cefi_rs/exchanges/
binance.rs

1use crate::{
2    interface_http::InterfaceHttp,
3    trade::*,
4    types::{Orderbook, OrderbookLevel},
5};
6use async_trait::async_trait;
7use cefi_rs_binance::{http::BinanceHttp, types::OrderBook as BinanceOrderBook};
8
9pub struct BinanceHttpWrapper {
10    client: BinanceHttp,
11}
12
13impl BinanceHttpWrapper {
14    pub fn new(api_key: String, api_secret: String) -> Self {
15        Self {
16            client: BinanceHttp::new(api_key, api_secret),
17        }
18    }
19}
20
21#[async_trait]
22impl InterfaceHttp for BinanceHttpWrapper {
23    async fn get_server_time(&self) -> anyhow::Result<u64> {
24        let server_time = self
25            .client
26            .check_server_time()
27            .await
28            .map_err(|e| anyhow::anyhow!("{}", e))?;
29        Ok(server_time.server_time)
30    }
31
32    async fn get_orderbook(
33        &self,
34        symbol: &String,
35        limit: Option<i32>,
36    ) -> anyhow::Result<Orderbook> {
37        let orderbook = self
38            .client
39            .get_orderbook(symbol, limit)
40            .await
41            .map_err(|e| anyhow::anyhow!("{}", e))?;
42
43        todo!()
44        // Ok(orderbook)
45    }
46
47    async fn place_order(&self, params: &PlaceOrderParams) -> anyhow::Result<PlaceOrderResponse> {
48        todo!()
49    }
50
51    async fn cancel_order(&self, order_id: &String) -> anyhow::Result<CancelOrderResponse> {
52        todo!()
53    }
54
55    async fn cancel_all_orders(&self, symbol: &String) -> anyhow::Result<CancelAllOrdersResponse> {
56        todo!()
57    }
58
59    async fn amend_order(
60        &self,
61        order_id: &String,
62        params: &AmendOrderParams,
63    ) -> anyhow::Result<AmendOrderResponse> {
64        todo!()
65    }
66}
67
68impl Orderbook {
69    fn from_binance_orderbook(orderbook: BinanceOrderBook, symbol: String) -> Self {
70        Orderbook {
71            symbol: symbol,
72            asks: orderbook
73                .asks
74                .into_iter()
75                .map(|ask| OrderbookLevel {
76                    price: ask[0].parse::<f64>().unwrap(),
77                    amount: ask[1].parse::<f64>().unwrap(),
78                })
79                .collect(),
80            bids: orderbook
81                .bids
82                .into_iter()
83                .map(|bid| OrderbookLevel {
84                    price: bid[0].parse::<f64>().unwrap(),
85                    amount: bid[1].parse::<f64>().unwrap(),
86                })
87                .collect(),
88            timestamp_ms: orderbook.event_time,
89        }
90    }
91}
92
93#[cfg(test)]
94mod tests {
95    use crate::exchanges::binance::BinanceHttpWrapper;
96
97    use super::*;
98
99    #[tokio::test]
100    async fn test_get_orderbook() {
101        let binance = BinanceHttpWrapper::new("".to_string(), "".to_string());
102        let orderbook = binance
103            .get_orderbook(&"BTCUSDT".to_string(), Some(5))
104            .await
105            .unwrap();
106        println!("orderbook: {:?}", orderbook);
107    }
108}
cefi_rs/exchanges/binance.rs

cefi_rs/exchanges/
binance.rs
