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use super::super::message::GateioMessage;
use crate::{
event::{MarketEvent, MarketIter},
exchange::{ExchangeId, ExchangeSub},
subscription::trade::PublicTrade,
Identifier,
};
use barter_integration::model::{Exchange, Instrument, Side, SubscriptionId};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
pub type GateioFuturesTrades = GateioMessage<Vec<GateioFuturesTradeInner>>;
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct GateioFuturesTradeInner {
#[serde(rename = "contract")]
pub market: String,
#[serde(
rename = "create_time_ms",
deserialize_with = "barter_integration::de::de_u64_epoch_ms_as_datetime_utc"
)]
pub time: DateTime<Utc>,
pub id: u64,
#[serde(deserialize_with = "barter_integration::de::de_str")]
pub price: f64,
#[serde(rename = "size")]
pub amount: f64,
}
impl Identifier<Option<SubscriptionId>> for GateioFuturesTrades {
fn id(&self) -> Option<SubscriptionId> {
self.data
.first()
.map(|trade| ExchangeSub::from((&self.channel, &trade.market)).id())
}
}
impl From<(ExchangeId, Instrument, GateioFuturesTrades)> for MarketIter<PublicTrade> {
fn from(
(exchange_id, instrument, trades): (ExchangeId, Instrument, GateioFuturesTrades),
) -> Self {
trades
.data
.into_iter()
.map(|trade| {
Ok(MarketEvent {
exchange_time: trade.time,
received_time: Utc::now(),
exchange: Exchange::from(exchange_id),
instrument: instrument.clone(),
kind: PublicTrade {
id: trade.id.to_string(),
price: trade.price,
amount: trade.amount,
side: if trade.amount.is_sign_positive() {
Side::Buy
} else {
Side::Sell
},
},
})
})
.collect()
}
}
#[cfg(test)]
mod tests {
use super::*;
mod de {
use super::*;
#[test]
fn test_gateio_message_futures_trade() {
let input = "{\"time\":1669843487,\"time_ms\":1669843487733,\"channel\":\"futures.trades\",\"event\":\"update\",\"result\":[{\"contract\":\"ETH_USDT\",\"create_time\":1669843487,\"create_time_ms\":1669843487724,\"id\":180276616,\"price\":\"1287\",\"size\":3}]}";
serde_json::from_str::<GateioFuturesTrades>(input).unwrap();
}
}
}