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use super::MarketType;
use serde::{Deserialize, Serialize};
use std::convert::TryInto;
use std::time::{SystemTime, UNIX_EPOCH};
use strum_macros::{Display, EnumString};
#[derive(Copy, Clone, PartialEq, Serialize, Deserialize, Display, Debug, EnumString)]
#[serde(rename_all = "snake_case")]
#[strum(serialize_all = "snake_case")]
pub enum MessageType {
Trade,
L2Event,
L2Snapshot,
#[serde(rename = "l2_topk")]
#[strum(serialize = "l2_topk")]
L2TopK,
L3Event,
L3Snapshot,
#[serde(rename = "bbo")]
#[allow(clippy::upper_case_acronyms)]
BBO,
Ticker,
Candlestick,
FundingRate,
}
#[derive(Serialize, Deserialize)]
pub struct Message {
pub exchange: String,
pub market_type: MarketType,
pub msg_type: MessageType,
pub received_at: u64,
pub json: String,
}
impl Message {
pub fn new(
exchange: String,
market_type: MarketType,
msg_type: MessageType,
json: String,
) -> Self {
Message {
exchange,
market_type,
msg_type,
received_at: SystemTime::now()
.duration_since(UNIX_EPOCH)
.unwrap()
.as_millis()
.try_into()
.unwrap(),
json,
}
}
}
impl std::fmt::Display for Message {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "{}", serde_json::to_string(self).unwrap())
}
}