digdigdig3-station 0.3.30

Consumer-facing builder over digdigdig3 ExchangeHub. Persistence, cache, replay, cure, orderbook tracker, multiplex, reconnect.
Documentation 
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use digdigdig3::core::types::StreamEvent;
use serde::{Deserialize, Serialize};

use crate::series::DataPoint;

/// 24 B record (LE):
///   i64 ts_ms (8), f64 value (8), f64 _pad (8, NaN)
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct VolatilityIndexPoint {
    pub ts_ms: i64,
    pub value: f64,
}

const SIZE: usize = 24;

impl DataPoint for VolatilityIndexPoint {
    const RECORD_SIZE: usize = SIZE;

    fn encode(&self, out: &mut [u8]) {
        out[0..8].copy_from_slice(&(self.ts_ms as u64).to_le_bytes());
        out[8..16].copy_from_slice(&self.value.to_le_bytes());
        out[16..24].copy_from_slice(&f64::NAN.to_le_bytes());
    }

    fn decode(bytes: &[u8]) -> Option<Self> {
        if bytes.len() != SIZE { return None; }
        Some(Self {
            ts_ms: u64::from_le_bytes(bytes[0..8].try_into().ok()?) as i64,
            value: f64::from_le_bytes(bytes[8..16].try_into().ok()?),
        })
    }

    fn timestamp_ms(&self) -> i64 { self.ts_ms }

    fn from_stream_event(ev: &StreamEvent) -> Option<Self> {
        if let StreamEvent::VolatilityIndex { vol_index, .. } = ev {
            Some(Self { ts_ms: vol_index.timestamp, value: vol_index.value })
        } else {
            None
        }
    }
}