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use crate::rest_model::{string_or_float, Asks, Bids, OrderBook, OrderSide, OrderStatus, OrderType, TimeInForce};
#[derive(Debug, Serialize, Deserialize)]
#[serde(tag = "e")]
pub enum WebsocketEvent {
#[serde(alias = "aggTrade")]
AggTrade(Box<TradesEvent>),
#[serde(alias = "trade")]
Trade(Box<TradeEvent>),
#[serde(alias = "kline")]
Kline(Box<KlineEvent>),
#[serde(alias = "24hrTicker")]
DayTicker(Box<DayTickerEvent>),
#[serde(alias = "24hrMiniTicker")]
DayMiniTicker(Box<MiniDayTickerEvent>),
#[serde(alias = "depthUpdate")]
DepthOrderBook(Box<DepthOrderBookEvent>),
#[serde(alias = "outboundAccountPosition")]
AccountPositionUpdate(Box<AccountPositionUpdate>),
#[serde(alias = "balanceUpdate")]
BalanceUpdate(Box<BalanceUpdate>),
#[serde(alias = "executionReport")]
OrderUpdate(Box<OrderUpdate>),
#[serde(alias = "listStatus")]
ListOrderUpdate(Box<OrderListUpdate>),
}
#[derive(Serialize, Deserialize, Debug)]
pub struct QueryResult {
pub result: Option<String>,
pub id: i64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TradesEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "a")]
pub aggregated_trade_id: u64,
#[serde(rename = "p")]
pub price: String,
#[serde(rename = "q")]
pub qty: String,
#[serde(rename = "f")]
pub first_break_trade_id: u64,
#[serde(rename = "l")]
pub last_break_trade_id: u64,
#[serde(rename = "T")]
pub trade_order_time: u64,
#[serde(rename = "m")]
pub is_buyer_maker: bool,
#[serde(skip, rename = "M")]
pub m_ignore: bool,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TradeEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "t")]
pub trade_id: u64,
#[serde(rename = "p")]
pub price: String,
#[serde(rename = "q")]
pub qty: String,
#[serde(rename = "b")]
pub buyer_order_id: u64,
#[serde(rename = "a")]
pub seller_order_id: u64,
#[serde(rename = "T")]
pub trade_order_time: u64,
#[serde(rename = "m")]
pub is_buyer_maker: bool,
#[serde(skip, rename = "M")]
pub m_ignore: bool,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct DayTickerEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "p")]
pub price_change: String,
#[serde(rename = "P")]
pub price_change_percent: String,
#[serde(rename = "w")]
pub average_price: String,
#[serde(rename = "x")]
pub prev_close: String,
#[serde(rename = "c")]
pub current_close: String,
#[serde(rename = "Q")]
pub current_close_qty: String,
#[serde(rename = "b")]
pub best_bid: String,
#[serde(rename = "B")]
pub best_bid_qty: String,
#[serde(rename = "a")]
pub best_ask: String,
#[serde(rename = "A")]
pub best_ask_qty: String,
#[serde(rename = "o")]
pub open: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "v")]
pub volume: String,
#[serde(rename = "q")]
pub quote_volume: String,
#[serde(rename = "O")]
pub open_time: u64,
#[serde(rename = "C")]
pub close_time: u64,
#[serde(rename = "F")]
pub first_trade_id: i64,
#[serde(rename = "L")]
pub last_trade_id: i64,
#[serde(rename = "n")]
pub num_trades: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct MiniDayTickerEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "c")]
pub current_close: String,
#[serde(rename = "o")]
pub open: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "v")]
pub volume: String,
#[serde(rename = "q")]
pub quote_volume: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct KlineEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "k")]
pub kline: Kline,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Kline {
#[serde(rename = "t")]
pub start_time: i64,
#[serde(rename = "T")]
pub end_time: i64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "i")]
pub interval: String,
#[serde(rename = "f")]
pub first_trade_id: i64,
#[serde(rename = "L")]
pub last_trade_id: i64,
#[serde(with = "string_or_float")]
#[serde(rename = "o")]
pub open: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "c")]
pub close: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "h")]
pub high: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "l")]
pub low: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "v")]
pub volume: f64,
#[serde(rename = "n")]
pub number_of_trades: i64,
#[serde(rename = "x")]
pub is_final_bar: bool,
#[serde(with = "string_or_float")]
#[serde(rename = "q")]
pub quote_volume: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "V")]
pub active_buy_volume: f64,
#[serde(with = "string_or_float")]
#[serde(rename = "Q")]
pub active_volume_buy_quote: f64,
#[serde(skip, rename = "B")]
pub ignore_me: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct DepthOrderBookEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "U")]
pub first_update_id: u64,
#[serde(rename = "u")]
pub final_update_id: u64,
#[serde(rename = "b")]
pub bids: Vec<Bids>,
#[serde(rename = "a")]
pub asks: Vec<Asks>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct BookTickerEvent {
#[serde(rename = "u")]
