use jiff::Timestamp;
use reqwest::Method;
use serde::{Deserialize, Serialize};
use crate::{
enums::{
OrderSide, OrderStatus, OrderType, ResponseType, SecurityType, SelfTradePreventionMode,
TimeInForce, WorkingFloor,
},
rest_api::endpoint,
web_socket_api::web_socket,
};
endpoint!(
"/api/v3/sor/order",
Method::POST,
SecurityType::Trade,
NewOrderUsingSorEndpoint,
NewOrderUsingSorParams,
NewOrderUsingSorResponse
);
pub struct NewOrderUsingSorEndpoint<'r> {
client: &'r crate::rest_api::RestApiClient,
}
impl<'r> NewOrderUsingSorEndpoint<'r> {
pub fn new(client: &'r crate::rest_api::RestApiClient) -> Self {
Self { client }
}
}
#[derive(Debug, Serialize)]
#[serde(rename_all = "camelCase")]
pub struct NewOrderUsingSorParams {
symbol: String,
side: OrderSide,
r#type: OrderType,
#[serde(skip_serializing_if = "Option::is_none")]
time_in_force: Option<TimeInForce>,
#[serde(skip_serializing_if = "Option::is_none")]
quantity: Option<f64>,
#[serde(skip_serializing_if = "Option::is_none")]
price: Option<f64>,
#[serde(skip_serializing_if = "Option::is_none")]
new_client_order_id: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
strategy_id: Option<i64>,
#[serde(skip_serializing_if = "Option::is_none")]
strategy_type: Option<String>,
#[serde(skip_serializing_if = "Option::is_none")]
iceberg_qty: Option<f64>,
#[serde(skip_serializing_if = "Option::is_none")]
new_order_resp_type: Option<ResponseType>,
#[serde(skip_serializing_if = "Option::is_none")]
self_trade_prevention_mode: Option<SelfTradePreventionMode>,
#[serde(skip_serializing_if = "Option::is_none")]
recv_window: Option<i64>,
timestamp: i64,
}
impl NewOrderUsingSorParams {
pub fn new(symbol: &str, side: OrderSide, r#type: OrderType) -> Self {
Self {
symbol: symbol.to_owned(),
side,
r#type,
time_in_force: None,
quantity: None,
price: None,
new_client_order_id: None,
strategy_id: None,
strategy_type: None,
iceberg_qty: None,
new_order_resp_type: None,
self_trade_prevention_mode: None,
recv_window: None,
timestamp: Timestamp::now().as_millisecond(),
}
}
pub fn time_in_force(mut self, time_in_force: TimeInForce) -> Self {
self.time_in_force = Some(time_in_force);
self
}
pub fn quantity(mut self, quantity: f64) -> Self {
self.quantity = Some(quantity);
self
}
pub fn price(mut self, price: f64) -> Self {
self.price = Some(price);
self
}
pub fn new_client_order_id(mut self, new_client_order_id: &str) -> Self {
self.new_client_order_id = Some(new_client_order_id.to_owned());
self
}
pub fn strategy_id(mut self, strategy_id: i64) -> Self {
self.strategy_id = Some(strategy_id);
self
}
pub fn strategy_type(mut self, strategy_type: &str) -> Self {
self.strategy_type = Some(strategy_type.to_owned());
self
}
pub fn iceberg_qty(mut self, iceberg_qty: f64) -> Self {
self.iceberg_qty = Some(iceberg_qty);
self
}
pub fn new_order_resp_type(mut self, new_order_resp_type: ResponseType) -> Self {
self.new_order_resp_type = Some(new_order_resp_type);
self
}
pub fn self_trade_prevention_mode(
mut self,
self_trade_prevention_mode: SelfTradePreventionMode,
) -> Self {
self.self_trade_prevention_mode = Some(self_trade_prevention_mode);
self
}
pub fn recv_window(mut self, recv_window: i64) -> Self {
self.recv_window = Some(recv_window);
self
}
}
#[derive(Debug, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct NewOrderUsingSorResponse {
pub symbol: String,
pub order_id: i64,
pub order_list_id: i64,
pub client_order_id: String,
pub transact_time: i64,
pub price: String,
pub orig_qty: String,
pub executed_qty: String,
pub cummulative_quote_qty: String,
pub status: OrderStatus,
pub time_in_force: TimeInForce,
pub r#type: OrderType,
pub side: OrderSide,
pub working_time: i64,
pub fills: Vec<SorOrderFill>,
pub working_floor: Option<WorkingFloor>,
pub self_trade_prevention_mode: SelfTradePreventionMode,
pub used_sor: bool,
}
#[derive(Debug, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct SorOrderFill {
pub match_type: String,
pub price: String,
pub qty: String,
pub commission: String,
pub commission_asset: String,
pub trade_id: i64,
pub alloc_id: i64,
}
web_socket!(
"sor.order.place",
NewOrderUsingSorWebSocket,
NewOrderUsingSorParams,
NewOrderUsingSorResponse
);
pub struct NewOrderUsingSorWebSocket<'w> {
client: &'w crate::web_socket_api::WebSocketApiClient,
}
impl<'w> NewOrderUsingSorWebSocket<'w> {
pub fn new(client: &'w crate::web_socket_api::WebSocketApiClient) -> Self {
Self { client }
}
}