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Merged
merged 3 commits into from
Mar 6, 2025
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feat(pyth-lazer-protocol): add price request #2444

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d14cdd1
feat(pyth-lazer-protocol): add price request
keyvankhademi Mar 6, 2025
2d41993
feat(router): implement Display trait for Channel enum
keyvankhademi Mar 6, 2025
130fa7c
chore(pyth-lazer-protocol): bump version to 0.6.2 and update PriceReq…
keyvankhademi Mar 6, 2025
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21 changes: 20 additions & 1 deletion lazer/sdk/rust/protocol/src/api.rs
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
use serde::{Deserialize, Serialize};

use crate::router::{
Channel, Format, JsonBinaryEncoding, JsonUpdate, PriceFeedId, PriceFeedProperty,
Channel, Format, JsonBinaryEncoding, JsonUpdate, PriceFeedId, PriceFeedProperty, TimestampUs,
};

#[derive(Debug, Clone, Serialize, Deserialize)]
Expand All @@ -21,6 +21,24 @@ pub struct LatestPriceRequest {
pub channel: Channel,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct PriceRequest {
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@darunrs darunrs Mar 6, 2025 •
edited
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How is this API different from the LatestPrice API that router already has? Can we just extend it instead? Granted this is a little late to say it, but I am confused on the positioning of this API.

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Ah ok I see. We take in a timestamp to fetch the price for. Theoretically we could unify them but I guess that's not a big deal right now.

pub timestamp: TimestampUs,
pub price_feed_ids: Vec<PriceFeedId>,
pub properties: Vec<PriceFeedProperty>,
// "chains" was renamed to "formats". "chains" is still supported for compatibility.
#[serde(alias = "chains")]
pub formats: Vec<Format>,
#[serde(default)]
pub json_binary_encoding: JsonBinaryEncoding,
/// If `true`, the stream update will contain a JSON object containing
/// all data of the update.
#[serde(default = "default_parsed")]
pub parsed: bool,
pub channel: Channel,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct ReducePriceRequest {
Expand All @@ -30,6 +48,7 @@ pub struct ReducePriceRequest {

pub type LatestPriceResponse = JsonUpdate;
pub type ReducePriceResponse = JsonUpdate;
pub type PriceResponse = JsonUpdate;

pub fn default_parsed() -> bool {
true
Expand Down
18 changes: 18 additions & 0 deletions lazer/sdk/rust/protocol/src/router.rs
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Expand Up @@ -7,6 +7,7 @@ use {
rust_decimal::{prelude::FromPrimitive, Decimal},
serde::{de::Error, Deserialize, Serialize},
std::{
fmt::Display,
num::NonZeroI64,
ops::{Add, Deref, DerefMut, Div, Sub},
time::{SystemTime, UNIX_EPOCH},
Expand Down Expand Up @@ -66,6 +67,12 @@ impl Rate {
let value: i64 = value.try_into().context("overflow")?;
Ok(Self(value))
}

pub fn from_integer(value: i64, exponent: u32) -> anyhow::Result<Self> {
let coef = 10i64.checked_pow(exponent).context("overflow")?;
let value = value.checked_mul(coef).context("overflow")?;
Ok(Self(value))
}
}

#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
Expand Down Expand Up @@ -236,6 +243,17 @@ mod channel_ids {
pub const FIXED_RATE_200: ChannelId = ChannelId(3);
}

impl Display for Channel {
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You could probably just use serde to serialize it as a string, which gets you the same result without a duplicate implementation.

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I looked into it but couldn't find a good way of handling it. If you want please give it a try and let me know if it worked.

fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
Channel::FixedRate(fixed_rate) => match *fixed_rate {
FixedRate::MIN => write!(f, "real_time"),
rate => write!(f, "fixed_rate@{}ms", rate.value_ms()),
},
}
}
}

impl Channel {
pub fn id(&self) -> ChannelId {
match self {
Expand Down
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