lighter-sdk 0.1.1

Rust SDK for interacting with the Lighter exchange over REST, WebSocket, and signer-backed transaction flows.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137

use serde::{Deserialize, Serialize};

use super::de::{opt_f64_from_string_or_number, opt_i64_from_string_or_number};

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct MarketConfig {
    pub code: i64,
    #[serde(default)]
    pub message: Option<String>,
    #[serde(flatten)]
    pub extra: serde_json::Map<String, serde_json::Value>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct PerpsMarketStats {
    #[serde(default, deserialize_with = "opt_i64_from_string_or_number")]
    pub market_id: Option<i64>,
    #[serde(default)]
    pub symbol: Option<String>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub last_trade_price: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub mark_price: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub index_price: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub open_interest: Option<f64>,
    #[serde(
        default,
        alias = "funding_timestamp",
        deserialize_with = "opt_i64_from_string_or_number"
    )]
    pub next_funding_time: Option<i64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub current_funding_rate: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub funding_rate: Option<f64>,
    #[serde(default, deserialize_with = "opt_i64_from_string_or_number")]
    pub funding_countdown: Option<i64>,
    #[serde(
        default,
        alias = "daily_quote_token_volume",
        deserialize_with = "opt_f64_from_string_or_number"
    )]
    pub volume_24h: Option<f64>,
    #[serde(
        default,
        alias = "daily_price_high",
        deserialize_with = "opt_f64_from_string_or_number"
    )]
    pub high_24h: Option<f64>,
    #[serde(
        default,
        alias = "daily_price_low",
        deserialize_with = "opt_f64_from_string_or_number"
    )]
    pub low_24h: Option<f64>,
    #[serde(
        default,
        alias = "daily_price_change",
        deserialize_with = "opt_f64_from_string_or_number"
    )]
    pub change_24h: Option<f64>,
}

impl PerpsMarketStats {
    pub fn effective_funding_rate(&self) -> Option<f64> {
        self.current_funding_rate.or(self.funding_rate)
    }
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct SpotMarketStats {
    #[serde(default, deserialize_with = "opt_i64_from_string_or_number")]
    pub market_id: Option<i64>,
    #[serde(default)]
    pub symbol: Option<String>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub last_price: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub volume_24h: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub high_24h: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub low_24h: Option<f64>,
    #[serde(default, deserialize_with = "opt_f64_from_string_or_number")]
    pub change_24h: Option<f64>,
}

#[cfg(test)]
mod tests {
    use super::PerpsMarketStats;

    #[test]
    fn effective_funding_rate_prefers_current_rate() {
        let stats = PerpsMarketStats {
            current_funding_rate: Some(0.0004),
            funding_rate: Some(0.0003),
            market_id: None,
            symbol: None,
            last_trade_price: None,
            mark_price: None,
            index_price: None,
            open_interest: None,
            next_funding_time: None,
            funding_countdown: None,
            volume_24h: None,
            high_24h: None,
            low_24h: None,
            change_24h: None,
        };

        assert_eq!(stats.effective_funding_rate(), Some(0.0004));
    }

    #[test]
    fn effective_funding_rate_falls_back_to_legacy_field() {
        let stats = PerpsMarketStats {
            current_funding_rate: None,
            funding_rate: Some(-0.0007),
            market_id: None,
            symbol: None,
            last_trade_price: None,
            mark_price: None,
            index_price: None,
            open_interest: None,
            next_funding_time: None,
            funding_countdown: None,
            volume_24h: None,
            high_24h: None,
            low_24h: None,
            change_24h: None,
        };

        assert_eq!(stats.effective_funding_rate(), Some(-0.0007));
    }
}