1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

use crate::{
    error::DataError,
    subscription::{
        book::{OrderBook, OrderBookL1},
        candle::Candle,
        liquidation::Liquidation,
        trade::PublicTrade,
    },
};
use barter_integration::model::instrument::Instrument;
use barter_integration::model::Exchange;
use chrono::{DateTime, Utc};
use serde::{Deserialize, Serialize};

/// Convenient new type containing a collection of [`MarketEvent<T>`](MarketEvent)s.
#[derive(Debug)]
pub struct MarketIter<InstrumentId, T>(pub Vec<Result<MarketEvent<InstrumentId, T>, DataError>>);

impl<InstrumentId, T> FromIterator<Result<MarketEvent<InstrumentId, T>, DataError>>
    for MarketIter<InstrumentId, T>
{
    fn from_iter<Iter>(iter: Iter) -> Self
    where
        Iter: IntoIterator<Item = Result<MarketEvent<InstrumentId, T>, DataError>>,
    {
        Self(iter.into_iter().collect())
    }
}

/// Normalised Barter [`MarketEvent<T>`](Self) wrapping the `T` data variant in metadata.
///
/// Note: `T` can be an enum such as the [`DataKind`] if required.
///
/// See [`crate::subscription`] for all existing Barter Market event variants.
///
/// ### Examples
/// - [`MarketEvent<PublicTrade>`](PublicTrade)
/// - [`MarketEvent<OrderBookL1>`](OrderBookL1)
/// - [`MarketEvent<DataKind>`](DataKind)
#[derive(Clone, PartialEq, Eq, PartialOrd, Ord, Debug, Deserialize, Serialize)]
pub struct MarketEvent<InstrumentId = Instrument, T = DataKind> {
    pub exchange_time: DateTime<Utc>,
    pub received_time: DateTime<Utc>,
    pub exchange: Exchange,
    pub instrument: InstrumentId,
    pub kind: T,
}

/// Available kinds of normalised Barter [`MarketEvent<T>`](MarketEvent).
///
/// ### Notes
/// - [`Self`] is only used as the [`MarketEvent<DataKind>`](MarketEvent) `Output` when combining
///   several [`Streams<SubscriptionKind::Event>`](crate::streams::Streams) using the
///   [`MultiStreamBuilder<Output>`](crate::streams::builder::multi::MultiStreamBuilder), or via
///   the [`DynamicStreams::select_all`](crate::streams::builder::dynamic::DynamicStreams) method.
/// - [`Self`] is purposefully not supported in any
///   [`Subscription`](crate::subscription::Subscription)s directly, it is only used to
///   make ergonomic [`Streams`](crate::streams::Streams) containing many
///   [`MarketEvent<T>`](MarketEvent) kinds.
#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
pub enum DataKind {
    Trade(PublicTrade),
    OrderBookL1(OrderBookL1),
    OrderBook(OrderBook),
    Candle(Candle),
    Liquidation(Liquidation),
}

impl<InstrumentId> From<MarketEvent<InstrumentId, PublicTrade>>
    for MarketEvent<InstrumentId, DataKind>
{
    fn from(event: MarketEvent<InstrumentId, 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<InstrumentId> From<MarketEvent<InstrumentId, OrderBookL1>>
    for MarketEvent<InstrumentId, DataKind>
{
    fn from(event: MarketEvent<InstrumentId, 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<InstrumentId> From<MarketEvent<InstrumentId, OrderBook>>
    for MarketEvent<InstrumentId, DataKind>
{
    fn from(event: MarketEvent<InstrumentId, 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<InstrumentId> From<MarketEvent<InstrumentId, Candle>> for MarketEvent<InstrumentId, DataKind> {
    fn from(event: MarketEvent<InstrumentId, 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<InstrumentId> From<MarketEvent<InstrumentId, Liquidation>>
    for MarketEvent<InstrumentId, DataKind>
{
    fn from(event: MarketEvent<InstrumentId, Liquidation>) -> Self {
        Self {
            exchange_time: event.exchange_time,
            received_time: event.received_time,
            exchange: event.exchange,
            instrument: event.instrument,
            kind: DataKind::Liquidation(event.kind),
        }
    }
}