barter_data/exchange/okx/
trade.rs

1use crate::{
2    Identifier,
3    event::{MarketEvent, MarketIter},
4    exchange::ExchangeSub,
5    subscription::trade::PublicTrade,
6};
7use barter_instrument::{Side, exchange::ExchangeId};
8use barter_integration::subscription::SubscriptionId;
9use chrono::{DateTime, Utc};
10use serde::{Deserialize, Serialize};
11
12/// Terse type alias for an [`Okx`](super::Okx) real-time trades WebSocket message.
13pub type OkxTrades = OkxMessage<OkxTrade>;
14
15/// [`Okx`](super::Okx) market data WebSocket message.
16///
17/// ### Raw Payload Examples
18/// See docs: <https://www.okx.com/docs-v5/en/#websocket-api-public-channel>
19/// #### Spot Buy Trade
20/// ```json
21/// {
22///   "arg": {
23///     "channel": "trades",
24///     "instId": "BTC-USDT"
25///   },
26///   "data": [
27///     {
28///       "instId": "BTC-USDT",
29///       "tradeId": "130639474",
30///       "px": "42219.9",
31///       "sz": "0.12060306",
32///       "side": "buy",
33///       "ts": "1630048897897"
34///     }
35///   ]
36/// }
37/// ```
38///
39/// #### Option Call Sell Trade
40/// ```json
41/// {
42///   "arg": {
43///     "channel": "trades",
44///     "instId": "BTC-USD-231229-35000-C"
45///   },
46///   "data": [
47///     {
48///       "instId": "BTC-USD-231229-35000-C",
49///       "tradeId": "4",
50///       "px": "0.1525",
51///       "sz": "21",
52///       "side": "sell",
53///       "ts": "1681473269025"
54///     }
55///   ]
56/// }
57/// ```
58#[derive(Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Deserialize, Serialize)]
59pub struct OkxMessage<T> {
60    #[serde(
61        rename = "arg",
62        deserialize_with = "de_okx_message_arg_as_subscription_id"
63    )]
64    pub subscription_id: SubscriptionId,
65    pub data: Vec<T>,
66}
67
68impl<T> Identifier<Option<SubscriptionId>> for OkxMessage<T> {
69    fn id(&self) -> Option<SubscriptionId> {
70        Some(self.subscription_id.clone())
71    }
72}
73
74/// [`Okx`](super::Okx) real-time trade WebSocket message.
75///
76/// See [`OkxMessage`] for full raw payload examples.
77///
78/// See docs: <https://www.okx.com/docs-v5/en/#websocket-api-public-channel-trades-channel>
79#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
80pub struct OkxTrade {
81    #[serde(rename = "tradeId")]
82    pub id: String,
83    #[serde(rename = "px", deserialize_with = "barter_integration::de::de_str")]
84    pub price: f64,
85    #[serde(rename = "sz", deserialize_with = "barter_integration::de::de_str")]
86    pub amount: f64,
87    pub side: Side,
88    #[serde(
89        rename = "ts",
90        deserialize_with = "barter_integration::de::de_str_u64_epoch_ms_as_datetime_utc"
91    )]
92    pub time: DateTime<Utc>,
93}
94
95impl<InstrumentKey: Clone> From<(ExchangeId, InstrumentKey, OkxTrades)>
96    for MarketIter<InstrumentKey, PublicTrade>
97{
98    fn from((exchange, instrument, trades): (ExchangeId, InstrumentKey, OkxTrades)) -> Self {
99        trades
100            .data
101            .into_iter()
102            .map(|trade| {
103                Ok(MarketEvent {
104                    time_exchange: trade.time,
105                    time_received: Utc::now(),
106                    exchange,
107                    instrument: instrument.clone(),
108                    kind: PublicTrade {
109                        id: trade.id,
110                        price: trade.price,
111                        amount: trade.amount,
112                        side: trade.side,
113                    },
114                })
115            })
116            .collect()
117    }
118}
119
120/// Deserialize an [`OkxMessage`] "arg" field as a Barter [`SubscriptionId`].
121fn de_okx_message_arg_as_subscription_id<'de, D>(
122    deserializer: D,
123) -> Result<SubscriptionId, D::Error>
124where
125    D: serde::de::Deserializer<'de>,
126{
127    #[derive(Deserialize)]
128    #[serde(rename_all = "camelCase")]
129    struct Arg<'a> {
130        channel: &'a str,
131        inst_id: &'a str,
132    }
133
134    Deserialize::deserialize(deserializer)
135        .map(|arg: Arg<'_>| ExchangeSub::from((arg.channel, arg.inst_id)).id())
136}
137
138#[cfg(test)]
139mod tests {
140    use super::*;
141
142    mod de {
143        use super::*;
144        use barter_integration::{de::datetime_utc_from_epoch_duration, error::SocketError};
145        use std::time::Duration;
146
147        #[test]
148        fn test_okx_message_trades() {
149            let input = r#"
150            {
151                "arg": {
152                    "channel": "trades",
153                    "instId": "BTC-USDT"
154                },
155                "data": [
156                    {
157                        "instId": "BTC-USDT",
158                        "tradeId": "130639474",
159                        "px": "42219.9",
160                        "sz": "0.12060306",
161                        "side": "buy",
162                        "ts": "1630048897897"
163                    }
164                ]
165            }
166            "#;
167
168            let actual = serde_json::from_str::<OkxTrades>(input);
169            let expected: Result<OkxTrades, SocketError> = Ok(OkxTrades {
170                subscription_id: SubscriptionId::from("trades|BTC-USDT"),
171                data: vec![OkxTrade {
172                    id: "130639474".to_string(),
173                    price: 42219.9,
174                    amount: 0.12060306,
175                    side: Side::Buy,
176                    time: datetime_utc_from_epoch_duration(Duration::from_millis(1630048897897)),
177                }],
178            });
179
180            match (actual, expected) {
181                (Ok(actual), Ok(expected)) => {
182                    assert_eq!(actual, expected, "TC failed")
183                }
184                (Err(_), Err(_)) => {
185                    // Test passed
186                }
187                (actual, expected) => {
188                    // Test failed
189                    panic!(
190                        "TC failed because actual != expected. \nActual: {actual:?}\nExpected: {expected:?}\n"
191                    );
192                }
193            }
194        }
195    }
196}
barter_data/exchange/okx/trade.rs

barter_data/exchange/okx/
trade.rs
