publisher_update.proto

syntax = "proto3";

import "google/protobuf/timestamp.proto";

package pyth_lazer_transaction;

// PublisherUpdate contains an array of individual updates and a timestamp
message PublisherUpdate {
  // Array of updates, each of which target a single feed
  repeated FeedUpdate updates = 1;

  // Timestamp when this message was created
  optional google.protobuf.Timestamp publisher_timestamp = 2;
}

// Update to a feed. May contain different types of data depending on what kind of update it is
message FeedUpdate {
  // Feed which the update should be applied to
  // Should match a feed id recognized by PythLazer
  optional uint32 feed_id = 1;

  // Timestamp when this data was first acquired or generated
  optional google.protobuf.Timestamp source_timestamp = 2;

  // one of the valid updates allowed by publishers for a lazer feed
  oneof update {
    PriceUpdate price_update = 3;
    FundingRateUpdate funding_rate_update = 4;
  };
}

message PriceUpdate {
  // Price for the symbol as an integer
  // Should be produced with a matching exponent to the configured exponent value in PythLazer
  // May be missing if no price data is available
  optional int64 price = 1;

  // Best Bid Price for the symbol as an integer
  // Should be produced with a matching exponent to the configured exponent value in PythLazer
  // May be missing if no data is available
  optional int64 best_bid_price = 2;

  // Best Ask Price for the symbol as an integer
  // Should be produced with a matching exponent to the configured exponent value in PythLazer
  // May be missing if no data is available
  optional int64 best_ask_price = 3;
}

message FundingRateUpdate {
  // Price for which the funding rate applies to
  optional int64 price = 1;

  // Perpetual Future funding rate
  optional int64 rate = 2;
}