#![allow(unused, non_snake_case, clippy::all)]
use crate::Value;
use crate::get_value;
use crate::runtime::*;
use crate::exchange_generated::ExchangeBase;
use crate::exchange::ExchangeRuntime;
use crate::pro::*;
pub struct DeribitCore {
pub parent: crate::exchanges::deribit::DeribitCore,
}
impl DeribitCore {
pub fn new(config: Option<crate::Value>) -> Self {
let mut s = Self { parent: crate::exchanges::deribit::DeribitCore::new(config) };
s.init();
s
}
pub fn init(&mut self) {
let described = DeribitCore::describe(self);
self.initialize_properties(described);
<Self as crate::exchange_generated::ExchangeBase>::after_construct(self);
}
#[inline]
pub fn bind(&mut self) {}
}
impl crate::exchange::DerivedExchange for DeribitCore {
fn nonce(&self, ) -> crate::Value {
crate::exchange::DerivedExchange::nonce(&self.parent)
}
fn parse_ticker(&self, ticker: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_ticker(&self.parent, ticker, market)
}
fn parse_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_trade(&self.parent, trade, market)
}
fn parse_order(&self, order: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_order(&self.parent, order, market)
}
fn parse_market(&self, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_market(&self.parent, market)
}
fn parse_ohlcv(&self, ohlcv: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_ohlcv(&self.parent, ohlcv, market)
}
fn parse_order_book(&self, ob: crate::Value, symbol: crate::Value, ts: crate::Value, bk: crate::Value, ak: crate::Value, pk: crate::Value, ak2: crate::Value, ck: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_order_book(&self.parent, ob, symbol, ts, bk, ak, pk, ak2, ck)
}
fn parse_balance(&self, response: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_balance(&self.parent, response)
}
fn parse_position(&self, position: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_position(&self.parent, position, market)
}
fn parse_funding_rate(&self, rate: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_funding_rate(&self.parent, rate, market)
}
fn parse_deposit(&self, tx: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit(&self.parent, tx, currency)
}
fn parse_deposit_address(&self, depositAddress: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit_address(&self.parent, depositAddress, currency)
}
fn parse_last_price(&self, entry: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_last_price(&self.parent, entry, market)
}
fn parse_withdrawal(&self, tx: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_withdrawal(&self.parent, tx, currency)
}
fn parse_ledger_entry(&self, entry: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_ledger_entry(&self.parent, entry, currency)
}
fn parse_transfer(&self, transfer: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_transfer(&self.parent, transfer, currency)
}
fn parse_currency(&self, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_currency(&self.parent, currency)
}
fn parse_bid_ask(&self, bidask: crate::Value, price_key: crate::Value, amount_key: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_bid_ask(&self.parent, bidask, price_key, amount_key, market)
}
fn parse_open_interest(&self, interest: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_open_interest(&self.parent, interest, market)
}
fn parse_liquidation(&self, liquidation: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_liquidation(&self.parent, liquidation, market)
}
fn parse_funding_rate_history(&self, entry: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_funding_rate_history(&self.parent, entry, market)
}
fn parse_margin_modification(&self, data: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_margin_modification(&self.parent, data, market)
}
fn parse_account(&self, account: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_account(&self.parent, account)
}
fn parse_my_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_my_trade(&self.parent, trade, market)
}
fn parse_transaction(&self, transaction: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_transaction(&self.parent, transaction, currency)
}
fn parse_borrow_interest(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_borrow_interest(&self.parent, info, market)
}
fn parse_adl_rank(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_adl_rank(&self.parent, info, market)
}
fn parse_income(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_income(&self.parent, info, market)
}
fn parse_greeks(&self, greeks: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_greeks(&self.parent, greeks, market)
}
fn parse_margin_mode(&self, margin_mode: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_margin_mode(&self.parent, margin_mode, market)
}
fn parse_conversion(&self, conversion: crate::Value, from_currency: crate::Value, to_currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_conversion(&self.parent, conversion, from_currency, to_currency)
}
fn parse_borrow_rate(&self, info: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_borrow_rate(&self.parent, info, currency)
}
fn parse_leverage(&self, leverage: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_leverage(&self.parent, leverage, market)
}
fn parse_market_leverage_tiers(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_market_leverage_tiers(&self.parent, info, market)
}
fn parse_deposit_withdraw_fee(&self, fee: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit_withdraw_fee(&self.parent, fee, currency)
}
fn parse_prediction_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_trade(&self.parent, trade, market)
}
fn parse_prediction_order(&self, order: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_order(&self.parent, order, market)
}
fn parse_prediction_position(&self, position: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_position(&self.parent, position, market)
}
fn create_expired_option_market(&self, symbol: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::create_expired_option_market(&self.parent, symbol)
}
fn sign(&self, path: crate::Value, api: crate::Value, method: crate::Value, params: crate::Value, headers: crate::Value, body: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::sign(&self.parent, path, api, method, params, headers, body)
}
fn handle_errors(&self, code: crate::Value, reason: crate::Value, url: crate::Value, method: crate::Value, headers: crate::Value, body: crate::Value, response: crate::Value, request_headers: crate::Value, request_body: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::handle_errors(&self.parent, code, reason, url, method, headers, body, response, request_headers, request_body)
