#![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 NdaxCore {
pub parent: crate::exchanges::ndax::NdaxCore,
}
impl NdaxCore {
pub fn new(config: Option<crate::Value>) -> Self {
let mut s = Self { parent: crate::exchanges::ndax::NdaxCore::new(config) };
s.init();
s
}
pub fn init(&mut self) {
let described = NdaxCore::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 NdaxCore {
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 NdaxCore {
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 {
"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 },
"request_id" => self.request_id(),
"watch_ohlcv" => self.watch_ohlcv(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_ticker" => self.watch_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).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,
_ => crate::exchange_generated::ExchangeBase::call_dynamic(&mut self.parent, method, args).await,
}
})
}
}
impl NdaxCore {
#[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 {
"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_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_order_book_subscription" => { self.handle_order_book_subscription(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null), args.get(2).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_subscription_status" => { self.handle_subscription_status(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 },
"request_id" => self.request_id(),
"watch_ohlcv" => { crate::exchange_stubs::enqueue_spawn("watch_ohlcv", args.to_vec()); crate::Value::Null },
"watch_order_book" => { crate::exchange_stubs::enqueue_spawn("watch_order_book", args.to_vec()); crate::Value::Null },
"watch_ticker" => { crate::exchange_stubs::enqueue_spawn("watch_ticker", args.to_vec()); crate::Value::Null },
"watch_trades" => { crate::exchange_stubs::enqueue_spawn("watch_trades", args.to_vec()); crate::Value::Null },
_ => crate::Value::Null,
}
}
}
impl std::ops::Deref for NdaxCore {
type Target = crate::exchange::Exchange;
fn deref(&self) -> &crate::exchange::Exchange { std::ops::Deref::deref(&self.parent) }
}
impl std::ops::DerefMut for NdaxCore {
fn deref_mut(&mut self) -> &mut crate::exchange::Exchange { std::ops::DerefMut::deref_mut(&mut self.parent) }
}
impl NdaxCore {
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("watchOrderBook".to_string(), Value::Bool(true));
m.insert("watchTrades".to_string(), Value::Bool(true));
m.insert("watchTradesForSymbols".to_string(), Value::Bool(false));
m.insert("watchTicker".to_string(), Value::Bool(true));
m.insert("watchOHLCV".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://ndaxmarginstaging.cdnhop.net:10456/WSAdminGatewa/".to_string()));
m
}));
m.insert("api".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Str("wss://api.ndax.io/WSGateway".to_string()));
m
}));
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_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
}));
let mut omsId: Value = self.safe_integer_k(self.options.clone(), "omsId", &[Value::Int(1)]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
let mut name: Value = Value::Str("SubscribeLevel1".to_string());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut requestId: Value = self.request_id();
let mut payload: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("OMSId".to_string(), omsId.clone());
m.insert("InstrumentId".to_string(), self.safe_integer_k(market.clone(), "id", &[]));
m
});
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("m".to_string(), Value::Int(0));
m.insert("i".to_string(), requestId.clone());
m.insert("n".to_string(), name.clone());
m.insert("o".to_string(), self.json(payload.clone()));
m
});
let mut message: Value = self.extend(request.clone(), &[params.clone()]);
return self.watch(url.clone(), messageHash.clone(), &[message.clone(), messageHash.clone()]).await;
Value::Null
