pyth_lazer_protocol/
router.rs

1//! WebSocket JSON protocol types for the API the router provides to consumers and publishers.
2
3use {
4    crate::{
5        payload::AggregatedPriceFeedData,
6        time::{DurationUs, TimestampUs},
7    },
8    anyhow::{bail, Context},
9    derive_more::derive::{From, Into},
10    itertools::Itertools,
11    protobuf::well_known_types::duration::Duration as ProtobufDuration,
12    rust_decimal::{prelude::FromPrimitive, Decimal},
13    serde::{de::Error, Deserialize, Serialize},
14    std::{
15        fmt::Display,
16        num::NonZeroI64,
17        ops::{Add, Deref, DerefMut, Div, Sub},
18    },
19};
20
21#[derive(
22    Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize, From, Into,
23)]
24pub struct PublisherId(pub u16);
25
26#[derive(
27    Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize, From, Into,
28)]
29pub struct PriceFeedId(pub u32);
30
31#[derive(
32    Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize, From, Into,
33)]
34pub struct ChannelId(pub u8);
35
36#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
37#[repr(transparent)]
38pub struct Rate(pub i64);
39
40impl Rate {
41    pub fn parse_str(value: &str, exponent: u32) -> anyhow::Result<Self> {
42        let value: Decimal = value.parse()?;
43        let coef = 10i64.checked_pow(exponent).context("overflow")?;
44        let coef = Decimal::from_i64(coef).context("overflow")?;
45        let value = value.checked_mul(coef).context("overflow")?;
46        if !value.is_integer() {
47            bail!("price value is more precise than available exponent");
48        }
49        let value: i64 = value.try_into().context("overflow")?;
50        Ok(Self(value))
51    }
52
53    pub fn from_f64(value: f64, exponent: u32) -> anyhow::Result<Self> {
54        let value = Decimal::from_f64(value).context("overflow")?;
55        let coef = 10i64.checked_pow(exponent).context("overflow")?;
56        let coef = Decimal::from_i64(coef).context("overflow")?;
57        let value = value.checked_mul(coef).context("overflow")?;
58        let value: i64 = value.try_into().context("overflow")?;
59        Ok(Self(value))
60    }
61
62    pub fn from_integer(value: i64, exponent: u32) -> anyhow::Result<Self> {
63        let coef = 10i64.checked_pow(exponent).context("overflow")?;
64        let value = value.checked_mul(coef).context("overflow")?;
65        Ok(Self(value))
66    }
67}
68
69#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize)]
70#[repr(transparent)]
71pub struct Price(pub NonZeroI64);
72
73impl Price {
74    pub fn from_integer(value: i64, exponent: u32) -> anyhow::Result<Price> {
75        let coef = 10i64.checked_pow(exponent).context("overflow")?;
76        let value = value.checked_mul(coef).context("overflow")?;
77        let value = NonZeroI64::new(value).context("zero price is unsupported")?;
78        Ok(Self(value))
79    }
80
81    pub fn parse_str(value: &str, exponent: u32) -> anyhow::Result<Price> {
82        let value: Decimal = value.parse()?;
83        let coef = 10i64.checked_pow(exponent).context("overflow")?;
84        let coef = Decimal::from_i64(coef).context("overflow")?;
85        let value = value.checked_mul(coef).context("overflow")?;
86        if !value.is_integer() {
87            bail!("price value is more precise than available exponent");
88        }
89        let value: i64 = value.try_into().context("overflow")?;
90        let value = NonZeroI64::new(value).context("zero price is unsupported")?;
91        Ok(Self(value))
92    }
93
94    pub fn new(value: i64) -> anyhow::Result<Self> {
95        let value = NonZeroI64::new(value).context("zero price is unsupported")?;
96        Ok(Self(value))
97    }
98
99    pub fn into_inner(self) -> NonZeroI64 {
100        self.0
101    }
102
103    pub fn to_f64(self, exponent: u32) -> anyhow::Result<f64> {
104        Ok(self.0.get() as f64 / 10i64.checked_pow(exponent).context("overflow")? as f64)
105    }
106
107    pub fn from_f64(value: f64, exponent: u32) -> anyhow::Result<Self> {
108        let value = (value * 10f64.powi(exponent as i32)) as i64;
109        let value = NonZeroI64::new(value).context("zero price is unsupported")?;
110        Ok(Self(value))
111    }
112
