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use futures_util::Future;
use serde::{Deserialize, Deserializer};
use serde_json::Value;
use super::Client;
use crate::http::{HttpError, HttpVerb};
static ORDER_BOOK_RESOURCE: &str = "markets/orderbook";
#[derive(Clone, Debug, Deserialize)]
pub struct OrderBook {
pub pair: String,
pub currency: Option<String>,
pub asks: Vec<OpenOrder>,
pub bids: Vec<OpenOrder>,
pub market_making: MarketMaking,
//pub timestamps: HashMap<String, Vec<usize>>,
pub lastupdated: usize,
pub lastpublished: usize,
}
#[derive(Clone, Debug, Deserialize)]
pub struct MarketMaking {
pub asks: Vec<OpenOrder>,
pub bids: Vec<OpenOrder>,
}
#[derive(Clone, Debug, Deserialize)]
pub struct OpenOrder {
pub price: f64,
#[serde(deserialize_with = "maybe_sci_notation_to_f64")]
pub volume: f64,
pub exchange: String,
}
fn maybe_sci_notation_to_f64<'de, D>(deserializer: D) -> Result<f64, D::Error>
where
D: Deserializer<'de>,
{
let value = Value::deserialize(deserializer)?;
match value {
Value::String(s) => {
let reformatted = s.replace('e', "E");
reformatted.parse::<f64>().map_err(serde::de::Error::custom)
}
Value::Number(n) => Ok(n.as_f64().unwrap()),
_ => Err(serde::de::Error::custom("Expected string or number")),
}
}
impl Client {
pub fn order_book(self, pair: &str) -> impl Future<Output = Result<OrderBook, HttpError>> {
let query_str = format!("{}/{}", ORDER_BOOK_RESOURCE, pair);
let url = self.url_for_v1_resource(&query_str);
self.request(HttpVerb::Get, &url, None)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::util::server::{new_test_server_and_client, ApiMock};
const ORDER_BOOK_RESPONSE_BODY: &str = r#"
{
"bids": [
[
9458.12,
"1e-08",
"gemini"
],
[
9456,
1,
"itbit"
],
[
9453,
0.73553115,
"itbit"
]
],
"asks": [
[
9455.55,
2.03782954,
"market1"
],
[
9455.56,
0.9908,
"market1"
],
[
9455.59,
0.60321264,
"market1"
]
],
"market_making": {
"bids": [
[
9447.34,
2,
"bitstamp"
],
[
9452.01,
0.60321264,
"market1"
],
[
9452.31,
0.47488688,
"bittrex"
],
[
9456,
1,
"itbit"
],
[
9458.12,
"1e-08",
"gemini"
]
],
"asks": [
[
9458.13,
2.07196048,
"gemini"
],
[
9457.75,
0.14748797,
"itbit"
],
[
9456,
0.1686167,
"bittrex"
],
[
9455.68,
0.742406,
"bitstamp"
],
[
9455.55,
2.03782954,
"market1"
]
]
},
"timestamps": {
"gemini": [
1572903458537,
1572903458538
],
"bitstamp": [
1572903458199,
1572903458199
],
"itbit": [
1572903458414,
1572903458416
],
"bittrex": [
1572903458517,
1572903458517
],
"market1": [
1572903458071,
1572903458071
]
},
"lastupdated": 1572903458756,
"pair": "btcusd",
"currency": "usd",
"lastpublished": 1572903458798
}
"#;
#[tokio::test]
async fn test_order_book() {
let pair = "ethusd";
let mock = ApiMock {
action: HttpVerb::Get,
body: ORDER_BOOK_RESPONSE_BODY.into(),
path: format!("/v1/{}/{}", ORDER_BOOK_RESOURCE, pair),
response_code: 200,
};
let (client, _server, mock_results) = new_test_server_and_client(vec![mock]).await;
let result = client.order_book(pair).await;
assert!(result.is_ok());
for mock in mock_results {
mock.assert_async().await;
}
}
}