use crate::{asset_id::AssetId, exchange_id::ExchangeId, market_data::market::Market};
use std::collections::HashMap;
pub struct SignalContext {
market_data: HashMap<ExchangeId, MarketDataByBaseContext>,
}
impl SignalContext {
pub fn new(market_data: HashMap<ExchangeId, MarketDataByBaseContext>) -> Self {
Self { market_data }
}
pub fn exchange_markets_for(
&self,
base: AssetId,
quote: AssetId,
) -> impl Iterator<Item = (ExchangeId, &Market)> {
self.market_data
.iter()
.filter_map(move |(exchange, by_base)| {
by_base
.markets_by_base
.get(&base)
.and_then(|by_quote| by_quote.markets_by_quote.get("e))
.map(|market| (exchange.clone(), market))
})
}
pub fn market_for(
&self,
exchange_id: &ExchangeId,
base: &AssetId,
quote: &AssetId,
) -> Option<&Market> {
self.market_data
.get(exchange_id)
.and_then(|m| m.markets_by_base.get(base))
.and_then(|m| m.markets_by_quote.get(quote))
}
}
pub struct MarketDataByBaseContext {
markets_by_base: HashMap<AssetId, MarketDataByQuoteContext>,
}
impl MarketDataByBaseContext {
pub fn new(markets_by_base: HashMap<AssetId, MarketDataByQuoteContext>) -> Self {
Self { markets_by_base }
}
}
pub struct MarketDataByQuoteContext {
markets_by_quote: HashMap<AssetId, Market>,
}
impl MarketDataByQuoteContext {
pub fn new(markets_by_quote: HashMap<AssetId, Market>) -> Self {
Self { markets_by_quote }
}
}