use digdigdig3::core::types::{StreamEvent, TradeSide};
use serde::{Deserialize, Serialize};
use crate::series::DataPoint;
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct BlockTradePoint {
pub ts_ms: i64,
pub block_id: String,
pub price: f64,
pub quantity: f64,
pub side: TradeSide,
pub is_iv: bool,
}
impl DataPoint for BlockTradePoint {
const RECORD_SIZE: usize = 8;
fn encode(&self, out: &mut [u8]) {
out[0..8].copy_from_slice(&(self.ts_ms as u64).to_le_bytes());
}
fn decode(bytes: &[u8]) -> Option<Self> {
if bytes.len() != 8 { return None; }
Some(Self {
ts_ms: u64::from_le_bytes(bytes[0..8].try_into().ok()?) as i64,
block_id: String::new(),
price: 0.0,
quantity: 0.0,
side: TradeSide::Buy,
is_iv: false,
})
}
fn timestamp_ms(&self) -> i64 { self.ts_ms }
fn from_stream_event(ev: &StreamEvent) -> Option<Self> {
if let StreamEvent::BlockTrade {
symbol: _,
block_id,
price,
quantity,
side,
timestamp,
is_iv,
} = ev {
Some(Self {
ts_ms: *timestamp,
block_id: block_id.clone(),
price: *price,
quantity: *quantity,
side: *side,
is_iv: *is_iv,
})
} else {
None
}
}
}