feat: add Rust consumer SDK for Pyth Lazer with redundant connections

lazer/Cargo.toml

@@ -2,6 +2,7 @@
 resolver = "2"
 members = [
   "sdk/rust/protocol",
+  "sdk/rust/consumer",
   "contracts/solana/programs/pyth-lazer-solana-contract",
 ]
 

lazer/sdk/rust/consumer/Cargo.toml

@@ -0,0 +1,19 @@
+[package]
+name = "pyth-lazer-consumer"
+version = "0.1.0"
+edition = "2021"
+description = "Rust consumer SDK for Pyth Lazer"
+license = "Apache-2.0"
+
+[dependencies]
+tokio = { version = "1", features = ["rt-multi-thread", "macros", "time", "sync"] }
+tokio-tungstenite = { version = "0.20", features = ["native-tls"] }
+futures-util = "0.3"
+serde = { version = "1.0", features = ["derive"] }
+serde_json = "1.0"
+anyhow = "1.0"
+tracing = "0.1"
+http = "0.2"
+rand = { version = "0.8", features = ["std"] }
+ttl_cache = "0.5"
+pyth-lazer-protocol = { path = "../protocol" }

lazer/sdk/rust/consumer/examples/basic.rs

@@ -0,0 +1,49 @@
+use {
+    anyhow::Result,
+    pyth_lazer_consumer::{
+        Chain, DeliveryFormat, PriceFeedId, PriceFeedProperty, PythLazerConsumer, Response,
+    },
+};
+
+#[tokio::main]
+async fn main() -> Result<()> {
+    let mut consumer = PythLazerConsumer::new(
+        vec!["wss://endpoint.pyth.network".to_string()],
+        "your_token_here".to_string(),
+    )
+    .await?;
+
+    // Connect to the WebSocket server
+    consumer.connect().await?;
+
+    // Subscribe to some price feeds
+    consumer
+        .subscribe(
+            1, // subscription_id
+            vec![PriceFeedId(1)],
+            Some(vec![PriceFeedProperty::Price, PriceFeedProperty::Exponent]),
+            Some(vec![Chain::Evm]),
+            Some(DeliveryFormat::Json),
+        )
+        .await?;
+
+    // Receive updates
+    let mut rx = consumer.subscribe_to_updates();
+    while let Ok(update) = rx.recv().await {
+        if let Response::StreamUpdated(update) = update {
+            println!(
+                "Received update for subscription {}",
+                update.subscription_id.0
+            );
+            if let Some(parsed) = update.payload.parsed {
+                for feed in parsed.price_feeds {
+                    println!("  Feed ID: {:?}", feed.price_feed_id);
+                    println!("  Price: {:?}", feed.price);
+                    println!("  Exponent: {:?}", feed.exponent);
+                }
+            }
+        }
+    }
+
+    Ok(())
+}