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use crate::{ExchangeTransformerId, Identifiable, MarketData, Validator};
use barter_integration::{SubscriptionId, socket::error::SocketError, Instrument};
use serde::{Deserialize, Serialize};
use chrono::{DateTime, Utc};
use crate::model::{Direction, Trade};
#[derive(Clone, Eq, PartialEq, Debug, Deserialize, Serialize)]
#[serde(tag = "type", rename_all = "lowercase")]
pub enum FtxSubResponse {
Subscribed { channel: String, market: String },
Error { msg: String },
}
impl Validator for FtxSubResponse {
fn validate(self) -> Result<Self, SocketError>
where
Self: Sized,
{
match &self {
FtxSubResponse::Subscribed { .. } => Ok(self),
FtxSubResponse::Error { msg } => Err(SocketError::Subscribe(format!(
"received failure subscription response: {}",
msg
))),
}
}
}
#[derive(Clone, PartialEq, Debug, Deserialize)]
#[serde(tag = "channel", rename_all = "lowercase")]
pub enum FtxMessage {
Trades {
market: SubscriptionId,
#[serde(rename = "data")]
trades: Vec<FtxTrade>,
},
}
impl Identifiable for FtxMessage {
fn id(&self) -> SubscriptionId {
match self {
FtxMessage::Trades { market: subscription_id, .. } => subscription_id.clone(),
}
}
}
#[derive(Clone, Copy, PartialEq, Debug, Deserialize)]
pub struct FtxTrade {
pub id: u64,
pub price: f64,
pub size: f64,
#[serde(rename = "side")]
pub direction: Direction,
pub time: DateTime<Utc>,
}
impl From<(ExchangeTransformerId, Instrument, FtxTrade)> for MarketData {
fn from((exchange, instrument, trade): (ExchangeTransformerId, Instrument, FtxTrade)) -> Self {
Self::Trade(Trade {
id: trade.id.to_string(),
exchange: exchange.exchange().to_string(),
instrument,
received_timestamp: Utc::now(),
exchange_timestamp: trade.time,
price: trade.price,
quantity: trade.size,
direction: trade.direction
})
}
}