}
}
impl crate::exchange_generated::ExchangeBase for DeribitCore {
fn call_dynamic<'a>(&'a mut self, method: &'a str, args: Vec<crate::Value>)
-> std::pin::Pin<Box<dyn std::future::Future<Output = crate::Value> + Send + 'a>>
{
Box::pin(async move {
match method {
"authenticate" => self.authenticate(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"clean_order_book" => self.clean_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null)),
"handle_authentication_message" => self.handle_authentication_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_message" => { self.handle_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"parse_ws_bid_ask" => self.parse_ws_bid_ask(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"parse_ws_ohlcv" => self.parse_ws_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"request_id" => self.request_id(),
"watch_balance" => self.watch_balance(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_bids_asks" => self.watch_bids_asks(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_multiple_wrapper" => self.watch_multiple_wrapper(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null), &args.get(2..).unwrap_or(&[]).to_vec()[..]).await,
"watch_my_trades" => self.watch_my_trades(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_ohlcv" => self.watch_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_ohlcv_for_symbols" => self.watch_ohlcv_for_symbols(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_order_book" => self.watch_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_order_book_for_symbols" => self.watch_order_book_for_symbols(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_orders" => self.watch_orders(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_ticker" => self.watch_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_tickers" => self.watch_tickers(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_trades" => self.watch_trades(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_trades_for_symbols" => self.watch_trades_for_symbols(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
_ => crate::exchange_generated::ExchangeBase::call_dynamic(&mut self.parent, method, args).await,
}
})
}
}
impl DeribitCore {
#[allow(dead_code, unreachable_patterns, clippy::all)]
pub fn dispatch_ws_handler(&mut self, __name: &crate::Value, args: &[crate::Value]) -> crate::Value {
let __n = match __name { crate::Value::Str(s) => s.as_str(), _ => return crate::Value::Null };
match __n {
"authenticate" => { crate::exchange_stubs::enqueue_spawn("authenticate", args.to_vec()); crate::Value::Null },
"clean_order_book" => self.clean_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null)),
"handle_authentication_message" => self.handle_authentication_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_balance" => { self.handle_balance(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_bid_ask" => { self.handle_bid_ask(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_delta" => { self.handle_delta(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_deltas" => { self.handle_deltas(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_message" => { self.handle_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_my_trades" => { self.handle_my_trades(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_ohlcv" => { self.handle_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_order_book" => { self.handle_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_orders" => { self.handle_orders(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_ticker" => { self.handle_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_trades" => { self.handle_trades(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"parse_ws_bid_ask" => self.parse_ws_bid_ask(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"parse_ws_ohlcv" => self.parse_ws_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"request_id" => self.request_id(),
"watch_balance" => { crate::exchange_stubs::enqueue_spawn("watch_balance", args.to_vec()); crate::Value::Null },
"watch_bids_asks" => { crate::exchange_stubs::enqueue_spawn("watch_bids_asks", args.to_vec()); crate::Value::Null },
"watch_multiple_wrapper" => { crate::exchange_stubs::enqueue_spawn("watch_multiple_wrapper", args.to_vec()); crate::Value::Null },
"watch_my_trades" => { crate::exchange_stubs::enqueue_spawn("watch_my_trades", args.to_vec()); crate::Value::Null },
"watch_ohlcv" => { crate::exchange_stubs::enqueue_spawn("watch_ohlcv", args.to_vec()); crate::Value::Null },
"watch_ohlcv_for_symbols" => { crate::exchange_stubs::enqueue_spawn("watch_ohlcv_for_symbols", args.to_vec()); crate::Value::Null },
"watch_order_book" => { crate::exchange_stubs::enqueue_spawn("watch_order_book", args.to_vec()); crate::Value::Null },
"watch_order_book_for_symbols" => { crate::exchange_stubs::enqueue_spawn("watch_order_book_for_symbols", args.to_vec()); crate::Value::Null },
"watch_orders" => { crate::exchange_stubs::enqueue_spawn("watch_orders", args.to_vec()); crate::Value::Null },
"watch_ticker" => { crate::exchange_stubs::enqueue_spawn("watch_ticker", args.to_vec()); crate::Value::Null },
"watch_tickers" => { crate::exchange_stubs::enqueue_spawn("watch_tickers", args.to_vec()); crate::Value::Null },
"watch_trades" => { crate::exchange_stubs::enqueue_spawn("watch_trades", args.to_vec()); crate::Value::Null },
"watch_trades_for_symbols" => { crate::exchange_stubs::enqueue_spawn("watch_trades_for_symbols", args.to_vec()); crate::Value::Null },
_ => crate::Value::Null,
}
}
}
impl std::ops::Deref for DeribitCore {
type Target = crate::exchange::Exchange;
fn deref(&self) -> &crate::exchange::Exchange { std::ops::Deref::deref(&self.parent) }
}
impl std::ops::DerefMut for DeribitCore {
fn deref_mut(&mut self) -> &mut crate::exchange::Exchange { std::ops::DerefMut::deref_mut(&mut self.parent) }
}
impl DeribitCore {
pub fn describe(&self) -> Value {
return self.deep_extend(self.parent.describe(), &[Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("has".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Bool(true));
m.insert("watchBalance".to_string(), Value::Bool(true));
m.insert("watchTicker".to_string(), Value::Bool(true));
m.insert("watchTickers".to_string(), Value::Bool(true));
m.insert("watchBidsAsks".to_string(), Value::Bool(true));
m.insert("watchTrades".to_string(), Value::Bool(true));
m.insert("watchTradesForSymbols".to_string(), Value::Bool(true));
