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

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Merged
merged 3 commits into from
Aug 4, 2025
Merged

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

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38c1df0
feat(pyth-lazer) Add funding_rate_interval to feed properties
bplatak Aug 4, 2025
55e7b70
fmt fix
bplatak Aug 4, 2025
6ae8965
update comment
bplatak Aug 4, 2025
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26 changes: 13 additions & 13 deletions Cargo.lock
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2 changes: 1 addition & 1 deletion lazer/sdk/rust/protocol/Cargo.toml
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Original file line number Diff line number Diff line change
@@ -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"
Expand Down
41 changes: 41 additions & 0 deletions lazer/sdk/rust/protocol/src/payload.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -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)]
Expand Down Expand Up @@ -99,6 +100,11 @@ impl PayloadData {
PriceFeedProperty::FundingTimestamp => {
PayloadPropertyValue::FundingTimestamp(feed.funding_timestamp)
}
PriceFeedProperty::FundingRateInterval => {
PayloadPropertyValue::FundingRateInterval(
feed.funding_rate_interval,
)
}
})
.collect(),
})
Expand Down Expand Up @@ -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)?;
}
}
}
}
Expand Down Expand Up @@ -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");
};
Expand Down Expand Up @@ -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)?;
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What's the purpose of this 1?

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The write protocol for options uses the first byte to indicate presence of the field.

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)
}
}
9 changes: 9 additions & 0 deletions lazer/sdk/rust/protocol/src/router.rs
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Expand Up @@ -175,6 +175,7 @@ pub enum PriceFeedProperty {
Confidence,
FundingRate,
FundingTimestamp,
FundingRateInterval,
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Put the comment under this?

// More fields may be added later.
}

Expand Down Expand Up @@ -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 {
Expand All @@ -544,6 +548,7 @@ impl ParsedFeedPayload {
confidence: None,
funding_rate: None,
funding_timestamp: None,
funding_rate_interval: None,
};
for &property in properties {
match property {
Expand Down Expand Up @@ -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
Expand All @@ -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,
}
}
}