feat(hermes): Add ignore_invalid_price_ids flag to Hermes v2 REST APIs

[tejasbadadare]

Purpose

Today when a user requests latest price updates with a list of price_ids, the request returns an error if any of those IDs is non-existent. Since price feeds come and go, some protocols want different behavior to avoid 404s when a price feed is delisted. The fix is to provide a ignore_invalid_price_ids flag (default false) to the v2 APIs that ignores invalid provided price IDs and only returns data for the valid ones. This only applies to the v2 REST APIs (not websockets), which will continue to reject a subscription request that contains invalid price IDs.

Implementation details

• The price ID validation is currently done by the rest::verify_price_ids_exist(state, price_ids) function, which is used by both deprecated v1 APIs and v2 APIs.

• This PR modifies the function to something like validate_price_ids(state, price_ids, remove_invalid) -> valid_price_ids. Now the function returns a Vec of valid IDs that the caller can operate on.

  • If remove_invalid is true (sourced from params.ignore_invalid_price_ids for v2 APIs, and always false for v1 APIs), then the resulting Vec won't contain any invalid price IDs.
  • If remove_invalid is false and there are invalid IDs in the passed in price_ids, then an Error will be returned, just like the original function would.

• I took this approach to minimize disruption to the existing codebase, since the APIs are written in a way that expects the code to return early if verify_price_ids_exist returns an Error. With the new validate_price_ids function, downstream code can always operate on the resulting list without worrying about invalid IDs, like before.

• Updated HermesClient.ts to reflect the new param.

• Misc: Fixed some small gotchas I encountered following the setup guide in the README

Testing

Created unit tests for validate_price_ids

[vercel]

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[cctdaniel]

you need to bump the version here otherwise when you release a new version it will fail