use serde::{Deserialize, Serialize};
use serde_json::{from_value, Value};
use crate::errors::{Error, ErrorKind, Result};
#[derive(Deserialize, Clone)]
pub struct Empty {}
#[derive(Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct ServerTime {
pub server_time: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct ExchangeInformation {
pub timezone: String,
pub server_time: u64,
pub rate_limits: Vec<RateLimit>,
pub symbols: Vec<Symbol>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct RateLimit {
pub rate_limit_type: String,
pub interval: String,
pub interval_num: u16,
pub limit: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Symbol {
pub symbol: String,
pub status: String,
pub base_asset: String,
pub base_asset_precision: u64,
pub quote_asset: String,
pub quote_precision: u64,
pub order_types: Vec<String>,
pub iceberg_allowed: bool,
pub is_spot_trading_allowed: bool,
pub is_margin_trading_allowed: bool,
pub filters: Vec<Filters>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(tag = "filterType")]
pub enum Filters {
#[serde(rename = "PRICE_FILTER")]
#[serde(rename_all = "camelCase")]
PriceFilter {
min_price: String,
max_price: String,
tick_size: String,
},
#[serde(rename = "PERCENT_PRICE")]
#[serde(rename_all = "camelCase")]
PercentPrice {
multiplier_up: String,
multiplier_down: String,
avg_price_mins: Option<f64>,
},
#[serde(rename = "POSITION_RISK_CONTROL")]
#[serde(rename_all = "camelCase")]
PositionRiskControl { position_control_side: String },
#[serde(rename = "PERCENT_PRICE_BY_SIDE")]
#[serde(rename_all = "camelCase")]
PercentPriceBySide {
bid_multiplier_up: String,
bid_multiplier_down: String,
ask_multiplier_up: String,
ask_multiplier_down: String,
avg_price_mins: Option<f64>,
},
#[serde(rename = "LOT_SIZE")]
#[serde(rename_all = "camelCase")]
LotSize {
min_qty: String,
max_qty: String,
step_size: String,
},
#[serde(rename = "MIN_NOTIONAL")]
#[serde(rename_all = "camelCase")]
MinNotional {
notional: Option<String>,
min_notional: Option<String>,
apply_to_market: Option<bool>,
avg_price_mins: Option<f64>,
},
#[serde(rename = "NOTIONAL")]
#[serde(rename_all = "camelCase")]
Notional {
notional: Option<String>,
min_notional: Option<String>,
apply_to_market: Option<bool>,
avg_price_mins: Option<f64>,
},
#[serde(rename = "ICEBERG_PARTS")]
#[serde(rename_all = "camelCase")]
IcebergParts { limit: Option<u16> },
#[serde(rename = "MAX_NUM_ORDERS")]
#[serde(rename_all = "camelCase")]
MaxNumOrders { max_num_orders: Option<u16> },
#[serde(rename = "MAX_NUM_ALGO_ORDERS")]
#[serde(rename_all = "camelCase")]
MaxNumAlgoOrders { max_num_algo_orders: Option<u16> },
#[serde(rename = "MAX_NUM_ICEBERG_ORDERS")]
#[serde(rename_all = "camelCase")]
MaxNumIcebergOrders { max_num_iceberg_orders: u16 },
#[serde(rename = "MAX_POSITION")]
#[serde(rename_all = "camelCase")]
MaxPosition { max_position: String },
#[serde(rename = "MARKET_LOT_SIZE")]
#[serde(rename_all = "camelCase")]
MarketLotSize {
min_qty: String,
max_qty: String,
step_size: String,
},
#[serde(rename = "TRAILING_DELTA")]
#[serde(rename_all = "camelCase")]
TrailingData {
min_trailing_above_delta: Option<u16>,
max_trailing_above_delta: Option<u16>,
min_trailing_below_delta: Option<u16>,
max_trailing_below_delta: Option<u16>,
},
#[serde(rename = "MAX_NUM_ORDER_LISTS")]
#[serde(rename_all = "camelCase")]
MaxNumOrderLists { max_num_order_lists: Option<u16> },
#[serde(rename = "MAX_NUM_ORDER_AMENDS")]
#[serde(rename_all = "camelCase")]
MaxNumOrderAmends { max_num_order_amends: Option<u16> },
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AccountInformation {
pub maker_commission: f32,
pub taker_commission: f32,
pub buyer_commission: f32,
pub seller_commission: f32,
pub can_trade: bool,
pub can_withdraw: bool,
pub can_deposit: bool,
pub balances: Vec<Balance>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Balance {
pub asset: String,
pub free: String,
pub locked: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Order {
pub symbol: String,
pub order_id: u64,
pub order_list_id: i64,
pub client_order_id: String,
#[serde(with = "string_or_float")]
