bitbank_api/stream/
depth_diff.rs

1use super::*;
2
3pub use crate::public::depth::LimitOrder;
4use crate::public::depth::RawLimitOrder;
5
6#[serde_as]
7#[derive(Deserialize, Debug)]
8struct RawResponse {
9    a: Vec<RawLimitOrder>,
10    b: Vec<RawLimitOrder>,
11    #[serde_as(as = "TimestampMilliSeconds")]
12    t: NaiveDateTime,
13    #[serde_as(as = "DisplayFromStr")]
14    s: u64,
15}
16
17#[derive(Debug)]
18pub struct DepthDiff {
19    pub asks: Vec<LimitOrder>,
20    pub bids: Vec<LimitOrder>,
21    pub timestamp: NaiveDateTime,
22    pub sequence_id: u64,
23}
24
25#[derive(TypedBuilder)]
26pub struct Params {
27    pair: Pair,
28}
29
30pub async fn connect(
31    params: Params,
32) -> anyhow::Result<impl tokio_stream::Stream<Item = DepthDiff>> {
33    use tokio_stream::StreamExt;
34
35    let pair = params.pair;
36    let room_id = format!("depth_diff_{pair}");
37    let raw = do_connect::<RawResponse>(&room_id).await?;
38    let st = raw.map(|x| DepthDiff {
39        asks: x.a.into_iter().map(LimitOrder::new).collect(),
40        bids: x.b.into_iter().map(LimitOrder::new).collect(),
41        timestamp: x.t,
42        sequence_id: x.s,
43    });
44    Ok(st)
45}
46
47#[cfg(test)]
48mod tests {
49    use super::*;
50
51    #[tokio::test]
52    async fn test() -> anyhow::Result<()> {
53        use futures_util::{pin_mut, StreamExt};
54
55        let params = Params::builder().pair(Pair(XRP, JPY)).build();
56        let st = connect(params).await?;
57        pin_mut!(st);
58        while let Some(x) = st.next().await {
59            dbg!(&x);
60            break;
61        }
62        Ok(())
63    }
64}
bitbank_api/stream/depth_diff.rs

bitbank_api/stream/
depth_diff.rs