m.insert("watchMyTrades".to_string(), Value::Bool(true));
m.insert("watchOrders".to_string(), Value::Bool(true));
m.insert("watchOrderBook".to_string(), Value::Bool(true));
m.insert("watchOrderBookForSymbols".to_string(), Value::Bool(true));
m.insert("watchOHLCV".to_string(), Value::Bool(true));
m.insert("watchOHLCVForSymbols".to_string(), Value::Bool(true));
m
}));
m.insert("urls".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("test".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Str("wss://test.deribit.com/ws/api/v2".to_string()));
m
}));
m.insert("api".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Str("wss://www.deribit.com/ws/api/v2".to_string()));
m
}));
m
}));
m.insert("options".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("timeframes".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("1m".to_string(), Value::Str("1".to_string()));
m.insert("3m".to_string(), Value::Str("3".to_string()));
m.insert("5m".to_string(), Value::Str("5".to_string()));
m.insert("15m".to_string(), Value::Str("15".to_string()));
m.insert("30m".to_string(), Value::Str("30".to_string()));
m.insert("1h".to_string(), Value::Str("60".to_string()));
m.insert("2h".to_string(), Value::Str("120".to_string()));
m.insert("4h".to_string(), Value::Str("180".to_string()));
m.insert("6h".to_string(), Value::Str("360".to_string()));
m.insert("12h".to_string(), Value::Str("720".to_string()));
m.insert("1d".to_string(), Value::Str("1D".to_string()));
m
}));
m.insert("watchTradesForSymbols".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("interval".to_string(), Value::Str("100ms".to_string()));
m
}));
m.insert("watchOrderBookForSymbols".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("interval".to_string(), Value::Str("100ms".to_string()));
m.insert("useDepthEndpoint".to_string(), Value::Bool(false));
m.insert("depth".to_string(), Value::Str("20".to_string()));
m.insert("group".to_string(), Value::Str("none".to_string()));
m
}));
m
}));
m.insert("currencies".to_string(), Value::List(vec![Value::Str("BTC".to_string()), Value::Str("ETH".to_string()), Value::Str("SOL".to_string()), Value::Str("USDC".to_string())]));
m
}));
m.insert("streaming".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
m.insert("exceptions".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
m
})]);
Value::Null
}
pub fn request_id(&mut self) -> Value {
let mut requestId: Value = self.sum(&[self.safe_integer_k(self.options.clone(), "requestId", &[Value::Int(0)]), Value::Int(1)]);
add_element_to_object(&mut self.options, &Value::Str("requestId".to_string()), requestId.clone());
return requestId;
Value::Null
}
pub async fn watch_balance(&mut self, optional_args: &[Value]) -> Value {
let mut params = get_arg(optional_args, 0, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
self.authenticate(&[params.clone()]).await;
let mut messageHash: Value = Value::Str("balance".to_string());
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut currencies: Value = self.safe_value_k(self.options.clone(), "currencies", &[Value::List(vec![])]);
let mut channels: Value = Value::List(vec![]);
{
let mut i: Value = Value::Int(0);
let mut __for_first_304: bool = true;
while { if !__for_first_304 { i = add(&i, &Value::Int(1)); } __for_first_304 = false; is_less_than(&i, &get_array_length(¤cies)) } {
let mut currencyCode: Value = get_value(¤cies, &i);
let mut currencyCode: Value = get_value(¤cies, &i);
append_to_array(&mut channels, add(&Value::Str("user.portfolio.".to_string()), ¤cyCode));
}
}
let mut subscribe: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("private/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), channels.clone());
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(subscribe.clone(), &[params.clone()]);
return self.watch(url.clone(), messageHash.clone(), &[request.clone(), messageHash.clone(), request.clone()]).await;
Value::Null
}
pub fn handle_balance(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_value_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut data: Value = self.safe_value_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
add_element_to_object(&mut self.balance, &Value::Str("info".to_string()), data.clone());
let mut currencyId: Value = self.safe_string_k(data.clone(), "currency", &[]);
let mut currencyCode: Value = self.safe_currency_code(currencyId.clone(), &[]);
let mut balance: Value = self.parse_balance(data.clone());
if !is_equal(¤cyCode, &Value::Null) {
add_element_to_object(&mut self.balance, ¤cyCode, balance.clone());
}
let mut messageHash: Value = Value::Str("balance".to_string());
client.resolve(&[self.balance.clone(), messageHash.clone()]);
}
pub async fn watch_ticker(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut params = get_arg(optional_args, 0, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut interval: Value = self.safe_string_k(params.clone(), "interval", &[Value::Str("100ms".to_string())]);
params = self.omit(params.clone(), Value::Str("interval".to_string()), &[]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
if is_equal(&interval, &Value::Str("raw".to_string())) {
self.authenticate(&[]).await;
}
let mut channel: Value = add(&add(&add(&Value::Str("ticker.".to_string()), &get_value(&market, &Value::Str("id".to_string()))), &Value::Str(".".to_string())), &interval);
let mut message: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("public/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), Value::List(vec![add(&add(&add(&Value::Str("ticker.".to_string()), &get_value(&market, &Value::Str("id".to_string()))), &Value::Str(".".to_string())), &interval)]));
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(message.clone(), &[params.clone()]);
return self.watch(url.clone(), channel.clone(), &[request.clone(), channel.clone(), request.clone()]).await;
Value::Null
}
pub async fn watch_tickers(&mut self, optional_args: &[Value]) -> Value {
let mut symbols = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
symbols = self.market_symbols(&[symbols.clone(), Value::Null, Value::Bool(false)]);
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut interval: Value = self.safe_string_k(params.clone(), "interval", &[Value::Str("100ms".to_string())]);
params = self.omit(params.clone(), Value::Str("interval".to_string()), &[]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
if is_equal(&interval, &Value::Str("raw".to_string())) {
self.authenticate(&[]).await;
}
let mut channels: Value = Value::List(vec![]);
{
let mut i: Value = Value::Int(0);