pub price: f64,
pub orig_qty: String,
pub executed_qty: String,
pub cummulative_quote_qty: String,
pub status: String,
pub time_in_force: String,
#[serde(rename = "type")]
pub type_name: String,
pub side: String,
#[serde(with = "string_or_float")]
pub stop_price: f64,
pub iceberg_qty: String,
pub time: u64,
pub update_time: u64,
pub is_working: bool,
pub orig_quote_order_qty: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderCanceled {
pub symbol: String,
pub orig_client_order_id: Option<String>,
pub order_id: Option<u64>,
pub client_order_id: Option<String>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub enum SpotFuturesTransferType {
SpotToUsdtFutures = 1,
UsdtFuturesToSpot = 2,
SpotToCoinFutures = 3,
CoinFuturesToSpot = 4,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TransactionId {
pub tran_id: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Transaction {
pub symbol: String,
pub order_id: u64,
pub order_list_id: Option<i64>,
pub client_order_id: String,
pub transact_time: u64,
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub orig_qty: f64,
#[serde(with = "string_or_float")]
pub executed_qty: f64,
#[serde(with = "string_or_float")]
pub cummulative_quote_qty: f64,
#[serde(with = "string_or_float", default = "default_stop_price")]
pub stop_price: f64,
pub status: String,
pub time_in_force: String,
#[serde(rename = "type")]
pub type_name: String,
pub side: String,
pub fills: Option<Vec<FillInfo>>,
}
fn default_stop_price() -> f64 {
0.0
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct FillInfo {
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub qty: f64,
#[serde(with = "string_or_float")]
pub commission: f64,
pub commission_asset: String,
pub trade_id: Option<u64>,
}
/// Response to a test order (endpoint /api/v3/order/test).
///
/// Currently, the API responds {} on a successfull test transaction,
/// hence this struct has no fields.
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TestResponse {}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderBook {
pub last_update_id: u64,
pub bids: Vec<Bids>,
pub asks: Vec<Asks>,
}
#[derive(PartialEq, Debug, Serialize, Deserialize, Clone)]
pub struct Bids {
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub qty: f64,
}
impl Bids {
pub fn new(price: f64, qty: f64) -> Bids {
Bids { price, qty }
}
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct Asks {
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub qty: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct UserDataStream {
pub listen_key: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct Success {}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
#[serde(untagged)]
pub enum Prices {
AllPrices(Vec<SymbolPrice>),
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct SymbolPrice {
pub symbol: String,
#[serde(with = "string_or_float")]
pub price: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct AveragePrice {
pub mins: u64,
#[serde(with = "string_or_float")]
pub price: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
#[serde(untagged)]
pub enum BookTickers {
AllBookTickers(Vec<Tickers>),
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub enum KlineSummaries {
AllKlineSummaries(Vec<KlineSummary>),
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Tickers {
pub symbol: String,
#[serde(with = "string_or_float")]
pub bid_price: f64,
#[serde(with = "string_or_float")]
pub bid_qty: f64,
#[serde(with = "string_or_float")]
pub ask_price: f64,
#[serde(with = "string_or_float")]
pub ask_qty: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TradeHistory {
pub id: u64,
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub qty: f64,
pub commission: String,
pub commission_asset: String,
pub time: u64,
pub is_buyer: bool,
pub is_maker: bool,
pub is_best_match: bool,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct PriceStats {
pub symbol: String,
pub price_change: String,
pub price_change_percent: String,
pub weighted_avg_price: String,
#[serde(with = "string_or_float")]
pub prev_close_price: f64,
#[serde(with = "string_or_float")]
