kiteticker-async-manager 0.4.0

High-performance async WebSocket client for Kite Connect API with multi-connection support, dynamic subscription management, and optimized data processing.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128

use chrono::{DateTime, NaiveDateTime, Utc};
use serde::{Deserialize, Serialize};
use serde_json::Value;
use serde_with::{serde_as, DefaultOnNull};

use crate::Exchange;

#[derive(Debug, Deserialize, Serialize, Clone, PartialEq, PartialOrd)]
#[serde(rename_all = "UPPERCASE")]
pub enum OrderTransactionType {
  Buy,
  Sell,
}

#[derive(Debug, Deserialize, Serialize, Clone, PartialEq, PartialOrd)]
pub enum OrderValidity {
  DAY,
  IOC,
  TTL,
}

#[derive(Debug, Deserialize, Serialize, Clone, PartialEq, PartialOrd)]
#[serde(rename_all = "UPPERCASE")]
pub enum OrderStatus {
  COMPLETE,
  REJECTED,
  CANCELLED,
  UPDATE,
}

#[derive(Debug, Deserialize, Serialize, Clone, PartialEq, PartialOrd)]
#[serde(transparent)]
pub struct TimeStamp(i64);

impl From<String> for TimeStamp {
  fn from(value: String) -> Self {
    let secs = NaiveDateTime::parse_from_str(&value, "%Y-%m-%d %H:%M:%S")
      .unwrap()
      .and_utc()
      .timestamp();
    TimeStamp(secs)
  }
}

impl From<TimeStamp> for String {
  fn from(value: TimeStamp) -> Self {
    DateTime::<Utc>::from_timestamp(value.0, 0)
      .unwrap_or_default()
      .naive_utc()
      .format("%Y-%m-%d %H:%M:%S")
      .to_string()
  }
}

#[serde_with::serde_as]
#[derive(Debug, Deserialize, Serialize, Clone, PartialEq)]
pub struct Order {
  pub order_id: String,

  #[serde_as(as = "DefaultOnNull")]
  pub exchange_order_id: Option<String>,

  #[serde_as(as = "DefaultOnNull")]
  pub parent_order_id: Option<String>,

  pub placed_by: String,
  pub app_id: u64,

  pub status: OrderStatus,

  #[serde_as(as = "DefaultOnNull")]
  pub status_message: Option<String>,

  #[serde_as(as = "DefaultOnNull")]
  pub status_message_raw: Option<String>,

  pub tradingsymbol: String,
  pub instrument_token: u32,

  #[serde_as(as = "serde_with::FromInto<String>")]
  pub exchange: Exchange,

  pub order_type: String,
  pub transaction_type: OrderTransactionType,

  pub validity: OrderValidity,
  pub variety: String,
  pub product: Option<String>,

  #[serde(default)]
  pub average_price: f64,

  #[serde(default)]
  pub disclosed_quantity: f64,

  pub price: f64,
  pub quantity: u64,
  pub filled_quantity: u64,

  #[serde(default)]
  pub unfilled_quantity: u64,

  #[serde(default)]
  pub pending_quantity: u64,

  #[serde(default)]
  pub cancelled_quantity: u64,

  #[serde(default)]
  pub trigger_price: f64,

  pub user_id: String,

  #[serde_as(as = "serde_with::FromInto<String>")]
  pub order_timestamp: TimeStamp,
  #[serde_as(as = "serde_with::FromInto<String>")]
  pub exchange_timestamp: TimeStamp,
  #[serde_as(as = "serde_with::FromInto<String>")]
  pub exchange_update_timestamp: TimeStamp,

  pub checksum: String,
  #[serde(default)]
  pub meta: Option<serde_json::Map<String, Value>>,

  #[serde_as(as = "DefaultOnNull")]
  #[serde(default)]
  pub tag: Option<String>,
}