binance_async_api/websocket/
usdm.rs

1use super::StreamTopic;
2use crate::client::Product;
3use serde::Deserialize;
4
5#[derive(Debug, Clone, Copy)]
6pub struct AggTradeStream<'a> {
7    pub symbol: &'a str,
8}
9
10#[derive(Debug, Clone, Deserialize)]
11pub struct AggTradeEvent {
12    #[serde(rename = "E")]
13    pub event_time: usize,
14    #[serde(rename = "s")]
15    pub symbol: String,
16    #[serde(rename = "a")]
17    pub id: usize,
18    #[serde(rename = "p")]
19    pub price: String,
20    #[serde(rename = "q")]
21    pub qty: String,
22    #[serde(rename = "f")]
23    pub first_trade_id: usize,
24    #[serde(rename = "l")]
25    pub last_trade_id: usize,
26    #[serde(rename = "T")]
27    pub trade_time: usize,
28    #[serde(rename = "m")]
29    pub buyer_is_maker: bool,
30}
31
32impl<'a> StreamTopic for AggTradeStream<'a> {
33    const PRODUCT: Product = Product::UsdMFutures;
34    fn endpoint(&self) -> String {
35        format!("/ws/{}@aggTrade", self.symbol.to_lowercase())
36    }
37    type Event = AggTradeEvent;
38}
39
40#[derive(Debug, Clone, Copy)]
41pub struct BookTickerStream<'a> {
42    pub symbol: &'a str,
43}
44
45#[derive(Debug, Clone, Deserialize)]
46pub struct BookTickerEvent {
47    #[serde(rename = "u")]
48    pub order_book_update_id: usize,
49    #[serde(rename = "E")]
50    pub event_time: usize,
51    #[serde(rename = "T")]
52    pub transaction_time: usize,
53    #[serde(rename = "s")]
54    pub symbol: String,
55    #[serde(rename = "b")]
56    pub best_bid_price: String,
57    #[serde(rename = "B")]
58    pub best_bid_qty: String,
59    #[serde(rename = "a")]
60    pub best_ask_price: String,
61    #[serde(rename = "A")]
62    pub best_ask_qty: String,
63}
64
65impl<'a> StreamTopic for BookTickerStream<'a> {
66    const PRODUCT: Product = Product::UsdMFutures;
67    fn endpoint(&self) -> String {
68        format!("/ws/{}@bookTicker", self.symbol.to_lowercase())
69    }
70    type Event = BookTickerEvent;
71}
72
73#[derive(Debug, Clone, Deserialize)]
74pub struct DiffDepthEvent {
75    #[serde(rename = "E")]
76    pub event_time: usize,
77    #[serde(rename = "T")]
78    pub transaction_time: usize,
79    #[serde(rename = "s")]
80    pub symbol: String,
81    #[serde(rename = "U")]
82    pub first_update_id: usize,
83    #[serde(rename = "u")]
84    pub final_update_id: usize,
85    #[serde(rename = "pu")]
86    pub last_event_final_update_id: usize,
87    #[serde(rename = "b")]
88    pub bid_updates: Vec<BookLevelUpdate>,
89    #[serde(rename = "a")]
90    pub ask_updates: Vec<BookLevelUpdate>,
91}
92
93#[derive(Debug, Clone, Deserialize)]
94pub struct BookLevelUpdate {
95    pub price: String,
96    pub qty: String,
97}
98
99#[derive(Debug, Clone, Copy)]
100pub struct DiffDepthStream<'a> {
101    pub symbol: &'a str,
102}
103
104impl<'a> StreamTopic for DiffDepthStream<'a> {
105    const PRODUCT: Product = Product::UsdMFutures;
106    fn endpoint(&self) -> String {
107        format!("/ws/{}@depth@100ms", self.symbol.to_lowercase())
108    }
109    type Event = DiffDepthEvent;
110}
111
112#[derive(Debug, Clone, Copy)]
113pub struct UserStream<'a> {
114    pub listen_key: &'a str,
115}
116
117#[derive(Debug, Clone, Deserialize)]
118pub struct PositionMarginCall {
119    #[serde(rename = "s")]
120    pub symbol: String,
121    #[serde(rename = "ps")]
122    pub position_side: String,
123    #[serde(rename = "pa")]
124    pub position_amount: String,
125    #[serde(rename = "mt")]
126    pub margin_type: String,
127    #[serde(rename = "iw")]
128    pub isolated_wallet: Option<String>,
129    #[serde(rename = "mp")]