pub last_price: f64,
#[serde(with = "string_or_float")]
pub bid_price: f64,
#[serde(with = "string_or_float")]
pub ask_price: f64,
#[serde(with = "string_or_float")]
pub open_price: f64,
#[serde(with = "string_or_float")]
pub high_price: f64,
#[serde(with = "string_or_float")]
pub low_price: f64,
#[serde(with = "string_or_float")]
pub volume: f64,
pub open_time: u64,
pub close_time: u64,
pub first_id: i64,
pub last_id: i64,
pub count: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct AggTrade {
#[serde(rename = "T")]
pub time: u64,
#[serde(rename = "a")]
pub agg_id: u64,
#[serde(rename = "f")]
pub first_id: u64,
#[serde(rename = "l")]
pub last_id: u64,
#[serde(rename = "m")]
pub maker: bool,
#[serde(rename = "M")]
pub best_match: bool,
#[serde(rename = "p", with = "string_or_float")]
pub price: f64,
#[serde(rename = "q", with = "string_or_float")]
pub qty: f64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct UserDataStreamExpiredEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AccountUpdateEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "a")]
pub data: AccountUpdateDataEvent,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AccountUpdateDataEvent {
#[serde(rename = "m")]
pub reason: String,
#[serde(rename = "B")]
pub balances: Vec<EventBalance>,
#[serde(rename = "P")]
pub positions: Vec<EventPosition>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct EventBalance {
#[serde(rename = "a")]
pub asset: String,
#[serde(rename = "wb")]
pub wallet_balance: String,
#[serde(rename = "cw")]
pub cross_wallet_balance: String,
#[serde(rename = "bc")]
pub balance_change: String, // Balance Change except PnL and Commission
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct EventPosition {
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "pa")]
pub position_amount: String,
#[serde(rename = "ep")]
pub entry_price: String,
#[serde(rename = "cr")]
pub accumulated_realized: String, // (Pre-fee) Accumulated Realized
#[serde(rename = "up")]
pub unrealized_pnl: String,
#[serde(rename = "mt")]
pub margin_type: String,
#[serde(rename = "iw")]
pub isolated_wallet: String,
#[serde(rename = "ps")]
pub position_side: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct BalanceUpdateEvent {
#[serde(rename = "B")]
pub balance: Vec<EventBalance>,
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "u")]
pub last_account_update_time: u64,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderTradeEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "c")]
pub new_client_order_id: String,
#[serde(rename = "S")]
pub side: String,
#[serde(rename = "o")]
pub order_type: String,
#[serde(rename = "f")]
pub time_in_force: String,
#[serde(rename = "q")]
pub qty: String,
#[serde(rename = "p")]
pub price: String,
#[serde(skip, rename = "P")]
pub p_ignore: String,
#[serde(skip, rename = "F")]
pub f_ignore: String,
#[serde(skip)]
pub g: i32,
#[serde(skip, rename = "C")]
pub c_ignore: Option<String>,
#[serde(rename = "x")]
pub execution_type: String,
#[serde(rename = "X")]
pub order_status: String,
#[serde(rename = "r")]
pub order_reject_reason: String,
#[serde(rename = "i")]
pub order_id: u64,
#[serde(rename = "l")]
pub qty_last_filled_trade: String,
#[serde(rename = "z")]
pub accumulated_qty_filled_trades: String,
#[serde(rename = "L")]
pub price_last_filled_trade: String,
#[serde(rename = "n")]
pub commission: String,
#[serde(skip, rename = "N")]
pub asset_commisioned: 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(skip)]
pub w: bool,
#[serde(rename = "m")]
pub is_buyer_maker: bool,
#[serde(skip, rename = "M")]
pub m_ignore: bool,
}
/// The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
///
/// Stream Name: \<symbol\>@aggTrade
///
/// Update Speed: Real-time
///
/// <https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#aggregate-trade-streams>
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AggrTradesEvent {
#[serde(rename = "e")]
pub event_type: String,
#[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,
}
/// The Trade Streams push raw trade information; each trade has a unique buyer and seller.
