feat: additional pyth payload fields

lazer/sdk/rust/protocol/src/payload.rs

@@ -29,12 +29,14 @@ pub struct PayloadFeedData {
 }
 
 #[derive(Debug, Clone, PartialEq, Eq, Hash)]
+#[repr(u8)]
 pub enum PayloadPropertyValue {
     Price(Option<Price>),
     BestBidPrice(Option<Price>),
     BestAskPrice(Option<Price>),
     PublisherCount(Option<u16>),
     Exponent(i16),
+    FeedUpdateTimestamp(Option<TimestampUs>) = 12,
 }
 
 #[derive(Debug, Clone, Default, Serialize, Deserialize)]
@@ -43,6 +45,7 @@ pub struct AggregatedPriceFeedData {
     pub best_bid_price: Option<Price>,
     pub best_ask_price: Option<Price>,
     pub publisher_count: Option<u16>,
+    pub feed_update_timestamp: Option<TimestampUs>,
 }
 
 pub const PAYLOAD_FORMAT_MAGIC: u32 = 2479346549;
@@ -77,6 +80,11 @@ impl PayloadData {
                             PriceFeedProperty::Exponent => {
                                 PayloadPropertyValue::Exponent(*exponent)
                             }
+                            PriceFeedProperty::FeedUpdateTimestamp => {
+                                PayloadPropertyValue::FeedUpdateTimestamp(
+                                    feed.feed_update_timestamp,
+                                )
+                            }
                         })
                         .collect(),
                 })
@@ -114,6 +122,10 @@ impl PayloadData {
                         writer.write_u8(PriceFeedProperty::Exponent as u8)?;
                         writer.write_i16::<BO>(*exponent)?;
                     }
+                    PayloadPropertyValue::FeedUpdateTimestamp(timestamp) => {
+                        writer.write_u8(PriceFeedProperty::FeedUpdateTimestamp as u8)?;
+                        write_option_timestamp_us::<BO>(&mut writer, *timestamp)?;
+                    }
                 }
             }
         }
@@ -195,6 +207,13 @@ fn read_option_u16<BO: ByteOrder>(mut reader: impl Read) -> std::io::Result<Opti
     Ok(Some(value))
 }
 
+fn write_option_timestamp_us<BO: ByteOrder>(
+    mut writer: impl Write,
+    value: Option<TimestampUs>,
+) -> std::io::Result<()> {
+    writer.write_u64::<BO>(value.map_or(0, |v| v.0))
+}
+
 pub const BINARY_UPDATE_FORMAT_MAGIC: u32 = 1937213467;
 
 pub const PARSED_FORMAT_MAGIC: u32 = 2584795844;

lazer/sdk/rust/protocol/src/router.rs

@@ -133,6 +133,7 @@ pub enum PriceFeedProperty {
     BestAskPrice,
     PublisherCount,
     Exponent,
+    FeedUpdateTimestamp = 12,
     // More fields may be added later.
 }
 
@@ -400,6 +401,9 @@ pub struct ParsedFeedPayload {
     #[serde(skip_serializing_if = "Option::is_none")]
     #[serde(default)]
     pub exponent: Option<i16>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    #[serde(default)]
+    pub feed_update_timestamp: Option<TimestampUs>,
     // More fields may be added later.
 }
 
@@ -417,6 +421,7 @@ impl ParsedFeedPayload {
             best_ask_price: None,
             publisher_count: None,
             exponent: None,
+            feed_update_timestamp: None,
         };
         for &property in properties {
             match property {
@@ -435,6 +440,9 @@ impl ParsedFeedPayload {
                 PriceFeedProperty::Exponent => {
                     output.exponent = exponent;
                 }
+                PriceFeedProperty::FeedUpdateTimestamp => {
+                    output.feed_update_timestamp = data.feed_update_timestamp;
+                }
             }
         }
         output
@@ -452,6 +460,7 @@ impl ParsedFeedPayload {
             best_ask_price: data.best_ask_price,
             publisher_count: data.publisher_count,
             exponent,
+            feed_update_timestamp: data.feed_update_timestamp,
         }
     }
 }

pythnet/pythnet_sdk/Cargo.toml

@@ -34,7 +34,7 @@ libsecp256k1 = {version ="0.7.1", optional = true}
 rand = {version = "0.8.5", optional = true}
 solana-program = {version = ">=1.13.6", optional = true}
 anchor-lang  = {version = ">=0.28.0", optional = true}
-proc-macro2 = {version = "=1.0.79", optional = true} # pinned to 1.0.79 to compilation errors with newer versions, remove this if it compiles fine without
+proc-macro2 = {version = ">=1.0.79", optional = true} # pinned to 1.0.79 to compilation errors with newer versions, remove this if it compiles fine without
 
 [dev-dependencies]
 base64 = "0.21.0"