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use super::{de_str, epoch_ms_to_datetime_utc};
use crate::{ExchangeTransformerId, Validator, model::{Direction, MarketData, Trade}, SubscriptionId, Identifiable};
use barter_integration::{Instrument, socket::error::SocketError};
use serde::{Deserialize, Serialize};
use chrono::Utc;
pub mod futures;
#[derive(Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Deserialize, Serialize)]
pub struct BinanceSubResponse {
result: Option<Vec<String>>,
id: u32,
}
impl Validator for BinanceSubResponse {
fn validate(self) -> Result<Self, SocketError>
where
Self: Sized,
{
if self.result.is_none() {
Ok(self)
} else {
Err(SocketError::Subscribe(
"received failure subscription response".to_owned(),
))
}
}
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
#[serde(untagged, rename_all = "camelCase")]
pub enum BinanceMessage {
Trade(BinanceTrade)
}
impl Identifiable for BinanceMessage {
fn id(&self) -> SubscriptionId {
match self {
BinanceMessage::Trade(trade) => SubscriptionId::from(trade)
}
}
}
impl From<(ExchangeTransformerId, Instrument, BinanceMessage)> for MarketData {
fn from((exchange, instrument, message): (ExchangeTransformerId, Instrument, BinanceMessage)) -> Self {
match message {
BinanceMessage::Trade(trade) => MarketData::from((exchange, instrument, trade))
}
}
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct BinanceTrade {
#[serde(rename = "e")]
event_type: String,
#[serde(rename = "s")]
symbol: String,
#[serde(rename = "T")]
trade_ts: u64,
#[serde(rename = "a")]
id: u64,
#[serde(rename = "p", deserialize_with = "de_str")]
price: f64,
#[serde(rename = "q", deserialize_with = "de_str")]
quantity: f64,
#[serde(rename = "m")]
buyer_is_maker: bool,
}
impl From<&BinanceTrade> for SubscriptionId {
fn from(trade: &BinanceTrade) -> Self {
SubscriptionId(format!(
"{}@{}",
trade.symbol.to_lowercase(),
trade.event_type
))
}
}
impl From<(ExchangeTransformerId, Instrument, BinanceTrade)> for MarketData {
fn from((exchange, instrument, trade): (ExchangeTransformerId, Instrument, BinanceTrade)) -> Self {
Self::Trade(Trade {
id: trade.id.to_string(),
exchange: exchange.exchange().to_string(),
instrument,
received_timestamp: Utc::now(),
exchange_timestamp: epoch_ms_to_datetime_utc(trade.trade_ts),
price: trade.price,
quantity: trade.quantity,
direction: if trade.buyer_is_maker {
Direction::Sell
} else {
Direction::Buy
}
})
}
}