///
/// Stream Name: \<symbol\>@trade
///
/// Update Speed: Real-time
///
/// <https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#trade-streams>
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TradeEvent {
#[serde(rename = "e")]
pub event_type: String,
#[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 IndexPriceEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "i")]
pub pair: String,
#[serde(rename = "p")]
pub price: String,
}
// https://binance-docs.github.io/apidocs/futures/en/#mark-price-stream
// https://binance-docs.github.io/apidocs/delivery/en/#mark-price-stream
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct MarkPriceEvent {
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "P")]
pub estimate_settle_price: String,
#[serde(rename = "T")]
pub next_funding_time: u64,
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "i")]
pub index_price: Option<String>,
#[serde(rename = "p")]
pub mark_price: String,
#[serde(rename = "r")]
pub funding_rate: String,
#[serde(rename = "s")]
pub symbol: String,
}
// Object({"E": Number(1626118018407), "e": String("forceOrder"), "o": Object({"S": String("SELL"), "T": Number(1626118018404), "X": String("FILLED"), "ap": String("33028.07"), "f": String("IOC"), "l": String("0.010"), "o": String("LIMIT"), "p": String("32896.00"), "q": String("0.010"), "s": String("BTCUSDT"), "z": String("0.010")})})
// https://binance-docs.github.io/apidocs/futures/en/#liquidation-order-streams
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct LiquidationEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "o")]
pub liquidation_order: LiquidationOrder,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct LiquidationOrder {
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "S")]
pub side: String,
#[serde(rename = "o")]
pub order_type: String,
#[serde(rename = "f")]
pub time_in_force: String,
#[serde(rename = "q")]
pub original_quantity: String,
#[serde(rename = "p")]
pub price: String,
#[serde(rename = "ap")]
pub average_price: String,
#[serde(rename = "X")]
pub order_status: String,
#[serde(rename = "l")]
pub order_last_filled_quantity: String,
#[serde(rename = "z")]
pub order_filled_accumulated_quantity: String,
#[serde(rename = "T")]
pub order_trade_time: u64,
}
#[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")]
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,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct DayTickerEvent {
#[serde(rename = "e")]
pub event_type: String,
#[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 WindowTickerEvent {
#[serde(rename = "e")]
pub event_type: String,
#[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 = "o")]
pub open: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "c")]
pub current_close: String,
#[serde(rename = "w")]
pub average_price: 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 MiniTickerEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "c")]
pub 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_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "s")]
pub symbol: String,
#[serde(rename = "k")]
pub kline: Kline,
}
// https://binance-docs.github.io/apidocs/futures/en/#continuous-contract-kline-candlestick-streams
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct ContinuousKlineEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "ps")]
pub pair: String,
#[serde(rename = "ct")]
pub contract_type: String,
#[serde(rename = "k")]
pub kline: ContinuousKline,
}
// https://binance-docs.github.io/apidocs/delivery/en/#index-kline-candlestick-streams
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct IndexKlineEvent {
#[serde(rename = "e")]
pub event_type: String,
#[serde(rename = "E")]
pub event_time: u64,
#[serde(rename = "ps")]
pub pair: String,
#[serde(rename = "k")]
pub kline: IndexKline,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct KlineSummary {
pub open_time: i64,
pub open: String,
pub high: String,
pub low: String,
pub close: String,
pub volume: String,
pub close_time: i64,
pub quote_asset_volume: String,
pub number_of_trades: i64,
pub taker_buy_base_asset_volume: String,
pub taker_buy_quote_asset_volume: String,
}
fn get_value(row: &[Value], index: usize, name: &'static str) -> Result<Value> {
Ok(row
.get(index)
.ok_or_else(|| ErrorKind::KlineValueMissingError(index, name))?