}
pub fn handle_ticker(&mut self, mut client: Value, mut message: Value) {
let mut payload: Value = self.safe_value_k(message.clone(), "o", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut ticker: Value = self.parse_ticker(payload.clone(), &[]);
let mut symbol: Value = get_value(&ticker, &Value::Str("symbol".to_string()));
let mut market: Value = self.market(symbol.clone());
if !is_equal(&symbol, &Value::Null) {
add_element_to_object(&mut self.tickers, &symbol, ticker.clone());
}
let mut name: Value = Value::Str("SubscribeLevel1".to_string());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
client.resolve(&[ticker.clone(), messageHash.clone()]);
}
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
}));
let mut omsId: Value = self.safe_integer_k(self.options.clone(), "omsId", &[Value::Int(1)]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut name: Value = Value::Str("SubscribeTrades".to_string());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut requestId: Value = self.request_id();
let mut payload: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("OMSId".to_string(), omsId.clone());
m.insert("InstrumentId".to_string(), self.safe_integer_k(market.clone(), "id", &[]));
m.insert("IncludeLastCount".to_string(), Value::Int(100));
m
});
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("m".to_string(), Value::Int(0));
m.insert("i".to_string(), requestId.clone());
m.insert("n".to_string(), name.clone());
m.insert("o".to_string(), self.json(payload.clone()));
m
});
let mut message: Value = self.extend(request.clone(), &[params.clone()]);
let mut trades: Value = self.watch(url.clone(), messageHash.clone(), &[message.clone(), messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = trades.get_limit(symbol.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 payload: Value = self.safe_value_k(message.clone(), "o", &[Value::List(vec![])]);
let mut name: Value = Value::Str("SubscribeTrades".to_string());
let mut updates: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m
});
{
let mut i: Value = Value::Int(0);
let mut __for_first_517: bool = true;
while { if !__for_first_517 { i = add(&i, &Value::Int(1)); } __for_first_517 = false; is_less_than(&i, &get_array_length(&payload)) } {
let mut trade: Value = self.parse_trade(get_value(&payload, &i), &[]);
let mut symbol: Value = get_value(&trade, &Value::Str("symbol".to_string()));
let mut tradesArray: Value = ternary(is_true(&(is_equal(&symbol, &Value::Null))), Value::Null, self.safe_value(self.trades.clone(), symbol.clone(), &[]));
if is_equal(&tradesArray, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "tradesLimit", &[Value::Int(1000)]);
tradesArray = ArrayCache::new(limit.clone());
}
tradesArray.append(trade.clone());
if !is_equal(&symbol, &Value::Null) {
add_element_to_object(&mut self.trades, &symbol, tradesArray.clone());
}
if !is_equal(&symbol, &Value::Null) {
add_element_to_object(&mut updates, &symbol, Value::Bool(true));
}
}
}
let mut symbols: Value = object_keys(&updates);
{
let mut i: Value = Value::Int(0);
let mut __for_first_518: bool = true;
while { if !__for_first_518 { i = add(&i, &Value::Int(1)); } __for_first_518 = false; is_less_than(&i, &get_array_length(&symbols)) } {
let mut symbol: Value = get_value(&symbols, &i);
let mut symbol: Value = get_value(&symbols, &i);
let mut market: Value = self.market(symbol.clone());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
let mut tradesArray: Value = self.safe_value(self.trades.clone(), symbol.clone(), &[]);
client.resolve(&[tradesArray.clone(), messageHash.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
}));
let mut omsId: Value = self.safe_integer_k(self.options.clone(), "omsId", &[Value::Int(1)]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut name: Value = Value::Str("SubscribeTicker".to_string());
