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feat(lazer-protocol): add Metadata V3 response types #3111
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//! Types describing Lazer's metadata APIs. | ||
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use crate::FeedKind; | ||
use crate::{symbol_state::SymbolState, PriceFeedId}; | ||
use serde::{Deserialize, Serialize}; | ||
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/// The pricing context or type of instrument for a feed. | ||
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)] | ||
#[serde(rename_all = "lowercase")] | ||
pub enum InstrumentType { | ||
/// Spot price | ||
Spot, | ||
/// Redemption rate | ||
#[serde(rename = "redemptionrate")] | ||
RedemptionRate, | ||
/// Funding rate | ||
#[serde(rename = "fundingrate")] | ||
FundingRate, | ||
/// Future price | ||
Future, | ||
/// Net Asset Value | ||
Nav, | ||
/// Time-weighted average price | ||
Twap, | ||
} | ||
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/// High-level asset class. | ||
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)] | ||
#[serde(rename_all = "kebab-case")] | ||
pub enum AssetClass { | ||
/// Cryptocurrency | ||
Crypto, | ||
/// Foreign exchange | ||
Fx, | ||
/// Equity | ||
Equity, | ||
/// Metal | ||
Metal, | ||
/// Rates | ||
Rates, | ||
/// Net Asset Value | ||
Nav, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. This also doesn't seem to be an asset class, it's a feed/instrument type. |
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/// Commodity | ||
Commodity, | ||
/// Funding rate | ||
FundingRate, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. is this really an asset class? |
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} | ||
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/// Feed metadata as returned by the v3 metadata API. | ||
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)] | ||
pub struct FeedResponseV3 { | ||
/// Unique integer identifier for a feed. Known as `pyth_lazer_id` in V1 API. | ||
/// Example: `1` | ||
pub id: PriceFeedId, | ||
/// Short feed name. | ||
/// Example: `"Bitcoin / US Dollar"` | ||
pub name: String, | ||
/// Unique human-readable identifier for a feed. | ||
/// Format: `source.instrument_type.base/quote` | ||
/// Examples: `"pyth.spot.btc/usd"`, `"pyth.redemptionrate.alp/usd"`, `"binance.fundingrate.btc/usdt"`, `"pyth.future.emz5/usd"` | ||
pub symbol: String, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. i recommend opting for a specific type with validation here to ensure it's correct. q: what if the asset has no quote asset? (such as rates) |
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/// Description of the feed pair. | ||
/// Example: `"Pyth Network Aggregate Price for spot BTC/USD"` | ||
pub description: String, | ||
/// The Asset ID of the base asset. | ||
/// Example: `"BTC"` | ||
pub base_asset_id: String, | ||
/// The Asset ID of the quote asset. | ||
/// Example: `"USD"` | ||
pub quote_asset_id: String, | ||
/// The pricing context. | ||
/// Example: `"spot"` | ||
pub instrument_type: InstrumentType, | ||
/// Aggregator or producer of the prices. | ||
/// Examples: `"pyth"`, `"binance"` | ||
pub source: String, | ||
/// The trading schedule of the feed's market, in Pythnet format. | ||
/// Example: `"America/New_York;O,O,O,O,O,O,O;"` | ||
pub schedule: String, | ||
/// Power-of-ten exponent. Scale the `price` mantissa value by `10^exponent` to get the decimal representation. | ||
/// Example: `-8` | ||
pub exponent: i32, | ||
/// Funding rate interval. Only applies to feeds with instrument type `funding_rate`. | ||
/// Example: `10` | ||
pub update_interval_seconds: i32, | ||
/// The minimum number of publishers contributing component prices to the aggregate price. | ||
/// Example: `3` | ||
pub min_publishers: i32, | ||
/// Status of the feed. | ||
/// Example: `"active"` | ||
pub state: SymbolState, | ||
/// High-level asset class. One of crypto, fx, equity, metal, rates, nav, commodity, funding-rate. | ||
/// Example: `"crypto"` | ||
pub asset_type: AssetClass, | ||
/// CoinMarketCap asset identifier. | ||
/// Example: `"123"` | ||
#[serde(skip_serializing_if = "Option::is_none")] | ||
pub cmc_id: Option<String>, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. i wonder whether you considered @jayantk suggestion on having a nested struct as "external mappings". It's probably more difficult on the DB layer. |
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/// Pythnet feed identifier. 32 bytes, represented in hex. | ||
/// Example: `"e62df6c8b4a85fe1a67db44dc12de5db330f7ac66b72dc658afedf0f4a415b43"` | ||
pub pythnet_id: String, | ||
/// Nasdaq symbol identifier. | ||
/// Example: `"ADSK"` | ||
#[serde(skip_serializing_if = "Option::is_none")] | ||
pub nasdaq_symbol: Option<String>, | ||
/// ISO datetime after which the feed will no longer produce prices because the underlying market has expired. | ||
/// Example: `"2025-10-03T11:08:10.089998603Z"` | ||
#[serde(skip_serializing_if = "Option::is_none")] | ||
pub feed_expiry: Option<String>, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Use a datetime type or an integer based timestamp (i bet we should have something similar in our code) |
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/// The nature of the data produced by the feed. | ||
/// Examples: `"price"`, `"fundingRate"` | ||
pub feed_kind: FeedKind, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Hmmm so we do have a feedkind and an instrument type. I wonder whether we can merge them. |
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} | ||
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/// Asset metadata as returned by the v3 metadata API. | ||
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)] | ||
pub struct AssetResponseV3 { | ||
/// Unique identifier for an asset. | ||
/// Example: `"BTC"` | ||
pub id: String, | ||
/// A short, human-readable code that identifies an asset. Not guaranteed to be unique. | ||
/// Example: `"BTC"` | ||
pub ticker: String, | ||
/// Full human-readable name of the asset. | ||
/// Example: `"Bitcoin"` | ||
pub full_name: String, | ||
/// High-level asset class. | ||
/// Example: `"crypto"` | ||
pub class: AssetClass, | ||
/// More granular categorization within class. | ||
/// Example: `"stablecoin"` | ||
#[serde(skip_serializing_if = "Option::is_none")] | ||
pub subclass: Option<String>, | ||
/// Primary or canonical listing exchange, when applicable. | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Hmmm, what if there are multiple? |
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/// Example: `"NASDAQ"` | ||
#[serde(skip_serializing_if = "Option::is_none")] | ||
pub listing_exchange: Option<String>, | ||
} |
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One of the reasons for opting in a dynamic metadata was to not go through a code change when new asset classes are added to the system. I know that users (on both sides) rely on these, and that's probably why you opted for explicit definition here. But if that's the case, you might actually remove any dynamic field and make everything very explicit. Being in the middle (some explicit metadata, some implicit dynamic) is probably worse.
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I think we should stick with our decision and use fully dynamic metadata in the protocols. In Rust that would be
BTreeMap<String, serde_value::Value>
. We can revisit it later if we feel like the metadata structure is very stable and future-proof, but I doubt that it will happen soon.