let mut __for_first_305: bool = true;
while { if !__for_first_305 { i = add(&i, &Value::Int(1)); } __for_first_305 = false; is_less_than(&i, &get_array_length(&symbols)) } {
let mut market: Value = self.market(get_value(&symbols, &i));
append_to_array(&mut channels, add(&add(&add(&Value::Str("ticker.".to_string()), &get_value(&market, &Value::Str("id".to_string()))), &Value::Str(".".to_string())), &interval));
}
}
let mut message: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("public/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), channels.clone());
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(message.clone(), &[params.clone()]);
let mut newTickers: Value = self.watch_multiple(url.clone(), channels.clone(), &[request.clone(), channels.clone(), request.clone()]).await;
if is_true(&self.newUpdates) {
let mut tickers: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m
});
add_element_to_object(&mut tickers, &get_value(&newTickers, &Value::Str("symbol".to_string())), newTickers.clone());
return tickers;
}
return self.filter_by_array(self.tickers.clone(), Value::Str("symbol".to_string()), &[symbols.clone()]);
Value::Null
}
pub fn handle_ticker(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_value_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut data: Value = self.safe_value_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut marketId: Value = self.safe_string_k(data.clone(), "instrument_name", &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut ticker: Value = self.parse_ticker(data.clone(), &[]);
let mut messageHash: Value = self.safe_string_k(params.clone(), "channel", &[]);
add_element_to_object(&mut self.tickers, &symbol, ticker.clone());
client.resolve(&[ticker.clone(), messageHash.clone()]);
}
pub async fn watch_bids_asks(&mut self, optional_args: &[Value]) -> Value {
let mut symbols = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
symbols = self.market_symbols(&[symbols.clone(), Value::Null, Value::Bool(false)]);
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut channels: Value = Value::List(vec![]);
{
let mut i: Value = Value::Int(0);
let mut __for_first_306: bool = true;
while { if !__for_first_306 { i = add(&i, &Value::Int(1)); } __for_first_306 = false; is_less_than(&i, &get_array_length(&symbols)) } {
let mut market: Value = self.market(get_value(&symbols, &i));
append_to_array(&mut channels, add(&Value::Str("quote.".to_string()), &get_value(&market, &Value::Str("id".to_string()))));
}
}
let mut message: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("public/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), channels.clone());
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(message.clone(), &[params.clone()]);
let mut newTickers: Value = self.watch_multiple(url.clone(), channels.clone(), &[request.clone(), channels.clone(), request.clone()]).await;
if is_true(&self.newUpdates) {
let mut tickers: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m
});
add_element_to_object(&mut tickers, &get_value(&newTickers, &Value::Str("symbol".to_string())), newTickers.clone());
return tickers;
}
return self.filter_by_array(self.bidsasks.clone(), Value::Str("symbol".to_string()), &[symbols.clone()]);
Value::Null
}
pub fn handle_bid_ask(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_dict_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut data: Value = self.safe_dict_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut ticker: Value = self.parse_ws_bid_ask(data.clone(), &[]);
let mut symbol: Value = get_value(&ticker, &Value::Str("symbol".to_string()));
add_element_to_object(&mut self.bidsasks, &symbol, ticker.clone());
let mut messageHash: Value = self.safe_string_k(params.clone(), "channel", &[]);
client.resolve(&[ticker.clone(), messageHash.clone()]);
}
pub fn parse_ws_bid_ask(&self, mut ticker: Value, optional_args: &[Value]) -> Value {
let mut market = get_arg(optional_args, 0, Value::Null);
let mut marketId: Value = self.safe_string_k(ticker.clone(), "instrument_name", &[]);
market = self.safe_market(&[marketId.clone(), market.clone()]);
let mut symbol: Value = self.safe_string_k(market.clone(), "symbol", &[]);
let mut timestamp: Value = self.safe_integer_k(ticker.clone(), "timestamp", &[]);
return self.safe_ticker(Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("symbol".to_string(), symbol.clone());
m.insert("timestamp".to_string(), timestamp.clone());
m.insert("datetime".to_string(), self.iso8601(timestamp.clone()));
m.insert("ask".to_string(), self.safe_string_k(ticker.clone(), "best_ask_price", &[]));
m.insert("askVolume".to_string(), self.safe_string_k(ticker.clone(), "best_ask_amount", &[]));
m.insert("bid".to_string(), self.safe_string_k(ticker.clone(), "best_bid_price", &[]));
m.insert("bidVolume".to_string(), self.safe_string_k(ticker.clone(), "best_bid_amount", &[]));
m.insert("info".to_string(), ticker.clone());
m
}), &[market.clone()]);
Value::Null
}
pub async fn watch_trades(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut since = get_arg(optional_args, 0, Value::Null);
let mut limit = get_arg(optional_args, 1, Value::Null);
let mut params = get_arg(optional_args, 2, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
add_element_to_object(&mut params, &Value::Str("callerMethodName".to_string()), Value::Str("watchTrades".to_string()));
return self.watch_trades_for_symbols(Value::List(vec![symbol.clone()]), &[since.clone(), limit.clone(), params.clone()]).await;
Value::Null
}
pub async fn watch_trades_for_symbols(&mut self, mut symbols: Value, optional_args: &[Value]) -> Value {
let mut since = get_arg(optional_args, 0, Value::Null);
let mut limit = get_arg(optional_args, 1, Value::Null);
let mut params = get_arg(optional_args, 2, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut interval: Value = Value::Null;
{ let __destr_tmp = self.handle_option_and_params(params.clone(), Value::Str("watchTradesForSymbols".to_string()), Value::Str("interval".to_string()), &[Value::Str("100ms".to_string())]); interval = get_value(&__destr_tmp, &Value::Int(0)); params = get_value(&__destr_tmp, &Value::Int(1)); }
if is_equal(&interval, &Value::Str("raw".to_string())) {
self.authenticate(&[]).await;
}
let mut trades: Value = self.watch_multiple_wrapper(Value::Str("trades".to_string()), interval.clone(), &[symbols.clone(), params.clone()]).await;
if is_true(&self.newUpdates) {
let mut first: Value = self.safe_dict(trades.clone(), Value::Int(0), &[]);
let mut tradeSymbol: Value = self.safe_string_k(first.clone(), "symbol", &[]);
