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feat: refactor pyth lazer protocol #2945

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6 changes: 3 additions & 3 deletions Cargo.lock

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5 changes: 3 additions & 2 deletions lazer/contracts/solana/Cargo.lock

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Original file line number Diff line number Diff line change
Expand Up @@ -19,7 +19,7 @@ no-log-ix-name = []
idl-build = ["anchor-lang/idl-build"]

[dependencies]
pyth-lazer-protocol = { path = "../../../../sdk/rust/protocol", version = "0.11.0" }
pyth-lazer-protocol = { path = "../../../../sdk/rust/protocol", version = "0.12.0" }

anchor-lang = "0.31.1"
bytemuck = { version = "1.20.0", features = ["derive"] }
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2 changes: 1 addition & 1 deletion lazer/publisher_sdk/rust/Cargo.toml
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ license = "Apache-2.0"
repository = "https://github.com/pyth-network/pyth-crosschain"

[dependencies]
pyth-lazer-protocol = { version = "0.11.0", path = "../../sdk/rust/protocol" }
pyth-lazer-protocol = { version = "0.12.0", path = "../../sdk/rust/protocol" }
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NIT: 0.11.1?

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There is function name change.

anyhow = "1.0.98"
protobuf = "3.7.2"
serde_json = "1.0.140"
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2 changes: 1 addition & 1 deletion lazer/sdk/rust/client/Cargo.toml
Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,7 @@ description = "A Rust client for Pyth Lazer"
license = "Apache-2.0"

[dependencies]
pyth-lazer-protocol = { path = "../protocol", version = "0.11.0" }
pyth-lazer-protocol = { path = "../protocol", version = "0.12.0" }
tokio = { version = "1", features = ["full"] }
tokio-tungstenite = { version = "0.20", features = ["native-tls"] }
futures-util = "0.3"
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2 changes: 1 addition & 1 deletion lazer/sdk/rust/protocol/Cargo.toml
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
[package]
name = "pyth-lazer-protocol"
version = "0.11.0"
version = "0.12.0"
edition = "2021"
description = "Pyth Lazer SDK - protocol types."
license = "Apache-2.0"
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81 changes: 43 additions & 38 deletions lazer/sdk/rust/protocol/src/price.rs
Original file line number Diff line number Diff line change
Expand Up @@ -27,39 +27,39 @@ pub struct Price(NonZeroI64);

impl Price {
pub fn from_integer(value: i64, exponent: i16) -> Result<Price, PriceError> {
let value = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
ExponentFactor::Mul(coef) => value.checked_mul(coef).ok_or(PriceError::Overflow)?,
ExponentFactor::Div(coef) => value.checked_div(coef).ok_or(PriceError::Overflow)?,
};
let value = NonZeroI64::new(value).ok_or(PriceError::ZeroPriceUnsupported)?;
Ok(Self(value))
let mantissa = NonZeroI64::new(mantissa).ok_or(PriceError::ZeroPriceUnsupported)?;
Ok(Self(mantissa))
}

pub fn parse_str(value: &str, exponent: i16) -> Result<Price, PriceError> {
let value: Decimal = value.parse()?;
let value = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
ExponentFactor::Mul(coef) => value
.checked_mul(Decimal::from_i64(coef).ok_or(PriceError::Overflow)?)
.ok_or(PriceError::Overflow)?,
ExponentFactor::Div(coef) => value
.checked_div(Decimal::from_i64(coef).ok_or(PriceError::Overflow)?)
.ok_or(PriceError::Overflow)?,
};
if !value.is_integer() {
if !mantissa.is_integer() {
return Err(PriceError::TooPrecise);
}
let value: i64 = value.try_into().map_err(|_| PriceError::Overflow)?;
let value = NonZeroI64::new(value).ok_or(PriceError::Overflow)?;
Ok(Self(value))
let mantissa: i64 = mantissa.try_into().map_err(|_| PriceError::Overflow)?;
let mantissa = NonZeroI64::new(mantissa).ok_or(PriceError::Overflow)?;
Ok(Self(mantissa))
}

pub const fn from_nonzero_mantissa(mantissa: NonZeroI64) -> Self {
Self(mantissa)
}

pub const fn from_mantissa(mantissa: i64) -> Result<Self, PriceError> {
if let Some(value) = NonZeroI64::new(mantissa) {
Ok(Self(value))
if let Some(mantissa) = NonZeroI64::new(mantissa) {
Ok(Self(mantissa))
} else {
Err(PriceError::ZeroPriceUnsupported)
}
Expand All @@ -75,81 +75,86 @@ impl Price {

