use fehler::throw;
use serde::{
de::{Error, Unexpected},
Deserialize, Deserializer, Serialize, Serializer,
};
#[derive(Deserialize, Serialize, Debug, Clone, Copy)]
#[serde(rename_all = "lowercase")]
pub enum Delta {
New,
Change,
Delete,
}
#[derive(Deserialize, Serialize, Debug, Clone)]
pub struct OrderBookDelta(pub Delta, pub f64, pub f64);
#[derive(Deserialize, Serialize, Debug, Clone)]
pub struct BookData {
pub asks: Vec<OrderBookDelta>,
pub bids: Vec<OrderBookDelta>,
pub change_id: i64,
pub instrument_name: String,
pub prev_change_id: Option<i64>,
pub timestamp: u64,
}
#[derive(Debug, Clone)]
pub struct BookChannel(pub String, pub String);
impl<'de> Deserialize<'de> for BookChannel {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: Deserializer<'de>,
{
let s = <&str as Deserialize<'de>>::deserialize(deserializer)?;
let segments: Vec<_> = s.split(".").collect();
match segments.as_slice() {
["book", instrument_name, interval] => Ok(BookChannel(
instrument_name.to_string(),
interval.to_string(),
)),
_ => throw!(D::Error::invalid_value(
Unexpected::Str(s),
&"book.{instrument_name}.{interval}"
)),
}
}
}
impl Serialize for BookChannel {
fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where
S: Serializer,
{
serializer.serialize_str(&self.to_string())
}
}
impl std::fmt::Display for BookChannel {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "book.{}.{}", self.0, self.1)
}
}
#[derive(Deserialize, Serialize, Debug, Clone)]
pub struct GroupedBookData {
pub asks: Vec<(f64, f64)>,
pub bids: Vec<(f64, f64)>,
pub change_id: i64,
pub instrument_name: String,
pub prev_change_id: Option<i64>,
pub timestamp: u64,
}
#[derive(Debug, Clone)]
pub struct GroupedBookChannel(String, String, String, String);
impl<'de> Deserialize<'de> for GroupedBookChannel {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: Deserializer<'de>,
{
let s = <&str as Deserialize<'de>>::deserialize(deserializer)?;
let segments: Vec<_> = s.split(".").collect();
match segments.as_slice() {
["book", instrument_name, group, depth, interval] => Ok(GroupedBookChannel(
instrument_name.to_string(),
group.to_string(),
depth.to_string(),
interval.to_string(),
)),
_ => throw!(D::Error::invalid_value(
Unexpected::Str(s),
&"book.{instrument_name}.{group}.{depth}.{interval}"
)),
}
}
}
impl Serialize for GroupedBookChannel {
fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where
S: Serializer,
{
serializer.serialize_str(&self.to_string())
}
}
impl std::fmt::Display for GroupedBookChannel {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "book.{}.{}.{}.{}", self.0, self.1, self.2, self.3)
}
}