pragma_common/entries/
depth.rs

1#[cfg(feature = "capnp")]
2use capnp::serialize;
3
4#[cfg(feature = "capnp")]
5use crate::schema_capnp;
6use crate::{instrument_type::InstrumentType, web3::Chain, Pair};
7
8#[derive(Debug, Clone, PartialEq)]
9#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
10#[cfg_attr(feature = "utoipa", derive(utoipa::ToSchema))]
11pub struct DepthEntry {
12    pub source: String,
13    pub chain: Option<Chain>,
14    pub instrument_type: InstrumentType,
15    pub pair: Pair,
16    pub timestamp_ms: i64,
17    pub depth: DepthLevel,
18}
19
20#[derive(Debug, Clone, PartialEq)]
21#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
22#[cfg_attr(feature = "utoipa", derive(utoipa::ToSchema))]
23pub struct DepthLevel {
24    pub percentage: f64,
25    pub bid: f64,
26    pub ask: f64,
27}
28
29#[cfg(feature = "capnp")]
30impl crate::CapnpSerialize for DepthEntry {
31    fn to_capnp(&self) -> Vec<u8> {
32        let mut message = capnp::message::Builder::new_default();
33        let mut builder = message.init_root::<schema_capnp::depth_entry::Builder>();
34
35        builder.set_source(&self.source);
36        builder.set_instrument_type(match self.instrument_type {
37            InstrumentType::Spot => schema_capnp::InstrumentType::Spot,
38            InstrumentType::Perp => schema_capnp::InstrumentType::Perp,
39        });
40
41        let mut pair = builder.reborrow().init_pair();
42        pair.set_base(&self.pair.base);
43        pair.set_quote(&self.pair.quote);
44
45        let mut depth_level = builder.reborrow().init_depth();
46        depth_level.set_percentage(self.depth.percentage);
47        depth_level.set_bid(self.depth.bid);
48        depth_level.set_ask(self.depth.ask);
49
50        // Set the chain union
51        let mut chain = builder.reborrow().init_chain();
52        match &self.chain {
53            Some(serialized_chain) => {
54                chain.set_chain(match serialized_chain {
55                    Chain::Starknet => schema_capnp::Chain::Starknet,
56                    Chain::Solana => schema_capnp::Chain::Solana,
57                    Chain::Sui => schema_capnp::Chain::Sui,
58                    Chain::Aptos => schema_capnp::Chain::Aptos,
59                    Chain::Ethereum => schema_capnp::Chain::Ethereum,
60                    Chain::Base => schema_capnp::Chain::Base,
61                    Chain::Arbitrum => schema_capnp::Chain::Arbitrum,
62                    Chain::Optimism => schema_capnp::Chain::Optimism,
63                    Chain::ZkSync => schema_capnp::Chain::Zksync,
64                    Chain::Polygon => schema_capnp::Chain::Polygon,
65                    Chain::Bnb => schema_capnp::Chain::Bnb,
66                    Chain::Avalanche => schema_capnp::Chain::Avalanche,
67                    Chain::Gnosis => schema_capnp::Chain::Gnosis,
68                    Chain::Worldchain => schema_capnp::Chain::Worldchain,
69                });
70            }
71            None => {
72                chain.set_no_chain(());
73            }
74        };
75
76        // Set timestamp_ms
77        builder.set_timestamp_ms(self.timestamp_ms);
78
79        let mut buffer = Vec::new();
80        serialize::write_message(&mut buffer, &message).unwrap();
81        buffer
82    }
83}
84
85#[cfg(feature = "capnp")]
86impl crate::CapnpDeserialize for DepthEntry {
87    fn from_capnp(bytes: &[u8]) -> Result<Self, capnp::Error>
88    where
89        Self: Sized,
90    {
91        let message_reader = serialize::read_message(bytes, capnp::message::ReaderOptions::new())?;
92        let reader = message_reader.get_root::<schema_capnp::depth_entry::Reader>()?;
93
94        let source = reader.get_source()?.to_string()?;
95        let instrument_type = match reader.get_instrument_type()? {
96            schema_capnp::InstrumentType::Spot => InstrumentType::Spot,
97            schema_capnp::InstrumentType::Perp => InstrumentType::Perp,
98        };
99
100        let pair_reader = reader.get_pair()?;
101        let pair = Pair {
102            base: pair_reader.get_base()?.to_string()?,
103            quote: pair_reader.get_quote()?.to_string()?,
104        };
105
106        let depth_reader = reader.get_depth()?;
107        let depth = DepthLevel {
108            percentage: depth_reader.get_percentage(),
109            bid: depth_reader.get_bid(),
110            ask: depth_reader.get_ask(),
111        };
112
113        // Extract timestamp_ms
114        let timestamp_ms = reader.get_timestamp_ms();
115
116        // Extract chain from the union
117        let chain = match reader.get_chain().which()? {
118            schema_capnp::depth_entry::chain::NoChain(()) => None,
119            schema_capnp::depth_entry::chain::Chain(chain_reader) => Some(match chain_reader? {
120                schema_capnp::Chain::Starknet => Chain::Starknet,
121                schema_capnp::Chain::Solana => Chain::Solana,
122                schema_capnp::Chain::Sui => Chain::Sui,
123                schema_capnp::Chain::Aptos => Chain::Aptos,
124                schema_capnp::Chain::Ethereum => Chain::Ethereum,
125                schema_capnp::Chain::Base => Chain::Base,
126                schema_capnp::Chain::Arbitrum => Chain::Arbitrum,
127                schema_capnp::Chain::Optimism => Chain::Optimism,
128                schema_capnp::Chain::Zksync => Chain::ZkSync,
129                schema_capnp::Chain::Polygon => Chain::Polygon,
130                schema_capnp::Chain::Bnb => Chain::Bnb,
131                schema_capnp::Chain::Avalanche => Chain::Avalanche,
132                schema_capnp::Chain::Gnosis => Chain::Gnosis,
133                schema_capnp::Chain::Worldchain => Chain::Worldchain,
134            }),
135        };
136
137        Ok(DepthEntry {
138            source,
139            instrument_type,
140            pair,
141            depth,
142            timestamp_ms,
143            chain,
144        })
145    }
146}
pragma_common/entries/depth.rs

pragma_common/entries/
depth.rs
