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use crate::{
model::{DataKind, PublicTrade},
ExchangeId, Identifiable, MarketEvent, Validator,
};
use barter_integration::{
error::SocketError,
model::{Exchange, Instrument, Side, SubscriptionId},
};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
#[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,
pub side: Side,
pub time: DateTime<Utc>,
}
impl From<(ExchangeId, Instrument, FtxTrade)> for MarketEvent {
fn from((exchange, instrument, trade): (ExchangeId, Instrument, FtxTrade)) -> Self {
Self {
exchange_time: trade.time,
received_time: Utc::now(),
exchange: Exchange::from(exchange.as_str()),
instrument,
kind: DataKind::Trade(PublicTrade {
id: trade.id.to_string(),
price: trade.price,
quantity: trade.size,
side: trade.side,
}),
}
}
}