let mut messageHash: Value = add(&add(&add(&add(&name, &Value::Str(":".to_string())), &timeframe), &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut requestId: Value = self.request_id();
let mut payload: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("OMSId".to_string(), omsId.clone());
m.insert("InstrumentId".to_string(), self.safe_integer_k(market.clone(), "id", &[]));
m.insert("Interval".to_string(), crate::runtime::parse_int(&self.safe_string(self.timeframes.clone(), timeframe.clone(), &[timeframe.clone()])));
m.insert("IncludeLastCount".to_string(), Value::Int(100));
m
});
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("m".to_string(), Value::Int(0));
m.insert("i".to_string(), requestId.clone());
m.insert("n".to_string(), name.clone());
m.insert("o".to_string(), self.json(payload.clone()));
m
});
let mut message: Value = self.extend(request.clone(), &[params.clone()]);
let mut ohlcv: Value = self.watch(url.clone(), messageHash.clone(), &[message.clone(), messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = ohlcv.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_since_limit(ohlcv.clone(), &[since.clone(), limit.clone(), Value::Int(0), Value::Bool(true)]);
Value::Null
}
pub fn handle_ohlcv(&mut self, mut client: Value, mut message: Value) {
let mut payload: Value = self.safe_value_k(message.clone(), "o", &[Value::List(vec![])]);
let mut updates: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m
});
{
let mut i: Value = Value::Int(0);
let mut __for_first_520: bool = true;
while { if !__for_first_520 { i = add(&i, &Value::Int(1)); } __for_first_520 = false; is_less_than(&i, &get_array_length(&payload)) } {
let mut ohlcv: Value = get_value(&payload, &i);
let mut ohlcv: Value = get_value(&payload, &i);
let mut marketId: Value = self.safe_string(ohlcv.clone(), Value::Int(8), &[]);
let mut market: Value = self.safe_market(&[marketId.clone()]);
let mut symbol: Value = get_value(&market, &Value::Str("symbol".to_string()));
if !is_equal(&marketId, &Value::Null) {
add_element_to_object(&mut updates, &marketId, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
}
{ let __be_tmp = self.safe_value(self.ohlcvs.clone(), symbol.clone(), &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]); add_element_to_object(&mut self.ohlcvs, &symbol, __be_tmp); };
let mut keys: Value = object_keys(&self.timeframes);
{
let mut j: Value = Value::Int(0);
let mut __for_first_519: bool = true;
while { if !__for_first_519 { j = add(&j, &Value::Int(1)); } __for_first_519 = false; is_less_than(&j, &get_array_length(&keys)) } {
let mut timeframe: Value = get_value(&keys, &j);
let mut timeframe: Value = get_value(&keys, &j);
let mut interval: Value = self.safe_string(self.timeframes.clone(), timeframe.clone(), &[timeframe.clone()]);
let mut duration: Value = multiply(&crate::runtime::parse_int(&interval), &Value::Int(1000));
let mut timestamp: Value = self.safe_integer(ohlcv.clone(), Value::Int(0), &[]);
if is_equal(×tamp, &Value::Null) {
continue;
}
let mut parsed: Value = Value::List(vec![self.parse_to_int(multiply(&(divide(×tamp, &duration)), &duration)), self.safe_float(ohlcv.clone(), Value::Int(3), &[]), self.safe_float(ohlcv.clone(), Value::Int(1), &[]), self.safe_float(ohlcv.clone(), Value::Int(2), &[]), self.safe_float(ohlcv.clone(), Value::Int(4), &[]), self.safe_float(ohlcv.clone(), Value::Int(5), &[])]);
let mut stored: Value = self.safe_value(get_value(&self.ohlcvs, &symbol), timeframe.clone(), &[Value::List(vec![])]);
let mut length: Value = get_array_length(&stored);
if is_true(&(is_greater_than(&length, &Value::Int(0)))) && is_true(&(is_equal(&get_value(&parsed, &Value::Int(0)), &get_value(&get_value(&stored, &subtract(&length, &Value::Int(1))), &Value::Int(0))))) {
let mut previous: Value = get_value(&stored, &subtract(&length, &Value::Int(1)));
let mut high: Value = get_value(&parsed, &Value::Int(1));