113    pub fn mul(self, rhs: Price, rhs_exponent: u32) -> anyhow::Result<Price> {
114        let left_value = i128::from(self.0.get());
115        let right_value = i128::from(rhs.0.get());
116
117        let value = left_value * right_value / 10i128.pow(rhs_exponent);
118        let value = value.try_into()?;
119        NonZeroI64::new(value)
120            .context("zero price is unsupported")
121            .map(Self)
122    }
123}
124
125impl Sub<i64> for Price {
126    type Output = Option<Price>;
127
128    fn sub(self, rhs: i64) -> Self::Output {
129        let value = self.0.get().saturating_sub(rhs);
130        NonZeroI64::new(value).map(Self)
131    }
132}
133
134impl Add<i64> for Price {
135    type Output = Option<Price>;
136
137    fn add(self, rhs: i64) -> Self::Output {
138        let value = self.0.get().saturating_add(rhs);
139        NonZeroI64::new(value).map(Self)
140    }
141}
142
143impl Add<Price> for Price {
144    type Output = Option<Price>;
145    fn add(self, rhs: Price) -> Self::Output {
146        let value = self.0.get().saturating_add(rhs.0.get());
147        NonZeroI64::new(value).map(Self)
148    }
149}
150
151impl Sub<Price> for Price {
152    type Output = Option<Price>;
153    fn sub(self, rhs: Price) -> Self::Output {
154        let value = self.0.get().saturating_sub(rhs.0.get());
155        NonZeroI64::new(value).map(Self)
156    }
157}
158
159impl Div<i64> for Price {
160    type Output = Option<Price>;
161    fn div(self, rhs: i64) -> Self::Output {
162        let value = self.0.get().saturating_div(rhs);
163        NonZeroI64::new(value).map(Self)
164    }
165}
166
167#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
168#[serde(rename_all = "camelCase")]
169pub enum PriceFeedProperty {
170    Price,
171    BestBidPrice,
172    BestAskPrice,
173    PublisherCount,
174    Exponent,
175    Confidence,
176    FundingRate,
177    FundingTimestamp,
178    // More fields may be added later.
179}
180
181#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Default, Serialize, Deserialize)]
182#[serde(rename_all = "camelCase")]
183pub enum DeliveryFormat {
184    /// Deliver stream updates as JSON text messages.
185    #[default]
186    Json,
187    /// Deliver stream updates as binary messages.
188    Binary,
189}
190
191#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
192#[serde(rename_all = "camelCase")]
193pub enum Format {
194    Evm,
195    Solana,
196    LeEcdsa,
197    LeUnsigned,
198}
199
200#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Default, Serialize, Deserialize)]
201#[serde(rename_all = "camelCase")]
202pub enum JsonBinaryEncoding {
203    #[default]
204    Base64,
205    Hex,
206}
207
208#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, From)]
209pub enum Channel {
210    FixedRate(FixedRate),
211}
212
213impl Serialize for Channel {
214    fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
215    where
216        S: serde::Serializer,
217    {
218        match self {
219            Channel::FixedRate(fixed_rate) => {
220                if *fixed_rate == FixedRate::MIN {
221                    return serializer.serialize_str("real_time");
222                }
223                serializer.serialize_str(&format!(
224                    "fixed_rate@{}ms",
225                    fixed_rate.duration().as_millis()
226                ))
227            }
228        }
229    }
230}
231
232pub mod channel_ids {
233    use super::ChannelId;
234
235    pub const FIXED_RATE_1: ChannelId = ChannelId(1);
236    pub const FIXED_RATE_50: ChannelId = ChannelId(2);
237    pub const FIXED_RATE_200: ChannelId = ChannelId(3);
238}
239
240impl Display for Channel {
241    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
242        match self {
243            Channel::FixedRate(fixed_rate) => match *fixed_rate {
244                FixedRate::MIN => write!(f, "real_time"),
245                rate => write!(f, "fixed_rate@{}ms", rate.duration().as_millis()),
246            },
247        }
248    }
249}
250
251impl Channel {
252    pub fn id(&self) -> ChannelId {
253        match self {
254            Channel::FixedRate(fixed_rate) => match fixed_rate.duration().as_millis() {
255                1 => channel_ids::FIXED_RATE_1,
