feat(lazer): improve time types

.github/workflows/ci-lazer-rust.yml

@@ -41,6 +41,12 @@ jobs:
       - name: Clippy check
         run: cargo clippy -p pyth-lazer-protocol -p pyth-lazer-client -p pyth-lazer-publisher-sdk --all-targets -- --deny warnings
         if: success() || failure()
+      - name: Clippy check with mry
+        run: cargo clippy -F mry -p pyth-lazer-protocol --all-targets -- --deny warnings
+        if: success() || failure()
       - name: test
         run: cargo test -p pyth-lazer-protocol -p pyth-lazer-client -p pyth-lazer-publisher-sdk
         if: success() || failure()
+      - name: test with mry
+        run: cargo test -F mry -p pyth-lazer-protocol
+        if: success() || failure()

lazer/publisher_sdk/rust/src/lib.rs

@@ -7,7 +7,7 @@ use anyhow::{bail, ensure, Context};
 use humantime::format_duration;
 use protobuf::dynamic_value::{dynamic_value, DynamicValue};
 use pyth_lazer_protocol::jrpc::{FeedUpdateParams, UpdateParams};
-use pyth_lazer_protocol::router::TimestampUs;
+use pyth_lazer_protocol::time::TimestampUs;
 
 pub mod transaction_envelope {
     pub use crate::protobuf::transaction_envelope::*;
@@ -141,7 +141,7 @@ impl TryFrom<DynamicValue> for serde_value::Value {
             }
             dynamic_value::Value::TimestampValue(ts) => {
                 let ts = TimestampUs::try_from(&ts)?;
-                Ok(serde_value::Value::U64(ts.0))
+                Ok(serde_value::Value::U64(ts.as_micros()))
             }
             dynamic_value::Value::List(list) => {
                 let mut output = Vec::new();

lazer/sdk/rust/client/examples/subscribe_price_feeds.rs

@@ -44,9 +44,7 @@ async fn main() -> anyhow::Result<()> {
                 delivery_format: DeliveryFormat::Json,
                 json_binary_encoding: JsonBinaryEncoding::Base64,
                 parsed: true,
-                channel: Channel::FixedRate(
-                    FixedRate::from_ms(200).expect("unsupported update rate"),
-                ),
+                channel: Channel::FixedRate(FixedRate::RATE_200_MS),
                 ignore_invalid_feed_ids: false,
             })
             .expect("invalid subscription params"),
@@ -66,9 +64,7 @@ async fn main() -> anyhow::Result<()> {
                 delivery_format: DeliveryFormat::Binary,
                 json_binary_encoding: JsonBinaryEncoding::Base64,
                 parsed: false,
-                channel: Channel::FixedRate(
-                    FixedRate::from_ms(50).expect("unsupported update rate"),
-                ),
+                channel: Channel::FixedRate(FixedRate::RATE_50_MS),
                 ignore_invalid_feed_ids: false,
             })
             .expect("invalid subscription params"),

lazer/sdk/rust/protocol/Cargo.toml

@@ -16,6 +16,8 @@ itertools = "0.13.0"
 rust_decimal = "1.36.0"
 protobuf = "3.7.2"
 humantime-serde = "1.1.1"
+mry = { version = "0.13.0", features = ["serde"], optional = true }
+chrono = "0.4.41"
 
 [dev-dependencies]
 bincode = "1.3.3"

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

@@ -1,7 +1,8 @@
 use serde::{Deserialize, Serialize};
 
-use crate::router::{
-    Channel, Format, JsonBinaryEncoding, JsonUpdate, PriceFeedId, PriceFeedProperty, TimestampUs,
+use crate::{
+    router::{Channel, Format, JsonBinaryEncoding, JsonUpdate, PriceFeedId, PriceFeedProperty},
+    time::TimestampUs,
 };
 
 #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]

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

@@ -1,5 +1,6 @@
-use crate::router::{Channel, Price, PriceFeedId, Rate, TimestampUs};
+use crate::router::{Channel, Price, PriceFeedId, Rate};
 use crate::symbol_state::SymbolState;
+use crate::time::TimestampUs;
 use serde::{Deserialize, Serialize};
 use std::time::Duration;
 
@@ -157,7 +158,7 @@ mod tests {
             jsonrpc: JsonRpcVersion::V2,
             params: PushUpdate(FeedUpdateParams {
                 feed_id: PriceFeedId(1),
-                source_timestamp: TimestampUs(124214124124),
+                source_timestamp: TimestampUs::from_micros(124214124124),
                 update: UpdateParams::PriceUpdate {
                     price: Price::from_integer(1234567890, 0).unwrap(),
                     best_bid_price: Some(Price::from_integer(1234567891, 0).unwrap()),
@@ -196,7 +197,7 @@ mod tests {
             jsonrpc: JsonRpcVersion::V2,
             params: PushUpdate(FeedUpdateParams {
                 feed_id: PriceFeedId(1),
-                source_timestamp: TimestampUs(124214124124),
+                source_timestamp: TimestampUs::from_micros(124214124124),
                 update: UpdateParams::PriceUpdate {
                     price: Price::from_integer(1234567890, 0).unwrap(),
                     best_bid_price: None,
@@ -236,7 +237,7 @@ mod tests {
             jsonrpc: JsonRpcVersion::V2,
             params: PushUpdate(FeedUpdateParams {
                 feed_id: PriceFeedId(1),
-                source_timestamp: TimestampUs(124214124124),
+                source_timestamp: TimestampUs::from_micros(124214124124),
                 update: UpdateParams::FundingRateUpdate {
                     price: Some(Price::from_integer(1234567890, 0).unwrap()),
                     rate: Rate::from_integer(1234567891, 0).unwrap(),
@@ -273,7 +274,7 @@ mod tests {
             jsonrpc: JsonRpcVersion::V2,
             params: PushUpdate(FeedUpdateParams {
                 feed_id: PriceFeedId(1),
-                source_timestamp: TimestampUs(124214124124),
+                source_timestamp: TimestampUs::from_micros(124214124124),
                 update: UpdateParams::FundingRateUpdate {
                     price: None,
                     rate: Rate::from_integer(1234567891, 0).unwrap(),