130    pub mark_price: String,
131    #[serde(rename = "up")]
132    pub unrealized_pnl: String,
133    #[serde(rename = "mm")]
134    pub required_maintenance_margin: String,
135}
136
137#[derive(Debug, Clone, Deserialize)]
138pub struct MarginCallEvent {
139    #[serde(rename = "E")]
140    pub event_time: usize,
141    #[serde(rename = "cw")]
142    pub cross_wallet_balance: Option<String>,
143    #[serde(rename = "p")]
144    pub positions: Vec<PositionMarginCall>,
145}
146
147#[derive(Debug, Clone, Deserialize)]
148pub struct BalancePositionUpdateEvent {
149    #[serde(rename = "E")]
150    pub event_time: usize,
151    #[serde(rename = "T")]
152    pub transaction_time: usize,
153    #[serde(rename = "a")]
154    pub balance_position_update: BalancePositionUpdate,
155}
156
157#[derive(Debug, Clone, Deserialize)]
158pub struct BalancePositionUpdate {
159    #[serde(rename = "m")]
160    pub reason: String,
161    #[serde(rename = "B")]
162    pub balance_updates: Vec<BalanceUpdate>,
163    #[serde(rename = "P")]
164    pub position_updates: Vec<PositionUpdate>,
165}
166
167#[derive(Debug, Clone, Deserialize)]
168pub struct BalanceUpdate {
169    #[serde(rename = "a")]
170    pub asset: String,
171    #[serde(rename = "wb")]
172    pub wallet_balance: String,
173    #[serde(rename = "cw")]
174    pub cross_wallet_balance: String,
175    #[serde(rename = "bc")]
176    pub balance_change: String,
177}
178
179#[derive(Debug, Clone, Deserialize)]
180pub struct PositionUpdate {
181    #[serde(rename = "s")]
182    pub symbol: String,
183    #[serde(rename = "pa")]
184    pub position_amount: String,
185    #[serde(rename = "ep")]
186    pub entry_price: String,
187    #[serde(rename = "bep")]
188    pub breakeven_price: String,
189    #[serde(rename = "cr")]
190    pub realized_pnl: String,
191    #[serde(rename = "up")]
192    pub unrealized_pnl: String,
193    #[serde(rename = "mt")]
194    pub margin_type: String,
195    #[serde(rename = "iw")]
196    pub isolated_wallet: Option<String>,
197    #[serde(rename = "ps")]
198    pub position_side: String,
199}
200
201#[derive(Debug, Clone, Deserialize)]
202pub struct OrderUpdateEvent {
203    #[serde(rename = "E")]
204    pub event_time: usize,
205    #[serde(rename = "T")]
206    pub transaction_time: usize,
207    #[serde(rename = "o")]
208    pub order_update: OrderUpdate,
209}
210
211#[derive(Debug, Clone, Deserialize)]
212pub struct OrderUpdate {
213    #[serde(rename = "s")]
214    pub symbol: String,
215    #[serde(rename = "c")]
216    pub client_order_id: String,
217    #[serde(rename = "S")]
218    pub side: String,
219    #[serde(rename = "o")]
220    pub order_type: String,
221    #[serde(rename = "f")]
222    pub time_in_force: String,
223    #[serde(rename = "q")]
224    pub orig_qty: String,
225    #[serde(rename = "p")]
226    pub orig_price: String,
227    #[serde(rename = "ap")]
228    pub average_price: String,
229    #[serde(rename = "sp")]
230    pub stop_price: String,
231    #[serde(rename = "x")]
232    pub current_order_execution_type: String,
233    #[serde(rename = "X")]
234    pub current_order_status: String,
235    #[serde(rename = "i")]
236    pub order_id: usize,
237    #[serde(rename = "l")]
238    pub last_filled_qty: String,
239    #[serde(rename = "z")]
240    pub cummulative_filled_qty: String,
241    #[serde(rename = "L")]
242    pub last_fill_price: String,
243    #[serde(rename = "N")]
244    pub commission_asset: Option<String>,
245    #[serde(rename = "n")]
246    pub commission_amount: Option<String>,
247    #[serde(rename = "T")]
