Add market session to lazer (#3197)

Author: danimhr

Cargo.lock

@@ -19,7 +19,7 @@ no-log-ix-name = []
 idl-build = ["anchor-lang/idl-build"]
 
 [dependencies]
-pyth-lazer-protocol = { path = "../../../../sdk/rust/protocol", version = "0.22.0" }
+pyth-lazer-protocol = { path = "../../../../sdk/rust/protocol", version = "0.23.0" }
 
 anchor-lang = "0.31.1"
 bytemuck = { version = "1.20.0", features = ["derive"] }

lazer/contracts/solana/programs/pyth-lazer-solana-contract/Cargo.toml

@@ -269,13 +269,15 @@ message AddFeed {
     optional Channel min_channel = 104;
     // [required]
     optional google.protobuf.Duration expiry_time = 105;
-    // [required]
-    optional string market_schedule = 106;
+    // [optional]
+    optional string market_schedule = 106 [deprecated = true];
     // [required]
     optional FeedState state = 107;
     // [required]
     optional FeedKind kind = 108;
     // [required]
+    repeated FeedMarketSchedule market_schedules = 109;
+    // [required]
     optional bool is_enabled_in_shard = 201;
 
     // TODO: IDs of publishers enabled for this feed.
@@ -317,12 +319,16 @@ message UpdateFeedProperties {
     // [optional]
     optional google.protobuf.Duration expiry_time = 105;
     // [optional]
-    optional string market_schedule = 106;
+    optional string market_schedule = 106 [deprecated = true];
     // [optional]
     optional FeedState state = 107;
     // [required]
     optional FeedKind kind = 108;
     // [optional]
+    // While proto does not allow distinguishing between "not set" and "set to empty",
+    // an empty list here means to not update the market schedules.
+    repeated FeedMarketSchedule market_schedules = 109;
+    // [optional]
     optional bool is_enabled_in_shard = 201;
 }
 

lazer/publisher_sdk/proto/governance_instruction.proto

@@ -87,6 +87,23 @@ enum FeedKind {
     FUNDING_RATE = 1;
 }
 
+// Market session type
+enum MarketSession {
+    REGULAR = 0;
+    PRE_MARKET = 1;
+    POST_MARKET = 2;
+    OVER_NIGHT = 3;
+}
+
+message FeedMarketSchedule {
+    // [required] Which session this applies to
+    optional MarketSession session = 1;
+    // [optional] numeric value. If not set, minimum publishers from the feed level apply
+    optional int32 min_publishers = 2;
+    // [required] Future field — not required now, can be omitted
+    optional string market_schedule = 3;
+}
+
 // An item of the state describing a feed.
 message Feed {
     // [required] ID of the feed.
@@ -120,6 +137,9 @@ message Feed {
     optional FeedKind kind = 108;
     // [required] Current aggregated data of the feed.
     optional FeedAggregateData aggregated_data = 109;
+    // [optional] List of Market schedules for different sessions
+    // Overrides market_schedule field if set
+    repeated FeedMarketSchedule market_schedules = 110;
 
     // [required] Feed status in the current shard. Disabled feeds will not be visible in
     // the consumer API for the current shard. This setting should only be used
@@ -199,6 +219,8 @@ message FeedAggregateData {
     // Actual value is `mantissa * 10 ^ exponent`.
     // Restricted to int16.
     optional int32 exponent = 9;
+    // [optional] Market session for the feed. Can be absent if no data is available.
+    optional MarketSession market_session = 10;
 }
 
 // An item of the state describing an asset.

lazer/publisher_sdk/proto/state.proto

@@ -1,13 +1,13 @@
 [package]
 name = "pyth-lazer-publisher-sdk"
-version = "0.22.0"
+version = "0.23.0"
 edition = "2021"
 description = "Pyth Lazer Publisher SDK types."
 license = "Apache-2.0"
 repository = "https://github.com/pyth-network/pyth-crosschain"
 
