nautilus-binance 0.55.0

Binance exchange integration adapter for the Nautilus trading engine
Documentation
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pub use decoder::TickerSymbolFullResponseDecoder;
pub use encoder::TickerSymbolFullResponseEncoder;

use super::*;
pub use super::{SBE_SCHEMA_ID, SBE_SCHEMA_VERSION, SBE_SEMANTIC_VERSION};

pub const SBE_BLOCK_LENGTH: u16 = 126;
pub const SBE_TEMPLATE_ID: u16 = 213;

pub mod encoder {
    use message_header_codec::*;

    use super::*;

    #[derive(Debug, Default)]
    pub struct TickerSymbolFullResponseEncoder<'a> {
        buf: WriteBuf<'a>,
        initial_offset: usize,
        offset: usize,
        limit: usize,
    }

    impl<'a> Writer<'a> for TickerSymbolFullResponseEncoder<'a> {
        #[inline]
        fn get_buf_mut(&mut self) -> &mut WriteBuf<'a> {
            &mut self.buf
        }
    }

    impl<'a> Encoder<'a> for TickerSymbolFullResponseEncoder<'a> {
        #[inline]
        fn get_limit(&self) -> usize {
            self.limit
        }

        #[inline]
        fn set_limit(&mut self, limit: usize) {
            self.limit = limit;
        }
    }

    impl<'a> TickerSymbolFullResponseEncoder<'a> {
        pub fn wrap(mut self, buf: WriteBuf<'a>, offset: usize) -> Self {
            let limit = offset + SBE_BLOCK_LENGTH as usize;
            self.buf = buf;
            self.initial_offset = offset;
            self.offset = offset;
            self.limit = limit;
            self
        }

        #[inline]
        pub fn encoded_length(&self) -> usize {
            self.limit - self.offset
        }

        pub fn header(self, offset: usize) -> MessageHeaderEncoder<Self> {
            let mut header = MessageHeaderEncoder::default().wrap(self, offset);
            header.block_length(SBE_BLOCK_LENGTH);
            header.template_id(SBE_TEMPLATE_ID);
            header.schema_id(SBE_SCHEMA_ID);
            header.version(SBE_SCHEMA_VERSION);
            header
        }

        /// primitive field 'priceExponent'
        /// - min value: -127
        /// - max value: 127
        /// - null value: -128_i8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 0
        /// - encodedLength: 1
        /// - version: 0
        #[inline]
        pub fn price_exponent(&mut self, value: i8) {
            let offset = self.offset;
            self.get_buf_mut().put_i8_at(offset, value);
        }

        /// primitive field 'qtyExponent'
        /// - min value: -127
        /// - max value: 127
        /// - null value: -128_i8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 1
        /// - encodedLength: 1
        /// - version: 0
        #[inline]
        pub fn qty_exponent(&mut self, value: i8) {
            let offset = self.offset + 1;
            self.get_buf_mut().put_i8_at(offset, value);
        }

        /// primitive field 'priceChange'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 2
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn price_change(&mut self, value: i64) {
            let offset = self.offset + 2;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'priceChangePercent'
        /// - min value: -3.4028234663852886E38
        /// - max value: 3.4028234663852886E38
        /// - null value: f32::NAN
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 10
        /// - encodedLength: 4
        /// - version: 0
        #[inline]
        pub fn price_change_percent(&mut self, value: f32) {
            let offset = self.offset + 10;
            self.get_buf_mut().put_f32_at(offset, value);
        }

        /// primitive field 'weightedAvgPrice'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 14
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn weighted_avg_price(&mut self, value: i64) {
            let offset = self.offset + 14;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'openPrice'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 22
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn open_price(&mut self, value: i64) {
            let offset = self.offset + 22;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'highPrice'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 30
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn high_price(&mut self, value: i64) {
            let offset = self.offset + 30;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'lowPrice'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 38
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn low_price(&mut self, value: i64) {
            let offset = self.offset + 38;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'lastPrice'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 46
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn last_price(&mut self, value: i64) {
            let offset = self.offset + 46;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        #[inline]
        pub fn volume_at(&mut self, index: usize, value: u8) {
            let offset = self.offset + 54;
            let buf = self.get_buf_mut();
            buf.put_u8_at(offset + index, value);
        }