.clone())
}
impl TryFrom<&Vec<Value>> for KlineSummary {
type Error = Error;
fn try_from(row: &Vec<Value>) -> Result<Self> {
Ok(Self {
open_time: from_value(get_value(row, 0, "open_time")?)?,
open: from_value(get_value(row, 1, "open")?)?,
high: from_value(get_value(row, 2, "high")?)?,
low: from_value(get_value(row, 3, "low")?)?,
close: from_value(get_value(row, 4, "close")?)?,
volume: from_value(get_value(row, 5, "volume")?)?,
close_time: from_value(get_value(row, 6, "close_time")?)?,
quote_asset_volume: from_value(get_value(row, 7, "quote_asset_volume")?)?,
number_of_trades: from_value(get_value(row, 8, "number_of_trades")?)?,
taker_buy_base_asset_volume: from_value(get_value(
row,
9,
"taker_buy_base_asset_volume",
)?)?,
taker_buy_quote_asset_volume: from_value(get_value(
row,
10,
"taker_buy_quote_asset_volume",
)?)?,
})
}
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Kline {
#[serde(rename = "t")]
pub open_time: i64,
#[serde(rename = "T")]
pub close_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(rename = "o")]
pub open: String,
#[serde(rename = "c")]
pub close: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "v")]
pub volume: String,
#[serde(rename = "n")]
pub number_of_trades: i64,
#[serde(rename = "x")]
pub is_final_bar: bool,
#[serde(rename = "q")]
pub quote_asset_volume: String,
#[serde(rename = "V")]
pub taker_buy_base_asset_volume: String,
#[serde(rename = "Q")]
pub taker_buy_quote_asset_volume: String,
#[serde(skip, rename = "B")]
pub ignore_me: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct ContinuousKline {
#[serde(rename = "t")]
pub start_time: i64,
#[serde(rename = "T")]
pub end_time: i64,
#[serde(rename = "i")]
pub interval: String,
#[serde(rename = "f")]
pub first_trade_id: i64,
#[serde(rename = "L")]
pub last_trade_id: i64,
#[serde(rename = "o")]
pub open: String,
#[serde(rename = "c")]
pub close: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "v")]
pub volume: String,
#[serde(rename = "n")]
pub number_of_trades: i64,
#[serde(rename = "x")]
pub is_final_bar: bool,
#[serde(rename = "q")]
pub quote_volume: String,
#[serde(rename = "V")]
pub active_buy_volume: String,
#[serde(rename = "Q")]
pub active_volume_buy_quote: String,
#[serde(skip, rename = "B")]
pub ignore_me: String,
}
// https://binance-docs.github.io/apidocs/delivery/en/#index-kline-candlestick-streams
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct IndexKline {
#[serde(rename = "t")]
pub start_time: i64,
#[serde(rename = "T")]
pub end_time: i64,
#[serde(skip, rename = "s")]
pub ignore_me: String,
#[serde(rename = "i")]
pub interval: String,
#[serde(rename = "f")]
pub first_trade_id: i64,
#[serde(rename = "L")]
pub last_trade_id: i64,
#[serde(rename = "o")]
pub open: String,
#[serde(rename = "c")]
pub close: String,
#[serde(rename = "h")]
pub high: String,
#[serde(rename = "l")]
pub low: String,
#[serde(rename = "v")]
pub volume: String,
#[serde(rename = "n")]
pub number_of_trades: i64,
#[serde(rename = "x")]
pub is_final_bar: bool,
#[serde(skip, rename = "q")]
pub ignore_me2: String,
#[serde(skip, rename = "V")]
pub ignore_me3: String,
#[serde(skip, rename = "Q")]
pub ignore_me4: String,
#[serde(skip, rename = "B")]
pub ignore_me5: String,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct DepthOrderBookEvent {
#[serde(rename = "e")]
pub event_type: String,
#[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 = "pu")]
#[serde(default)]
pub previous_final_update_id: Option<u64>,
#[serde(rename = "b")]
