crypto-msg-parser 2.9.2

use crypto_market_type::MarketType;
use crypto_msg_type::MessageType;

use crypto_message::{CandlestickMsg, Order, OrderBookMsg, TradeMsg, TradeSide};

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

// https://github.com/mxcdevelop/APIDoc/blob/master/websocket/spot/websocket-api.md#成交记录
#[derive(Serialize, Deserialize)]
#[allow(non_snake_case)]
struct RawTradeMsg {
    p: String, // price
    q: String, // quantity
    T: i64,    // 1, buy; 2, sell
    t: i64,    // timestamp
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

#[derive(Serialize, Deserialize)]
struct RawOrder {
    p: String,
    q: String,
    a: String,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

#[derive(Serialize, Deserialize)]
struct PushSymbolData {
    version: Option<String>,
    deals: Option<Vec<RawTradeMsg>>,
    asks: Option<Vec<RawOrder>>,
    bids: Option<Vec<RawOrder>>,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

#[derive(Serialize, Deserialize)]
struct WebsocketMsg<T: Sized> {
    symbol: String,
    data: T,
    version: Option<String>,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

pub(super) fn parse_trade(msg: &str) -> Result<Vec<TradeMsg>, SimpleError> {
    let ws_msg: WebsocketMsg<PushSymbolData> =
        if let Ok(arr) = serde_json::from_str::<Vec<Value>>(msg) {
            assert_eq!(arr.len(), 2);
            serde_json::from_value(arr[1].clone()).map_err(|_e| {
                SimpleError::new(format!(
                    "Failed to deserialize {} to WebsocketMsg<PushSymbolData>",
                    arr[1]
                ))
            })?
        } else if let Ok(ws_msg) = serde_json::from_str::<WebsocketMsg<PushSymbolData>>(msg) {
            ws_msg
        } else {
            return Err(SimpleError::new(format!("Failed to parse {msg}")));
        };
    if ws_msg.data.deals.is_none() {
        return Ok(Vec::new());
    }

    let raw_trades = ws_msg.data.deals.unwrap();
    let symbol = ws_msg.symbol.as_str();
    let pair = crypto_pair::normalize_pair(symbol, super::EXCHANGE_NAME)
        .ok_or_else(|| SimpleError::new(format!("Failed to normalize {symbol} from {msg}")))?;

    let mut trades: Vec<TradeMsg> = raw_trades
        .into_iter()
        .map(|raw_trade| {
            let price = raw_trade.p.parse::<f64>().unwrap();
            let quantity = raw_trade.q.parse::<f64>().unwrap();

            TradeMsg {
                exchange: super::EXCHANGE_NAME.to_string(),
                market_type: MarketType::Spot,
                symbol: symbol.to_string(),
                pair: pair.clone(),
                msg_type: MessageType::Trade,
                timestamp: raw_trade.t,
                price,
                quantity_base: quantity,
                quantity_quote: price * quantity,
                quantity_contract: None,
                side: if raw_trade.T == 2 { TradeSide::Sell } else { TradeSide::Buy },
                trade_id: raw_trade.t.to_string(),
                json: serde_json::to_string(&raw_trade).unwrap(),
            }
        })
        .collect();

    if trades.len() == 1 {
        trades[0].json = msg.to_string();
    }
    Ok(trades)
}

fn parse_order(raw_order: &RawOrder) -> Order {
    let price = raw_order.p.parse::<f64>().unwrap();
    let quantity_base = raw_order.q.parse::<f64>().unwrap();
    let quantity_quote = raw_order.a.parse::<f64>().unwrap();

    Order { price, quantity_base, quantity_quote, quantity_contract: None }
}

pub(super) fn parse_l2(msg: &str, timestamp: i64) -> Result<Vec<OrderBookMsg>, SimpleError> {
    let ws_msg: WebsocketMsg<PushSymbolData> =
        if let Ok(arr) = serde_json::from_str::<Vec<Value>>(msg) {
            assert_eq!(arr.len(), 2);
            serde_json::from_value(arr[1].clone()).map_err(|_e| {
                SimpleError::new(format!(
                    "Failed to deserialize {} to WebsocketMsg<PushSymbolData>",
                    arr[1]
                ))
            })?
        } else if let Ok(ws_msg) = serde_json::from_str::<WebsocketMsg<PushSymbolData>>(msg) {
            ws_msg
        } else {
            return Err(SimpleError::new(format!("Failed to parse {msg}")));
        };
    if ws_msg.data.asks.is_none() && ws_msg.data.bids.is_none() {
        return Ok(Vec::new());
    }

    let symbol = ws_msg.symbol.as_str();
    let pair = crypto_pair::normalize_pair(symbol, super::EXCHANGE_NAME)
        .ok_or_else(|| SimpleError::new(format!("Failed to normalize {symbol} from {msg}")))?;

    let orderbook = OrderBookMsg {
        exchange: super::EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol: symbol.to_string(),
        pair,
        msg_type: MessageType::L2Event,
        timestamp,
        seq_id: ws_msg.data.version.map(|v| v.parse::<u64>().unwrap()),
        prev_seq_id: None,
        asks: if let Some(asks) = ws_msg.data.asks {
            asks.iter().map(parse_order).collect::<Vec<Order>>()
        } else {
            Vec::new()
        },
        bids: if let Some(bids) = ws_msg.data.bids {
            bids.iter().map(parse_order).collect::<Vec<Order>>()
        } else {
            Vec::new()
        },
        snapshot: false,
        json: msg.to_string(),
    };