        /// primitive array field 'volume'
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 54
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn volume(&mut self, value: &[u8]) {
            debug_assert_eq!(16, value.len());
            let offset = self.offset + 54;
            let buf = self.get_buf_mut();
            buf.put_slice_at(offset, value);
        }

        /// primitive array field 'volume' from an Iterator
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 54
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
            let offset = self.offset + 54;
            let buf = self.get_buf_mut();
            for (i, v) in iter.enumerate() {
                buf.put_u8_at(offset + i, v);
            }
        }

        /// primitive array field 'volume' with zero padding
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 54
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn volume_zero_padded(&mut self, value: &[u8]) {
            let iter = value
                .iter()
                .copied()
                .chain(std::iter::repeat(0_u8))
                .take(16);
            self.volume_from_iter(iter);
        }

        #[inline]
        pub fn quote_volume_at(&mut self, index: usize, value: u8) {
            let offset = self.offset + 70;
            let buf = self.get_buf_mut();
            buf.put_u8_at(offset + index, value);
        }

        /// primitive array field 'quoteVolume'
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 70
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn quote_volume(&mut self, value: &[u8]) {
            debug_assert_eq!(16, value.len());
            let offset = self.offset + 70;
            let buf = self.get_buf_mut();
            buf.put_slice_at(offset, value);
        }

        /// primitive array field 'quoteVolume' from an Iterator
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 70
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn quote_volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
            let offset = self.offset + 70;
            let buf = self.get_buf_mut();
            for (i, v) in iter.enumerate() {
                buf.put_u8_at(offset + i, v);
            }
        }

        /// primitive array field 'quoteVolume' with zero padding
        /// - min value: 0
        /// - max value: 254
        /// - null value: 0xff_u8
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 70
        /// - encodedLength: 16
        /// - version: 0
        #[inline]
        pub fn quote_volume_zero_padded(&mut self, value: &[u8]) {
            let iter = value
                .iter()
                .copied()
                .chain(std::iter::repeat(0_u8))
                .take(16);
            self.quote_volume_from_iter(iter);
        }

        /// primitive field 'openTime'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 86
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn open_time(&mut self, value: i64) {
            let offset = self.offset + 86;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'closeTime'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 94
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn close_time(&mut self, value: i64) {
            let offset = self.offset + 94;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'firstId'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 102
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn first_id(&mut self, value: i64) {
            let offset = self.offset + 102;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'lastId'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 110
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn last_id(&mut self, value: i64) {
            let offset = self.offset + 110;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// primitive field 'numTrades'
        /// - min value: -9223372036854775807
        /// - max value: 9223372036854775807
        /// - null value: -9223372036854775808_i64
        /// - characterEncoding: null
        /// - semanticType: null
        /// - encodedOffset: 118
        /// - encodedLength: 8
        /// - version: 0
        #[inline]
        pub fn num_trades(&mut self, value: i64) {
            let offset = self.offset + 118;
            self.get_buf_mut().put_i64_at(offset, value);
        }

        /// VAR_DATA ENCODER - character encoding: 'UTF-8'
        #[inline]
        pub fn symbol(&mut self, value: &str) {
            let limit = self.get_limit();
            let data_length = value.len();
            self.set_limit(limit + 1 + data_length);
            self.get_buf_mut().put_u8_at(limit, data_length as u8);
            self.get_buf_mut().put_slice_at(limit + 1, value.as_bytes());
        }
    }
} // end encoder

pub mod decoder {
    use message_header_codec::*;

    use super::*;

    #[derive(Clone, Copy, Debug, Default)]
    pub struct TickerSymbolFullResponseDecoder<'a> {
        buf: ReadBuf<'a>,
        initial_offset: usize,
        offset: usize,
        limit: usize,
        pub acting_block_length: u16,
        pub acting_version: u16,
    }

    impl ActingVersion for TickerSymbolFullResponseDecoder<'_> {
        #[inline]
        fn acting_version(&self) -> u16 {
            self.acting_version
        }
    }

    impl<'a> Reader<'a> for TickerSymbolFullResponseDecoder<'a> {
        #[inline]
        fn get_buf(&self) -> &ReadBuf<'a> {
            &self.buf
        }
    }

    impl<'a> Decoder<'a> for TickerSymbolFullResponseDecoder<'a> {
        #[inline]
        fn get_limit(&self) -> usize {
            self.limit
        }

