barter_data/
instrument.rs

1use barter_instrument::{
2    Keyed,
3    instrument::{
4        Instrument,
5        market_data::{MarketDataInstrument, kind::MarketDataInstrumentKind},
6        name::InstrumentNameExchange,
7    },
8};
9use serde::{Deserialize, Serialize};
10use std::fmt::Debug;
11
12/// Instrument related data that defines an associated unique `Id`.
13///
14/// Verbose `InstrumentData` is often used to subscribe to market data feeds, but it's unique `Id`
15/// can then be used to key consumed [MarketEvents](crate::event::MarketEvent), significantly reducing
16/// duplication in the case of complex instruments (eg/ options).
17pub trait InstrumentData
18where
19    Self: Clone + Debug + Send + Sync,
20{
21    type Key: Debug + Clone + Eq + Send + Sync;
22    fn key(&self) -> &Self::Key;
23    fn kind(&self) -> &MarketDataInstrumentKind;
24}
25
26impl<InstrumentKey> InstrumentData for Keyed<InstrumentKey, MarketDataInstrument>
27where
28    InstrumentKey: Debug + Clone + Eq + Send + Sync,
29{
30    type Key = InstrumentKey;
31
32    fn key(&self) -> &Self::Key {
33        &self.key
34    }
35
36    fn kind(&self) -> &MarketDataInstrumentKind {
37        &self.value.kind
38    }
39}
40
41impl InstrumentData for MarketDataInstrument {
42    type Key = Self;
43
44    fn key(&self) -> &Self::Key {
45        self
46    }
47
48    fn kind(&self) -> &MarketDataInstrumentKind {
49        &self.kind
50    }
51}
52
53#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize)]
54pub struct MarketInstrumentData<InstrumentKey> {
55    pub key: InstrumentKey,
56    pub name_exchange: InstrumentNameExchange,
57    pub kind: MarketDataInstrumentKind,
58}
59
60impl<InstrumentKey> InstrumentData for MarketInstrumentData<InstrumentKey>
61where
62    InstrumentKey: Debug + Clone + Eq + Send + Sync,
63{
64    type Key = InstrumentKey;
65
66    fn key(&self) -> &Self::Key {
67        &self.key
68    }
69
70    fn kind(&self) -> &MarketDataInstrumentKind {
71        &self.kind
72    }
73}
74
75impl<InstrumentKey> std::fmt::Display for MarketInstrumentData<InstrumentKey>
76where
77    InstrumentKey: std::fmt::Display,
78{
79    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
80        write!(
81            f,
82            "{}_{}_{}",
83            self.key,
84            self.name_exchange.as_ref(),
85            self.kind
86        )
87    }
88}
89
90impl<ExchangeKey, AssetKey, InstrumentKey>
91    From<&Keyed<InstrumentKey, Instrument<ExchangeKey, AssetKey>>>
92    for MarketInstrumentData<InstrumentKey>
93where
94    InstrumentKey: Clone,
95{
96    fn from(value: &Keyed<InstrumentKey, Instrument<ExchangeKey, AssetKey>>) -> Self {
97        Self {
98            key: value.key.clone(),
99            name_exchange: value.value.name_exchange.clone(),
100            kind: MarketDataInstrumentKind::from(&value.value.kind),
101        }
102    }
103}
barter_data/instrument.rs

barter_data/
instrument.rs