pub fn to_f64(self, exponent: i16) -> Result<f64, PriceError> {
match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
// Mul/div is reversed for this conversion
// Mul/div is reversed for converting mantissa to value
ExponentFactor::Mul(coef) => Ok(self.0.get() as f64 / coef as f64),
ExponentFactor::Div(coef) => Ok(self.0.get() as f64 * coef as f64),
}
}

pub fn from_f64(value: f64, exponent: i16) -> Result<Self, PriceError> {
let value = Decimal::from_f64(value).ok_or(PriceError::Overflow)?;
let value = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
ExponentFactor::Mul(coef) => value
.checked_mul(Decimal::from_i64(coef).ok_or(PriceError::Overflow)?)
.ok_or(PriceError::Overflow)?,
ExponentFactor::Div(coef) => value
.checked_div(Decimal::from_i64(coef).ok_or(PriceError::Overflow)?)
.ok_or(PriceError::Overflow)?,
};
let value: i64 = value.try_into().map_err(|_| PriceError::Overflow)?;
let mantissa: i64 = mantissa.try_into().map_err(|_| PriceError::Overflow)?;
Ok(Self(
NonZeroI64::new(value).ok_or(PriceError::ZeroPriceUnsupported)?,
NonZeroI64::new(mantissa).ok_or(PriceError::ZeroPriceUnsupported)?,
))
}

pub fn add_with_same_mantissa(self, other: Price) -> Result<Self, PriceError> {
let value = self
pub fn add_with_same_exponent(self, other: Price) -> Result<Self, PriceError> {
let mantissa = self
.0
.get()
.checked_add(other.0.get())
.ok_or(PriceError::Overflow)?;
Self::from_mantissa(value).map_err(|_| PriceError::ZeroPriceUnsupported)
Self::from_mantissa(mantissa).map_err(|_| PriceError::ZeroPriceUnsupported)
}

pub fn sub_with_same_mantissa(self, other: Price) -> Result<Self, PriceError> {
let value = self
pub fn sub_with_same_exponent(self, other: Price) -> Result<Self, PriceError> {
let mantissa = self
.0
.get()
.checked_sub(other.0.get())
.ok_or(PriceError::Overflow)?;
Self::from_mantissa(value).map_err(|_| PriceError::ZeroPriceUnsupported)
Self::from_mantissa(mantissa).map_err(|_| PriceError::ZeroPriceUnsupported)
}

pub fn mul_integer(self, factor: i64) -> Result<Self, PriceError> {
let value = self
let mantissa = self
.0
.get()
.checked_mul(factor)
.ok_or(PriceError::Overflow)?;
Self::from_mantissa(value).map_err(|_| PriceError::ZeroPriceUnsupported)
Self::from_mantissa(mantissa).map_err(|_| PriceError::ZeroPriceUnsupported)
}

pub fn div_integer(self, factor: i64) -> Result<Self, PriceError> {
let value = self
let mantissa = self
.0
.get()
.checked_div(factor)
.ok_or(PriceError::Overflow)?;
Self::from_mantissa(value).map_err(|_| PriceError::ZeroPriceUnsupported)
Self::from_mantissa(mantissa).map_err(|_| PriceError::ZeroPriceUnsupported)
}

pub fn mul_decimal(self, mantissa: i64, rhs_exponent: i16) -> Result<Self, PriceError> {
let left_value = i128::from(self.0.get());
let right_value = i128::from(mantissa);
pub fn mul_decimal(self, mantissa: i64, exponent: i16) -> Result<Self, PriceError> {
let left_mantissa = i128::from(self.0.get());
let right_mantissa = i128::from(mantissa);

let value = left_value
.checked_mul(right_value)
// multiplied_mantissas = left_mantissa * right_mantissa
let multiplied_mantissas = left_mantissa
.checked_mul(right_mantissa)
.ok_or(PriceError::Overflow)?;