pub bids: Vec<Bids>,
#[serde(rename = "a")]
pub asks: Vec<Asks>,
}
/// Response to the Savings API get all coins request
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct CoinInfo {
pub coin: String,
pub deposit_all_enable: bool,
#[serde(with = "string_or_float")]
pub free: f64,
#[serde(with = "string_or_float")]
pub freeze: f64,
#[serde(with = "string_or_float")]
pub ipoable: f64,
#[serde(with = "string_or_float")]
pub ipoing: f64,
pub is_legal_money: bool,
#[serde(with = "string_or_float")]
pub locked: f64,
pub name: String,
pub network_list: Vec<Network>,
#[serde(with = "string_or_float")]
pub storage: f64,
pub trading: bool,
pub withdraw_all_enable: bool,
#[serde(with = "string_or_float")]
pub withdrawing: f64,
}
/// Part of the Savings API get all coins response
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Network {
pub address_regex: String,
pub coin: String,
/// shown only when "depositEnable" is false.
pub deposit_desc: Option<String>,
pub deposit_enable: bool,
pub is_default: bool,
pub memo_regex: String,
/// min number for balance confirmation
pub min_confirm: u32,
pub name: String,
pub network: String,
pub reset_address_status: bool,
pub special_tips: Option<String>,
/// confirmation number for balance unlock
pub un_lock_confirm: u32,
/// shown only when "withdrawEnable" is false.
pub withdraw_desc: Option<String>,
pub withdraw_enable: bool,
#[serde(with = "string_or_float")]
pub withdraw_fee: f64,
#[serde(with = "string_or_float")]
pub withdraw_min: f64,
// pub insert_time: Option<u64>, //commented out for now, because they are not inside the actual response (only the api doc example)
// pub update_time: Option<u64>,
pub withdraw_integer_multiple: Option<String>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AssetDetail {
#[serde(with = "string_or_float")]
pub min_withdraw_amount: f64,
/// false if ALL of networks' are false
pub deposit_status: bool,
#[serde(with = "string_or_float")]
pub withdraw_fee: f64,
/// false if ALL of networks' are false
pub withdraw_status: bool,
/// reason
pub deposit_tip: Option<String>,
}
#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct DepositAddress {
pub address: String,
pub coin: String,
pub tag: String,
pub url: String,
}
pub(crate) mod string_or_float {
use std::fmt;
use serde::{de, Serializer, Deserialize, Deserializer};
pub fn serialize<T, S>(value: &T, serializer: S) -> Result<S::Ok, S::Error>
where
T: fmt::Display,
S: Serializer,
{
serializer.collect_str(value)
}
pub fn deserialize<'de, D>(deserializer: D) -> Result<f64, D::Error>
where
D: Deserializer<'de>,
{
#[derive(Deserialize)]
#[serde(untagged)]
enum StringOrFloat {
String(String),
Float(f64),
}
match StringOrFloat::deserialize(deserializer)? {
StringOrFloat::String(s) => {
if s == "INF" {
Ok(f64::INFINITY)
} else {
s.parse().map_err(de::Error::custom)
}
}
StringOrFloat::Float(i) => Ok(i),
}
}
}
pub(crate) mod string_or_float_opt {
use std::fmt;
use serde::{Serializer, Deserialize, Deserializer};
pub fn serialize<T, S>(value: &Option<T>, serializer: S) -> Result<S::Ok, S::Error>
where
T: fmt::Display,
S: Serializer,
{
match value {
Some(v) => crate::model::string_or_float::serialize(v, serializer),
None => serializer.serialize_none(),
}
}
pub fn deserialize<'de, D>(deserializer: D) -> Result<Option<f64>, D::Error>
where
D: Deserializer<'de>,
{
#[derive(Deserialize)]
#[serde(untagged)]
enum StringOrFloat {
String(String),
Float(f64),
}
Ok(Some(crate::model::string_or_float::deserialize(
deserializer,
)?))