 [dependencies]
-pyth-lazer-protocol = { version = "0.22.0", path = "../../sdk/rust/protocol" }
+pyth-lazer-protocol = { version = "0.23.0", path = "../../sdk/rust/protocol" }
 anyhow = "1.0.98"
 protobuf = "3.7.2"
 serde_json = "1.0.140"

lazer/publisher_sdk/rust/Cargo.toml

@@ -147,3 +147,29 @@ impl From<pyth_lazer_protocol::api::Channel> for state::Channel {
         result
     }
 }
+
+impl From<pyth_lazer_protocol::api::MarketSession> for state::MarketSession {
+    fn from(value: pyth_lazer_protocol::api::MarketSession) -> Self {
+        match value {
+            pyth_lazer_protocol::api::MarketSession::Regular => state::MarketSession::REGULAR,
+            pyth_lazer_protocol::api::MarketSession::PreMarket => state::MarketSession::PRE_MARKET,
+            pyth_lazer_protocol::api::MarketSession::PostMarket => {
+                state::MarketSession::POST_MARKET
+            }
+            pyth_lazer_protocol::api::MarketSession::OverNight => state::MarketSession::OVER_NIGHT,
+        }
+    }
+}
+
+impl From<state::MarketSession> for pyth_lazer_protocol::api::MarketSession {
+    fn from(value: state::MarketSession) -> Self {
+        match value {
+            state::MarketSession::REGULAR => pyth_lazer_protocol::api::MarketSession::Regular,
+            state::MarketSession::PRE_MARKET => pyth_lazer_protocol::api::MarketSession::PreMarket,
+            state::MarketSession::POST_MARKET => {
+                pyth_lazer_protocol::api::MarketSession::PostMarket
+            }
+            state::MarketSession::OVER_NIGHT => pyth_lazer_protocol::api::MarketSession::OverNight,
+        }
+    }
+}

lazer/publisher_sdk/rust/src/lib.rs

@@ -1,13 +1,13 @@
 [package]
 name = "pyth-lazer-client"
-version = "11.0.0"
+version = "12.0.0"
 edition = "2021"
 description = "A Rust client for Pyth Lazer"
 license = "Apache-2.0"
 
 [dependencies]
-pyth-lazer-protocol = { path = "../protocol", version = "0.22.0" }
-pyth-lazer-publisher-sdk = { path = "../../../publisher_sdk/rust", version = "0.22.0" }
+pyth-lazer-protocol = { path = "../protocol", version = "0.23.0" }
+pyth-lazer-publisher-sdk = { path = "../../../publisher_sdk/rust", version = "0.23.0" }
 
 tokio = { version = "1", features = ["full"] }
 tokio-stream = "0.1.17"

lazer/sdk/rust/client/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "pyth-lazer-protocol"
-version = "0.22.0"
+version = "0.23.0"
 edition = "2021"
 description = "Pyth Lazer SDK - protocol types."
 license = "Apache-2.0"

lazer/sdk/rust/protocol/Cargo.toml

@@ -650,3 +650,16 @@ fn validate_formats(formats: &[Format]) -> Result<(), &'static str> {
     }
     Ok(())
 }
+
+#[derive(
+    Serialize, Deserialize, Debug, Clone, Copy, PartialEq, Eq, Hash, From, ToSchema, Default,
+)]
+#[serde(rename_all = "camelCase")]
+#[schema(example = "regular")]
+pub enum MarketSession {
+    #[default]
+    Regular,
+    PreMarket,
+    PostMarket,
+    OverNight,
+}

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

@@ -1,4 +1,5 @@
 use crate::{
+    api::MarketSession,
     price::Price,
     rate::Rate,
     time::{DurationUs, TimestampUs},
@@ -54,10 +55,11 @@ pub struct AggregatedPriceFeedData {
     pub funding_rate: Option<Rate>,
     pub funding_timestamp: Option<TimestampUs>,
     pub funding_rate_interval: Option<DurationUs>,
+    pub market_session: Option<MarketSession>,
 }
 
 impl AggregatedPriceFeedData {
-    pub fn empty(exponent: i16) -> Self {
+    pub fn empty(exponent: i16, market_session: Option<MarketSession>) -> Self {
         Self {
             price: None,
             best_bid_price: None,
@@ -68,6 +70,7 @@ impl AggregatedPriceFeedData {
             funding_rate: None,
             funding_timestamp: None,
             funding_rate_interval: None,
+            market_session,
         }
     }
 }