let value = match ExponentFactor::get(rhs_exponent).ok_or(PriceError::Overflow)? {
ExponentFactor::Mul(coef) => {
value.checked_div(coef.into()).ok_or(PriceError::Overflow)?
}
ExponentFactor::Div(coef) => {
value.checked_mul(coef.into()).ok_or(PriceError::Overflow)?
}
// result_mantissa = left_mantissa * right_mantissa * 10^exponent
// Mul/div is reversed for multiplying 10^exponent
let result_mantissa = match ExponentFactor::get(exponent).ok_or(PriceError::Overflow)? {
ExponentFactor::Mul(coef) => multiplied_mantissas
.checked_div(coef.into())
.ok_or(PriceError::Overflow)?,
ExponentFactor::Div(coef) => multiplied_mantissas
.checked_mul(coef.into())
.ok_or(PriceError::Overflow)?,
};
let value: i64 = value.try_into().map_err(|_| PriceError::Overflow)?;
Self::from_mantissa(value).map_err(|_| PriceError::ZeroPriceUnsupported)
let result_mantissa: i64 = result_mantissa
.try_into()
.map_err(|_| PriceError::Overflow)?;
Self::from_mantissa(result_mantissa).map_err(|_| PriceError::ZeroPriceUnsupported)
}
}
9 changes: 7 additions & 2 deletions lazer/sdk/rust/protocol/src/price/tests.rs
Original file line number Diff line number Diff line change
Expand Up @@ -105,15 +105,15 @@ fn price_ops() {
let price2 = Price::parse_str("23.45", -8).unwrap();
assert_float_absolute_eq!(
price1
.add_with_same_mantissa(price2)
.add_with_same_exponent(price2)
.unwrap()
.to_f64(-8)
.unwrap(),
12.34 + 23.45
);
assert_float_absolute_eq!(
price1
.sub_with_same_mantissa(price2)
.sub_with_same_exponent(price2)
.unwrap()
.to_f64(-8)
.unwrap(),
Expand All @@ -138,6 +138,11 @@ fn price_ops() {
12.34 * 3400.0
);

assert_eq!(
price1.mul_decimal(34, 2).unwrap().mantissa_i64(),
1234000000 * 3400
);

assert_float_absolute_eq!(
price1.mul_decimal(34, 0).unwrap().to_f64(-8).unwrap(),
12.34 * 34.0
Expand Down
20 changes: 10 additions & 10 deletions lazer/sdk/rust/protocol/src/rate.rs
Original file line number Diff line number Diff line change
Expand Up @@ -24,28 +24,28 @@ pub struct Rate(i64);

impl Rate {
pub fn from_integer(value: i64, exponent: i16) -> Result<Self, RateError> {
let value = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
ExponentFactor::Mul(coef) => value.checked_mul(coef).ok_or(RateError::Overflow)?,
ExponentFactor::Div(coef) => value.checked_div(coef).ok_or(RateError::Overflow)?,
};
Ok(Self(value))
Ok(Self(mantissa))
}

pub fn parse_str(value: &str, exponent: i16) -> Result<Self, RateError> {
let value: Decimal = value.parse()?;
let value = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
ExponentFactor::Mul(coef) => value
.checked_mul(Decimal::from_i64(coef).ok_or(RateError::Overflow)?)
.ok_or(RateError::Overflow)?,
ExponentFactor::Div(coef) => value
.checked_div(Decimal::from_i64(coef).ok_or(RateError::Overflow)?)
.ok_or(RateError::Overflow)?,
};
if !value.is_integer() {
if !mantissa.is_integer() {
return Err(RateError::TooPrecise);
}
let value: i64 = value.try_into().map_err(|_| RateError::Overflow)?;
Ok(Self(value))
let mantissa: i64 = mantissa.try_into().map_err(|_| RateError::Overflow)?;
Ok(Self(mantissa))
}

pub const fn from_mantissa(mantissa: i64) -> Self {
Expand All @@ -54,16 +54,16 @@ impl Rate {

pub fn from_f64(value: f64, exponent: i16) -> Result<Self, RateError> {
let value = Decimal::from_f64(value).ok_or(RateError::Overflow)?;
let value = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
let mantissa = match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
ExponentFactor::Mul(coef) => value
.checked_mul(Decimal::from_i64(coef).ok_or(RateError::Overflow)?)
.ok_or(RateError::Overflow)?,
ExponentFactor::Div(coef) => value
.checked_div(Decimal::from_i64(coef).ok_or(RateError::Overflow)?)
.ok_or(RateError::Overflow)?,
};
let value: i64 = value.try_into().map_err(|_| RateError::Overflow)?;
Ok(Self(value))
let mantissa: i64 = mantissa.try_into().map_err(|_| RateError::Overflow)?;
Ok(Self(mantissa))
}

pub fn mantissa(self) -> i64 {
Expand All @@ -72,7 +72,7 @@ impl Rate {

pub fn to_f64(self, exponent: i16) -> Result<f64, RateError> {
match ExponentFactor::get(exponent).ok_or(RateError::Overflow)? {
// Mul/div is reversed for this conversion
// Mul/div is reversed for converting mantissa to value
ExponentFactor::Mul(coef) => Ok(self.0 as f64 / coef as f64),
ExponentFactor::Div(coef) => Ok(self.0 as f64 * coef as f64),
}
Expand Down
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