limit = trades.get_limit(tradeSymbol.clone(), limit.clone());
}
return self.filter_by_since_limit(trades.clone(), &[since.clone(), limit.clone(), Value::Str("timestamp".to_string()), Value::Bool(true)]);
Value::Null
}
pub fn handle_trades(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_dict_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[Value::Str("".to_string())]);
let mut parts: Value = split(&channel, &Value::Str(".".to_string()));
let mut marketId: Value = self.safe_string(parts.clone(), Value::Int(1), &[]);
let mut interval: Value = self.safe_string(parts.clone(), Value::Int(2), &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut market: Value = self.safe_market(&[marketId.clone()]);
let mut trades: Value = self.safe_list_k(params.clone(), "data", &[Value::List(vec![])]);
if is_equal(&self.safe_value(self.trades.clone(), symbol.clone(), &[]), &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "tradesLimit", &[Value::Int(1000)]);
add_element_to_object(&mut self.trades, &symbol, ArrayCache::new(limit.clone()));
}
let mut stored: Value = get_value(&self.trades, &symbol);
{
let mut i: Value = Value::Int(0);
let mut __for_first_307: bool = true;
while { if !__for_first_307 { i = add(&i, &Value::Int(1)); } __for_first_307 = false; is_less_than(&i, &get_array_length(&trades)) } {
let mut trade: Value = get_value(&trades, &i);
let mut trade: Value = get_value(&trades, &i);
let mut parsed: Value = self.parse_trade(trade.clone(), &[market.clone()]);
stored.append(parsed.clone());
}
}
add_element_to_object(&mut self.trades, &symbol, stored.clone());
let mut messageHash: Value = add(&add(&add(&Value::Str("trades|".to_string()), &symbol), &Value::Str("|".to_string())), &interval);
client.resolve(&[get_value(&self.trades, &symbol), messageHash.clone()]);
}
pub async fn watch_my_trades(&mut self, optional_args: &[Value]) -> Value {
let mut symbol = get_arg(optional_args, 0, Value::Null);
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
self.authenticate(&[params.clone()]).await;
if !is_equal(&symbol, &Value::Null) {
self.load_markets(&[]).await;
symbol = self.symbol(symbol.clone());
}
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut interval: Value = self.safe_string_k(params.clone(), "interval", &[Value::Str("raw".to_string())]);
params = self.omit(params.clone(), Value::Str("interval".to_string()), &[]);
let mut channel: Value = add(&Value::Str("user.trades.any.any.".to_string()), &interval);
let mut message: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("private/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), Value::List(vec![channel.clone()]));
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(message.clone(), &[params.clone()]);
let mut trades: Value = self.watch(url.clone(), channel.clone(), &[request.clone(), channel.clone(), request.clone()]).await;
return self.filter_by_symbol_since_limit(trades.clone(), &[symbol.clone(), since.clone(), limit.clone(), Value::Bool(true)]);
Value::Null
}
pub fn handle_my_trades(&self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_value_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[Value::Str("".to_string())]);
let mut trades: Value = self.safe_value_k(params.clone(), "data", &[Value::List(vec![])]);
let mut cachedTrades: Value = self.myTrades.clone();
if is_equal(&cachedTrades, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "tradesLimit", &[Value::Int(1000)]);
cachedTrades = ArrayCacheBySymbolById::new(limit.clone());
}
let mut parsed: Value = self.parse_trades(trades.clone(), &[]);
let mut marketIds: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m
});
{
let mut i: Value = Value::Int(0);
let mut __for_first_308: bool = true;
while { if !__for_first_308 { i = add(&i, &Value::Int(1)); } __for_first_308 = false; is_less_than(&i, &get_array_length(&parsed)) } {
let mut trade: Value = get_value(&parsed, &i);
let mut trade: Value = get_value(&parsed, &i);
cachedTrades.append(trade.clone());
let mut symbol: Value = get_value(&trade, &Value::Str("symbol".to_string()));
add_element_to_object(&mut marketIds, &symbol, Value::Bool(true));
}
}
client.resolve(&[cachedTrades.clone(), channel.clone()]);
}
pub async fn watch_order_book(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut limit = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
add_element_to_object(&mut params, &Value::Str("callerMethodName".to_string()), Value::Str("watchOrderBook".to_string()));
return self.watch_order_book_for_symbols(Value::List(vec![symbol.clone()]), &[limit.clone(), params.clone()]).await;
Value::Null
}
pub async fn watch_order_book_for_symbols(&mut self, mut symbols: Value, optional_args: &[Value]) -> Value {
let mut limit = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut interval: Value = Value::Null;
{ let __destr_tmp = self.handle_option_and_params(params.clone(), Value::Str("watchOrderBookForSymbols".to_string()), Value::Str("interval".to_string()), &[Value::Str("100ms".to_string())]); interval = get_value(&__destr_tmp, &Value::Int(0)); params = get_value(&__destr_tmp, &Value::Int(1)); }
if is_equal(&interval, &Value::Str("raw".to_string())) {
self.authenticate(&[]).await;
}
let mut descriptor: Value = Value::Str("".to_string());
let mut useDepthEndpoint: Value = Value::Null; { let __destr_tmp = self.handle_option_and_params(params.clone(), Value::Str("watchOrderBookForSymbols".to_string()), Value::Str("useDepthEndpoint".to_string()), &[Value::Bool(false)]); useDepthEndpoint = get_value(&__destr_tmp, &Value::Int(0)); params = get_value(&__destr_tmp, &Value::Int(1)); }
if is_true(&useDepthEndpoint) {
let mut depth: Value = Value::Null;
{ let __destr_tmp = self.handle_option_and_params(params.clone(), Value::Str("watchOrderBookForSymbols".to_string()), Value::Str("depth".to_string()), &[Value::Str("20".to_string())]); depth = get_value(&__destr_tmp, &Value::Int(0)); params = get_value(&__destr_tmp, &Value::Int(1)); }
let mut group: Value = Value::Null;
{ let __destr_tmp = self.handle_option_and_params(params.clone(), Value::Str("watchOrderBookForSymbols".to_string()), Value::Str("group".to_string()), &[Value::Str("none".to_string())]); group = get_value(&__destr_tmp, &Value::Int(0)); params = get_value(&__destr_tmp, &Value::Int(1)); }
descriptor = add(&add(&add(&add(&group, &Value::Str(".".to_string())), &depth), &Value::Str(".".to_string())), &interval);
} else {
descriptor = interval.clone();
}
let mut orderbook: Value = self.watch_multiple_wrapper(Value::Str("book".to_string()), descriptor.clone(), &[symbols.clone(), params.clone()]).await;
