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I need to get a price for ETH/USD and BTC/USD for the specified time. For example yesterday at 9:00 am. How can I do it in the on-chain Solana program? What oracle can be used?

I have checked the Pyth network, but it seems to work only for the last price. There is an option for historical prices, but only on Ethereum.

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You can use Pyth, the GitHub example just happens to get the data for Ethereum.

There's a comment mentioning where to find other price feeds:

    // Pyth ETH/USD price account on pythnet (can be found on https://pyth.network/developers/price-feed-ids#solana-mainnet-beta which has the same price feed IDs as pythnet)
    let key = "JBu1AL4obBcCMqKBBxhpWCNUt136ijcuMZLFvTP7iWdB";
    let clnt = RpcClient::new(url.to_string());
    let eth_price_key = Pubkey::from_str(key).unwrap();

Replace eth_price_key with the base/quote token pairs you are interested in.

The function declarations indicate that you can find historical prices too:

    let maybe_price = eth_price_feed.get_price_no_older_than(current_time, 60);
    let maybe_ema_price = eth_price_feed.get_ema_price_no_older_than(current_time, 60);

Instead of current_time, pass in the time for yesterday at 9:00 am.

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    The get_price_no_older_than doesn't work for historical prices. It only works for the last price. I also asked on the Pyth discord and they answered that they don't support back-in-time price feeds. Feb 13 at 7:13
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Until an oracle provides historical prices, and I don't know of any that do, it won't be possible to retrieve historical prices, unfortunately.

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