    Ok(vec![orderbook])
}

#[derive(Serialize, Deserialize)]
struct RawL2TopKMsg {
    asks: Vec<[String; 2]>,
    bids: Vec<[String; 2]>,
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

pub(super) fn parse_l2_topk(msg: &str, timestamp: i64) -> Result<Vec<OrderBookMsg>, SimpleError> {
    let ws_msg =
        serde_json::from_str::<WebsocketMsg<RawL2TopKMsg>>(msg).map_err(SimpleError::from)?;

    let symbol = ws_msg.symbol.as_str();
    let pair = crypto_pair::normalize_pair(symbol, super::EXCHANGE_NAME)
        .ok_or_else(|| SimpleError::new(format!("Failed to normalize {symbol} from {msg}")))?;

    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: super::EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol: symbol.to_string(),
        pair,
        msg_type: MessageType::L2TopK,
        timestamp,
        seq_id: ws_msg.version.map(|v| v.parse::<u64>().unwrap()),
        prev_seq_id: None,
        asks: ws_msg.data.asks.iter().map(parse_order).collect::<Vec<Order>>(),
        bids: ws_msg.data.bids.iter().map(parse_order).collect::<Vec<Order>>(),
        snapshot: true,
        json: msg.to_string(),
    };

    Ok(vec![orderbook])
}

#[derive(Serialize, Deserialize)]
struct RawCandlestickMsg {
    symbol: String,
    interval: String,
    t: i64,           // begin time
    o: f64,           // open
    c: f64,           // close
    h: f64,           // high
    l: f64,           // low
    v: f64,           // quote trading volume
    q: f64,           // base trading volume
    tdt: Option<i64>, // event timestamp
    #[serde(flatten)]
    extra: HashMap<String, Value>,
}

pub(super) fn parse_candlestick(
    msg: &str,
    received_at: Option<i64>,
) -> Result<Vec<CandlestickMsg>, SimpleError> {
    let ws_msg: WebsocketMsg<RawCandlestickMsg> =
        if let Ok(arr) = serde_json::from_str::<Vec<Value>>(msg) {
            assert_eq!(arr.len(), 2);
            serde_json::from_value(arr[1].clone()).map_err(|_e| {
                SimpleError::new(format!(
                    "Failed to deserialize {} to WebsocketMsg<PushSymbolData>",
                    arr[1]
                ))
            })?
        } else if let Ok(ws_msg) = serde_json::from_str::<WebsocketMsg<RawCandlestickMsg>>(msg) {
            ws_msg
        } else {
            return Err(SimpleError::new(format!("Failed to parse {msg}")));
        };

    let symbol = ws_msg.symbol.as_str();
    let pair = crypto_pair::normalize_pair(symbol, super::EXCHANGE_NAME)
        .ok_or_else(|| SimpleError::new(format!("Failed to normalize {symbol} from {msg}")))?;

    let mut interval_in_seconds = 0;
    if ws_msg.data.interval.as_str().starts_with("Min") {
        interval_in_seconds =
            ws_msg.data.interval.as_str().strip_prefix("Min").unwrap().parse::<i64>().unwrap() * 60;
    } else if ws_msg.data.interval.as_str().starts_with("Hour") {
        interval_in_seconds =
            ws_msg.data.interval.as_str().strip_prefix("Hour").unwrap().parse::<i64>().unwrap()
                * 60
                * 60;
    } else if ws_msg.data.interval.as_str().starts_with("Day") {
        interval_in_seconds =
            ws_msg.data.interval.as_str().strip_prefix("Day").unwrap().parse::<i64>().unwrap()
                * 60
                * 60
                * 24;
    } else if ws_msg.data.interval.as_str().starts_with("Week") {
        interval_in_seconds =
            ws_msg.data.interval.as_str().strip_prefix("Week").unwrap().parse::<i64>().unwrap()
                * 60
                * 60
                * 24
                * 7;
    } else if ws_msg.data.interval.as_str().starts_with("Month") {
        //how to calculate Month intervals in milliseconds?
        interval_in_seconds =
            ws_msg.data.interval.as_str().strip_prefix("Month").unwrap().parse::<i64>().unwrap()
                * 60
                * 60
                * 24
                * 7
                * 30;
    }

    let candlestick_msg = CandlestickMsg {
        exchange: super::EXCHANGE_NAME.to_string(),
        market_type: MarketType::Spot,
        symbol: symbol.to_string(),
        pair,
        msg_type: MessageType::Candlestick,
        timestamp: ws_msg.data.tdt.unwrap_or(received_at.unwrap()),
        begin_time: ws_msg.data.t * 1000 - interval_in_seconds * 1000,
        open: ws_msg.data.o,
        high: ws_msg.data.h,
        low: ws_msg.data.l,
        close: ws_msg.data.c,
        volume: ws_msg.data.q,
        period: ws_msg.data.interval,
        quote_volume: Some(ws_msg.data.v),
        json: msg.to_string(),
    };

    Ok(vec![candlestick_msg])
}