feat(pyth-lazer) Add support for FundingRateInterval in lazer protos (#2891)

Author: bplatak

Cargo.lock

@@ -1,6 +1,7 @@
 syntax = "proto3";
 package pyth_lazer;
 
+import "google/protobuf/duration.proto";
 import "google/protobuf/timestamp.proto";
 
 // if any fields marked as [required] are missing, feed/publisher update will be rejected
@@ -59,4 +60,7 @@ message FundingRateUpdate {
 
     // [optional] perpetual future funding rate
     optional int64 rate = 2;
+
+    // [optional] funding rate update interval
+    optional google.protobuf.Duration funding_rate_interval = 3;
 }

lazer/publisher_sdk/proto/publisher_update.proto

@@ -152,4 +152,6 @@ message FeedData {
     optional int64 best_ask_price = 5;
     // [optional] Funding rate. Can be absent if no data is available. Can only be present for funding rate feeds.
     optional int64 funding_rate = 6;
+    // [optional] Funding rate interval. Can be absent if no data is available. Can only be present for funding rate feeds.
+    optional google.protobuf.Duration funding_rate_interval = 7;
 }

lazer/publisher_sdk/proto/state.proto

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-publisher-sdk"
-version = "0.2.1"
+version = "0.3.0"
 edition = "2021"
 description = "Pyth Lazer Publisher SDK types."
 license = "Apache-2.0"

lazer/publisher_sdk/rust/Cargo.toml

@@ -1,6 +1,7 @@
 use crate::publisher_update::feed_update::Update;
 use crate::publisher_update::{FeedUpdate, FundingRateUpdate, PriceUpdate};
 use crate::state::FeedState;
+use ::protobuf::MessageField;
 use pyth_lazer_protocol::jrpc::{FeedUpdateParams, UpdateParams};
 use pyth_lazer_protocol::symbol_state::SymbolState;
 use pyth_lazer_protocol::FeedKind;
@@ -60,13 +61,18 @@ impl From<UpdateParams> for Update {
                 best_ask_price: best_ask_price.map(|p| p.0.into()),
                 special_fields: Default::default(),
             }),
-            UpdateParams::FundingRateUpdate { price, rate } => {
-                Update::FundingRateUpdate(FundingRateUpdate {
-                    price: price.map(|p| p.0.into()),
-                    rate: Some(rate.0),
-                    special_fields: Default::default(),
-                })
-            }
+            UpdateParams::FundingRateUpdate {
+                price,
+                rate,
+                funding_rate_interval,
+            } => Update::FundingRateUpdate(FundingRateUpdate {
+                price: price.map(|p| p.0.into()),
+                rate: Some(rate.0),
+                funding_rate_interval: MessageField::from_option(
+                    funding_rate_interval.map(|i| i.into()),
+                ),
+                special_fields: Default::default(),
+            }),
         }
     }
 }
@@ -91,20 +97,20 @@ impl From<SymbolState> for FeedState {
     }
 }
 
-impl From<FeedKind> for protobuf::state::FeedKind {
+impl From<FeedKind> for state::FeedKind {
     fn from(value: FeedKind) -> Self {
         match value {
-            FeedKind::Price => protobuf::state::FeedKind::PRICE,
-            FeedKind::FundingRate => protobuf::state::FeedKind::FUNDING_RATE,
+            FeedKind::Price => state::FeedKind::PRICE,
+            FeedKind::FundingRate => state::FeedKind::FUNDING_RATE,
         }
     }
 }
 
-impl From<protobuf::state::FeedKind> for FeedKind {
-    fn from(value: protobuf::state::FeedKind) -> Self {
+impl From<state::FeedKind> for FeedKind {
+    fn from(value: state::FeedKind) -> Self {
         match value {
-            protobuf::state::FeedKind::PRICE => FeedKind::Price,
-            protobuf::state::FeedKind::FUNDING_RATE => FeedKind::FundingRate,
+            state::FeedKind::PRICE => FeedKind::Price,
+            state::FeedKind::FUNDING_RATE => FeedKind::FundingRate,
         }
     }
 }

lazer/publisher_sdk/rust/src/lib.rs

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-protocol"
-version = "0.10.0"
+version = "0.10.1"
 edition = "2021"
 description = "Pyth Lazer SDK - protocol types."
 license = "Apache-2.0"

lazer/sdk/rust/protocol/Cargo.toml

@@ -37,7 +37,16 @@ pub enum UpdateParams {
         best_ask_price: Option<Price>,
     },
     #[serde(rename = "funding_rate")]
-    FundingRateUpdate { price: Option<Price>, rate: Rate },
+    FundingRateUpdate {
+        price: Option<Price>,
+        rate: Rate,
+        #[serde(default = "default_funding_rate_interval", with = "humantime_serde")]
+        funding_rate_interval: Option<Duration>,
+    },
+}
+
+fn default_funding_rate_interval() -> Option<Duration> {
+    None
 }
 
 #[derive(Serialize, Deserialize, Debug, Eq, PartialEq)]
@@ -273,7 +282,8 @@ mod tests {
             "update": {
               "type": "funding_rate",
               "price": 1234567890,
-              "rate": 1234567891
+              "rate": 1234567891,
+              "funding_rate_interval": "8h"
             }
           },
           "id": 1
@@ -288,6 +298,7 @@ mod tests {
                 update: UpdateParams::FundingRateUpdate {
                     price: Some(Price::from_integer(1234567890, 0).unwrap()),
                     rate: Rate::from_integer(1234567891, 0).unwrap(),
+                    funding_rate_interval: Duration::from_secs(28800).into(),
                 },
             }),
             id: Some(1),
@@ -325,6 +336,7 @@ mod tests {
                 update: UpdateParams::FundingRateUpdate {
                     price: None,
                     rate: Rate::from_integer(1234567891, 0).unwrap(),
+                    funding_rate_interval: None,
                 },
             }),
             id: Some(1),

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

@@ -1,5 +1,6 @@
 //! Types representing binary encoding of signable payloads and signature envelopes.
 
+use crate::time::DurationUs;
 use {
     super::router::{PriceFeedId, PriceFeedProperty},
     crate::{
@@ -52,6 +53,7 @@ pub struct AggregatedPriceFeedData {
     pub confidence: Option<Price>,
     pub funding_rate: Option<Rate>,
     pub funding_timestamp: Option<TimestampUs>,
+    pub funding_rate_interval: Option<DurationUs>,
 }
 
 /// First bytes of a payload's encoding