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use error::Error; use serde::de::Deserialize; use serde_json; use std::collections::HashMap; use chrono::*; use std::fmt; use serde; #[derive(Serialize, Deserialize, Debug, Clone)] pub struct Level { pub ok: bool, #[serde(rename="instanceId")] pub instance_id: i64, pub account: String, pub instructions: HashMap<String, String>, pub tickers: Vec<String>, pub venues: Vec<String>, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct HeartBeatResponse { pub ok: bool, pub error: String, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct VenueHeartBeatResponse { pub ok: bool, pub venue: String, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct StockListResponse { pub ok: bool, pub symbols: Vec<StockSymbol>, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct StockSymbol { pub name: String, pub symbol: String, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct OrderbookResponse { pub ok: bool, pub venue: String, pub symbol: String, pub bids: Option<Vec<BidAsk>>, pub asks: Option<Vec<BidAsk>>, pub ts: String, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct BidAsk { pub price: u64, pub qty: u64, #[serde(rename="isBuy")] pub is_buy: bool, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct QuoteResponse { pub ok: bool, pub symbol: String, pub venue: String, pub bid: Option<u64>, pub ask: Option<u64>, #[serde(rename="bidSize")] pub bid_size: u64, #[serde(rename="askSize")] pub ask_size: u64, #[serde(rename="bidDepth")] pub bid_depth: u64, #[serde(rename="askDepth")] pub ask_depth: u64, pub last: Option<u64>, #[serde(rename="lastSize")] pub last_size: Option<u64>, #[serde(rename="lastTrade")] pub last_trade: Option<DateTime<UTC>>, #[serde(rename="quoteTime")] pub quote_time: Option<DateTime<UTC>>, } #[derive(Debug, Clone)] pub enum OrderDirection { Buy, Sell, } impl fmt::Display for OrderDirection { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { let s = match self { &OrderDirection::Buy => "buy", &OrderDirection::Sell => "sell", }; write!(f, "{}", s) } } impl serde::Serialize for OrderDirection { fn serialize<S>(&self, serializer: &mut S) -> Result<(), S::Error> where S: serde::Serializer { serializer.serialize_str(&self.to_string()) } } impl serde::Deserialize for OrderDirection { fn deserialize<D>(deserializer: &mut D) -> Result<OrderDirection, D::Error> where D: serde::de::Deserializer { struct OrderDirectionVisitor; impl serde::de::Visitor for OrderDirectionVisitor { type Value = OrderDirection; fn visit_str<E>(&mut self, value: &str) -> Result<OrderDirection, E> where E: serde::de::Error { match value { "buy" => Ok(OrderDirection::Buy), "sell" => Ok(OrderDirection::Sell), _ => Err(serde::de::Error::custom("expected Buy or Sell")), } } } deserializer.deserialize(OrderDirectionVisitor) } } #[derive(Debug, Clone)] pub enum OrderType { Limit, Market, FillOrKill, ImmediateOrCancel, } impl fmt::Display for OrderType { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { let s = match self { &OrderType::Market => "market", &OrderType::Limit => "limit", &OrderType::FillOrKill => "fill-or-kill", &OrderType::ImmediateOrCancel => "immediate-or-cancel", }; write!(f, "{}", s) } } impl serde::Serialize for OrderType { fn serialize<S>(&self, serializer: &mut S) -> Result<(), S::Error> where S: serde::Serializer { serializer.serialize_str(&self.to_string()) } } impl serde::Deserialize for OrderType { fn deserialize<D>(deserializer: &mut D) -> Result<OrderType, D::Error> where D: serde::de::Deserializer { struct OrderTypeVisitor; impl serde::de::Visitor for OrderTypeVisitor { type Value = OrderType; fn visit_str<E>(&mut self, value: &str) -> Result<OrderType, E> where E: serde::de::Error { match value { "limit" => Ok(OrderType::Limit), "market" => Ok(OrderType::Market), "fill-or-kill" => Ok(OrderType::FillOrKill), "immediate-or-cancel" => Ok(OrderType::ImmediateOrCancel), _ => Err(serde::de::Error::custom("expected known order