248    pub order_trade_time: usize,
249    #[serde(rename = "t")]
250    pub order_trade_id: usize,
251    #[serde(rename = "b")]
252    pub bid_notional: String,
253    #[serde(rename = "a")]
254    pub ask_notional: String,
255    #[serde(rename = "m")]
256    pub is_trade_maker: bool,
257    #[serde(rename = "R")]
258    pub is_reduce_only: bool,
259    #[serde(rename = "wt")]
260    pub stop_price_working_type: String,
261    #[serde(rename = "ot")]
262    pub orig_order_type: String,
263    #[serde(rename = "ps")]
264    pub position_side: String,
265    #[serde(rename = "cp")]
266    pub close_position: bool,
267    #[serde(rename = "AP")]
268    pub activation_price: Option<String>,
269    #[serde(rename = "cr")]
270    pub callback_rate: Option<String>,
271    #[serde(rename = "pP")]
272    pub price_protection: bool,
273    #[serde(rename = "rp")]
274    pub trade_realized_profit: String,
275    #[serde(rename = "V")]
276    pub self_trade_prevention_mode: String,
277    #[serde(rename = "gtd")]
278    pub good_till_date: usize,
279}
280
281#[derive(Debug, Clone, Deserialize)]
282pub struct AccountConfigurationUpdateEvent {
283    #[serde(rename = "E")]
284    pub event_time: usize,
285    #[serde(rename = "T")]
286    pub transaction_time: usize,
287    #[serde(rename = "ac")]
288    pub leverage: Option<LeverageUpdate>,
289    #[serde(rename = "ai")]
290    pub multi_asset_mode: Option<MultiAssetModeUpdate>,
291}
292
293#[derive(Debug, Clone, Deserialize)]
294pub struct LeverageUpdate {
295    #[serde(rename = "s")]
296    pub symbol: String,
297    #[serde(rename = "l")]
298    pub leverage: usize,
299}
300
301#[derive(Debug, Clone, Deserialize)]
302pub struct MultiAssetModeUpdate {
303    #[serde(rename = "j")]
304    pub multi_asset_mode: bool,
305}
306
307#[derive(Debug, Clone, Deserialize)]
308pub struct ConditionalOrderTriggerRejectEvent {
309    #[serde(rename = "E")]
310    pub event_time: usize,
311    #[serde(rename = "T")]
312    pub transaction_time: usize,
313    #[serde(rename = "or")]
314    pub conditional_order_trigger_reject: ConditionalOrderTriggerReject,
315}
316
317#[derive(Debug, Clone, Deserialize)]
318pub struct ConditionalOrderTriggerReject {
319    #[serde(rename = "s")]
320    pub symbol: String,
321    #[serde(rename = "i")]
322    pub order_id: usize,
323}
324
325#[derive(Debug, Clone, Deserialize)]
326pub struct ListenKeyExpiredEvent {
327    #[serde(rename = "E")]
328    pub event_time: usize,
329    #[serde(rename = "listenKey")]
330    pub listen_key: String,
331}
332
333#[derive(Debug, Clone, Deserialize)]
334#[serde(tag = "e")]
335#[allow(clippy::large_enum_variant)]
336pub enum UserStreamEvent {
337    #[serde(rename = "MARGIN_CALL")]
338    MarginCall(MarginCallEvent),
339    #[serde(rename = "ACCOUNT_UPDATE")]
340    BalancePositionUpdate(BalancePositionUpdateEvent),
341    #[serde(rename = "ORDER_TRADE_UPDATE")]
342    OrderUpdate(OrderUpdateEvent),
343    #[serde(rename = "ACCOUNT_CONFIG_UPDATE")]
344    AccountConfigurationUpdate(AccountConfigurationUpdateEvent),
345    #[serde(rename = "CONDITIONAL_ORDER_TRIGGER_REJECT")]
346    ConditionalOrderTriggerReject(ConditionalOrderTriggerRejectEvent),
347    #[serde(rename = "listenKeyExpired")]
348    ListenKeyExpired(ListenKeyExpiredEvent),
349}
350
351impl<'a> StreamTopic for UserStream<'a> {
352    const PRODUCT: Product = Product::UsdMFutures;
353    fn endpoint(&self) -> String {
354        format!("/ws/{}", self.listen_key)
355    }
356    type Event = UserStreamEvent;
357}
binance_async_api/websocket/usdm.rs

binance_async_api/websocket/
usdm.rs
