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use crypto_market_type::MarketType;
use crate::{MessageType, Order, OrderBookMsg, TradeMsg, TradeSide};
use serde::{Deserialize, Serialize};
use serde_json::{Result, Value};
use std::collections::HashMap;
const EXCHANGE_NAME: &str = "gate";
#[derive(Serialize, Deserialize)]
struct SpotTradeMsg {
id: i64,
time: f64,
price: String,
amount: String,
#[serde(rename = "type")]
type_: String,
#[serde(flatten)]
extra: HashMap<String, Value>,
}
#[derive(Serialize, Deserialize)]
struct SpotOrderbookMsg {
asks: Option<Vec<[String; 2]>>,
bids: Option<Vec<[String; 2]>>,
#[serde(flatten)]
extra: HashMap<String, Value>,
}
#[derive(Serialize, Deserialize)]
struct SpotWebsocketMsg {
method: String,
params: Vec<Value>,
#[serde(flatten)]
extra: HashMap<String, Value>,
}
pub(super) fn parse_trade(msg: &str) -> Result<Vec<TradeMsg>> {
let ws_msg = serde_json::from_str::<SpotWebsocketMsg>(msg)?;
let symbol = ws_msg.params[0].as_str().unwrap();
let pair = crypto_pair::normalize_pair(symbol, EXCHANGE_NAME).unwrap();
let raw_trades: Vec<SpotTradeMsg> = serde_json::from_value(ws_msg.params[1].clone()).unwrap();
let trades: Vec<TradeMsg> = raw_trades
.into_iter()
.map(|raw_trade| {
let price = raw_trade.price.parse::<f64>().unwrap();
let quantity = raw_trade.amount.parse::<f64>().unwrap();
TradeMsg {
exchange: EXCHANGE_NAME.to_string(),
market_type: MarketType::Spot,
symbol: symbol.to_string(),
pair: pair.clone(),
msg_type: MessageType::Trade,
timestamp: (raw_trade.time * 1000.0) as i64,
price,
quantity_base: quantity,
quantity_quote: price * quantity,
quantity_contract: None,
side: if raw_trade.type_ == "sell" {
TradeSide::Sell
} else {
TradeSide::Buy
},
trade_id: raw_trade.id.to_string(),
raw: serde_json::to_value(&raw_trade).unwrap(),
}
})
.collect();
Ok(trades)
}
pub(crate) fn parse_l2(msg: &str, timestamp: i64) -> Result<Vec<OrderBookMsg>> {
let ws_msg = serde_json::from_str::<SpotWebsocketMsg>(msg)?;
debug_assert_eq!(ws_msg.params.len(), 3);
let snapshot = ws_msg.params[0].as_bool().unwrap();
let symbol = ws_msg.params[2].as_str().unwrap();
let pair = crypto_pair::normalize_pair(symbol, EXCHANGE_NAME).unwrap();
let raw_orderbook =
serde_json::from_value::<SpotOrderbookMsg>(ws_msg.params[1].clone()).unwrap();
let parse_order = |raw_order: &[String; 2]| -> Order {
let price = raw_order[0].parse::<f64>().unwrap();
let quantity_base = raw_order[1].parse::<f64>().unwrap();
Order {
price,
quantity_base,
quantity_quote: price * quantity_base,
quantity_contract: None,
}
};
let orderbook = OrderBookMsg {
exchange: EXCHANGE_NAME.to_string(),
market_type: MarketType::Spot,
symbol: symbol.to_string(),
pair,
msg_type: MessageType::L2Event,
timestamp,
asks: if let Some(asks) = raw_orderbook.asks {
asks.iter().map(|x| parse_order(x)).collect()
} else {
Vec::new()
},
bids: if let Some(bids) = raw_orderbook.bids {
bids.iter().map(|x| parse_order(x)).collect()
} else {
Vec::new()
},
snapshot,
raw: serde_json::from_str(msg)?,
};
Ok(vec![orderbook])
}