exc_types/
trade.rs

1use derive_more::Display;
2use exc_service::{ExchangeError, Request};
3use futures::stream::BoxStream;
4use indicator::{Tick, TickValue, Tickable};
5use rust_decimal::Decimal;
6use serde::{Deserialize, Serialize};
7use time::OffsetDateTime;
8
9use crate::Str;
10
11/// Trade Stream.
12pub type TradeStream = BoxStream<'static, Result<Trade, ExchangeError>>;
13
14/// Trade.
15#[derive(Debug, Clone, Copy, Serialize, Deserialize, Display)]
16#[display(fmt = "ts={ts} ({price}, {size}, {buy})")]
17pub struct Trade {
18    /// Timestamp.
19    #[serde(with = "time::serde::rfc3339")]
20    pub ts: OffsetDateTime,
21    /// Price.
22    pub price: Decimal,
23    /// Size.
24    pub size: Decimal,
25    /// Is the taker of the buy side.
26    pub buy: bool,
27}
28
29/// Subscribe trades.
30#[derive(Debug, Clone)]
31pub struct SubscribeTrades {
32    /// Instrument.
33    pub instrument: Str,
34}
35
36impl SubscribeTrades {
37    /// Create a new [`SubscribeTrades`] request.
38    pub fn new(inst: impl AsRef<str>) -> Self {
39        Self {
40            instrument: Str::new(inst),
41        }
42    }
43}
44
45impl Request for SubscribeTrades {
46    type Response = TradeStream;
47}
48
49impl Tickable for Trade {
50    type Value = Self;
51
52    fn tick(&self) -> Tick {
53        Tick::new(self.ts)
54    }
55
56    fn value(&self) -> &Self::Value {
57        self
58    }
59
60    fn into_tick_value(self) -> TickValue<Self::Value> {
61        TickValue::new(self.ts, self)
62    }
63}
exc_types/trade.rs

exc_types/
trade.rs