        #[inline]
        fn set_limit(&mut self, limit: usize) {
            self.limit = limit;
        }
    }

    impl<'a> TickerSymbolFullResponseDecoder<'a> {
        pub fn wrap(
            mut self,
            buf: ReadBuf<'a>,
            offset: usize,
            acting_block_length: u16,
            acting_version: u16,
        ) -> Self {
            let limit = offset + acting_block_length as usize;
            self.buf = buf;
            self.initial_offset = offset;
            self.offset = offset;
            self.limit = limit;
            self.acting_block_length = acting_block_length;
            self.acting_version = acting_version;
            self
        }

        #[inline]
        pub fn encoded_length(&self) -> usize {
            self.limit - self.offset
        }

        pub fn header(self, mut header: MessageHeaderDecoder<ReadBuf<'a>>, offset: usize) -> Self {
            debug_assert_eq!(SBE_TEMPLATE_ID, header.template_id());
            let acting_block_length = header.block_length();
            let acting_version = header.version();

            self.wrap(
                header.parent().unwrap(),
                offset + message_header_codec::ENCODED_LENGTH,
                acting_block_length,
                acting_version,
            )
        }

        /// primitive field - 'REQUIRED'
        #[inline]
        pub fn price_exponent(&self) -> i8 {
            self.get_buf().get_i8_at(self.offset)
        }

        /// primitive field - 'REQUIRED'
        #[inline]
        pub fn qty_exponent(&self) -> i8 {
            self.get_buf().get_i8_at(self.offset + 1)
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn price_change(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 2);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: 'f32::NAN' }
        #[inline]
        pub fn price_change_percent(&self) -> Option<f32> {
            let value = self.get_buf().get_f32_at(self.offset + 10);
            if value.is_nan() { None } else { Some(value) }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn weighted_avg_price(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 14);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn open_price(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 22);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn high_price(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 30);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn low_price(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 38);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn last_price(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 46);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        #[inline]
        pub fn volume(&self) -> [u8; 16] {
            let buf = self.get_buf();
            ReadBuf::get_bytes_at(buf.data, self.offset + 54)
        }

        #[inline]
        pub fn quote_volume(&self) -> [u8; 16] {
            let buf = self.get_buf();
            ReadBuf::get_bytes_at(buf.data, self.offset + 70)
        }

        /// primitive field - 'REQUIRED'
        #[inline]
        pub fn open_time(&self) -> i64 {
            self.get_buf().get_i64_at(self.offset + 86)
        }

        /// primitive field - 'REQUIRED'
        #[inline]
        pub fn close_time(&self) -> i64 {
            self.get_buf().get_i64_at(self.offset + 94)
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn first_id(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 102);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'OPTIONAL' { null_value: '-9223372036854775808_i64' }
        #[inline]
        pub fn last_id(&self) -> Option<i64> {
            let value = self.get_buf().get_i64_at(self.offset + 110);
            if value == -9223372036854775808_i64 {
                None
            } else {
                Some(value)
            }
        }

        /// primitive field - 'REQUIRED'
        #[inline]
        pub fn num_trades(&self) -> i64 {
            self.get_buf().get_i64_at(self.offset + 118)
        }

        /// VAR_DATA DECODER - character encoding: 'UTF-8'
        #[inline]
        pub fn symbol_decoder(&mut self) -> (usize, usize) {
            let offset = self.get_limit();
            let data_length = self.get_buf().get_u8_at(offset) as usize;
            self.set_limit(offset + 1 + data_length);
            (offset + 1, data_length)
        }

        #[inline]
        pub fn symbol_slice(&'a self, coordinates: (usize, usize)) -> &'a [u8] {
            debug_assert!(self.get_limit() >= coordinates.0 + coordinates.1);
            self.get_buf().get_slice_at(coordinates.0, coordinates.1)
        }
    }
} // end decoder