Pyth TWAP vs Binance spread alert to Discord

Config

• Binance API (required): Binance API credentials. Used to fetch the spot price.

• Spot symbol (required): Binance spot pair. Example: BTC/USDT. Must match the Pyth asset (e.g. btc).

• Pyth asset name (required): Asset identifier for Pyth. Example: btc. Should match the spot symbol (e.g. BTC/USDT → btc).

• TWAP window (seconds) (required): Length of the Pyth TWAP window in seconds; max 600. Example: 300 (5 minutes).

• Spread threshold (%) (required): Alert when the absolute spread (|Pyth TWAP − Binance| / Binance) is at or above this percentage. Example: 0.5.

• Discord Webhook URL (required): Webhook URL for the channel where the alert is sent.

Logic

What it does, step by step:

1. It reads the config (symbol, Pyth asset, TWAP window, spread threshold, Discord webhook, Binance credentials).
2. It fetches the Pyth TWAP price for the asset over the given window (on-chain oracle).
3. It fetches the current Binance spot price for the symbol.
4. It computes the spread as a percentage and compares it to the threshold.
5. If the spread is at or above the threshold, it sends one message to Discord with the two prices and the spread, then finishes. Otherwise it does not send and finishes.
6. It reports the TWAP, CEX price, spread, and whether an alert was sent.

When it stops: After one run; it runs once and stops.

If something fails: If any fetch or Discord send fails, the error propagates and the workflow ends.