use crate::models::{Direction, LiquidationType};
use fehler::throw;
use serde::{
de::{Error, Unexpected},
Deserialize, Deserializer, Serialize, Serializer,
};
#[derive(Deserialize, Serialize, Debug, Clone)]
pub struct TradesData {
pub amount: f64,
pub direction: Direction,
pub index_price: f64,
pub instrument_name: String,
pub iv: Option<f64>,
pub liquidation: Option<LiquidationType>,
pub price: f64,
pub tick_direction: u64,
pub timestamp: u64,
pub trade_id: String,
pub trade_seq: u64,
}
#[derive(Debug, Clone)]
pub enum TradesChannel {
ByInstrument {
instrument_name: String,
interval: String,
},
ByKind {
kind: String,
currency: String,
interval: String,
},
}
impl<'de> Deserialize<'de> for TradesChannel {
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() {
["trades", instrument_name, interval] => Ok(TradesChannel::ByInstrument {
instrument_name: instrument_name.to_string(),
interval: interval.to_string(),
}),
["trades", kind, currency, interval] => Ok(TradesChannel::ByKind {
kind: kind.to_string(),
currency: currency.to_string(),
interval: interval.to_string(),
}),
_ => throw!(D::Error::invalid_value(
Unexpected::Str(s),
&"trades.{instrument_name}.{interval} or trades.{kind}.{currency}.{interval}"
)),
}
}
}
impl Serialize for TradesChannel {
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 TradesChannel {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
TradesChannel::ByInstrument {
instrument_name,
interval,
} => write!(f, "trades.{}.{}", instrument_name, interval),
TradesChannel::ByKind {
kind,
currency,
interval,
} => write!(f, "trades.{}.{}.{}", kind, currency, interval),
}
}
}