if is_equal(&get_value(&parsed, &Value::Int(1)), &Value::Null) {
high = get_value(&previous, &Value::Int(1));
} else if !is_equal(&get_value(&previous, &Value::Int(1)), &Value::Null) {
high = crate::runtime::Math::max(&get_value(&parsed, &Value::Int(1)), &get_value(&previous, &Value::Int(1)));
}
let mut low: Value = get_value(&parsed, &Value::Int(2));
if is_equal(&get_value(&parsed, &Value::Int(2)), &Value::Null) {
low = get_value(&previous, &Value::Int(2));
} else if !is_equal(&get_value(&previous, &Value::Int(2)), &Value::Null) {
low = crate::runtime::Math::min(&get_value(&parsed, &Value::Int(2)), &get_value(&previous, &Value::Int(2)));
}
add_element_to_object(&mut stored, &subtract(&length, &Value::Int(1)), Value::List(vec![get_value(&parsed, &Value::Int(0)), get_value(&previous, &Value::Int(1)), high.clone(), low.clone(), get_value(&parsed, &Value::Int(4)), self.sum(&[get_value(&parsed, &Value::Int(5)), get_value(&previous, &Value::Int(5))])]));
if is_true(&(!is_equal(&marketId, &Value::Null))) && is_true(&(!is_equal(&timeframe, &Value::Null))) {
add_element_to_object(get_value_mut(&mut updates, &marketId), &timeframe, Value::Bool(true));
}
} else {
if is_true(&(is_greater_than(&length, &Value::Int(0)))) && is_true(&(is_less_than(&self.parse_to_int(get_value(&parsed, &Value::Int(0))), &self.parse_to_int(get_value(&get_value(&stored, &subtract(&length, &Value::Int(1))), &Value::Int(0)))))) {
continue;
} else {
append_to_array(&mut stored, parsed.clone());
let mut limit: Value = self.safe_integer_k(self.options.clone(), "OHLCVLimit", &[Value::Int(1000)]);
if is_greater_than_or_equal(&length, &limit) {
shift(stored.clone());
}
if is_true(&(!is_equal(&marketId, &Value::Null))) && is_true(&(!is_equal(&timeframe, &Value::Null))) {
add_element_to_object(get_value_mut(&mut updates, &marketId), &timeframe, Value::Bool(true));
}
}
}
add_element_to_object(get_value_mut(unsafe { crate::runtime::coerce_value_to_mut(&self.ohlcvs) }, &symbol), &timeframe, stored.clone());
}
}
}
}
let mut name: Value = Value::Str("SubscribeTicker".to_string());
let mut marketIds: Value = object_keys(&updates);
{
let mut i: Value = Value::Int(0);
let mut __for_first_522: bool = true;
while { if !__for_first_522 { i = add(&i, &Value::Int(1)); } __for_first_522 = false; is_less_than(&i, &get_array_length(&marketIds)) } {
let mut marketId: Value = get_value(&marketIds, &i);
let mut marketId: Value = get_value(&marketIds, &i);
let mut timeframes: Value = object_keys(&get_value(&updates, &marketId));
{
let mut j: Value = Value::Int(0);
let mut __for_first_521: bool = true;
while { if !__for_first_521 { j = add(&j, &Value::Int(1)); } __for_first_521 = false; is_less_than(&j, &get_array_length(&timeframes)) } {
let mut timeframe: Value = get_value(&timeframes, &j);
let mut timeframe: Value = get_value(&timeframes, &j);
let mut messageHash: Value = add(&add(&add(&add(&name, &Value::Str(":".to_string())), &timeframe), &Value::Str(":".to_string())), &marketId);
let mut market: Value = self.safe_market(&[marketId.clone()]);
let mut symbol: Value = get_value(&market, &Value::Str("symbol".to_string()));
let mut stored: Value = self.safe_value(get_value(&self.ohlcvs, &symbol), timeframe.clone(), &[Value::List(vec![])]);
client.resolve(&[stored.clone(), messageHash.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
}));
let mut omsId: Value = self.safe_integer_k(self.options.clone(), "omsId", &[Value::Int(1)]);
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut name: Value = Value::Str("SubscribeLevel2".to_string());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &get_value(&market, &Value::Str("id".to_string())));
let mut url: Value = get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string()));
let mut requestId: Value = self.request_id();
limit = ternary(is_true(&(is_equal(&limit, &Value::Null))), Value::Int(100), limit.clone());
