Use lazer/hermes message timestamps

Author: merolish

apps/hip-3-pusher/src/pusher/hermes_listener.py

@@ -1,7 +1,6 @@
 import asyncio
 import json
 from loguru import logger
-import time
 import websockets
 from tenacity import retry, retry_if_exception_type, wait_fixed
 
@@ -86,7 +85,6 @@ def parse_hermes_message(self, data):
             expo = price_object["expo"]
             publish_time = price_object["publish_time"]
             logger.debug("Hermes update: {} {} {} {}", id, price, expo, publish_time)
-            now = time.time()
-            self.hermes_state.put(id, PriceUpdate(price, now))
+            self.hermes_state.put(id, PriceUpdate(price, publish_time))
         except Exception as e:
             logger.error("parse_hermes_message error: {}", e)

apps/hip-3-pusher/src/pusher/lazer_listener.py

@@ -1,7 +1,6 @@
 import asyncio
 import json
 from loguru import logger
-import time
 import websockets
 from tenacity import retry, retry_if_exception_type, wait_fixed
 
@@ -88,14 +87,14 @@ def parse_lazer_message(self, data):
             if data.get("type", "") != "streamUpdated":
                 return
             price_feeds = data["parsed"]["priceFeeds"]
-            logger.debug("price_feeds: {}", price_feeds)
-            now = time.time()
+            timestamp = int(data["parsed"]["timestampUs"]) / 1_000_000.0
+            logger.debug("price_feeds: {} timestamp: {}", price_feeds, timestamp)
             for feed_update in price_feeds:
                 feed_id = feed_update.get("priceFeedId", None)
                 price = feed_update.get("price", None)
                 if feed_id is None or price is None:
                     continue
                 else:
-                    self.lazer_state.put(feed_id, PriceUpdate(price, now))
+                    self.lazer_state.put(feed_id, PriceUpdate(price, timestamp))
         except Exception as e:
             logger.error("parse_lazer_message error: {}", e)