return orderbook.limit();
Value::Null
}
pub fn handle_order_book(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_value_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut data: Value = self.safe_value_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[]);
let mut parts: Value = split(&channel, &Value::Str(".".to_string()));
let mut descriptor: Value = Value::Str("".to_string());
let mut partsLength: Value = get_array_length(&parts);
let mut isDetailed: bool = is_equal(&partsLength, &Value::Int(5));
if is_true(&isDetailed) {
let mut group: Value = self.safe_string(parts.clone(), Value::Int(2), &[]);
let mut depth: Value = self.safe_string(parts.clone(), Value::Int(3), &[]);
let mut interval: Value = self.safe_string(parts.clone(), Value::Int(4), &[]);
descriptor = add(&add(&add(&add(&group, &Value::Str(".".to_string())), &depth), &Value::Str(".".to_string())), &interval);
} else {
let mut interval: Value = self.safe_string(parts.clone(), Value::Int(2), &[]);
descriptor = interval.clone();
}
let mut marketId: Value = self.safe_string_k(data.clone(), "instrument_name", &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut timestamp: Value = self.safe_integer_k(data.clone(), "timestamp", &[]);
if !is_true(&(Value::Bool(in_op(&self.orderbooks, &symbol)))) {
{ let __be_tmp = self.counted_order_book(&[]); add_element_to_object(&mut self.orderbooks, &symbol, __be_tmp); };
}
let mut storedOrderBook: Value = get_value(&self.orderbooks, &symbol);
let mut asks: Value = self.safe_list_k(data.clone(), "asks", &[Value::List(vec![])]);
let mut bids: Value = self.safe_list_k(data.clone(), "bids", &[Value::List(vec![])]);
self.handle_deltas(get_value(&storedOrderBook, &Value::Str("asks".to_string())), asks.clone());
self.handle_deltas(get_value(&storedOrderBook, &Value::Str("bids".to_string())), bids.clone());
add_element_to_object(&mut storedOrderBook, &Value::Str("nonce".to_string()), timestamp.clone());
add_element_to_object(&mut storedOrderBook, &Value::Str("timestamp".to_string()), timestamp.clone());
add_element_to_object(&mut storedOrderBook, &Value::Str("datetime".to_string()), self.iso8601(timestamp.clone()));
add_element_to_object(&mut storedOrderBook, &Value::Str("symbol".to_string()), symbol.clone());
add_element_to_object(&mut self.orderbooks, &symbol, storedOrderBook.clone());
let mut messageHash: Value = add(&add(&add(&Value::Str("book|".to_string()), &symbol), &Value::Str("|".to_string())), &descriptor);
client.resolve(&[storedOrderBook.clone(), messageHash.clone()]);
}
pub fn clean_order_book(&self, mut data: Value) -> Value {
let mut bids: Value = self.safe_list_k(data.clone(), "bids", &[Value::List(vec![])]);
let mut asks: Value = self.safe_list_k(data.clone(), "asks", &[Value::List(vec![])]);
let mut cleanedBids: Value = Value::List(vec![]);
{
let mut i: Value = Value::Int(0);
let mut __for_first_309: bool = true;
while { if !__for_first_309 { i = add(&i, &Value::Int(1)); } __for_first_309 = false; is_less_than(&i, &get_array_length(&bids)) } {
append_to_array(&mut cleanedBids, Value::List(vec![get_value(&get_value(&bids, &i), &Value::Int(1)), get_value(&get_value(&bids, &i), &Value::Int(2))]));
}
}
let mut cleanedAsks: Value = Value::List(vec![]);
{
let mut i: Value = Value::Int(0);
let mut __for_first_310: bool = true;
while { if !__for_first_310 { i = add(&i, &Value::Int(1)); } __for_first_310 = false; is_less_than(&i, &get_array_length(&asks)) } {
append_to_array(&mut cleanedAsks, Value::List(vec![get_value(&get_value(&asks, &i), &Value::Int(1)), get_value(&get_value(&asks, &i), &Value::Int(2))]));
}
}
add_element_to_object(&mut data, &Value::Str("bids".to_string()), cleanedBids.clone());
add_element_to_object(&mut data, &Value::Str("asks".to_string()), cleanedAsks.clone());
return data;
Value::Null
}
pub fn handle_delta(&self, mut bookside: Value, mut delta: Value) {
let mut price: Value = get_value(&delta, &Value::Int(1));
let mut amount: Value = get_value(&delta, &Value::Int(2));
if is_equal(&get_value(&delta, &Value::Int(0)), &Value::Str("new".to_string())) || is_equal(&get_value(&delta, &Value::Int(0)), &Value::Str("change".to_string())) {
bookside.store_array(Value::List(vec![price.clone(), amount.clone(), Value::Int(1)]));
} else if is_equal(&get_value(&delta, &Value::Int(0)), &Value::Str("delete".to_string())) {
bookside.store_array(Value::List(vec![price.clone(), amount.clone(), Value::Int(0)]));
}
}
pub fn handle_deltas(&self, mut bookside: Value, mut deltas: Value) {
{
let mut i: Value = Value::Int(0);
let mut __for_first_311: bool = true;
while { if !__for_first_311 { i = add(&i, &Value::Int(1)); } __for_first_311 = false; is_less_than(&i, &get_array_length(&deltas)) } {
self.handle_delta(bookside.clone(), get_value(&deltas, &i));
}
}
}
pub async fn watch_orders(&mut self, optional_args: &[Value]) -> Value {
let mut symbol = get_arg(optional_args, 0, Value::Null);
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
self.authenticate(&[params.clone()]).await;
if !is_equal(&symbol, &Value::Null) {
symbol = self.symbol(symbol.clone());
}
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut currency: Value = self.safe_string_k(params.clone(), "currency", &[Value::Str("any".to_string())]);
let mut interval: Value = self.safe_string_k(params.clone(), "interval", &[Value::Str("raw".to_string())]);
let mut kind: Value = self.safe_string_k(params.clone(), "kind", &[Value::Str("any".to_string())]);
params = self.omit(params.clone(), Value::Str("interval".to_string()), &[Value::Str("currency".to_string()), Value::Str("kind".to_string())]);
let mut channel: Value = add(&add(&add(&add(&add(&Value::Str("user.orders.".to_string()), &kind), &Value::Str(".".to_string())), ¤cy), &Value::Str(".".to_string())), &interval);
let mut message: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("private/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), Value::List(vec![channel.clone()]));
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut request: Value = self.deep_extend(message.clone(), &[params.clone()]);
let mut orders: Value = self.watch(url.clone(), channel.clone(), &[request.clone(), channel.clone(), request.clone()]).await;
if is_true(&self.newUpdates) {
limit = orders.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_symbol_since_limit(orders.clone(), &[symbol.clone(), since.clone(), limit.clone(), Value::Bool(true)]);
Value::Null
}
pub fn handle_orders(&mut self, mut client: Value, mut message: Value) {