256                50 => channel_ids::FIXED_RATE_50,
257                200 => channel_ids::FIXED_RATE_200,
258                _ => panic!("unknown channel: {self:?}"),
259            },
260        }
261    }
262}
263
264#[test]
265fn id_supports_all_fixed_rates() {
266    for rate in FixedRate::ALL {
267        Channel::FixedRate(rate).id();
268    }
269}
270
271fn parse_channel(value: &str) -> Option<Channel> {
272    if value == "real_time" {
273        Some(Channel::FixedRate(FixedRate::MIN))
274    } else if let Some(rest) = value.strip_prefix("fixed_rate@") {
275        let ms_value = rest.strip_suffix("ms")?;
276        Some(Channel::FixedRate(FixedRate::from_millis(
277            ms_value.parse().ok()?,
278        )?))
279    } else {
280        None
281    }
282}
283
284impl<'de> Deserialize<'de> for Channel {
285    fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
286    where
287        D: serde::Deserializer<'de>,
288    {
289        let value = <String>::deserialize(deserializer)?;
290        parse_channel(&value).ok_or_else(|| Error::custom("unknown channel"))
291    }
292}
293
294#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord)]
295pub struct FixedRate {
296    rate: DurationUs,
297}
298
299impl FixedRate {
300    pub const RATE_1_MS: Self = Self {
301        rate: DurationUs::from_millis_u32(1),
302    };
303    pub const RATE_50_MS: Self = Self {
304        rate: DurationUs::from_millis_u32(50),
305    };
306    pub const RATE_200_MS: Self = Self {
307        rate: DurationUs::from_millis_u32(200),
308    };
309
310    // Assumptions (tested below):
311    // - Values are sorted.
312    // - 1 second contains a whole number of each interval.
313    // - all intervals are divisable by the smallest interval.
314    pub const ALL: [Self; 3] = [Self::RATE_1_MS, Self::RATE_50_MS, Self::RATE_200_MS];
315    pub const MIN: Self = Self::ALL[0];
316
317    pub fn from_millis(millis: u32) -> Option<Self> {
318        Self::ALL
319            .into_iter()
320            .find(|v| v.rate.as_millis() == u64::from(millis))
321    }
322
323    pub fn duration(self) -> DurationUs {
324        self.rate
325    }
326}
327
328impl TryFrom<DurationUs> for FixedRate {
329    type Error = anyhow::Error;
330
331    fn try_from(value: DurationUs) -> Result<Self, Self::Error> {
332        Self::ALL
333            .into_iter()
334            .find(|v| v.rate == value)
335            .with_context(|| format!("unsupported rate: {value:?}"))
336    }
337}
338
339impl TryFrom<&ProtobufDuration> for FixedRate {
340    type Error = anyhow::Error;
341
342    fn try_from(value: &ProtobufDuration) -> Result<Self, Self::Error> {
343        let duration = DurationUs::try_from(value)?;
344        Self::try_from(duration)
345    }
346}
347
348impl TryFrom<ProtobufDuration> for FixedRate {
349    type Error = anyhow::Error;
350
351    fn try_from(duration: ProtobufDuration) -> anyhow::Result<Self> {
352        TryFrom::<&ProtobufDuration>::try_from(&duration)
353    }
354}
355
356impl From<FixedRate> for DurationUs {
357    fn from(value: FixedRate) -> Self {
358        value.rate
359    }
360}
361
362impl From<FixedRate> for ProtobufDuration {
363    fn from(value: FixedRate) -> Self {
364        value.rate.into()
365    }
366}
367
368#[test]
369fn fixed_rate_values() {
370    assert!(
371        FixedRate::ALL.windows(2).all(|w| w[0] < w[1]),
372        "values must be unique and sorted"
373    );
374    for value in FixedRate::ALL {
375        assert_eq!(
376            1_000_000 % value.duration().as_micros(),
377            0,
378            "1 s must contain whole number of intervals"
379        );
380        assert_eq!(
381            value.duration().as_micros() % FixedRate::MIN.duration().as_micros(),
382            0,
383            "the interval's borders must be a subset of the minimal interval's borders"
384        );
385    }
386}
387
388#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
389#[serde(rename_all = "camelCase")]
390pub struct SubscriptionParamsRepr {
391    pub price_feed_ids: Vec<PriceFeedId>,
392    pub properties: Vec<PriceFeedProperty>,
393    // "chains" was renamed to "formats". "chains" is still supported for compatibility.
