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use super::super::BinanceChannel;
use crate::{
event::{MarketEvent, MarketIter},
exchange::ExchangeId,
subscription::liquidation::Liquidation,
Identifier,
};
use barter_integration::model::{instrument::Instrument, Exchange, Side, SubscriptionId};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
/// [`BinanceFuturesUsd`](super::BinanceFuturesUsd) Liquidation order message.
///
/// ### Raw Payload Examples
/// See docs: <https://binance-docs.github.io/apidocs/futures/en/#liquidation-order-streams>
/// ```json
/// {
/// "e": "forceOrder",
/// "E": 1665523974222,
/// "o": {
/// "s": "BTCUSDT",
/// "S": "SELL",
/// "o": "LIMIT",
/// "f": "IOC",
/// "q": "0.009",
/// "p": "18917.15",
/// "ap": "18990.00",
/// "X": "FILLED",
/// "l": "0.009",
/// "z": "0.009",
/// "T": 1665523974217
/// }
/// }
/// ```
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct BinanceLiquidation {
#[serde(alias = "o")]
pub order: BinanceLiquidationOrder,
}
/// [`BinanceFuturesUsd`](super::BinanceFuturesUsd) Liquidation order.
///
/// ### Raw Payload Examples
/// ```json
/// {
/// "s": "BTCUSDT",
/// "S": "SELL",
/// "o": "LIMIT",
/// "f": "IOC",
/// "q": "0.009",
/// "p": "18917.15",
/// "ap": "18990.00",
/// "X": "FILLED",
/// "l": "0.009",
/// "z": "0.009",
/// "T": 1665523974217
/// }
/// ```
///
/// See docs: <https://binance-docs.github.io/apidocs/futures/en/#liquidation-order-streams>
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct BinanceLiquidationOrder {
#[serde(alias = "s", deserialize_with = "de_liquidation_subscription_id")]
pub subscription_id: SubscriptionId,
#[serde(alias = "S")]
pub side: Side,
#[serde(alias = "p", deserialize_with = "barter_integration::de::de_str")]
pub price: f64,
#[serde(alias = "q", deserialize_with = "barter_integration::de::de_str")]
pub quantity: f64,
#[serde(
alias = "T",
deserialize_with = "barter_integration::de::de_u64_epoch_ms_as_datetime_utc"
)]
pub time: DateTime<Utc>,
}
impl Identifier<Option<SubscriptionId>> for BinanceLiquidation {
fn id(&self) -> Option<SubscriptionId> {
Some(self.order.subscription_id.clone())
}
}
impl From<(ExchangeId, Instrument, BinanceLiquidation)> for MarketIter<Liquidation> {
fn from(
(exchange_id, instrument, liquidation): (ExchangeId, Instrument, BinanceLiquidation),
) -> Self {
Self(vec![Ok(MarketEvent {
exchange_time: liquidation.order.time,
received_time: Utc::now(),
exchange: Exchange::from(exchange_id),
instrument,
kind: Liquidation {
side: liquidation.order.side,
price: liquidation.order.price,
quantity: liquidation.order.quantity,
time: liquidation.order.time,
},
})])
}
}
/// Deserialize a [`BinanceLiquidationOrder`] "s" (eg/ "BTCUSDT") as the associated
/// [`SubscriptionId`].
///
/// eg/ "forceOrder|BTCUSDT"
pub fn de_liquidation_subscription_id<'de, D>(deserializer: D) -> Result<SubscriptionId, D::Error>
where
D: serde::de::Deserializer<'de>,
{
Deserialize::deserialize(deserializer).map(|market: String| {
SubscriptionId::from(format!("{}|{}", BinanceChannel::LIQUIDATIONS.0, market))
})
}
#[cfg(test)]
mod tests {
use super::*;
mod de {
use super::*;
use barter_integration::de::datetime_utc_from_epoch_duration;
use std::time::Duration;
#[test]
fn test_binance_liquidation() {
let input = r#"
{
"e": "forceOrder",
"E": 1665523974222,
"o": {
"s": "BTCUSDT",
"S": "SELL",
"o": "LIMIT",
"f": "IOC",
"q": "0.009",
"p": "18917.15",
"ap": "18990.00",
"X": "FILLED",
"l": "0.009",
"z": "0.009",
"T": 1665523974217
}
}
"#;
assert_eq!(
serde_json::from_str::<BinanceLiquidation>(input).unwrap(),
BinanceLiquidation {
order: BinanceLiquidationOrder {
subscription_id: SubscriptionId::from("@forceOrder|BTCUSDT"),
side: Side::Sell,
price: 18917.15,
quantity: 0.009,
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1665523974217,
)),
},
}
);
}
}
}