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use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
use ta::{Close, High, Low, Open, Volume};
#[derive(Clone, PartialEq, PartialOrd, Debug, Serialize, Deserialize)]
pub enum MarketData {
Trade(Trade),
Candle(Candle),
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Serialize, Deserialize)]
pub struct Trade {
pub trade_id: String,
pub timestamp: DateTime<Utc>,
pub ticker: String,
pub price: f64,
pub quantity: f64,
pub buyer: BuyerType,
}
#[derive(Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Serialize, Deserialize)]
pub enum BuyerType {
MarketMaker,
Taker,
}
#[derive(Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Serialize, Deserialize)]
pub enum Interval {
Minute1,
Minute3,
Minute5,
Minute15,
Minute30,
Hour1,
Hour2,
Hour4,
Hour6,
Hour8,
Hour12,
Day1,
Day3,
Week1,
Month1,
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Serialize, Deserialize)]
pub struct Candle {
pub start_timestamp: DateTime<Utc>,
pub end_timestamp: DateTime<Utc>,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub volume: f64,
pub trade_count: u64,
}
impl Default for Candle {
fn default() -> Self {
Self {
start_timestamp: Utc::now(),
end_timestamp: Utc::now(),
open: 1000.0,
high: 1100.0,
low: 900.0,
close: 1050.0,
volume: 1000000000.0,
trade_count: 100,
}
}
}
impl Open for Candle {
fn open(&self) -> f64 {
self.open
}
}
impl High for Candle {
fn high(&self) -> f64 {
self.high
}
}
impl Low for Candle {
fn low(&self) -> f64 {
self.low
}
}
impl Close for Candle {
fn close(&self) -> f64 {
self.close
}
}
impl Volume for Candle {
fn volume(&self) -> f64 {
self.volume
}
}