if is_equal(&self.orders, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "ordersLimit", &[Value::Int(1000)]);
self.orders = ArrayCacheBySymbolById::new(limit.clone());
}
let mut params: Value = self.safe_value_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[Value::Str("".to_string())]);
let mut data: Value = self.safe_value_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut orders: Value = Value::List(vec![]);
if is_true(&Value::Bool(is_array(&data))) {
orders = self.parse_orders(data.clone(), &[]);
} else {
let mut order: Value = self.parse_order(data.clone(), &[]);
orders = Value::List(vec![order.clone()]);
}
let mut cachedOrders: Value = self.orders.clone();
{
let mut i: Value = Value::Int(0);
let mut __for_first_312: bool = true;
while { if !__for_first_312 { i = add(&i, &Value::Int(1)); } __for_first_312 = false; is_less_than(&i, &get_array_length(&orders)) } {
cachedOrders.append(get_value(&orders, &i));
}
}
client.resolve(&[self.orders.clone(), channel.clone()]);
}
pub async fn watch_ohlcv(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut timeframe = get_arg(optional_args, 0, Value::Str("1m".to_string()));
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
symbol = self.symbol(symbol.clone());
let mut ohlcvs: Value = self.watch_ohlcv_for_symbols(Value::List(vec![Value::List(vec![symbol.clone(), timeframe.clone()])]), &[since.clone(), limit.clone(), params.clone()]).await;
return get_value(&get_value(&ohlcvs, &symbol), &timeframe);
Value::Null
}
pub async fn watch_ohlcv_for_symbols(&mut self, mut symbolsAndTimeframes: Value, optional_args: &[Value]) -> Value {
let mut since = get_arg(optional_args, 0, Value::Null);
let mut limit = get_arg(optional_args, 1, Value::Null);
let mut params = get_arg(optional_args, 2, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut symbolsLength: Value = get_array_length(&symbolsAndTimeframes);
if is_equal(&symbolsLength, &Value::Int(0)) || !is_true(&Value::Bool(is_array(&get_value(&symbolsAndTimeframes, &Value::Int(0))))) {
panic!("{}", crate::exchange_errors::arguments_required(add(&self.id, &Value::Str(" watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]".to_string()))));
}
let mut symboltimeframecandlesVariable = self.watch_multiple_wrapper(Value::Str("chart.trades".to_string()), Value::Null, &[symbolsAndTimeframes.clone(), params.clone()]).await;
let mut symbol: Value = get_value(&symboltimeframecandlesVariable, &Value::Int(0));
let mut timeframe: Value = get_value(&symboltimeframecandlesVariable, &Value::Int(1));
let mut candles: Value = get_value(&symboltimeframecandlesVariable, &Value::Int(2));
if is_true(&self.newUpdates) {
limit = candles.get_limit(symbol.clone(), limit.clone());
}
let mut filtered: Value = self.filter_by_since_limit(candles.clone(), &[since.clone(), limit.clone(), Value::Int(0), Value::Bool(true)]);
return self.create_ohlcv_object(symbol.clone(), timeframe.clone(), filtered.clone());
Value::Null
}
pub fn handle_ohlcv(&mut self, mut client: Value, mut message: Value) {
let mut params: Value = self.safe_dict_k(message.clone(), "params", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[Value::Str("".to_string())]);
let mut parts: Value = split(&channel, &Value::Str(".".to_string()));
let mut marketId: Value = self.safe_string(parts.clone(), Value::Int(2), &[]);
let mut rawTimeframe: Value = self.safe_string(parts.clone(), Value::Int(3), &[]);
let mut market: Value = self.safe_market(&[marketId.clone()]);
let mut symbol: Value = get_value(&market, &Value::Str("symbol".to_string()));
let mut wsOptions: Value = self.safe_dict_k(self.options.clone(), "ws", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut timeframes: Value = self.safe_dict_k(wsOptions.clone(), "timeframes", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut unifiedTimeframe: Value = self.find_timeframe(rawTimeframe.clone(), &[timeframes.clone()]);
{ let __be_tmp = self.safe_dict(self.ohlcvs.clone(), symbol.clone(), &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]); add_element_to_object(&mut self.ohlcvs, &symbol, __be_tmp); };
if is_equal(&self.safe_value(get_value(&self.ohlcvs, &symbol), unifiedTimeframe.clone(), &[]), &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "OHLCVLimit", &[Value::Int(1000)]);
add_element_to_object(get_value_mut(unsafe { crate::runtime::coerce_value_to_mut(&self.ohlcvs) }, &symbol), &unifiedTimeframe, ArrayCacheByTimestamp::new(limit.clone()));
}
let mut stored: Value = get_value(&get_value(&self.ohlcvs, &symbol), &unifiedTimeframe);
let mut ohlcv: Value = self.safe_dict_k(params.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut parsed: Value = self.parse_ws_ohlcv(ohlcv.clone(), &[market.clone()]);
stored.append(parsed.clone());
add_element_to_object(get_value_mut(unsafe { crate::runtime::coerce_value_to_mut(&self.ohlcvs) }, &symbol), &unifiedTimeframe, stored.clone());
let mut resolveData: Value = Value::List(vec![symbol.clone(), unifiedTimeframe.clone(), stored.clone()]);
let mut messageHash: Value = add(&add(&add(&Value::Str("chart.trades|".to_string()), &symbol), &Value::Str("|".to_string())), &rawTimeframe);
client.resolve(&[resolveData.clone(), messageHash.clone()]);
}
pub fn parse_ws_ohlcv(&self, mut ohlcv: Value, optional_args: &[Value]) -> Value {
let mut market = get_arg(optional_args, 0, Value::Null);
return Value::List(vec![self.safe_integer_k(ohlcv.clone(), "tick", &[]), self.safe_number_k(ohlcv.clone(), "open", &[]), self.safe_number_k(ohlcv.clone(), "high", &[]), self.safe_number_k(ohlcv.clone(), "low", &[]), self.safe_number_k(ohlcv.clone(), "close", &[]), self.safe_number_k(ohlcv.clone(), "volume", &[])]);
Value::Null
}
pub async fn watch_multiple_wrapper(&mut self, mut channelName: Value, mut channelDescriptor: Value, optional_args: &[Value]) -> Value {
let mut symbolsArray = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut rawSubscriptions: Value = Value::List(vec![]);
let mut messageHashes: Value = Value::List(vec![]);
let mut isOHLCV: bool = is_equal(&channelName, &Value::Str("chart.trades".to_string()));
let mut symbols: Value = ternary(is_true(&isOHLCV), self.get_list_from_object_values(symbolsArray.clone(), Value::Int(0)), symbolsArray.clone());
self.market_symbols(&[symbols.clone(), Value::Null, Value::Bool(false)]);
if is_equal(&symbolsArray, &Value::Null) {
panic!("{}", crate::exchange_errors::arguments_required(add(&self.id, &Value::Str(" watchMultipleWrapper() symbolsArray is required".to_string()))));
}
{
let mut i: Value = Value::Int(0);
let mut __for_first_313: bool = true;
