oxarchive 1.7.0

Rust SDK for async 0xArchive market data clients
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
129
130
131

use crate::error::Result;
use crate::http::HttpClient;
use crate::types::{CursorResponse, Liquidation, LiquidationVolume, Timestamp};

/// Parameters for paginated liquidation history.
#[derive(Debug)]
pub struct LiquidationHistoryParams {
    pub start: Timestamp,
    pub end: Timestamp,
    pub cursor: Option<String>,
    pub limit: Option<i64>,
}

/// Parameters for liquidations-by-user queries.
#[derive(Debug)]
pub struct LiquidationsByUserParams {
    pub start: Timestamp,
    pub end: Timestamp,
    /// Optional coin filter.
    pub coin: Option<String>,
    pub cursor: Option<String>,
    pub limit: Option<i64>,
}

/// Parameters for aggregated liquidation volume.
#[derive(Debug)]
pub struct LiquidationVolumeParams {
    pub start: Timestamp,
    pub end: Timestamp,
    /// Bucket interval, e.g. `"1h"`, `"1d"`.
    pub interval: Option<String>,
    pub cursor: Option<String>,
    pub limit: Option<i64>,
}

/// Access to liquidation endpoints (Hyperliquid only).
#[derive(Debug, Clone)]
pub struct LiquidationsResource {
    http: HttpClient,
    prefix: String,
}

impl LiquidationsResource {
    pub(crate) fn new(http: HttpClient, prefix: &str) -> Self {
        Self {
            http,
            prefix: prefix.to_string(),
        }
    }

    /// Get paginated historical liquidations for a coin.
    pub async fn history(
        &self,
        symbol: &str,
        params: LiquidationHistoryParams,
    ) -> Result<CursorResponse<Vec<Liquidation>>> {
        let mut qp = vec![
            ("start", params.start.to_millis().to_string()),
            ("end", params.end.to_millis().to_string()),
        ];
        if let Some(c) = &params.cursor {
            qp.push(("cursor", c.clone()));
        }
        if let Some(l) = params.limit {
            qp.push(("limit", l.to_string()));
        }
        let (data, next_cursor) = self
            .http
            .get_with_cursor(&format!("{}/liquidations/{}", self.prefix, symbol), &qp)
            .await?;
        Ok(CursorResponse { data, next_cursor })
    }

    /// Get paginated liquidations for a specific user address.
    pub async fn by_user(
        &self,
        user_address: &str,
        params: LiquidationsByUserParams,
    ) -> Result<CursorResponse<Vec<Liquidation>>> {
        let mut qp = vec![
            ("start", params.start.to_millis().to_string()),
            ("end", params.end.to_millis().to_string()),
        ];
        if let Some(c) = &params.coin {
            qp.push(("coin", c.clone()));
        }
        if let Some(c) = &params.cursor {
            qp.push(("cursor", c.clone()));
        }
        if let Some(l) = params.limit {
            qp.push(("limit", l.to_string()));
        }
        let (data, next_cursor) = self
            .http
            .get_with_cursor(
                &format!("{}/liquidations/{}", self.prefix, user_address),
                &qp,
            )
            .await?;
        Ok(CursorResponse { data, next_cursor })
    }

    /// Get aggregated liquidation volume by time bucket.
    pub async fn volume(
        &self,
        symbol: &str,
        params: LiquidationVolumeParams,
    ) -> Result<CursorResponse<Vec<LiquidationVolume>>> {
        let mut qp = vec![
            ("start", params.start.to_millis().to_string()),
            ("end", params.end.to_millis().to_string()),
        ];
        if let Some(i) = &params.interval {
            qp.push(("interval", i.clone()));
        }
        if let Some(c) = &params.cursor {
            qp.push(("cursor", c.clone()));
        }
        if let Some(l) = params.limit {
            qp.push(("limit", l.to_string()));
        }
        let (data, next_cursor) = self
            .http
            .get_with_cursor(
                &format!("{}/liquidations/{}/volume", self.prefix, symbol),
                &qp,
            )
            .await?;
        Ok(CursorResponse { data, next_cursor })
    }
}