binance_api_async 0.1.8

Binance API async implementation using tokio
Documentation
use serde::{Deserialize, Serialize};

use crate::websocket::WebsocketEvent;

#[derive(Serialize, Deserialize)]
pub struct BinanceWsResponse {
    pub stream: String,
    pub data: WebsocketEvent,
}

#[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 = "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 {
        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 { limit: 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,
    },
}

#[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 client_order_id: String,
    #[serde(with = "string_or_float")]
    pub price: f64,
    pub orig_qty: String,
    pub executed_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,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct OrderCanceled {
    pub symbol: String,
    pub orig_client_order_id: String,
    pub order_id: u64,
    pub client_order_id: String,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Transaction {
    pub symbol: String,
    pub order_id: u64,
    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,
    pub status: String,
    pub time_in_force: String,
    pub side: String,
    pub fills: Vec<FillInfo>,
}

#[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(Debug, Serialize, Deserialize, Clone)]
pub struct Bids {
    #[serde(with = "string_or_float")]
    pub price: f64,
    #[serde(with = "string_or_float")]
    pub qty: f64,

    // Never serialized.
    #[serde(skip)]
    ignore: Vec<String>,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct Asks {
    #[serde(with = "string_or_float")]
    pub price: f64,
    #[serde(with = "string_or_float")]
    pub qty: f64,

    // Never serialized.
    #[serde(skip)]
    ignore: Vec<String>,
}

#[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, 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 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: u64,
    pub last_id: u64,
    pub count: 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,

    m: u64,
    t: u64,
    b: u64,
    s: u64,

    #[serde(rename = "T")]
    t_ignore: bool,
    #[serde(rename = "W")]
    w_ignore: bool,
    #[serde(rename = "D")]
    d_ignore: bool,

    #[serde(rename = "B")]
    pub balance: Vec<EventBalance>,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct BalanceUpdateEvent {
    #[serde(rename = "E")]
    pub event_time: i64,
    #[serde(rename = "a")]
    pub asset: String,
    #[serde(rename = "d")]
    pub balance_delta: String,
    #[serde(rename = "T")]
    pub clear_time: i64,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct EventBalance {
    #[serde(rename = "a")]
    pub asset: String,
    #[serde(rename = "f")]
    pub free: String,
    #[serde(rename = "l")]
    pub locked: String,
}

#[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,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
pub struct OneTradeEvent {
    #[serde(rename = "e")]
    pub trade_info_e: String,
    #[serde(rename = "E")]
    pub event_time: u128,
    #[serde(rename = "s")]
    pub symbol: String,
    #[serde(rename = "t")]
    pub trade_time: u128,
    #[serde(rename = "p")]
    pub price: String,
    #[serde(rename = "q")]
    pub qty: String,
    pub b: i64,
    pub a: i64,
    #[serde(rename = "T")]
    pub t: i64,
    #[serde(rename = "m")]
    pub trade_info_m: bool,
    #[serde(rename = "M")]
    pub m: bool,
}

#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TradesEvent {
    #[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,
}

#[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 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,
}

#[derive(Debug, Clone)]
pub struct KlineSummary {
    pub open_time: i64,

    pub open: f64,

    pub high: f64,

    pub low: f64,

    pub close: f64,

    pub volume: f64,

    pub close_time: i64,

    pub quote_asset_volume: f64,

    pub number_of_trades: i64,

    pub taker_buy_base_asset_volume: f64,

    pub taker_buy_quote_asset_volume: f64,
}

#[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: i32,

    #[serde(rename = "L")]
    pub last_trade_id: i32,

    #[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: i32,

    #[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,
}

#[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 = "b")]
    pub bids: Vec<Bids>,

    #[serde(rename = "a")]
    pub asks: Vec<Asks>,
}

pub(crate) mod string_or_float {
    use std::fmt;

    use serde::{de, Deserialize, Deserializer, Serializer};

    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) => s.parse().map_err(de::Error::custom),
            StringOrFloat::Float(i) => Ok(i),
        }
    }
}