use crate::{
error::DataError,
subscription::{
book::{OrderBook, OrderBookL1},
candle::Candle,
liquidation::Liquidation,
trade::PublicTrade,
},
};
use barter_integration::model::{instrument::Instrument, Exchange};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
#[derive(Debug)]
pub struct MarketIter<T>(pub Vec<Result<MarketEvent<T>, DataError>>);
impl<T> FromIterator<Result<MarketEvent<T>, DataError>> for MarketIter<T> {
fn from_iter<Iter>(iter: Iter) -> Self
where
Iter: IntoIterator<Item = Result<MarketEvent<T>, DataError>>,
{
Self(iter.into_iter().collect())
}
}
#[derive(Clone, PartialEq, Eq, PartialOrd, Ord, Debug, Deserialize, Serialize)]
pub struct MarketEvent<T> {
pub exchange_time: DateTime<Utc>,
pub received_time: DateTime<Utc>,
pub exchange: Exchange,
pub instrument: Instrument,
pub kind: T,
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub enum DataKind {
Trade(PublicTrade),
OrderBookL1(OrderBookL1),
OrderBook(OrderBook),
Candle(Candle),
Liquidation(Liquidation),
}
impl From<MarketEvent<PublicTrade>> for MarketEvent<DataKind> {
fn from(event: MarketEvent<PublicTrade>) -> Self {
Self {
exchange_time: event.exchange_time,
received_time: event.received_time,
exchange: event.exchange,
instrument: event.instrument,
kind: DataKind::Trade(event.kind),
}
}
}
impl From<MarketEvent<OrderBookL1>> for MarketEvent<DataKind> {
fn from(event: MarketEvent<OrderBookL1>) -> Self {
Self {
exchange_time: event.exchange_time,
received_time: event.received_time,
exchange: event.exchange,
instrument: event.instrument,
kind: DataKind::OrderBookL1(event.kind),
}
}
}
impl From<MarketEvent<OrderBook>> for MarketEvent<DataKind> {
fn from(event: MarketEvent<OrderBook>) -> Self {
Self {
exchange_time: event.exchange_time,
received_time: event.received_time,
exchange: event.exchange,
instrument: event.instrument,
kind: DataKind::OrderBook(event.kind),
}
}
}
impl From<MarketEvent<Candle>> for MarketEvent<DataKind> {
fn from(event: MarketEvent<Candle>) -> Self {
Self {
exchange_time: event.exchange_time,
received_time: event.received_time,
exchange: event.exchange,
instrument: event.instrument,
kind: DataKind::Candle(event.kind),
}
}
}
impl From<MarketEvent<Liquidation>> for MarketEvent<DataKind> {
fn from(event: MarketEvent<Liquidation>) -> Self {
Self {
exchange_time: event.exchange_time,
received_time: event.received_time,
exchange: event.exchange,
instrument: event.instrument,
kind: DataKind::Liquidation(event.kind),
}
}
}