type")), } } } deserializer.deserialize(OrderTypeVisitor) } } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct Order { pub account: String, pub venue: String, pub stock: String, pub price: u64, pub qty: u64, pub direction: OrderDirection, #[serde(rename="orderType")] pub order_type: OrderType, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct OrderResponse { pub ok: bool, pub symbol: String, pub venue: String, pub direction: Option<OrderDirection>, #[serde(rename="originalQty")] pub original_qty: u64, pub qty: u64, pub price: u64, #[serde(rename="orderType")] pub order_type: OrderType, pub id: u64, pub account: String, pub ts: DateTime<UTC>, pub fills: Vec<Fill>, #[serde(rename="totalFilled")] pub total_filled: u64, pub open: bool, } #[derive(Serialize, Deserialize, Debug, Clone)] pub struct Fill { pub price: u64, pub qty: u64, pub ts: DateTime<UTC>, } pub fn parse_response<T: Deserialize>(buf: &str) -> Result<T, Error> { let l: T = try!(serde_json::from_str(&buf)); Ok(l) } #[cfg(test)] mod tests { use super::*; use chrono::*; use serde_json; use std::collections::HashMap; #[test] fn test_encode_order() { let o = Order { account: "tstacc".to_string(), venue: "testven".to_string(), stock: "BOOK".to_string(), price: 1000, qty: 5000, direction: OrderDirection::Buy, order_type: OrderType::ImmediateOrCancel, }; let res = serde_json::to_string(&o).unwrap(); assert!(res.len() > 0); } #[test] fn test_encode_level_field_names() { let l = Level { ok: true, instance_id: 998, account: "tacc".to_string(), instructions: HashMap::new(), tickers: vec![], venues: vec![], }; let res_string = serde_json::to_string(&l).unwrap(); assert!(res_string.contains("instanceId")); } #[test] fn test_bid_ask_encode_field_name() { let ba = BidAsk { price: 1009, qty: 100, is_buy: true, }; let res_string = serde_json::to_string(&ba).unwrap(); assert!(res_string.contains("isBuy")); } #[test] fn test_quote_response_fieled_name() { let qr = QuoteResponse { ok: true, symbol: "BOOK".to_string(), venue: "MYEX".to_string(), bid: Some(101), ask: Some(105), bid_size: 50, ask_size: 1, bid_depth: 9, ask_depth: 9, last: Some(102), last_size: Some(3), last_trade: Some("2015-12-04T09:02:16.680986205Z".parse().unwrap()), quote_time: Some("2015-12-04T09:02:16.680986205Z".parse().unwrap()), }; let res_string = serde_json::to_string(&qr).unwrap(); assert!(res_string.contains("bidSize")); assert!(res_string.contains("askSize")); assert!(res_string.contains("bidDepth")); assert!(res_string.contains("askDepth")); assert!(res_string.contains("lastSize")); assert!(res_string.contains("lastTrade")); assert!(res_string.contains("quoteTime")); } #[test] fn test_order_response_field_name() { let or = OrderResponse { ok: true, direction: None, symbol: "BOOK".to_string(), venue: "MYEX".to_string(), original_qty: 10, qty: 9, price: 1045, order_type: OrderType::Limit, id: 99803, account: "MYACC".to_string(), ts: "2015-12-04T09:02:16.680986205Z".parse().unwrap(), fills: vec![], total_filled: 1, open: true, }; let res_string = serde_json::to_string(&or).unwrap(); println!("{:?}", res_string); assert!(res_string.contains("originalQty")); assert!(res_string.contains("orderType")); assert!(res_string.contains("totalFilled")); } #[test] fn test_decode_date_time() { let dt_one: DateTime<UTC> = "2015-12-04T09:02:16.680986205Z".parse().unwrap(); println!("dt = {:?}", dt_one); let dt_two: DateTime<UTC> = "2015-07-05T22:16:18+00:00".parse().unwrap(); println!("dt = {:?}", dt_two); } #[test] fn test_decode_order_response() { let o_json = "{\"account\": \"testacc\", \"price\": 26382757, \"id\": 2138, \"open\": \ false, \"venue\": \"TESTEX\", \"orderType\": \"limit\", \"qty\": 0, \ \"direction\": \"buy\", \"fills\": [{\"qty\": 5000, \"ts\": \ \"2016-06-02T16:20:53.024563Z\", \"price\": 26382747}], \"totalFilled\": \ 5000, \"originalQty\": 5000, \"symbol\": \"FOOBAR\", \"ts\": \ \"2016-06-02T16:20:53.024542Z\", \"ok\": true}"; let o: OrderResponse = parse_response(&o_json).unwrap(); assert!(o.ok); } }