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pub(super) trait Trade {
fn subscribe_trade(&self, pairs: &[String]);
}
pub(super) trait Ticker {
fn subscribe_ticker(&self, pairs: &[String]);
}
#[allow(clippy::upper_case_acronyms)]
pub(super) trait BBO {
fn subscribe_bbo(&self, pairs: &[String]);
}
pub(super) trait OrderBook {
fn subscribe_orderbook(&self, pairs: &[String]);
}
pub(super) trait OrderBookTopK {
fn subscribe_orderbook_topk(&self, pairs: &[String]);
}
pub(super) trait Level3OrderBook {
fn subscribe_l3_orderbook(&self, symbols: &[String]);
}
pub(super) trait Candlestick {
fn subscribe_candlestick(&self, symbol_interval_list: &[(String, usize)]);
}
macro_rules! impl_trait {
($trait_name:ident, $struct_name:ident, $method_name:ident, $channel_name:expr, $to_raw_channel: ident) => {
impl $trait_name for $struct_name {
fn $method_name(&self, pairs: &[String]) {
let pair_to_raw_channel = |pair: &String| $to_raw_channel($channel_name, pair);
let channels = pairs
.iter()
.map(pair_to_raw_channel)
.collect::<Vec<String>>();
self.client.subscribe(&channels);
}
}
};
}
macro_rules! impl_candlestick {
($struct_name:ident) => {
impl Candlestick for $struct_name {
fn subscribe_candlestick(&self, symbol_interval_list: &[(String, usize)]) {
let raw_channels: Vec<String> = symbol_interval_list
.iter()
.map(|(symbol, interval)| to_candlestick_raw_channel(&symbol, *interval))
.collect();
self.client.subscribe(&raw_channels);
}
}
};
}
macro_rules! panic_l3_orderbook {
($struct_name:ident) => {
impl Level3OrderBook for $struct_name {
fn subscribe_l3_orderbook(&self, _symbols: &[String]) {
panic!("{} does NOT have level3 websocket channel", EXCHANGE_NAME);
}
}
};
}