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use barter_integration::{
model::{Exchange, Instrument, Side},
Event,
};
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};
pub mod subscription;
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct MarketEvent {
pub exchange_time: DateTime<Utc>,
pub received_time: DateTime<Utc>,
pub exchange: Exchange,
pub instrument: Instrument,
pub kind: DataKind,
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub enum DataKind {
Trade(PublicTrade),
Candle(Candle),
OrderBook(OrderBook),
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct PublicTrade {
pub id: String,
pub price: f64,
pub quantity: f64,
pub side: Side,
}
#[derive(Copy, Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct Candle {
pub start_time: DateTime<Utc>,
pub end_time: DateTime<Utc>,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub volume: f64,
pub trade_count: u64,
}
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct OrderBook {
pub last_update_time: DateTime<Utc>,
pub last_update_id: u64,
pub bids: Vec<Level>,
pub asks: Vec<Level>,
}
#[derive(Clone, Copy, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub struct Level {
pub price: f64,
pub quantity: f64,
}
impl<T> From<(T, T)> for Level
where
T: Into<f64>,
{
fn from((price, quantity): (T, T)) -> Self {
Self::new(price, quantity)
}
}
impl Level {
pub fn new<T>(price: T, quantity: T) -> Self
where
T: Into<f64>,
{
Self {
price: price.into(),
quantity: quantity.into(),
}
}
}
impl From<Event<MarketEvent>> for MarketEvent {
fn from(event: Event<MarketEvent>) -> Self {
event.payload
}
}