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
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
#![feature(test, try_from)]
extern crate bincode;
extern crate crypto_currency as currency;
#[macro_use]
extern crate error_chain;
#[macro_use]
extern crate serde_derive;
extern crate test;
pub mod errors {
error_chain! {
errors {
InvalidOrderKind(k: i64) {
description("invalid order kind")
display("invalid order kind: {}", k)
}
}
}
}
use std::convert::TryFrom;
use currency::Pair;
#[derive(Serialize, Deserialize, PartialEq, Clone, Debug)]
pub enum Market {
Poloniex,
Bitfinex,
}
#[derive(Serialize, Deserialize, PartialEq, Clone, Debug)]
pub enum OrderKind {
Ask,
Bid,
}
#[derive(Serialize, Deserialize, PartialEq, Clone, Debug)]
pub struct Order {
pub kind: OrderKind,
pub rate: f32,
pub volume: f32,
pub total: Option<f32>,
}
impl Order {
pub fn get_total(&self) -> f32 {
match self.total {
Some(total) => total,
None => self.rate * self.volume,
}
}
pub fn calculate_total(&mut self) -> &Self {
self.total = Some(self.rate * self.volume);
self
}
}
#[derive(Serialize, Deserialize, PartialEq, Clone, Debug)]
pub struct Trade {
pub id: i64,
pub order: Order,
pub timestamp: i64,
}
#[derive(Serialize, Deserialize, PartialEq, Clone, Debug)]
pub struct OrderBook {
pub pair: Option<Pair>,
pub asks: Vec<Order>,
pub bids: Vec<Order>,
}
impl OrderBook {
pub fn insert(&mut self, order: Order) {
match order.kind {
OrderKind::Ask => self.asks.push(order),
OrderKind::Bid => self.bids.push(order),
}
}
}
impl TryFrom<i64> for OrderKind {
type Error = errors::Error;
fn try_from(k: i64) -> Result<Self, Self::Error> {
match k {
0 => Ok(OrderKind::Ask),
1 => Ok(OrderKind::Bid),
_ => Err(errors::ErrorKind::InvalidOrderKind(k).into()),
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use test::Bencher;
use bincode::{deserialize, serialize, Infinite};
fn create_order() -> Order {
Order {
kind: OrderKind::Bid,
rate: 0.00002789,
volume: 1788.27536750,
total: None,
}
}
fn create_trade() -> Trade {
Trade {
id: 14179278,
order: create_order(),
timestamp: 1509576585,
}
}
#[bench]
fn serialize_order(b: &mut Bencher) {
b.iter(|| serialize(&create_order(), Infinite).unwrap());
}
#[bench]
fn serialize_trade(b: &mut Bencher) {
b.iter(|| serialize(&create_trade(), Infinite).unwrap());
}
#[bench]
fn deserialize_order(b: &mut Bencher) {
let body = serialize(&create_order(), Infinite).unwrap();
b.iter(|| deserialize::<Order>(&body).unwrap());
}
#[bench]
fn deserialize_trade(b: &mut Bencher) {
let body = serialize(&create_trade(), Infinite).unwrap();
b.iter(|| deserialize::<Trade>(&body).unwrap());
}
#[bench]
fn serdeser_trade(b: &mut Bencher) {
let t = &create_trade();
b.iter(|| {
let body = serialize(t, Infinite).unwrap();
let _trade: Trade = deserialize(&body).unwrap();
});
}
}