let mut payload: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("OMSId".to_string(), omsId.clone());
m.insert("InstrumentId".to_string(), self.safe_integer_k(market.clone(), "id", &[]));
m.insert("Depth".to_string(), limit.clone());
m
});
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("m".to_string(), Value::Int(0));
m.insert("i".to_string(), requestId.clone());
m.insert("n".to_string(), name.clone());
m.insert("o".to_string(), self.json(payload.clone()));
m
});
let mut subscription: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("id".to_string(), requestId.clone());
m.insert("messageHash".to_string(), messageHash.clone());
m.insert("name".to_string(), name.clone());
m.insert("symbol".to_string(), symbol.clone());
m.insert("marketId".to_string(), get_value(&market, &Value::Str("id".to_string())));
m.insert("method".to_string(), Value::Str("handle_order_book_subscription".to_string()).clone());
m.insert("limit".to_string(), limit.clone());
m.insert("params".to_string(), params.clone());
m
});
let mut message: Value = self.extend(request.clone(), &[params.clone()]);
let mut orderbook: Value = self.watch(url.clone(), messageHash.clone(), &[message.clone(), messageHash.clone(), subscription.clone()]).await;
return orderbook.limit();
Value::Null
}
pub fn handle_order_book(&mut self, mut client: Value, mut message: Value) {
let mut payload: Value = self.safe_value_k(message.clone(), "o", &[Value::List(vec![])]);
let mut firstBidAsk: Value = self.safe_value(payload.clone(), Value::Int(0), &[Value::List(vec![])]);
let mut marketId: Value = self.safe_string(firstBidAsk.clone(), Value::Int(7), &[]);
if is_equal(&marketId, &Value::Null) {
return;
}
let mut market: Value = self.safe_market(&[marketId.clone()]);
let mut symbol: Value = get_value(&market, &Value::Str("symbol".to_string()));
let mut orderbook: Value = self.safe_value(self.orderbooks.clone(), symbol.clone(), &[]);
if is_equal(&orderbook, &Value::Null) {
return;
}
let mut timestamp: Value = Value::Null;
let mut nonce: Value = Value::Null;
{
let mut i: Value = Value::Int(0);
let mut __for_first_523: bool = true;
while { if !__for_first_523 { i = add(&i, &Value::Int(1)); } __for_first_523 = false; is_less_than(&i, &get_array_length(&payload)) } {
let mut bidask: Value = get_value(&payload, &i);
let mut bidask: Value = get_value(&payload, &i);
if is_equal(×tamp, &Value::Null) {
timestamp = self.safe_integer(bidask.clone(), Value::Int(2), &[]);
} else {
let mut newTimestamp: Value = self.safe_integer(bidask.clone(), Value::Int(2), &[]);
let mut currentTimestampValue: Value = ternary(is_true(&(is_equal(×tamp, &Value::Null))), Value::Int(0), timestamp.clone());
let mut newTimestampValue: Value = ternary(is_true(&(is_equal(&newTimestamp, &Value::Null))), Value::Int(0), newTimestamp.clone());
timestamp = crate::runtime::Math::max(¤tTimestampValue, &newTimestampValue);
}
if is_equal(&nonce, &Value::Null) {
nonce = self.safe_integer(bidask.clone(), Value::Int(0), &[]);
} else {
let mut newNonce: Value = self.safe_integer(bidask.clone(), Value::Int(0), &[]);
let mut currentNonceValue: Value = ternary(is_true(&(is_equal(&nonce, &Value::Null))), Value::Int(0), nonce.clone());
let mut newNonceValue: Value = ternary(is_true(&(is_equal(&newNonce, &Value::Null))), Value::Int(0), newNonce.clone());
nonce = crate::runtime::Math::max(¤tNonceValue, &newNonceValue);
}
let mut type_var: Value = self.safe_integer(bidask.clone(), Value::Int(3), &[]);
let mut price: Value = self.safe_float(bidask.clone(), Value::Int(6), &[]);
let mut amount: Value = self.safe_float(bidask.clone(), Value::Int(8), &[]);
let mut side: Value = self.safe_integer(bidask.clone(), Value::Int(9), &[]);
let mut orderbookSide: Value = ternary(is_true(&(is_equal(&side, &Value::Int(0)))), get_value(&orderbook, &Value::Str("bids".to_string())), get_value(&orderbook, &Value::Str("asks".to_string())));
