crypto-msg-parser 1.4.1

use crypto_market_type::MarketType;

use super::messages::WebsocketMsg;
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";

// https://www.gateio.pro/docs/apiv4/ws/en/#server-notification-2
#[derive(Serialize, Deserialize)]
struct SpotTradeMsg {
    id: i64,
    create_time: f64,
    create_time_ms: String,
    side: String, // buy, sell
    currency_pair: String,
    amount: String,
    price: String,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

// https://www.gateio.pro/docs/apiv4/ws/en/#changed-order-book-levels
#[derive(Serialize, Deserialize)]
#[allow(non_snake_case)]
struct SpotOrderbookUpdateMsg {
    t: i64,
    e: String,
    E: i64,
    s: String,
    U: i64,
    u: i64,
    a: Option<Vec<[String; 2]>>,
    b: Option<Vec<[String; 2]>>,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

// https://www.gateio.pro/docs/apiv4/ws/en/#limited-level-full-order-book-snapshot
#[derive(Serialize, Deserialize)]
#[allow(non_snake_case)]
struct SpotOrderbookSnapshotMsg {
    t: i64,
    lastUpdateId: i64,
    s: String,
    asks: Option<Vec<[String; 2]>>,
    bids: Option<Vec<[String; 2]>>,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

pub(super) fn parse_trade(msg: &str) -> Result<Vec<TradeMsg>> {
    let ws_msg = serde_json::from_str::<WebsocketMsg<SpotTradeMsg>>(msg)?;
    debug_assert_eq!(ws_msg.event, "update");
    let result = ws_msg.result;
    let symbol = result.currency_pair;
    let pair = crypto_pair::normalize_pair(&symbol, EXCHANGE_NAME).unwrap();
    let price = result.price.parse::<f64>().unwrap();
    let quantity_base = result.amount.parse::<f64>().unwrap();

    let trade = TradeMsg {
        exchange: EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol,
        pair,
        msg_type: MessageType::Trade,
        timestamp: result.create_time_ms.parse::<f64>().unwrap() as i64,
        price: result.price.parse::<f64>().unwrap(),
        quantity_base,
        quantity_quote: price * quantity_base,
        quantity_contract: None,
        side: if result.side == "sell" {
            TradeSide::Sell
        } else {
            TradeSide::Buy
        },
        trade_id: result.id.to_string(),
        raw: serde_json::from_str::<Value>(msg)?,
    };

    Ok(vec![trade])
}

fn 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,
    }
}

pub(crate) fn parse_l2(msg: &str) -> Result<Vec<OrderBookMsg>> {
    let ws_msg = serde_json::from_str::<WebsocketMsg<Value>>(msg)?;
    if ws_msg.channel == "spot.order_book_update" {
        parse_l2_update(msg)
    } else if ws_msg.channel == "spot.order_book" {
        parse_l2_snapshot(msg)
    } else {
        panic!("Unknown message format: {}", msg);
    }
}

fn parse_l2_update(msg: &str) -> Result<Vec<OrderBookMsg>> {
    let ws_msg = serde_json::from_str::<WebsocketMsg<SpotOrderbookUpdateMsg>>(msg)?;
    debug_assert_eq!(ws_msg.channel, "spot.order_book_update");
    debug_assert_eq!(ws_msg.event, "update");
    let result = ws_msg.result;
    let symbol = result.s;
    let pair = crypto_pair::normalize_pair(&symbol, EXCHANGE_NAME).unwrap();

    let orderbook = OrderBookMsg {
        exchange: EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol,
        pair,
        msg_type: MessageType::L2Event,
        timestamp: result.t,
        asks: if let Some(asks) = result.a {
            asks.iter().map(|x| parse_order(x)).collect()
        } else {
            Vec::new()
        },
        bids: if let Some(bids) = result.b {
            bids.iter().map(|x| parse_order(x)).collect()
        } else {
            Vec::new()
        },
        snapshot: false,
        raw: serde_json::from_str(msg)?,
    };

    Ok(vec![orderbook])
}

fn parse_l2_snapshot(msg: &str) -> Result<Vec<OrderBookMsg>> {
    let ws_msg = serde_json::from_str::<WebsocketMsg<SpotOrderbookSnapshotMsg>>(msg)?;
    debug_assert_eq!(ws_msg.channel, "spot.order_book");
    debug_assert_eq!(ws_msg.event, "update");
    let result = ws_msg.result;
    let symbol = result.s;
    let pair = crypto_pair::normalize_pair(&symbol, EXCHANGE_NAME).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,
        pair,
        msg_type: MessageType::L2Event,
        timestamp: result.t,
        asks: if let Some(asks) = result.asks {
            asks.iter().map(|x| parse_order(x)).collect()
        } else {
            Vec::new()
        },
        bids: if let Some(bids) = result.bids {
            bids.iter().map(|x| parse_order(x)).collect()
        } else {
            Vec::new()
        },
        snapshot: true,
        raw: serde_json::from_str(msg)?,
    };

    Ok(vec![orderbook])
}