crypto-msg-parser 1.0.1

Parse websocket messages
Documentation 
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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 = "kucoin";

// https://docs.kucoin.com/#match-execution-data
#[derive(Serialize, Deserialize)]
struct SpotTradeMsg {
    symbol: String,
    sequence: String,
    side: String, // buy, sell
    size: String,
    price: String,
    time: String,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

#[derive(Serialize, Deserialize)]
struct WebsocketMsg {
    subject: String,
    topic: String,
    #[serde(rename = "type")]
    type_: String,
    data: SpotTradeMsg,
}

pub(super) fn parse_trade(msg: &str) -> Result<Vec<TradeMsg>> {
    let ws_msg = serde_json::from_str::<WebsocketMsg>(msg)?;
    let raw_trade = ws_msg.data;
    let price = raw_trade.price.parse::<f64>().unwrap();
    let quantity = raw_trade.size.parse::<f64>().unwrap();

    let trade = TradeMsg {
        exchange: EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol: raw_trade.symbol.clone(),
        pair: crypto_pair::normalize_pair(&raw_trade.symbol, EXCHANGE_NAME).unwrap(),
        msg_type: MessageType::Trade,
        timestamp: raw_trade.time.parse::<i64>().unwrap() / 1000000,
        price,
        quantity,
        volume: price * quantity,
        side: if raw_trade.side == "sell" {
            TradeSide::Sell
        } else {
            TradeSide::Buy
        },
        trade_id: raw_trade.sequence.to_string(),
        raw: serde_json::to_value(&raw_trade).unwrap(),
    };

    Ok(vec![trade])
}