if is_equal(&type_var, &Value::Int(0)) {
orderbookSide.store(price.clone(), amount.clone());
} else if is_equal(&type_var, &Value::Int(1)) {
orderbookSide.store(price.clone(), amount.clone());
} else if is_equal(&type_var, &Value::Int(2)) {
orderbookSide.store(price.clone(), Value::Int(0));
}
}
}
add_element_to_object(&mut orderbook, &Value::Str("nonce".to_string()), nonce.clone());
add_element_to_object(&mut orderbook, &Value::Str("timestamp".to_string()), timestamp.clone());
add_element_to_object(&mut orderbook, &Value::Str("datetime".to_string()), self.iso8601(timestamp.clone()));
let mut name: Value = Value::Str("SubscribeLevel2".to_string());
let mut messageHash: Value = add(&add(&name, &Value::Str(":".to_string())), &marketId);
add_element_to_object(&mut self.orderbooks, &symbol, orderbook.clone());
client.resolve(&[orderbook.clone(), messageHash.clone()]);
}
pub fn handle_order_book_subscription(&mut self, mut client: Value, mut message: Value, mut subscription: Value) {
let mut payload: Value = self.safe_value_k(message.clone(), "o", &[Value::List(vec![])]);
let mut symbol: Value = self.safe_string_k(subscription.clone(), "symbol", &[]);
let mut snapshot: Value = self.parse_order_book(payload.clone(), symbol.clone(), &[]);
let mut limit: Value = self.safe_integer_k(subscription.clone(), "limit", &[]);
let mut orderbook: Value = self.order_book(&[snapshot.clone(), limit.clone()]);
if !is_equal(&symbol, &Value::Null) {
add_element_to_object(&mut self.orderbooks, &symbol, orderbook.clone());
}
let mut messageHash: Value = self.safe_string_k(subscription.clone(), "messageHash", &[]);
client.resolve(&[orderbook.clone(), messageHash.clone()]);
}
pub fn handle_subscription_status(&mut self, mut client: Value, mut message: Value) {
let mut subscriptionsById: Value = self.index_by(get_value(&client, &Value::Str("subscriptions".to_string())), Value::Str("id".to_string()));
let mut id: Value = self.safe_integer_k(message.clone(), "i", &[]);
let mut subscription: Value = ternary(is_true(&(is_equal(&id, &Value::Null))), Value::Null, self.safe_value(subscriptionsById.clone(), id.clone(), &[]));
if !is_equal(&subscription, &Value::Null) {
let mut method: Value = self.safe_value_k(subscription.clone(), "method", &[]);
if !is_equal(&method, &Value::Null) {
self.dispatch_ws_handler(&method, &[client.clone(), message.clone(), subscription.clone()]);
}
}
}
pub fn handle_message(&mut self, mut client: Value, mut message: Value) {
let mut payload: Value = self.safe_string_k(message.clone(), "o", &[]);
if is_equal(&payload, &Value::Null) {
return;
}
add_element_to_object(&mut message, &Value::Str("o".to_string()), json_parse(&payload));
let mut methods: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("SubscribeLevel2".to_string(), Value::Str("handle_subscription_status".to_string()).clone());
m.insert("SubscribeLevel1".to_string(), Value::Str("handle_ticker".to_string()).clone());
m.insert("Level2UpdateEvent".to_string(), Value::Str("handle_order_book".to_string()).clone());
m.insert("Level1UpdateEvent".to_string(), Value::Str("handle_ticker".to_string()).clone());
m.insert("SubscribeTrades".to_string(), Value::Str("handle_trades".to_string()).clone());
m.insert("TradeDataUpdateEvent".to_string(), Value::Str("handle_trades".to_string()).clone());
m.insert("SubscribeTicker".to_string(), Value::Str("handle_ohlcv".to_string()).clone());
m.insert("TickerDataUpdateEvent".to_string(), Value::Str("handle_ohlcv".to_string()).clone());
m
});
let mut event: Value = self.safe_string_k(message.clone(), "n", &[]);
let mut method: Value = ternary(is_true(&(is_equal(&event, &Value::Null))), Value::Null, self.safe_value(methods.clone(), event.clone(), &[]));
if !is_equal(&method, &Value::Null) {
self.dispatch_ws_handler(&method, &[client.clone(), message.clone()]);
}
}
}