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

use serde::Deserialize;
use std::collections::HashMap;

#[derive(Deserialize, Clone, Debug)]
pub struct Trade {
    pub coin: String,
    pub side: String,
    pub px: String,
    pub sz: String,
    pub time: u64,
    pub hash: String,
}

#[derive(Deserialize, Clone, Debug)]
pub struct BookLevel {
    pub px: String,
    pub sz: String,
    pub n: u64,
}

#[derive(Deserialize, Clone, Debug)]
pub struct L2BookData {
    pub coin: String,
    pub time: u64,
    pub levels: Vec<Vec<BookLevel>>,
}

#[derive(Deserialize, Clone, Debug)]
pub struct AllMidsData {
    pub mids: HashMap<String, String>,
}

#[derive(Deserialize, Clone, Debug)]
#[serde(rename_all = "camelCase")]
pub struct TradeInfo {
    pub coin: String,
    pub side: String,
    pub px: String,
    pub sz: String,
    pub time: u64,
    pub hash: String,
    pub start_position: String,
    pub dir: String,
    pub closed_pnl: String,
    pub oid: u64,
    pub crossed: bool,
    pub fee: String,
}

#[derive(Deserialize, Clone, Debug)]
pub struct UserData {
    pub fills: Vec<TradeInfo>,
}