}
}
pub(crate) mod string_or_bool {
use std::fmt;
use serde::{de, Serializer, Deserialize, Deserializer};
pub fn serialize<T, S>(value: &T, serializer: S) -> Result<S::Ok, S::Error>
where
T: fmt::Display,
S: Serializer,
{
serializer.collect_str(value)
}
pub fn deserialize<'de, D>(deserializer: D) -> Result<bool, D::Error>
where
D: Deserializer<'de>,
{
#[derive(Deserialize)]
#[serde(untagged)]
enum StringOrFloat {
String(String),
Bool(bool),
}
match StringOrFloat::deserialize(deserializer)? {
StringOrFloat::String(s) => s.parse().map_err(de::Error::custom),
StringOrFloat::Bool(i) => Ok(i),
}
}
}
#[test]
fn test_account_update_event() {
let json = r#"
{
"e": "ACCOUNT_UPDATE",
"E": 1564745798939,
"T": 1564745798938,
"a": {
"m": "ORDER",
"B": [
{
"a": "USDT",
"wb": "122624.12345678",
"cw": "100.12345678",
"bc": "50.12345678"
},
{
"a": "BUSD",
"wb": "1.00000000",
"cw": "0.00000000",
"bc": "-49.12345678"
}
],
"P": [
{
"s": "BTCUSDT",
"pa": "0",
"ep": "0.00000",
"cr": "200",
"up": "0",
"mt": "isolated",
"iw": "0.00000000",
"ps": "BOTH"
},
{
"s": "BTCUSDT",
"pa": "20",
"ep": "6563.66500",
"cr": "0",
"up": "2850.21200",
"mt": "isolated",
"iw": "13200.70726908",
"ps": "LONG"
},
{
"s": "BTCUSDT",
"pa": "-10",
"ep": "6563.86000",
"cr": "-45.04000000",
"up": "-1423.15600",
"mt": "isolated",
"iw": "6570.42511771",
"ps": "SHORT"
}
]
}
}
"#;
let res = r#"AccountUpdateEvent { event_type: "ACCOUNT_UPDATE", event_time: 1564745798939, data: AccountUpdateDataEvent { reason: "ORDER", balances: [EventBalance { asset: "USDT", wallet_balance: "122624.12345678", cross_wallet_balance: "100.12345678", balance_change: "50.12345678" }, EventBalance { asset: "BUSD", wallet_balance: "1.00000000", cross_wallet_balance: "0.00000000", balance_change: "-49.12345678" }], positions: [EventPosition { symbol: "BTCUSDT", position_amount: "0", entry_price: "0.00000", accumulated_realized: "200", unrealized_pnl: "0", margin_type: "isolated", isolated_wallet: "0.00000000", position_side: "BOTH" }, EventPosition { symbol: "BTCUSDT", position_amount: "20", entry_price: "6563.66500", accumulated_realized: "0", unrealized_pnl: "2850.21200", margin_type: "isolated", isolated_wallet: "13200.70726908", position_side: "LONG" }, EventPosition { symbol: "BTCUSDT", position_amount: "-10", entry_price: "6563.86000", accumulated_realized: "-45.04000000", unrealized_pnl: "-1423.15600", margin_type: "isolated", isolated_wallet: "6570.42511771", position_side: "SHORT" }] } }"#;
let v: AccountUpdateEvent = serde_json::from_str(json).unwrap();
assert_eq!(format!("{:?}", v), res);
//let event = from_value::<AccountUpdateEvent>(json).unwrap();
}