bump: 💫 Bump version to 0.6.0

EvolveArt · EvolveArt · commit 5781052a7edf · 2026-01-06T16:54:28.000+01:00
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/Cargo.toml b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "pragma-common"
-version = "0.5.0"
+version = "0.6.0"
 edition = "2021"
 rust-version = "1.81"
 categories = ["finance", "api-bindings"]
diff --git a/schema/entries.proto b/schema/entries.proto
@@ -76,6 +76,8 @@ message PriceEntry {
     bool noExpiration = 8;
     int64 expirationTimestamp = 9;
   }
+  InstrumentType instrumentType = 10;
+  int64 receivedTimestampMs = 11;
 }
 
 message OrderbookEntry {
@@ -85,20 +87,25 @@ message OrderbookEntry {
   OrderbookUpdateType type = 4;
   OrderbookData data = 5;
   int64 timestampMs = 6;
+  int64 receivedTimestampMs = 7;
 }
 
 message FundingRateEntry {
   string source = 1;
   Pair pair = 2;
   double annualizedRate = 3;
   int64 timestampMs = 4;
+  InstrumentType instrumentType = 5;
+  int64 receivedTimestampMs = 6;
 }
 
 message OpenInterestEntry {
   string source = 1;
   Pair pair = 2;
   double openInterest = 3;
   int64 timestampMs = 4;
+  InstrumentType instrumentType = 5;
+  int64 receivedTimestampMs = 6;
 }
 
 message VolumeEntry {
@@ -107,6 +114,7 @@ message VolumeEntry {
   Pair pair = 3;
   double volumeDaily = 4;
   int64 timestampMs = 5;
+  int64 receivedTimestampMs = 6;
 }
 
 message TradeEntry {
@@ -120,4 +128,5 @@ message TradeEntry {
   double size = 8;
   double price = 9;
   int64 timestampMs = 10;
+  int64 receivedTimestampMs = 11;
 }
diff --git a/src/entries/funding_rate.rs b/src/entries/funding_rate.rs
@@ -1,7 +1,7 @@
 #[cfg(feature = "proto")]
 use prost::Message;
 
-use crate::Pair;
+use crate::{instrument_type::InstrumentType, Pair};
 #[cfg(feature = "proto")]
 use crate::{ProtoDeserialize, ProtoSerialize};
 
@@ -17,6 +17,8 @@ pub struct FundingRateEntry {
     pub pair: Pair,
     pub annualized_rate: f64,
     pub timestamp_ms: i64,
+    pub instrument_type: InstrumentType,
+    pub received_timestamp_ms: i64,
 }
 
 #[cfg(feature = "proto")]
@@ -30,13 +32,23 @@ impl FundingRateEntry {
             }),
             annualized_rate: self.annualized_rate,
             timestamp_ms: self.timestamp_ms,
+            instrument_type: match self.instrument_type {
+                InstrumentType::Spot => crate::schema::InstrumentType::Spot as i32,
+                InstrumentType::Perp => crate::schema::InstrumentType::Perp as i32,
+            },
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
     fn from_proto(proto: crate::schema::FundingRateEntry) -> Result<Self, prost::DecodeError> {
         let pair = proto
             .pair
             .ok_or_else(|| prost::DecodeError::new("Missing pair field in FundingRateEntry"))?;
+        let instrument_type = match proto.instrument_type {
+            x if x == crate::schema::InstrumentType::Spot as i32 => InstrumentType::Spot,
+            x if x == crate::schema::InstrumentType::Perp as i32 => InstrumentType::Perp,
+            _ => InstrumentType::Perp, // Default to Perp for funding rates (backwards compat)
+        };
         Ok(FundingRateEntry {
             source: proto.source,
             pair: Pair {
@@ -45,6 +57,8 @@ impl FundingRateEntry {
             },
             annualized_rate: proto.annualized_rate,
             timestamp_ms: proto.timestamp_ms,
+            instrument_type,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/entries/open_interest.rs b/src/entries/open_interest.rs
@@ -1,7 +1,7 @@
 #[cfg(feature = "proto")]
 use prost::Message;
 
-use crate::Pair;
+use crate::{instrument_type::InstrumentType, Pair};
 #[cfg(feature = "proto")]
 use crate::{ProtoDeserialize, ProtoSerialize};
 
@@ -17,6 +17,8 @@ pub struct OpenInterestEntry {
     pub pair: Pair,
     pub open_interest: f64,
     pub timestamp_ms: i64,
+    pub instrument_type: InstrumentType,
+    pub received_timestamp_ms: i64,
 }
 
