fix(lazer): serialize Option<Price> as i64 in publisher protocol

lazer/sdk/rust/protocol/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-protocol"
-version = "0.1.2"
+version = "0.1.3"
 edition = "2021"
 description = "Pyth Lazer SDK - protocol types."
 license = "Apache-2.0"
@@ -13,3 +13,6 @@ serde = { version = "1.0.210", features = ["derive"] }
 derive_more = { version = "1.0.0", features = ["from"] }
 itertools = "0.13.0"
 rust_decimal = "1.36.0"
+
+[dev-dependencies]
+bincode = "1.3.3"

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

@@ -4,5 +4,6 @@ pub mod message;
 pub mod payload;
 pub mod publisher;
 pub mod router;
+mod serde_price_as_i64;
 mod serde_str;
 pub mod subscription;

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

@@ -18,13 +18,64 @@ pub struct PriceFeedData {
     pub source_timestamp_us: TimestampUs,
     /// Timestamp of the last update provided by the publisher.
     pub publisher_timestamp_us: TimestampUs,
-    /// Last known value of the "main" (?) price of this price feed.
+    /// Last known value of the best executable price of this price feed.
     /// `None` if no value is currently available.
+    #[serde(with = "crate::serde_price_as_i64")]
     pub price: Option<Price>,
     /// Last known value of the best bid price of this price feed.
     /// `None` if no value is currently available.
+    #[serde(with = "crate::serde_price_as_i64")]
     pub best_bid_price: Option<Price>,
     /// Last known value of the best ask price of this price feed.
     /// `None` if no value is currently available.
+    #[serde(with = "crate::serde_price_as_i64")]
     pub best_ask_price: Option<Price>,
 }
+
+#[test]
+fn price_feed_data_serde() {
+    let data = [
+        1, 0, 0, 0, // price_feed_id
+        2, 0, 0, 0, 0, 0, 0, 0, // source_timestamp_us
+        3, 0, 0, 0, 0, 0, 0, 0, // publisher_timestamp_us
+        4, 0, 0, 0, 0, 0, 0, 0, // price
+        5, 0, 0, 0, 0, 0, 0, 0, // best_bid_price
+        6, 2, 0, 0, 0, 0, 0, 0, // best_ask_price
+    ];
+
+    let expected = PriceFeedData {
+        price_feed_id: PriceFeedId(1),
+        source_timestamp_us: TimestampUs(2),
+        publisher_timestamp_us: TimestampUs(3),
+        price: Some(Price(4.try_into().unwrap())),
+        best_bid_price: Some(Price(5.try_into().unwrap())),
+        best_ask_price: Some(Price((2 * 256 + 6).try_into().unwrap())),
+    };
+    assert_eq!(
+        bincode::deserialize::<PriceFeedData>(&data).unwrap(),
+        expected
+    );
+    assert_eq!(bincode::serialize(&expected).unwrap(), data);
+
+    let data2 = [
+        1, 0, 0, 0, // price_feed_id
+        2, 0, 0, 0, 0, 0, 0, 0, // source_timestamp_us
+        3, 0, 0, 0, 0, 0, 0, 0, // publisher_timestamp_us
+        4, 0, 0, 0, 0, 0, 0, 0, // price
+        0, 0, 0, 0, 0, 0, 0, 0, // best_bid_price
+        0, 0, 0, 0, 0, 0, 0, 0, // best_ask_price
+    ];
+    let expected2 = PriceFeedData {
+        price_feed_id: PriceFeedId(1),
+        source_timestamp_us: TimestampUs(2),
+        publisher_timestamp_us: TimestampUs(3),
+        price: Some(Price(4.try_into().unwrap())),
+        best_bid_price: None,
+        best_ask_price: None,
+    };
+    assert_eq!(
+        bincode::deserialize::<PriceFeedData>(&data2).unwrap(),
+        expected2
+    );
+    assert_eq!(bincode::serialize(&expected2).unwrap(), data2);
+}

lazer/sdk/rust/protocol/src/serde_price_as_i64.rs

@@ -0,0 +1,22 @@
+use {
+    crate::router::Price,
+    serde::{Deserialize, Deserializer, Serialize, Serializer},
+    std::num::NonZeroI64,
+};
+
+pub fn serialize<S>(value: &Option<Price>, serializer: S) -> Result<S::Ok, S::Error>
+where
+    S: Serializer,
+{
+    value
+        .map_or(0i64, |price| price.0.get())
+        .serialize(serializer)
+}
+
+pub fn deserialize<'de, D>(deserializer: D) -> Result<Option<Price>, D::Error>
+where
+    D: Deserializer<'de>,
+{
+    let value = i64::deserialize(deserializer)?;
+    Ok(NonZeroI64::new(value).map(Price))
+}