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

@@ -11,6 +11,7 @@ mod serde_price_as_i64;
 mod serde_str;
 pub mod subscription;
 pub mod symbol_state;
+pub mod time;
 
 #[test]
 fn magics_in_big_endian() {

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

@@ -1,8 +1,11 @@
 //! Types representing binary encoding of signable payloads and signature envelopes.
 
 use {
-    super::router::{PriceFeedId, PriceFeedProperty, TimestampUs},
-    crate::router::{ChannelId, Price, Rate},
+    super::router::{PriceFeedId, PriceFeedProperty},
+    crate::{
+        router::{ChannelId, Price, Rate},
+        time::TimestampUs,
+    },
     anyhow::bail,
     byteorder::{ByteOrder, ReadBytesExt, WriteBytesExt, BE, LE},
     serde::{Deserialize, Serialize},
@@ -103,7 +106,7 @@ impl PayloadData {
 
     pub fn serialize<BO: ByteOrder>(&self, mut writer: impl Write) -> anyhow::Result<()> {
         writer.write_u32::<BO>(PAYLOAD_FORMAT_MAGIC)?;
-        writer.write_u64::<BO>(self.timestamp_us.0)?;
+        writer.write_u64::<BO>(self.timestamp_us.as_micros())?;
         writer.write_u8(self.channel_id.0)?;
         writer.write_u8(self.feeds.len().try_into()?)?;
         for feed in &self.feeds {
@@ -162,7 +165,7 @@ impl PayloadData {
         if magic != PAYLOAD_FORMAT_MAGIC {
             bail!("magic mismatch");
         }
-        let timestamp_us = TimestampUs(reader.read_u64::<BO>()?);
+        let timestamp_us = TimestampUs::from_micros(reader.read_u64::<BO>()?);
         let channel_id = ChannelId(reader.read_u8()?);
         let num_feeds = reader.read_u8()?;
         let mut feeds = Vec::with_capacity(num_feeds.into());
@@ -252,7 +255,7 @@ fn write_option_timestamp<BO: ByteOrder>(
     match value {
         Some(value) => {
             writer.write_u8(1)?;
-            writer.write_u64::<BO>(value.0)
+            writer.write_u64::<BO>(value.as_micros())
         }
         None => {
             writer.write_u8(0)?;
@@ -266,7 +269,7 @@ fn read_option_timestamp<BO: ByteOrder>(
 ) -> std::io::Result<Option<TimestampUs>> {
     let present = reader.read_u8()? != 0;
     if present {
-        Ok(Some(TimestampUs(reader.read_u64::<BO>()?)))
+        Ok(Some(TimestampUs::from_micros(reader.read_u64::<BO>()?)))
     } else {
         Ok(None)
     }

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

@@ -3,7 +3,8 @@
 //! eliminating WebSocket overhead.
 
 use {
-    super::router::{Price, PriceFeedId, Rate, TimestampUs},
+    super::router::{Price, PriceFeedId, Rate},
+    crate::time::TimestampUs,
     derive_more::derive::From,
     serde::{Deserialize, Serialize},
 };
@@ -101,8 +102,8 @@ fn price_feed_data_v1_serde() {
 
     let expected = PriceFeedDataV1 {
         price_feed_id: PriceFeedId(1),
-        source_timestamp_us: TimestampUs(2),
-        publisher_timestamp_us: TimestampUs(3),
+        source_timestamp_us: TimestampUs::from_micros(2),
+        publisher_timestamp_us: TimestampUs::from_micros(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())),
@@ -123,8 +124,8 @@ fn price_feed_data_v1_serde() {
     ];
     let expected2 = PriceFeedDataV1 {
         price_feed_id: PriceFeedId(1),
-        source_timestamp_us: TimestampUs(2),
-        publisher_timestamp_us: TimestampUs(3),
+        source_timestamp_us: TimestampUs::from_micros(2),
+        publisher_timestamp_us: TimestampUs::from_micros(3),
         price: Some(Price(4.try_into().unwrap())),
         best_bid_price: None,
         best_ask_price: None,
@@ -150,8 +151,8 @@ fn price_feed_data_v2_serde() {
 
     let expected = PriceFeedDataV2 {
         price_feed_id: PriceFeedId(1),
-        source_timestamp_us: TimestampUs(2),
-        publisher_timestamp_us: TimestampUs(3),
+        source_timestamp_us: TimestampUs::from_micros(2),
+        publisher_timestamp_us: TimestampUs::from_micros(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())),
@@ -174,8 +175,8 @@ fn price_feed_data_v2_serde() {
     ];
     let expected2 = PriceFeedDataV2 {
         price_feed_id: PriceFeedId(1),
-        source_timestamp_us: TimestampUs(2),
-        publisher_timestamp_us: TimestampUs(3),
+        source_timestamp_us: TimestampUs::from_micros(2),
+        publisher_timestamp_us: TimestampUs::from_micros(3),
         price: Some(Price(4.try_into().unwrap())),
         best_bid_price: None,
         best_ask_price: None,