 #[cfg(feature = "proto")]
@@ -30,13 +32,23 @@ impl OpenInterestEntry {
             }),
             open_interest: self.open_interest,
             timestamp_ms: self.timestamp_ms,
+            instrument_type: match self.instrument_type {
+                InstrumentType::Spot => crate::schema::InstrumentType::Spot as i32,
+                InstrumentType::Perp => crate::schema::InstrumentType::Perp as i32,
+            },
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
     fn from_proto(proto: crate::schema::OpenInterestEntry) -> Result<Self, prost::DecodeError> {
         let pair = proto
             .pair
             .ok_or_else(|| prost::DecodeError::new("Missing pair field in OpenInterestEntry"))?;
+        let instrument_type = match proto.instrument_type {
+            x if x == crate::schema::InstrumentType::Spot as i32 => InstrumentType::Spot,
+            x if x == crate::schema::InstrumentType::Perp as i32 => InstrumentType::Perp,
+            _ => InstrumentType::Perp, // Default to Perp for OI (backwards compat)
+        };
 
         Ok(OpenInterestEntry {
             source: proto.source,
@@ -46,6 +58,8 @@ impl OpenInterestEntry {
             },
             open_interest: proto.open_interest,
             timestamp_ms: proto.timestamp_ms,
+            instrument_type,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/entries/orderbook.rs b/src/entries/orderbook.rs
@@ -17,6 +17,7 @@ pub struct OrderbookEntry {
     pub r#type: OrderbookUpdateType,
     pub data: OrderbookData,
     pub timestamp_ms: i64,
+    pub received_timestamp_ms: i64,
 }
 
 #[derive(Debug, Clone, PartialEq)]
@@ -124,6 +125,7 @@ impl OrderbookEntry {
                     .collect(),
             }),
             timestamp_ms: self.timestamp_ms,
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
@@ -205,6 +207,7 @@ impl OrderbookEntry {
             r#type,
             data,
             timestamp_ms: proto.timestamp_ms,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/entries/price.rs b/src/entries/price.rs
@@ -18,16 +18,10 @@ pub struct PriceEntry {
     pub price: u128,
     pub volume: u128,
     pub expiration_timestamp: Option<i64>,
+    pub instrument_type: InstrumentType,
+    pub received_timestamp_ms: i64,
 }
 
-impl PriceEntry {
-    pub fn instrument_type(&self) -> InstrumentType {
-        match self.expiration_timestamp {
-            None => InstrumentType::Spot,
-            Some(_) => InstrumentType::Perp,
-        }
-    }
-}
 
 #[cfg(feature = "proto")]
 impl PriceEntry {
@@ -72,6 +66,11 @@ impl PriceEntry {
                 Some(ts) => crate::schema::price_entry::ExpirationOption::ExpirationTimestamp(ts),
                 None => crate::schema::price_entry::ExpirationOption::NoExpiration(true),
             }),
+            instrument_type: match self.instrument_type {
+                InstrumentType::Spot => crate::schema::InstrumentType::Spot as i32,
+                InstrumentType::Perp => crate::schema::InstrumentType::Perp as i32,
+            },
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
@@ -134,6 +133,12 @@ impl PriceEntry {
             }
         };
 
+        let instrument_type = match proto.instrument_type {
+            x if x == crate::schema::InstrumentType::Spot as i32 => InstrumentType::Spot,
+            x if x == crate::schema::InstrumentType::Perp as i32 => InstrumentType::Perp,
+            _ => InstrumentType::Spot, // Default for backwards compatibility
+        };
+
         Ok(PriceEntry {
             source: proto.source,
             chain,
@@ -142,6 +147,8 @@ impl PriceEntry {
             price,
             volume,
             expiration_timestamp,
+            instrument_type,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/entries/trade.rs b/src/entries/trade.rs
@@ -23,6 +23,7 @@ pub struct TradeEntry {
     pub size: f64,
     pub price: f64,
     pub timestamp_ms: i64,
+    pub received_timestamp_ms: i64,
 }
 
 #[derive(Debug, Clone, PartialEq)]
@@ -69,6 +70,7 @@ impl TradeEntry {
             size: self.size,
             price: self.price,
             timestamp_ms: self.timestamp_ms,
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
@@ -113,6 +115,7 @@ impl TradeEntry {
             size: proto.size,
             price: proto.price,
             timestamp_ms: proto.timestamp_ms,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/entries/volume.rs b/src/entries/volume.rs
@@ -18,6 +18,7 @@ pub struct VolumeEntry {
     pub pair: Pair,
     pub volume_daily: f64,
     pub timestamp_ms: i64,
+    pub received_timestamp_ms: i64,
 }
 
 #[cfg(feature = "proto")]
@@ -35,6 +36,7 @@ impl VolumeEntry {
             }),
             volume_daily: self.volume_daily,
             timestamp_ms: self.timestamp_ms,
+            received_timestamp_ms: self.received_timestamp_ms,
         }
     }
 
@@ -63,6 +65,7 @@ impl VolumeEntry {
             },
             volume_daily: proto.volume_daily,
             timestamp_ms: proto.timestamp_ms,
+            received_timestamp_ms: proto.received_timestamp_ms,
         })
     }
 }
diff --git a/src/pair/mod.rs b/src/pair/mod.rs
@@ -1,5 +1,7 @@
 use std::str::FromStr;
 
