feat(lazer-protocol): Add exponent to payload (#2235)

Author: darunrs

lazer/Cargo.lock

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-protocol"
-version = "0.2.5"
+version = "0.2.6"
 edition = "2021"
 description = "Pyth Lazer SDK - protocol types."
 license = "Apache-2.0"

lazer/sdk/rust/protocol/Cargo.toml

@@ -34,5 +34,6 @@ pub struct ReducePriceResponse {
 #[serde(rename_all = "camelCase")]
 pub struct LatestPrice {
     pub id: PriceFeedId,
+    pub exponent: i16,
     pub prices: AggregatedPriceFeedData,
 }

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

@@ -34,6 +34,7 @@ pub enum PayloadPropertyValue {
     BestBidPrice(Option<Price>),
     BestAskPrice(Option<Price>),
     PublisherCount(Option<u16>),
+    Exponent(i16),
 }
 
 #[derive(Debug, Clone, Default, Serialize, Deserialize)]
@@ -50,15 +51,15 @@ impl PayloadData {
     pub fn new(
         timestamp_us: TimestampUs,
         channel_id: ChannelId,
-        feeds: &[(PriceFeedId, AggregatedPriceFeedData)],
+        feeds: &[(PriceFeedId, i16, AggregatedPriceFeedData)],
         requested_properties: &[PriceFeedProperty],
     ) -> Self {
         Self {
             timestamp_us,
             channel_id,
             feeds: feeds
                 .iter()
-                .map(|(feed_id, feed)| PayloadFeedData {
+                .map(|(feed_id, exponent, feed)| PayloadFeedData {
                     feed_id: *feed_id,
                     properties: requested_properties
                         .iter()
@@ -73,6 +74,9 @@ impl PayloadData {
                             PriceFeedProperty::PublisherCount => {
                                 PayloadPropertyValue::PublisherCount(feed.publisher_count)
                             }
+                            PriceFeedProperty::Exponent => {
+                                PayloadPropertyValue::Exponent(*exponent)
+                            }
                         })
                         .collect(),
                 })
@@ -106,6 +110,10 @@ impl PayloadData {
                         writer.write_u8(PriceFeedProperty::PublisherCount as u8)?;
                         write_option_u16::<BO>(&mut writer, *count)?;
                     }
+                    PayloadPropertyValue::Exponent(exponent) => {
+                        writer.write_u8(PriceFeedProperty::Exponent as u8)?;
+                        writer.write_i16::<BO>(*exponent)?;
+                    }
                 }
             }
         }
@@ -146,6 +154,8 @@ impl PayloadData {
                     PayloadPropertyValue::BestAskPrice(read_option_price::<BO>(&mut reader)?)
                 } else if property == PriceFeedProperty::PublisherCount as u8 {
                     PayloadPropertyValue::PublisherCount(read_option_u16::<BO>(&mut reader)?)
+                } else if property == PriceFeedProperty::Exponent as u8 {
+                    PayloadPropertyValue::Exponent(reader.read_i16::<BO>()?)
                 } else {
                     bail!("unknown property");
                 };

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

@@ -132,6 +132,7 @@ pub enum PriceFeedProperty {
     BestBidPrice,
     BestAskPrice,
     PublisherCount,
+    Exponent,
     // More fields may be added later.
 }
 
@@ -396,12 +397,16 @@ pub struct ParsedFeedPayload {
     #[serde(skip_serializing_if = "Option::is_none")]
     #[serde(default)]
     pub publisher_count: Option<u16>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    #[serde(default)]
+    pub exponent: Option<i16>,
     // More fields may be added later.
 }
 
 impl ParsedFeedPayload {
     pub fn new(
         price_feed_id: PriceFeedId,
+        exponent: Option<i16>,
         data: &AggregatedPriceFeedData,
         properties: &[PriceFeedProperty],
     ) -> Self {
@@ -411,6 +416,7 @@ impl ParsedFeedPayload {
             best_bid_price: None,
             best_ask_price: None,
             publisher_count: None,
+            exponent: None,
         };
         for &property in properties {
             match property {
@@ -426,18 +432,26 @@ impl ParsedFeedPayload {
                 PriceFeedProperty::PublisherCount => {
                     output.publisher_count = data.publisher_count;
                 }
+                PriceFeedProperty::Exponent => {
+                    output.exponent = exponent;
+                }
             }
         }
         output
     }
 
-    pub fn new_full(price_feed_id: PriceFeedId, data: &AggregatedPriceFeedData) -> Self {
+    pub fn new_full(
+        price_feed_id: PriceFeedId,
+        exponent: Option<i16>,
+        data: &AggregatedPriceFeedData,
+    ) -> Self {
         Self {
             price_feed_id,
             price: data.price,
             best_bid_price: data.best_bid_price,
             best_ask_price: data.best_ask_price,
             publisher_count: data.publisher_count,
+            exponent,
         }
     }
 }