.com/luxfi/dex.git
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zeekay
1b4c54b3a8
Add pkg/price package with pluggable price sources: - OrderbookSource: Local orderbook mid-price (<100ns target) - PythSource: Pyth Network WebSocket real-time feed - ChainlinkSource: Chainlink oracle polling - CChainSource: Lux C-Chain AMM pool prices Oracle aggregator with: - Weighted median price aggregation - TWAP/VWAP calculations (5-minute windows) - Circuit breakers for price validation - Multi-source confidence scoring - Outlier detection and filtering Designed for co-located HFT clients requiring sub-millisecond latency for cross-market arbitrage. Also adds LLM.md project documentation with CLAUDE.md and AGENTS.md symlinked for AI assistant context.
18 lines
470 B
Go
18 lines
470 B
Go
package price
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import "errors"
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var (
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// ErrNotFound indicates a price is not available.
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ErrNotFound = errors.New("price not found")
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// ErrStale indicates a price is too old.
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ErrStale = errors.New("price is stale")
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// ErrInsufficientSources indicates not enough price sources.
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ErrInsufficientSources = errors.New("insufficient price sources")
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// ErrCircuitBreaker indicates circuit breaker tripped.
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ErrCircuitBreaker = errors.New("circuit breaker tripped")
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)
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