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fix(lazer): add proper aggregated data type to state proto #3128

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Merged
Riateche merged 4 commits into from
Oct 14, 2025
Merged

fix(lazer): add proper aggregated data type to state proto #3128

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9ab0cb9
feat(lazer): add all aggregate fields to state proto
Riateche Oct 13, 2025
835b5ef
refactor(lazer): separate publisher and aggregated update types
Riateche Oct 13, 2025
a6fd005
chore: remove unnecessary funding timestamp field
Riateche Oct 13, 2025
3f27d36
chore: bump version
Riateche Oct 14, 2025
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12 changes: 6 additions & 6 deletions Cargo.lock
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36 changes: 25 additions & 11 deletions lazer/publisher_sdk/proto/state.proto
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Expand Up @@ -117,8 +117,7 @@ message Feed {
// [required] Feed kind.
optional FeedKind kind = 108;
// [required] Current aggregated data of the feed.
optional FeedDataFields aggregated_data = 109;

optional FeedAggregateData aggregated_data = 109;

// [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
Expand All @@ -136,8 +135,6 @@ message Feed {
// [optional] If present, the aggregator will disable the feed in the current shard
// at the specified instant.
optional google.protobuf.Timestamp disable_in_shard_timestamp = 203;

// TODO: list of permissioned publisher IDs.
}

// A part of the feed state related to a particular publisher.
Expand All @@ -154,21 +151,30 @@ message FeedPublisherState {
optional google.protobuf.Timestamp last_publisher_timestamp = 3;
// [optional] Data of the last update received from this publisher to this feed.
// Can be absent if no update was ever received or if the last update was deemed no longer relevant.
optional FeedData last_feed_data = 4;
optional FeedPublisherData last_feed_data = 4;
}

// Data provided by a publisher for a certain feed.
message FeedData {
message FeedPublisherData {
// [optional] Best executable price. Can be absent if no data is available. Never present for funding rate feeds.
optional int64 price = 1;
// [optional] Best bid price. Can be absent if no data is available. Never present for funding rate feeds.
optional int64 best_bid_price = 2;
// [optional] Best ask price. Can be absent if no data is available. Never present for funding rate feeds.
optional int64 best_ask_price = 3;
// [optional] Funding rate. Can be absent if no data is available. Can only be present for funding rate feeds.
optional int64 funding_rate = 4;
// [optional] Funding rate interval. Can be absent if no data is available. Can only be present for funding rate feeds.
optional google.protobuf.Duration funding_rate_interval = 5;
// [required] Timestamp provided by the source of data that the publisher uses (e.g. an exchange).
// If no such timestamp is available, it should be set to the same value as `publisher_timestamp`.
optional google.protobuf.Timestamp source_timestamp = 1;
optional google.protobuf.Timestamp source_timestamp = 6;
// [required] Timestamp of the publisher.
optional google.protobuf.Timestamp publisher_timestamp = 2;
// [required] Values of the data fields.
optional FeedDataFields fields = 3;
optional google.protobuf.Timestamp publisher_timestamp = 7;
}

message FeedDataFields {
// Aggregate data derived from all accepted publisher updates.
message FeedAggregateData {
// [optional] Best executable price. Can be absent if no data is available. Never present for funding rate feeds.
optional int64 price = 1;
// [optional] Best bid price. Can be absent if no data is available. Never present for funding rate feeds.
Expand All @@ -179,6 +185,14 @@ message FeedDataFields {
optional int64 funding_rate = 4;
// [optional] Funding rate interval. Can be absent if no data is available. Can only be present for funding rate feeds.
optional google.protobuf.Duration funding_rate_interval = 5;
// [optional] Timestamp of the funding. Can be absent if no data is available.
// Can only be present for funding rate feeds.
optional google.protobuf.Timestamp funding_timestamp = 6;
// [required] Number of publishers that were included in the aggregate.
optional uint64 publisher_count = 7;
// [optional] Confidence interval for the `price` field. Can be absent if no data is available.
// Never present for funding rate feeds.
optional int64 confidence = 8;
}

// State associated with a governance source.
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2 changes: 1 addition & 1 deletion lazer/publisher_sdk/rust/Cargo.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
[package]
name = "pyth-lazer-publisher-sdk"
version = "0.16.1"
version = "0.17.0"
edition = "2021"
description = "Pyth Lazer Publisher SDK types."
license = "Apache-2.0"
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