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use crate::{
event::{MarketEvent, MarketIter},
exchange::ExchangeId,
subscription::trade::PublicTrade,
Identifier,
};
use barter_integration::{
de::{datetime_utc_from_epoch_duration, extract_next},
model::{Exchange, Instrument, Side, SubscriptionId},
};
use chrono::{DateTime, Utc};
use serde::Serialize;
#[derive(Clone, PartialEq, PartialOrd, Debug, Serialize)]
pub struct KrakenTrades {
pub subscription_id: SubscriptionId,
pub trades: Vec<KrakenTrade>,
}
#[derive(Copy, Clone, PartialEq, PartialOrd, Debug, Serialize)]
pub struct KrakenTrade {
pub price: f64,
#[serde(rename = "quantity")]
pub amount: f64,
pub time: DateTime<Utc>,
pub side: Side,
}
impl Identifier<Option<SubscriptionId>> for KrakenTrades {
fn id(&self) -> Option<SubscriptionId> {
Some(self.subscription_id.clone())
}
}
fn custom_kraken_trade_id(trade: &KrakenTrade) -> String {
format!(
"{}_{}_{}_{}",
trade.time.timestamp_nanos(),
trade.side,
trade.price,
trade.amount
)
}
impl From<(ExchangeId, Instrument, KrakenTrades)> for MarketIter<PublicTrade> {
fn from((exchange_id, instrument, trades): (ExchangeId, Instrument, KrakenTrades)) -> Self {
trades
.trades
.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: custom_kraken_trade_id(&trade),
price: trade.price,
amount: trade.amount,
side: trade.side,
},
})
})
.collect()
}
}
impl<'de> serde::de::Deserialize<'de> for KrakenTrades {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: serde::Deserializer<'de>,
{
struct SeqVisitor;
impl<'de> serde::de::Visitor<'de> for SeqVisitor {
type Value = KrakenTrades;
fn expecting(&self, formatter: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
formatter.write_str("KrakenTrades struct from the Kraken WebSocket API")
}
fn visit_seq<SeqAccessor>(
self,
mut seq: SeqAccessor,
) -> Result<Self::Value, SeqAccessor::Error>
where
SeqAccessor: serde::de::SeqAccess<'de>,
{
let _: serde::de::IgnoredAny = extract_next(&mut seq, "channelID")?;
let trades = extract_next(&mut seq, "Vec<KrakenTrade>")?;
let _: serde::de::IgnoredAny = extract_next(&mut seq, "channelName")?;
let subscription_id = extract_next::<SeqAccessor, String>(&mut seq, "pair")
.map(|pair| SubscriptionId::from(format!("trade|{pair}")))?;
while seq.next_element::<serde::de::IgnoredAny>()?.is_some() {}
Ok(KrakenTrades {
subscription_id,
trades,
})
}
}
deserializer.deserialize_seq(SeqVisitor)
}
}
impl<'de> serde::de::Deserialize<'de> for KrakenTrade {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: serde::de::Deserializer<'de>,
{
struct SeqVisitor;
impl<'de> serde::de::Visitor<'de> for SeqVisitor {
type Value = KrakenTrade;
fn expecting(&self, formatter: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
formatter.write_str("KrakenTrade struct from the Kraken WebSocket API")
}
fn visit_seq<SeqAccessor>(
self,
mut seq: SeqAccessor,
) -> Result<Self::Value, SeqAccessor::Error>
where
SeqAccessor: serde::de::SeqAccess<'de>,
{
let price = extract_next::<SeqAccessor, String>(&mut seq, "price")?
.parse()
.map_err(serde::de::Error::custom)?;
let amount = extract_next::<SeqAccessor, String>(&mut seq, "quantity")?
.parse()
.map_err(serde::de::Error::custom)?;
let time = extract_next::<SeqAccessor, String>(&mut seq, "time")?
.parse()
.map(|time| {
datetime_utc_from_epoch_duration(std::time::Duration::from_secs_f64(time))
})
.map_err(serde::de::Error::custom)?;
let side: Side = extract_next(&mut seq, "side")?;
while seq.next_element::<serde::de::IgnoredAny>()?.is_some() {}
Ok(KrakenTrade {
price,
amount,
time,
side,
})
}
}
deserializer.deserialize_seq(SeqVisitor)
}
}