digdigdig3_station/data/
open_interest.rs

1use digdigdig3::core::types::StreamEvent;
2use serde::{Deserialize, Serialize};
3
4use crate::series::DataPoint;
5
6/// 24 B record (LE): u64 ts, f64 oi, f64 oi_value (NaN if absent)
7#[derive(Debug, Clone, Serialize, Deserialize)]
8pub struct OpenInterestPoint {
9    pub ts_ms: i64,
10    pub open_interest: f64,
11    pub open_interest_value: f64,
12}
13
14const SIZE: usize = 24;
15
16impl DataPoint for OpenInterestPoint {
17    const RECORD_SIZE: usize = SIZE;
18
19    fn encode(&self, out: &mut [u8]) {
20        out[0..8].copy_from_slice(&(self.ts_ms as u64).to_le_bytes());
21        out[8..16].copy_from_slice(&self.open_interest.to_le_bytes());
22        out[16..24].copy_from_slice(&self.open_interest_value.to_le_bytes());
23    }
24
25    fn decode(bytes: &[u8]) -> Option<Self> {
26        if bytes.len() != SIZE { return None; }
27        Some(Self {
28            ts_ms: u64::from_le_bytes(bytes[0..8].try_into().ok()?) as i64,
29            open_interest: f64::from_le_bytes(bytes[8..16].try_into().ok()?),
30            open_interest_value: f64::from_le_bytes(bytes[16..24].try_into().ok()?),
31        })
32    }
33
34    fn timestamp_ms(&self) -> i64 { self.ts_ms }
35
36    fn from_stream_event(ev: &StreamEvent) -> Option<Self> {
37        if let StreamEvent::OpenInterestUpdate { open_interest, .. } = ev {
38            Some(Self {
39                ts_ms: open_interest.timestamp,
40                open_interest: open_interest.open_interest,
41                open_interest_value: open_interest.open_interest_value.unwrap_or(f64::NAN),
42            })
43        } else {
44            None
45        }
46    }
47}
digdigdig3_station/data/open_interest.rs

digdigdig3_station/data/
open_interest.rs