pub update_id: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "b", with = "string_or_float")]
pub best_bid: f64,
#[serde(rename = "B", with = "string_or_float")]
pub best_bid_qty: f64,
#[serde(rename = "a", with = "string_or_float")]
pub best_ask: f64,
#[serde(rename = "A", with = "string_or_float")]
pub best_ask_qty: f64,
}
#[derive(Debug, Serialize, Deserialize)]
pub struct CombinedStreamEvent<T> {
stream: String,
pub data: T,
}
#[derive(Debug, Serialize, Deserialize)]
#[serde(untagged)]
pub enum WebsocketEventUntag {
WebsocketEvent(WebsocketEvent),
Orderbook(Box<OrderBook>),
BookTicker(Box<BookTickerEvent>),
}
impl<T> CombinedStreamEvent<T> {
pub fn parse_stream(&self) -> (String, String) {
let mut parsed = self.stream.clone();
if let Some(0) = parsed.find('!') {
parsed.remove(0);
}
let split = parsed.split_once("@").unwrap_or((&parsed, ""));
(split.0.to_string(), split.1.to_string())
}
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AccountPositionUpdate {
#[serde(alias = "E")]
pub event_time: u64,
#[serde(alias = "u")]
pub last_update_time: u64,
#[serde(alias = "B")]
pub balances: Vec<EventBalance>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AccountUpdate {
#[serde(alias = "E")]
pub event_time: u64,
#[serde(alias = "m")]
maker_commission_rate: u64,
#[serde(alias = "t")]
taker_commission_rate: u64,
#[serde(alias = "b")]
buyer_commission_rate: u64,
#[serde(alias = "s")]
seller_commission_rate: u64,
#[serde(alias = "T")]
can_trade: bool,
#[serde(alias = "W")]
can_withdraw: bool,
#[serde(alias = "D")]
can_deposit: bool,
#[serde(alias = "B")]
pub balances: Vec<EventBalance>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct EventBalance {
#[serde(rename = "a")]
pub asset: String,
#[serde(rename = "f")]
#[serde(with = "string_or_float")]
pub free: f64,
#[serde(rename = "l")]
#[serde(with = "string_or_float")]
pub locked: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct BalanceUpdate {
#[serde(alias = "E")]
pub event_time: u64,
#[serde(rename = "a")]
pub asset: String,
#[serde(rename = "d")]
#[serde(with = "string_or_float")]
pub delta: f64,
#[serde(alias = "T")]
pub clear_time: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderUpdate {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "c")]
pub client_order_id: String,
#[serde(rename = "S")]
pub side: OrderSide,
#[serde(rename = "o")]
pub order_type: OrderType,
#[serde(rename = "f")]
pub time_in_force: TimeInForce,
#[serde(rename = "q")]
#[serde(with = "string_or_float")]
pub qty: f64,
#[serde(rename = "p")]
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(rename = "P")]
#[serde(with = "string_or_float")]
pub stop_price: f64,
#[serde(rename = "F")]
#[serde(with = "string_or_float")]
pub iceberg_qty: f64,
#[serde(rename = "g")]
pub order_list_id: i64,
#[serde(rename = "C")]
pub origin_client_id: Option<String>,
#[serde(rename = "x")]
pub execution_type: OrderStatus,
#[serde(rename = "X")]
pub current_order_status: OrderStatus,
#[serde(rename = "r")]
pub order_reject_reason: String,
#[serde(rename = "i")]
pub order_id: u64,
#[serde(rename = "l")]
#[serde(with = "string_or_float")]
pub qty_last_executed: f64,
#[serde(rename = "z")]
#[serde(with = "string_or_float")]
pub cumulative_filled_qty: f64,
#[serde(rename = "L")]
#[serde(with = "string_or_float")]
pub last_executed_price: f64,
#[serde(rename = "n")]
#[serde(with = "string_or_float")]
pub commission: f64,
#[serde(rename = "N")]
pub commission_asset: Option<String>,
#[serde(rename = "T")]
pub trade_order_time: u64,
#[serde(rename = "t")]
pub trade_id: i64,
#[serde(skip, rename = "I")]
pub i_ignore: u64,
#[serde(rename = "w")]
pub is_order_on_the_book: bool,
#[serde(rename = "m")]
pub is_buyer_maker: bool,
#[serde(skip, rename = "M")]
pub m_ignore: bool,
#[serde(rename = "O")]
pub order_creation_time: u64,
#[serde(rename = "Z")]
#[serde(with = "string_or_float")]
pub cumulative_quote_asset_transacted_qty: f64,
#[serde(rename = "Y")]
#[serde(with = "string_or_float")]
pub last_quote_asset_transacted_qty: f64,
#[serde(rename = "Q")]
#[serde(with = "string_or_float")]
pub quote_order_qty: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderListUpdate {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "S")]
pub symbol: String,
#[serde(rename = "g")]
order_list_id: i64,
#[serde(rename = "c")]
contingency_type: String,
#[serde(rename = "l")]
list_status_type: String,
#[serde(rename = "L")]
list_order_status: String,
#[serde(rename = "r")]
list_reject_reason: String,
#[serde(rename = "C")]
list_client_order_id: String,
#[serde(rename = "T")]
pub transaction_time: u64,
#[serde(rename = "O")]
pub objects: Vec<OrderListTransaction>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderListTransaction {
#[serde(rename = "S")]
pub symbol: String,
#[serde(rename = "i")]
pub order_id: i64,
#[serde(rename = "c")]
pub client_order_id: i64,
}