while { if !__for_first_313 { i = add(&i, &Value::Int(1)); } __for_first_313 = false; is_less_than(&i, &get_array_length(&symbolsArray)) } {
if is_equal(&symbolsArray, &Value::Null) {
panic!("{}", crate::exchange_errors::arguments_required(add(&self.id, &Value::Str(" watchMultipleWrapper() symbolsArray is required".to_string()))));
}
let mut current: Value = get_value(&symbolsArray, &i);
let mut current: Value = get_value(&symbolsArray, &i);
let mut market: Value = Value::Null;
if is_true(&isOHLCV) {
market = self.market(get_value(¤t, &Value::Int(0)));
let mut unifiedTf: Value = get_value(¤t, &Value::Int(1));
let mut rawTf: Value = self.safe_string(self.timeframes.clone(), unifiedTf.clone(), &[unifiedTf.clone()]);
channelDescriptor = rawTf.clone();
} else {
market = self.market(current.clone());
}
let mut message: Value = add(&add(&add(&add(&channelName, &Value::Str(".".to_string())), &get_value(&market, &Value::Str("id".to_string()))), &Value::Str(".".to_string())), &channelDescriptor);
append_to_array(&mut rawSubscriptions, message.clone());
append_to_array(&mut messageHashes, add(&add(&add(&add(&channelName, &Value::Str("|".to_string())), &get_value(&market, &Value::Str("symbol".to_string()))), &Value::Str("|".to_string())), &channelDescriptor));
}
}
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("method".to_string(), Value::Str("public/subscribe".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("channels".to_string(), rawSubscriptions.clone());
m
}));
m.insert("id".to_string(), self.request_id());
m
});
let mut extendedRequest: Value = self.deep_extend(request.clone(), &[params.clone()]);
let mut maxMessageByteLimit: Value = subtract(&Value::Int(32768), &Value::Int(1)); let mut jsonedText: Value = self.json(extendedRequest.clone());
if is_greater_than_or_equal(&get_array_length(&jsonedText), &maxMessageByteLimit) {
panic!("{}", crate::exchange_errors::exchange_error(add(&self.id, &Value::Str(" requested subscription length over limit, try to reduce symbols amount".to_string()))));
}
return self.watch_multiple(url.clone(), messageHashes.clone(), &[extendedRequest.clone(), rawSubscriptions.clone()]).await;
Value::Null
}
pub fn handle_message(&mut self, mut client: Value, mut message: Value) {
let mut error: Value = self.safe_value_k(message.clone(), "error", &[]);
if !is_equal(&error, &Value::Null) {
panic!("{}", crate::exchange_errors::exchange_error(add(&add(&self.id, &Value::Str(" ".to_string())), &self.json(error.clone()))));
}
let mut params: Value = self.safe_value_k(message.clone(), "params", &[]);
let mut channel: Value = self.safe_string_k(params.clone(), "channel", &[]);
if !is_equal(&channel, &Value::Null) {
let mut parts: Value = split(&channel, &Value::Str(".".to_string()));
let mut channelId: Value = self.safe_string(parts.clone(), Value::Int(0), &[]);
let mut userHandlers: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("trades".to_string(), Value::Str("handle_my_trades".to_string()).clone());
m.insert("portfolio".to_string(), Value::Str("handle_balance".to_string()).clone());
m.insert("orders".to_string(), Value::Str("handle_orders".to_string()).clone());
m
});
let mut handlers: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ticker".to_string(), Value::Str("handle_ticker".to_string()).clone());
m.insert("quote".to_string(), Value::Str("handle_bid_ask".to_string()).clone());
m.insert("book".to_string(), Value::Str("handle_order_book".to_string()).clone());
m.insert("trades".to_string(), Value::Str("handle_trades".to_string()).clone());
m.insert("chart".to_string(), Value::Str("handle_ohlcv".to_string()).clone());
m.insert("user".to_string(), self.safe_value(userHandlers.clone(), self.safe_string(parts.clone(), Value::Int(1), &[]), &[]));
m
});
let mut handler: Value = self.safe_value(handlers.clone(), channelId.clone(), &[]);
if !is_equal(&handler, &Value::Null) {
self.dispatch_ws_handler(&handler, &[client.clone(), message.clone()]);
return;
}
panic!("{}", crate::exchange_errors::not_supported(add(&add(&self.id, &Value::Str(" no handler found for this message ".to_string())), &self.json(message.clone()))));
}
let mut result: Value = self.safe_value_k(message.clone(), "result", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut accessToken: Value = self.safe_string_k(result.clone(), "access_token", &[]);
if !is_equal(&accessToken, &Value::Null) {
self.handle_authentication_message(client.clone(), message.clone());
}
}
pub fn handle_authentication_message(&self, mut client: Value, mut message: Value) -> Value {
let mut messageHash: Value = Value::Str("authenticated".to_string());
client.resolve(&[message.clone(), messageHash.clone()]);
return message;
Value::Null
}
pub async fn authenticate(&mut self, optional_args: &[Value]) -> Value {
let mut params = get_arg(optional_args, 0, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut client: Value = self.client(&[url.clone()]);
let mut time: Value = self.milliseconds();
let mut timeString: Value = self.number_to_string(time.clone());
let mut nonce: Value = timeString.clone();
let mut messageHash: Value = Value::Str("authenticated".to_string());
let mut future: Value = self.safe_value(get_value(&client, &Value::Str("subscriptions".to_string())), messageHash.clone(), &[]);
if is_equal(&future, &Value::Null) {
self.check_required_credentials(&[]);
let mut requestId: Value = self.request_id();
let mut lineBreak: Value = Value::Str("\n".to_string()); let mut signature: Value = self.hmac(self.encode(add(&add(&add(&timeString, &lineBreak), &nonce), &lineBreak)), self.encode(self.secret.clone()), Value::Str("sha256".to_string()), &[]);
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("jsonrpc".to_string(), Value::Str("2.0".to_string()));
m.insert("id".to_string(), requestId.clone());
m.insert("method".to_string(), Value::Str("public/auth".to_string()));
m.insert("params".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("grant_type".to_string(), Value::Str("client_signature".to_string()));
m.insert("client_id".to_string(), self.apiKey.clone());
m.insert("timestamp".to_string(), time.clone());
m.insert("signature".to_string(), signature.clone());
m.insert("nonce".to_string(), nonce.clone());
m.insert("data".to_string(), Value::Str("".to_string()));
m
}));
m
});
let __ws_arg_0 = self.extend(request.clone(), &[params.clone()]);
future = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_0, messageHash.clone()]).await;
add_element_to_object(&mut get_value(&client, &Value::Str("subscriptions".to_string())), &messageHash, future.clone());
}
return future;
Value::Null
}
}