394    #[serde(alias = "chains")]
395    pub formats: Vec<Format>,
396    #[serde(default)]
397    pub delivery_format: DeliveryFormat,
398    #[serde(default)]
399    pub json_binary_encoding: JsonBinaryEncoding,
400    /// If `true`, the stream update will contain a `parsed` JSON field containing
401    /// all data of the update.
402    #[serde(default = "default_parsed")]
403    pub parsed: bool,
404    pub channel: Channel,
405    #[serde(default)]
406    pub ignore_invalid_feed_ids: bool,
407}
408
409#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize)]
410#[serde(rename_all = "camelCase")]
411pub struct SubscriptionParams(SubscriptionParamsRepr);
412
413impl<'de> Deserialize<'de> for SubscriptionParams {
414    fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
415    where
416        D: serde::Deserializer<'de>,
417    {
418        let value = SubscriptionParamsRepr::deserialize(deserializer)?;
419        Self::new(value).map_err(Error::custom)
420    }
421}
422
423impl SubscriptionParams {
424    pub fn new(value: SubscriptionParamsRepr) -> Result<Self, &'static str> {
425        if value.price_feed_ids.is_empty() {
426            return Err("no price feed ids specified");
427        }
428        if !value.price_feed_ids.iter().all_unique() {
429            return Err("duplicate price feed ids specified");
430        }
431        if !value.formats.iter().all_unique() {
432            return Err("duplicate formats or chains specified");
433        }
434        if value.properties.is_empty() {
435            return Err("no properties specified");
436        }
437        if !value.properties.iter().all_unique() {
438            return Err("duplicate properties specified");
439        }
440        Ok(Self(value))
441    }
442}
443
444impl Deref for SubscriptionParams {
445    type Target = SubscriptionParamsRepr;
446
447    fn deref(&self) -> &Self::Target {
448        &self.0
449    }
450}
451impl DerefMut for SubscriptionParams {
452    fn deref_mut(&mut self) -> &mut Self::Target {
453        &mut self.0
454    }
455}
456
457pub fn default_parsed() -> bool {
458    true
459}
460
461#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
462#[serde(rename_all = "camelCase")]
463pub struct JsonBinaryData {
464    pub encoding: JsonBinaryEncoding,
465    pub data: String,
466}
467
468#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
469#[serde(rename_all = "camelCase")]
470pub struct JsonUpdate {
471    /// Present unless `parsed = false` is specified in subscription params.
472    #[serde(skip_serializing_if = "Option::is_none")]
473    pub parsed: Option<ParsedPayload>,
474    /// Only present if `Evm` is present in `formats` in subscription params.
475    #[serde(skip_serializing_if = "Option::is_none")]
476    pub evm: Option<JsonBinaryData>,
477    /// Only present if `Solana` is present in `formats` in subscription params.
478    #[serde(skip_serializing_if = "Option::is_none")]
479    pub solana: Option<JsonBinaryData>,
480    /// Only present if `LeEcdsa` is present in `formats` in subscription params.
481    #[serde(skip_serializing_if = "Option::is_none")]
482    pub le_ecdsa: Option<JsonBinaryData>,
483    /// Only present if `LeUnsigned` is present in `formats` in subscription params.
