use std::collections::HashMap;
use chrono::Timelike;
use ethers::abi::ethereum_types::H128;
use serde::Deserialize;
#[derive(Deserialize, Debug, Clone)]
pub struct Meta {
pub universe: Vec<AssetMeta>,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AssetMeta {
pub name: String,
pub sz_decimals: u32,
pub max_leverage: Option<u32>,
pub is_delisted: Option<bool>,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(rename_all = "camelCase")]
pub struct AssetContext {
pub funding: String,
pub open_interest: String,
pub prev_day_px: String,
pub day_ntl_vlm: String,
pub premium: Option<String>,
pub oracle_px: String,
pub mark_px: String,
pub mid_px: Option<String>,
pub impact_pxs: Option<[String; 2]>,
pub day_base_vlm: String,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(untagged)]
pub enum MetaAndAssetCtxs {
Meta(Meta),
Context(Vec<AssetContext>),
}
#[derive(Debug, Clone)]
pub struct FundingRate {
pub coin: String,
pub mark_price: String,
pub index_price: String,
pub rate: String,
pub rate_estimate: String,
pub interval: u64,
pub next_apply_ts: u64,
pub ts: u64,
}
impl FundingRate {
pub fn construct(
meta: Vec<AssetMeta>,
context: Vec<AssetContext>,
predict_fundings: HashMap<String, String>,
) -> Vec<FundingRate> {
let mut funding_rates = Vec::new();
let now = chrono::Utc::now().timestamp_millis() as u64;
let next_ts = chrono::Utc::now()
.date_naive()
.and_hms_opt(chrono::Utc::now().hour() + 1, 0, 0)
.unwrap()
.and_utc()
.timestamp_millis() as u64;
for (i, asset) in meta.into_iter().enumerate() {
let ctx = context[i].clone();
let coin = &asset.name;
let rate_estimate = predict_fundings.get(coin).cloned();
let funding_rate = FundingRate {
coin: asset.name,
mark_price: ctx.mark_px,
index_price: ctx.oracle_px,
rate_estimate: rate_estimate.unwrap_or(ctx.funding.clone()),
rate: ctx.funding,
interval: 60,
next_apply_ts: next_ts,
ts: now,
};
funding_rates.push(funding_rate);
}
funding_rates
}
}
#[derive(Deserialize, Debug, Clone)]
pub struct SpotMeta {
pub universe: Vec<SpotAssetMeta>,
pub tokens: Vec<TokenInfo>,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(rename_all = "camelCase")]
pub struct SpotAssetMeta {
pub tokens: [usize; 2],
pub name: String,
pub index: usize,
pub is_canonical: bool,
}
#[derive(Debug, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct TokenInfo {
pub name: String,
pub sz_decimals: u8,
pub wei_decimals: u8,
pub index: usize,
pub token_id: H128,
pub is_canonical: bool,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(rename_all = "camelCase")]
pub struct SpotAssetContext {
pub day_ntl_vlm: String,
pub mark_px: String,
pub mid_px: Option<String>,
pub prev_day_px: String,
pub circulating_supply: String,
pub coin: String,
}
#[derive(Deserialize, Debug, Clone)]
#[serde(untagged)]
pub enum SpotMetaAndAssetCtxs {
SpotMeta(SpotMeta),
Context(Vec<SpotAssetContext>),
}
impl SpotMeta {
pub fn add_pair_and_name_to_index_map(
&self,
mut coin_to_asset: HashMap<String, u32>,
) -> HashMap<String, u32> {
let index_to_name: HashMap<usize, &str> = self
.tokens
.iter()
.map(|info| (info.index, info.name.as_str()))
.collect();
for asset in self.universe.iter() {
let spot_ind: u32 = 10000 + asset.index as u32;
let name_to_ind = (asset.name.clone(), spot_ind);
let Some(token_1_name) = index_to_name.get(&asset.tokens[0]) else {
continue;
};
let Some(token_2_name) = index_to_name.get(&asset.tokens[1]) else {
continue;
};
coin_to_asset.insert(format!("{}/{}", token_1_name, token_2_name), spot_ind);
coin_to_asset.insert(name_to_ind.0, name_to_ind.1);
}
coin_to_asset
}
}