+use crate::instrument_type::InstrumentType;
+
 const STABLE_SUFFIXES: [&str; 4] = ["USDT", "USDC", "USD", "DAI"];
 
 pub type AssetSymbol = String;
@@ -72,6 +74,17 @@ impl Pair {
     pub fn to_pair_id(&self) -> String {
         self.format_with_separator("/")
     }
+
+    /// Get the market ID in unified format: BASE:QUOTE:TYPE
+    /// Used for ClickHouse joins across different data sources
+    /// instrument_type is formatted in UPPERCASE (SPOT, PERP)
+    pub fn to_market_id(&self, instrument_type: InstrumentType) -> String {
+        let type_str = match instrument_type {
+            InstrumentType::Spot => "SPOT",
+            InstrumentType::Perp => "PERP",
+        };
+        format!("{}:{}:{}", self.base, self.quote, type_str)
+    }
 }
 
 impl std::fmt::Display for Pair {

Original file line number	Diff line number	Diff line change
`@@ -17,6 +17,7 @@ pub struct OrderbookEntry {`
`17`	`17`	`pub r#type: OrderbookUpdateType,`
`18`	`18`	`pub data: OrderbookData,`
`19`	`19`	`pub timestamp_ms: i64,`
	`20`	`+ pub received_timestamp_ms: i64,`
`20`	`21`	`}`
`21`	`22`
`22`	`23`	`#[derive(Debug, Clone, PartialEq)]`
`@@ -124,6 +125,7 @@ impl OrderbookEntry {`
`124`	`125`	`.collect(),`
`125`	`126`	`}),`
`126`	`127`	`timestamp_ms: self.timestamp_ms,`
	`128`	`+ received_timestamp_ms: self.received_timestamp_ms,`
`127`	`129`	`}`
`128`	`130`	`}`
`129`	`131`
`@@ -205,6 +207,7 @@ impl OrderbookEntry {`
`205`	`207`	`r#type,`
`206`	`208`	`data,`
`207`	`209`	`timestamp_ms: proto.timestamp_ms,`
	`210`	`+ received_timestamp_ms: proto.received_timestamp_ms,`
`208`	`211`	`})`
`209`	`212`	`}`
`210`	`213`	`}`
Original file line number	Diff line number	Diff line change
`@@ -23,6 +23,7 @@ pub struct TradeEntry {`
`23`	`23`	`pub size: f64,`
`24`	`24`	`pub price: f64,`
`25`	`25`	`pub timestamp_ms: i64,`
	`26`	`+ pub received_timestamp_ms: i64,`
`26`	`27`	`}`
`27`	`28`
`28`	`29`	`#[derive(Debug, Clone, PartialEq)]`
`@@ -69,6 +70,7 @@ impl TradeEntry {`
`69`	`70`	`size: self.size,`
`70`	`71`	`price: self.price,`
`71`	`72`	`timestamp_ms: self.timestamp_ms,`
	`73`	`+ received_timestamp_ms: self.received_timestamp_ms,`
`72`	`74`	`}`
`73`	`75`	`}`
`74`	`76`
`@@ -113,6 +115,7 @@ impl TradeEntry {`
`113`	`115`	`size: proto.size,`
`114`	`116`	`price: proto.price,`
`115`	`117`	`timestamp_ms: proto.timestamp_ms,`
	`118`	`+ received_timestamp_ms: proto.received_timestamp_ms,`
`116`	`119`	`})`
`117`	`120`	`}`
`118`	`121`	`}`
Original file line number	Diff line number	Diff line change
`@@ -18,6 +18,7 @@ pub struct VolumeEntry {`
`18`	`18`	`pub pair: Pair,`
`19`	`19`	`pub volume_daily: f64,`
`20`	`20`	`pub timestamp_ms: i64,`
	`21`	`+ pub received_timestamp_ms: i64,`
`21`	`22`	`}`
`22`	`23`
`23`	`24`	`#[cfg(feature = "proto")]`
`@@ -35,6 +36,7 @@ impl VolumeEntry {`
`35`	`36`	`}),`
`36`	`37`	`volume_daily: self.volume_daily,`
`37`	`38`	`timestamp_ms: self.timestamp_ms,`
	`39`	`+ received_timestamp_ms: self.received_timestamp_ms,`
`38`	`40`	`}`
`39`	`41`	`}`
`40`	`42`
`@@ -63,6 +65,7 @@ impl VolumeEntry {`
`63`	`65`	`},`
`64`	`66`	`volume_daily: proto.volume_daily,`
`65`	`67`	`timestamp_ms: proto.timestamp_ms,`
	`68`	`+ received_timestamp_ms: proto.received_timestamp_ms,`
`66`	`69`	`})`
`67`	`70`	`}`
`68`	`71`	`}`