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use crate::{
event::{MarketEvent, MarketIter},
exchange::bybit::message::BybitPayload,
subscription::trade::PublicTrade,
};
use barter_instrument::{Side, exchange::ExchangeId};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
/// Terse type alias for an [`BybitTrade`](BybitTradeInner) real-time trades WebSocket message.
pub type BybitTrade = BybitPayload<Vec<BybitTradeInner>>;
/// ### Raw Payload Examples
/// See docs: <https://bybit-exchange.github.io/docs/v5/websocket/public/trade>
/// Spot Side::Buy Trade
///```json
/// {
/// "T": 1672304486865,
/// "s": "BTCUSDT",
/// "S": "Buy",
/// "v": "0.001",
/// "p": "16578.50",
/// "L": "PlusTick",
/// "i": "20f43950-d8dd-5b31-9112-a178eb6023af",
/// "BT": false
/// }
/// ```
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct BybitTradeInner {
#[serde(
alias = "T",
deserialize_with = "barter_integration::de::de_u64_epoch_ms_as_datetime_utc"
)]
pub time: DateTime<Utc>,
#[serde(rename = "s")]
pub market: String,
#[serde(rename = "S")]
pub side: Side,
#[serde(alias = "v", deserialize_with = "barter_integration::de::de_str")]
pub amount: f64,
#[serde(alias = "p", deserialize_with = "barter_integration::de::de_str")]
pub price: f64,
#[serde(rename = "i")]
pub id: String,
}
impl<InstrumentKey: Clone> From<(ExchangeId, InstrumentKey, BybitTrade)>
for MarketIter<InstrumentKey, PublicTrade>
{
fn from((exchange, instrument, trades): (ExchangeId, InstrumentKey, BybitTrade)) -> Self {
Self(
trades
.data
.into_iter()
.map(|trade| {
Ok(MarketEvent {
time_exchange: trade.time,
time_received: Utc::now(),
exchange,
instrument: instrument.clone(),
kind: PublicTrade {
id: trade.id,
price: trade.price,
amount: trade.amount,
side: trade.side,
},
})
})
.collect(),
)
}
}
#[cfg(test)]
mod tests {
use super::*;
mod de {
use crate::exchange::bybit::message::BybitPayloadKind;
use super::*;
use barter_integration::{
de::datetime_utc_from_epoch_duration, error::SocketError, subscription::SubscriptionId,
};
use smol_str::ToSmolStr;
use std::time::Duration;
#[test]
fn test_bybit_trade() {
struct TestCase {
input: &'static str,
expected: Result<BybitTradeInner, SocketError>,
}
let tests = vec![
// TC0: input BybitTradeInner is deserialised
TestCase {
input: r#"
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Buy",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
"#,
expected: Ok(BybitTradeInner {
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1672304486865,
)),
market: "BTCUSDT".to_string(),
side: Side::Buy,
amount: 0.001,
price: 16578.50,
id: "20f43950-d8dd-5b31-9112-a178eb6023af".to_string(),
}),
},
// TC1: input BybitTradeInner is deserialised
TestCase {
input: r#"
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Sell",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
"#,
expected: Ok(BybitTradeInner {
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1672304486865,
)),
market: "BTCUSDT".to_string(),
side: Side::Sell,
amount: 0.001,
price: 16578.50,
id: "20f43950-d8dd-5b31-9112-a178eb6023af".to_string(),
}),
},
// TC2: input BybitTradeInner is unable to be deserialised
TestCase {
input: r#"
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Unknown",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
"#,
expected: Err(SocketError::Unsupported {
entity: "".to_string(),
item: "".to_string(),
}),
},
];
for (index, test) in tests.into_iter().enumerate() {
let actual = serde_json::from_str::<BybitTradeInner>(test.input);
match (actual, test.expected) {
(Ok(actual), Ok(expected)) => {
assert_eq!(actual, expected, "TC{} failed", index)
}
(Err(_), Err(_)) => {
// Test passed
}
(actual, expected) => {
// Test failed
panic!(
"TC{index} failed because actual != expected. \nActual: {actual:?}\nExpected: {expected:?}\n"
);
}
}
}
}
#[test]
fn test_bybit_trade_payload() {
struct TestCase {
input: &'static str,
expected: Result<BybitTrade, SocketError>,
}
let tests = vec![
// TC0: input BybitTrade is deserialised
TestCase {
input: r#"
{
"topic": "publicTrade.BTCUSDT",
"type": "snapshot",
"ts": 1672304486868,
"data": [
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Buy",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
},
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Sell",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
]
}
"#,
expected: Ok(BybitTrade {
subscription_id: SubscriptionId("publicTrade|BTCUSDT".to_smolstr()),
kind: BybitPayloadKind::Snapshot,
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1672304486868,
)),
data: vec![
BybitTradeInner {
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1672304486865,
)),
market: "BTCUSDT".to_string(),
side: Side::Buy,
amount: 0.001,
price: 16578.50,
id: "20f43950-d8dd-5b31-9112-a178eb6023af".to_string(),
},
BybitTradeInner {
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1672304486865,
)),
market: "BTCUSDT".to_string(),
side: Side::Sell,
amount: 0.001,
price: 16578.50,
id: "20f43950-d8dd-5b31-9112-a178eb6023af".to_string(),
},
],
}),
},
// TC1: input BybitTrade is invalid w/ no subscription_id
TestCase {
input: r#"
{
"data": [
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Unknown",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
]
}
"#,
expected: Err(SocketError::Unsupported {
entity: "".to_string(),
item: "".to_string(),
}),
},
// TC1: input BybitTrade is invalid w/ invalid subscription_id format
TestCase {
input: r#"
{
"topic": "publicTrade.BTCUSDT.should_not_be_present",
"type": "snapshot",
"ts": 1672304486868,
"data": [
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Buy",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
},
{
"T": 1672304486865,
"s": "BTCUSDT",
"S": "Sell",
"v": "0.001",
"p": "16578.50",
"L": "PlusTick",
"i": "20f43950-d8dd-5b31-9112-a178eb6023af",
"BT": false
}
]
}
"#,
expected: Err(SocketError::Unsupported {
entity: "".to_string(),
item: "".to_string(),
}),
},
];
for (index, test) in tests.into_iter().enumerate() {
let actual = serde_json::from_str::<BybitTrade>(test.input);
match (actual, test.expected) {
(Ok(actual), Ok(expected)) => {
assert_eq!(actual, expected, "TC{} failed", index)
}
(Err(_), Err(_)) => {
// Test passed
}
(actual, expected) => {
// Test failed
panic!(
"TC{index} failed because actual != expected. \nActual: {actual:?}\nExpected: {expected:?}\n"
);
}
}
}
}
}
}