crypto-msg-parser 1.0.1

use crypto_market_type::MarketType;

use crate::{MessageType, TradeMsg, TradeSide};

use serde::{Deserialize, Serialize};
use serde_json::{Result, Value};
use std::collections::HashMap;

const EXCHANGE_NAME: &str = "kraken";

// https://docs.kraken.com/websockets/#message-trade
#[derive(Serialize, Deserialize)]
struct SpotTradeMsg {
    #[serde(rename = "type")]
    type_: String,
    trade_id: i64,
    sequence: i64,
    maker_order_id: String,
    taker_order_id: String,
    time: String,
    product_id: String,
    size: String,
    price: String,
    side: String, // b, s
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

pub(crate) fn parse_trade(market_type: MarketType, msg: &str) -> Result<Vec<TradeMsg>> {
    let arr = serde_json::from_str::<Vec<Value>>(msg)?;
    let symbol = arr[3].as_str().unwrap();
    let pair = crypto_pair::normalize_pair(symbol, EXCHANGE_NAME).unwrap();
    let raw_trades: Vec<Vec<String>> = serde_json::from_value(arr[1].clone()).unwrap();

    // trade format https://docs.kraken.com/websockets/#message-trade
    let trades: Vec<TradeMsg> = raw_trades
        .into_iter()
        .map(|raw_trade| {
            let price = raw_trade[0].parse::<f64>().unwrap();
            let quantity = raw_trade[1].parse::<f64>().unwrap();
            let timestamp = (raw_trade[2].parse::<f64>().unwrap() * 1000.0) as i64;

            TradeMsg {
                exchange: EXCHANGE_NAME.to_string(),
                market_type,
                symbol: symbol.to_string(),
                pair: pair.clone(),
                msg_type: MessageType::Trade,
                timestamp,
                price,
                quantity,
                volume: price * quantity,
                side: if raw_trade[3] == "s" {
                    TradeSide::Sell
                } else {
                    TradeSide::Buy
                },
                trade_id: timestamp.to_string(),
                raw: serde_json::to_value(&raw_trade).unwrap(),
            }
        })
        .collect();

    Ok(trades)
}