ftx_rs/
events.rs

1use rust_decimal::Decimal;
2use serde::{self, Deserialize};
3
4#[derive(Debug, Deserialize)]
5#[serde(untagged)]
6#[serde(rename_all = "camelCase")]
7pub enum NotificationEvent {
8    Subscribed(SubscriptionMessage),
9    Pong(PongMessage),
10}
11
12#[derive(Debug, Deserialize)]
13#[serde(untagged)]
14#[serde(rename_all = "camelCase")]
15pub enum DataEvent {
16    TickerEvent(TickerData),
17    TradesEvent(TradesData),
18    OrderBookEvent(OrderBookData),
19    FillsEvent(FillsData),
20    OrdersEvent(OrdersData),
21}
22
23#[derive(Debug, Deserialize)]
24#[serde(rename_all = "camelCase")]
25pub struct SubscriptionMessage {
26    #[serde(rename = "type")]
27    pub option_type: String,
28    pub channel: String,
29    pub market: Option<String>,
30    pub grouping: Option<f64>,
31}
32
33#[derive(Debug, Deserialize)]
34#[serde(rename_all = "camelCase")]
35pub struct PongMessage {
36    #[serde(rename = "type")]
37    pub option_type: String,
38}
39
40#[derive(Debug, Deserialize)]
41pub struct TradeInfo {
42    pub id: i64,
43    pub price: Decimal,
44    pub size: Decimal,
45    pub side: String,
46    pub liquidation: bool,
47    pub time: String,
48}
49
50#[derive(Debug, Deserialize)]
51#[serde(rename_all = "camelCase")]
52pub struct TradesData {
53    pub channel: String,
54    pub market: String,
55    #[serde(rename = "type")]
56    pub option_type: String,
57    pub data: Vec<TradeInfo>,
58}
59
60#[derive(Debug, Deserialize)]
61pub struct OrderBookInfo {
62    pub time: Decimal,
63    pub checksum: i64,
64    pub bids: Vec<Vec<Decimal>>,
65    pub asks: Vec<Vec<Decimal>>,
66    pub action: String,
67}
68
69#[derive(Debug, Deserialize)]
70#[serde(rename_all = "camelCase")]
71pub struct OrderBookData {
72    pub channel: String,
73    pub market: String,
74    #[serde(rename = "type")]
75    pub option_type: String,
76    pub data: OrderBookInfo,
77}
78
79#[derive(Debug, Deserialize)]
80#[serde(rename_all = "camelCase")]
81pub struct TickerInfo {
82    pub bid: Decimal,
83    pub ask: Decimal,
84    pub bid_size: Decimal,
85    pub ask_size: Decimal,
86    pub last: Decimal,
87    pub time: Decimal,
88}
89
90#[derive(Debug, Deserialize)]
91#[serde(rename_all = "camelCase")]
92pub struct TickerData {
93    pub channel: String,
94    pub market: String,
95    #[serde(rename = "type")]
96    pub option_type: String,
97    pub data: TickerInfo,
98}
99
100#[derive(Debug, Deserialize)]
101#[serde(rename_all = "camelCase")]
102pub struct FillInfo {
103    pub fee: Decimal,
104    pub fee_rate: Decimal,
105    pub future: String,
106    pub id: i64,
107    pub liquidity: String,
108    pub market: String,
109    pub order_id: i64,
110    pub trade_id: i64,
111    pub price: Decimal,
112    pub side: String,
113    pub size: Decimal,
114    pub time: String,
115    #[serde(rename = "type")]
116    pub option_type: String,
117}
118
119#[derive(Debug, Deserialize)]
120#[serde(rename_all = "camelCase")]
121pub struct FillsData {
122    pub channel: String,
123    #[serde(rename = "type")]
124    pub option_type: String,
125    pub data: FillInfo,
126}
127
128#[derive(Debug, Deserialize)]
129#[serde(rename_all = "camelCase")]
130pub struct OrderInfo {
131    pub id: i64,
132    pub client_id: Option<String>,
133    pub market: String,
134    #[serde(rename = "type")]
135    pub option_type: String,
136    pub side: String,
137    pub size: Decimal,
138    pub price: Decimal,
139    pub reduce_only: bool,
140    pub ioc: bool,
141    pub post_only: bool,
142    pub status: String,
143    pub filled_size: Decimal,
144    pub remaining_size: Decimal,
145    pub avg_fill_price: Decimal,
146}
147
148#[derive(Debug, Deserialize)]
149#[serde(rename_all = "camelCase")]
150pub struct OrdersData {
151    pub channel: String,
152    #[serde(rename = "type")]
153    pub option_type: String,
154    pub data: OrderInfo,
155}
ftx_rs/events.rs

ftx_rs/
events.rs
