roshar-types 0.1.25

Type definitions for cryptocurrency exchange websocket messages
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
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160

use serde::{Deserialize, Serialize};

// Kraken Derivatives Book Structures
#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct KrakenBookLevel {
    pub price: f64,
    pub qty: f64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct KrakenBookSnapshotMessage {
    pub feed: String,
    pub product_id: String,
    pub timestamp: i64,
    pub seq: i64,
    #[serde(rename = "tickSize")]
    pub tick_size: Option<String>,
    pub bids: Vec<KrakenBookLevel>,
    pub asks: Vec<KrakenBookLevel>,
}

impl KrakenBookSnapshotMessage {
    pub fn is_snapshot(&self) -> bool {
        true
    }
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct KrakenBookDeltaMessage {
    pub feed: String,
    pub product_id: String,
    pub timestamp: i64,
    pub seq: i64,
    pub side: String, // "buy" or "sell"
    pub price: f64,
    pub qty: f64,
}

#[derive(Clone, Debug, Serialize, Deserialize)]
pub struct KrakenSubscribeMessage {
    pub event: String,
    pub feed: String,
    pub product_ids: Vec<String>,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct KrakenSingleTrade {
    pub feed: String,
    pub product_id: String,
    pub uid: String,
    pub side: String, // "buy" or "sell"
    #[serde(rename = "type")]
    pub type_field: String, // "fill", "liquidation", "termination", or "block"
    pub seq: i64,
    pub time: i64,
    pub qty: f64,
    pub price: f64,
}

#[derive(Debug, Clone, Serialize, Deserialize)]
pub struct KrakenTradeSnapshotMessage {
    pub feed: String,
    pub product_id: String,
    pub trades: Vec<KrakenSingleTrade>,
}

// Use SingleTrade as TradeDeltaMessage to avoid duplication
pub type KrakenTradeDeltaMessage = KrakenSingleTrade;

// WebSocket Message Type
#[derive(Debug, Deserialize, Serialize, Clone)]
pub struct KrakenWssMessage {
    pub event: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub feed: Option<String>,
    #[serde(skip_serializing_if = "Option::is_none")]
    pub product_ids: Option<Vec<String>>,
}

impl KrakenWssMessage {
    pub fn to_json(&self) -> String {
        serde_json::to_string(self).expect("failed to serialize KrakenWssMessage")
    }

    pub fn ping() -> Self {
        Self {
            event: "ping".to_string(),
            feed: None,
            product_ids: None,
        }
    }

    pub fn depth(product_id: &str) -> Self {
        Self {
            event: "subscribe".to_string(),
            feed: Some("book".to_string()),
            product_ids: Some(vec![product_id.to_string()]),
        }
    }

    pub fn depth_unsub(product_id: &str) -> Self {
        Self {
            event: "unsubscribe".to_string(),
            feed: Some("book".to_string()),
            product_ids: Some(vec![product_id.to_string()]),
        }
    }

    pub fn trades(product_id: &str) -> Self {
        Self {
            event: "subscribe".to_string(),
            feed: Some("trade".to_string()),
            product_ids: Some(vec![product_id.to_string()]),
        }
    }

    pub fn trades_unsub(product_id: &str) -> Self {
        Self {
            event: "unsubscribe".to_string(),
            feed: Some("trade".to_string()),
            product_ids: Some(vec![product_id.to_string()]),
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_wss_message_ping() {
        let msg = KrakenWssMessage::ping();
        let json = msg.to_json();
        let parsed: serde_json::Value = serde_json::from_str(&json).unwrap();

        assert_eq!(parsed["event"], "ping");
    }

    #[test]
    fn test_wss_message_depth() {
        let msg = KrakenWssMessage::depth("PI_XBTUSD");
        let json = msg.to_json();
        let parsed: serde_json::Value = serde_json::from_str(&json).unwrap();

        assert_eq!(parsed["event"], "subscribe");
        assert_eq!(parsed["feed"], "book");
        assert_eq!(parsed["product_ids"][0], "PI_XBTUSD");
    }

    #[test]
    fn test_wss_message_trades() {
        let msg = KrakenWssMessage::trades("PI_XBTUSD");
        let json = msg.to_json();
        let parsed: serde_json::Value = serde_json::from_str(&json).unwrap();

        assert_eq!(parsed["event"], "subscribe");
        assert_eq!(parsed["feed"], "trade");
        assert_eq!(parsed["product_ids"][0], "PI_XBTUSD");
    }
}