484    #[serde(skip_serializing_if = "Option::is_none")]
485    pub le_unsigned: Option<JsonBinaryData>,
486}
487
488#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
489#[serde(rename_all = "camelCase")]
490pub struct ParsedPayload {
491    #[serde(with = "crate::serde_str::timestamp")]
492    pub timestamp_us: TimestampUs,
493    pub price_feeds: Vec<ParsedFeedPayload>,
494}
495
496#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
497#[serde(rename_all = "camelCase")]
498pub struct ParsedFeedPayload {
499    pub price_feed_id: PriceFeedId,
500    #[serde(skip_serializing_if = "Option::is_none")]
501    #[serde(with = "crate::serde_str::option_price")]
502    #[serde(default)]
503    pub price: Option<Price>,
504    #[serde(skip_serializing_if = "Option::is_none")]
505    #[serde(with = "crate::serde_str::option_price")]
506    #[serde(default)]
507    pub best_bid_price: Option<Price>,
508    #[serde(skip_serializing_if = "Option::is_none")]
509    #[serde(with = "crate::serde_str::option_price")]
510    #[serde(default)]
511    pub best_ask_price: Option<Price>,
512    #[serde(skip_serializing_if = "Option::is_none")]
513    #[serde(default)]
514    pub publisher_count: Option<u16>,
515    #[serde(skip_serializing_if = "Option::is_none")]
516    #[serde(default)]
517    pub exponent: Option<i16>,
518    #[serde(skip_serializing_if = "Option::is_none")]
519    #[serde(default)]
520    pub confidence: Option<Price>,
521    #[serde(skip_serializing_if = "Option::is_none")]
522    #[serde(default)]
523    pub funding_rate: Option<Rate>,
524    #[serde(skip_serializing_if = "Option::is_none")]
525    #[serde(default)]
526    pub funding_timestamp: Option<TimestampUs>,
527    // More fields may be added later.
528}
529
530impl ParsedFeedPayload {
531    pub fn new(
532        price_feed_id: PriceFeedId,
533        exponent: Option<i16>,
534        data: &AggregatedPriceFeedData,
535        properties: &[PriceFeedProperty],
536    ) -> Self {
537        let mut output = Self {
538            price_feed_id,
539            price: None,
540            best_bid_price: None,
541            best_ask_price: None,
542            publisher_count: None,
543            exponent: None,
544            confidence: None,
545            funding_rate: None,
546            funding_timestamp: None,
547        };
548        for &property in properties {
549            match property {
550                PriceFeedProperty::Price => {
551                    output.price = data.price;
552                }
553                PriceFeedProperty::BestBidPrice => {
554                    output.best_bid_price = data.best_bid_price;
555                }
556                PriceFeedProperty::BestAskPrice => {
557                    output.best_ask_price = data.best_ask_price;
558                }
559                PriceFeedProperty::PublisherCount => {
560                    output.publisher_count = Some(data.publisher_count);
561                }
562                PriceFeedProperty::Exponent => {
563                    output.exponent = exponent;
564                }
565                PriceFeedProperty::Confidence => {
566                    output.confidence = data.confidence;
567                }
568                PriceFeedProperty::FundingRate => {
569                    output.funding_rate = data.funding_rate;
570                }
571                PriceFeedProperty::FundingTimestamp => {
572                    output.funding_timestamp = data.funding_timestamp;
573                }
574            }
575        }
576        output
577    }
578
579    pub fn new_full(
580        price_feed_id: PriceFeedId,
581        exponent: Option<i16>,
582        data: &AggregatedPriceFeedData,
583    ) -> Self {
584        Self {
585            price_feed_id,
586            price: data.price,
587            best_bid_price: data.best_bid_price,
588            best_ask_price: data.best_ask_price,
589            publisher_count: Some(data.publisher_count),
590            exponent,
591            confidence: data.confidence,
592            funding_rate: data.funding_rate,
593            funding_timestamp: data.funding_timestamp,
594        }
595    }
596}
pyth_lazer_protocol/router.rs

pyth_lazer_protocol/
router.rs
