kiteticker_async_manager/models/
depth.rs

1use crate::Exchange;
2use serde::{Deserialize, Serialize};
3
4use crate::parser::{price, value, value_short};
5
6#[derive(Debug, Clone, Default, PartialEq, Serialize, Deserialize)]
7///
8/// Market depth packet structure
9///
10pub struct Depth {
11  pub buy: [DepthItem; 5],
12  pub sell: [DepthItem; 5],
13}
14
15impl Depth {
16  pub(crate) fn from(input: &[u8], exchange: &Exchange) -> Option<Self> {
17    if let Some(bs) = input.get(0..120) {
18      let parse_depth_item = |v: &[u8], start: usize| {
19        v.get(start..start + 10)
20          .and_then(|xs| DepthItem::from(xs, exchange))
21          .unwrap_or_default()
22      };
23      let mut depth = Depth::default();
24      for i in 0..5 {
25        let start = i * 12;
26        depth.buy[i] = parse_depth_item(bs, start)
27      }
28      for i in 0..5 {
29        let start = 60 + i * 12;
30        depth.sell[i] = parse_depth_item(bs, start);
31      }
32
33      Some(depth)
34    } else {
35      None
36    }
37  }
38}
39
40#[derive(Debug, Clone, Default, PartialEq, Serialize, Deserialize)]
41///
42/// Structure for each market depth entry
43///
44pub struct DepthItem {
45  pub qty: u32,
46  pub price: f64,
47  pub orders: u16,
48}
49
50impl DepthItem {
51  pub fn from(input: &[u8], exchange: &Exchange) -> Option<Self> {
52    input.get(0..10).map(|bs| DepthItem {
53      qty: value(&bs[0..=3]).unwrap(),
54      price: price(&bs[4..=7], exchange).unwrap(),
55      orders: value_short(&bs[8..=9]).unwrap(),
56    })
57  }
58}
kiteticker_async_manager/models/depth.rs

kiteticker_async_manager/models/
depth.rs
