feat(pyth-lazer) Add funding_rate_interval to feed properties (#2923)

Author: bplatak

Cargo.lock

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-protocol"
-version = "0.10.1"
+version = "0.10.2"
 edition = "2021"
 description = "Pyth Lazer SDK - protocol types."
 license = "Apache-2.0"

lazer/sdk/rust/protocol/Cargo.toml

@@ -42,6 +42,7 @@ pub enum PayloadPropertyValue {
     Confidence(Option<Price>),
     FundingRate(Option<Rate>),
     FundingTimestamp(Option<TimestampUs>),
+    FundingRateInterval(Option<DurationUs>),
 }
 
 #[derive(Debug, Clone, Default, PartialEq, Eq, Hash, Serialize, Deserialize)]
@@ -99,6 +100,11 @@ impl PayloadData {
                             PriceFeedProperty::FundingTimestamp => {
                                 PayloadPropertyValue::FundingTimestamp(feed.funding_timestamp)
                             }
+                            PriceFeedProperty::FundingRateInterval => {
+                                PayloadPropertyValue::FundingRateInterval(
+                                    feed.funding_rate_interval,
+                                )
+                            }
                         })
                         .collect(),
                 })
@@ -148,6 +154,10 @@ impl PayloadData {
                         writer.write_u8(PriceFeedProperty::FundingTimestamp as u8)?;
                         write_option_timestamp::<BO>(&mut writer, *timestamp)?;
                     }
+                    &PayloadPropertyValue::FundingRateInterval(interval) => {
+                        writer.write_u8(PriceFeedProperty::FundingRateInterval as u8)?;
+                        write_option_duration::<BO>(&mut writer, interval)?;
+                    }
                 }
             }
         }
@@ -198,6 +208,10 @@ impl PayloadData {
                     PayloadPropertyValue::FundingTimestamp(read_option_timestamp::<BO>(
                         &mut reader,
                     )?)
+                } else if property == PriceFeedProperty::FundingRateInterval as u8 {
+                    PayloadPropertyValue::FundingRateInterval(read_option_interval::<BO>(
+                        &mut reader,
+                    )?)
                 } else {
                     bail!("unknown property");
                 };
@@ -276,3 +290,30 @@ fn read_option_timestamp<BO: ByteOrder>(
         Ok(None)
     }
 }
+
+fn write_option_duration<BO: ByteOrder>(
+    mut writer: impl Write,
+    value: Option<DurationUs>,
+) -> std::io::Result<()> {
+    match value {
+        Some(value) => {
+            writer.write_u8(1)?;
+            writer.write_u64::<BO>(value.as_micros())
+        }
+        None => {
+            writer.write_u8(0)?;
+            Ok(())
+        }
+    }
+}
+
+fn read_option_interval<BO: ByteOrder>(
+    mut reader: impl Read,
+) -> std::io::Result<Option<DurationUs>> {
+    let present = reader.read_u8()? != 0;
+    if present {
+        Ok(Some(DurationUs::from_micros(reader.read_u64::<BO>()?)))
+    } else {
+        Ok(None)
+    }
+}

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

@@ -175,6 +175,7 @@ pub enum PriceFeedProperty {
     Confidence,
     FundingRate,
     FundingTimestamp,
+    FundingRateInterval,
     // More fields may be added later.
 }
 
@@ -525,6 +526,9 @@ pub struct ParsedFeedPayload {
     #[serde(default)]
     pub funding_timestamp: Option<TimestampUs>,
     // More fields may be added later.
+    #[serde(skip_serializing_if = "Option::is_none")]
+    #[serde(default)]
+    pub funding_rate_interval: Option<DurationUs>,
 }
 
 impl ParsedFeedPayload {
@@ -544,6 +548,7 @@ impl ParsedFeedPayload {
             confidence: None,
             funding_rate: None,
             funding_timestamp: None,
+            funding_rate_interval: None,
         };
         for &property in properties {
             match property {
@@ -571,6 +576,9 @@ impl ParsedFeedPayload {
                 PriceFeedProperty::FundingTimestamp => {
                     output.funding_timestamp = data.funding_timestamp;
                 }
+                PriceFeedProperty::FundingRateInterval => {
+                    output.funding_rate_interval = data.funding_rate_interval;
+                }
             }
         }
         output
@@ -591,6 +599,7 @@ impl ParsedFeedPayload {
             confidence: data.confidence,
             funding_rate: data.funding_rate,
             funding_timestamp: data.funding_timestamp,
+            funding_rate_interval: data.funding_rate_interval,
         }
     }
 }