barter-data 0.11.0

High performance & normalised WebSocket intergration for leading cryptocurrency exchanges - batteries included.
Documentation 
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

use super::Okx;
use crate::{Identifier, instrument::MarketInstrumentData, subscription::Subscription};
use barter_instrument::{
    Keyed,
    instrument::{
        kind::option::OptionKind,
        market_data::{MarketDataInstrument, kind::MarketDataInstrumentKind::*},
    },
};
use chrono::{
    DateTime, Utc,
    format::{DelayedFormat, StrftimeItems},
};
use serde::{Deserialize, Serialize};
use smol_str::{SmolStr, StrExt, format_smolstr};

/// Type that defines how to translate a Barter [`Subscription`] into a
/// [`Okx`] market that can be subscribed to.
///
/// See docs: <https://www.okx.com/docs-v5/en/#websocket-api-public-channel>
#[derive(Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Deserialize, Serialize)]
pub struct OkxMarket(pub SmolStr);

impl<Kind> Identifier<OkxMarket> for Subscription<Okx, MarketDataInstrument, Kind> {
    fn id(&self) -> OkxMarket {
        okx_market(&self.instrument)
    }
}

impl<InstrumentKey, Kind> Identifier<OkxMarket>
    for Subscription<Okx, Keyed<InstrumentKey, MarketDataInstrument>, Kind>
{
    fn id(&self) -> OkxMarket {
        okx_market(&self.instrument.value)
    }
}

impl<InstrumentKey, Kind> Identifier<OkxMarket>
    for Subscription<Okx, MarketInstrumentData<InstrumentKey>, Kind>
{
    fn id(&self) -> OkxMarket {
        OkxMarket(self.instrument.name_exchange.name().clone())
    }
}

impl AsRef<str> for OkxMarket {
    fn as_ref(&self) -> &str {
        &self.0
    }
}

fn okx_market(instrument: &MarketDataInstrument) -> OkxMarket {
    let MarketDataInstrument { base, quote, kind } = instrument;

    OkxMarket(match kind {
        Spot => format_smolstr!("{base}-{quote}").to_uppercase_smolstr(),
        Future(contract) => format_smolstr!("{base}-{quote}-{}", format_expiry(contract.expiry))
            .to_uppercase_smolstr(),
        Perpetual => format_smolstr!("{base}-{quote}-SWAP").to_uppercase_smolstr(),
        Option(contract) => format_smolstr!(
            "{base}-{quote}-{}-{}-{}",
            format_expiry(contract.expiry),
            contract.strike,
            match contract.kind {
                OptionKind::Call => "C",
                OptionKind::Put => "P",
            },
        )
        .to_uppercase_smolstr(),
    })
}

/// Format the expiry DateTime<Utc> to be Okx API compatible.
///
/// eg/ "230526" (26th of May 2023)
///
/// See docs: <https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments>
fn format_expiry<'a>(expiry: DateTime<Utc>) -> DelayedFormat<StrftimeItems<'a>> {
    expiry.date_naive().format("%g%m%d")
}