nash_protocol/protocol/subscriptions/trades/
response.rs

1use super::super::super::ResponseOrError;
2use super::request::SubscribeTrades;
3use crate::errors::{ProtocolError, Result};
4use crate::graphql;
5use crate::types::{BuyOrSell, Trade, AccountTradeSide};
6use graphql::subscribe_trades;
7use chrono::{DateTime, Utc};
8use bigdecimal::BigDecimal;
9use std::str::FromStr;
10use crate::protocol::traits::TryFromState;
11use crate::protocol::state::State;
12use std::sync::Arc;
13use tokio::sync::RwLock;
14use async_trait::async_trait;
15
16/// List of new incoming trades for a market via subscription.
17#[derive(Clone, Debug)]
18pub struct TradesResponse {
19    pub market: String,
20    pub trades: Vec<Trade>,
21}
22#[async_trait]
23impl TryFromState<subscribe_trades::ResponseData> for Vec<Trade> {
24    async fn from(response: subscribe_trades::ResponseData, _state: Arc<RwLock<State>>) -> Result<Vec<Trade>> {
25        let mut trades = Vec::new();
26        for trade_data in response.new_trades {
27            let market = trade_data.market.name.clone();
28            let taker_fee = BigDecimal::from_str(&trade_data.taker_fee.amount)?;
29            let maker_fee = BigDecimal::from_str(&trade_data.maker_fee.amount)?;
30            let amount = BigDecimal::from_str(&trade_data.amount.amount)?;
31            let maker_recieved = BigDecimal::from_str(&trade_data.maker_received.amount)?;
32            let taker_recieved = BigDecimal::from_str(&trade_data.taker_received.amount)?;
33            let limit_price = BigDecimal::from_str(&trade_data.limit_price.amount)?;
34            trades.push(Trade {
35                market,
36                amount,
37                taker_fee,
38                maker_fee,
39                maker_recieved,
40                taker_recieved,
41                taker_order_id: trade_data.taker_order_id.clone(),
42                maker_order_id: trade_data.maker_order_id.clone(),
43                account_side: trade_data.account_side.into(),
44                id: trade_data.id,
45                executed_at: DateTime::<Utc>::from_str(&trade_data.executed_at)
46                    .map_err(|_| ProtocolError("Could not convert value to DateTime"))?,
47                limit_price,
48                direction: trade_data.direction.into(),
49            })
50        }
51        Ok(trades)
52    }
53}
54
55impl SubscribeTrades {
56    pub async fn response_from_graphql(
57        &self,
58        response: ResponseOrError<subscribe_trades::ResponseData>,
59        state: Arc<RwLock<State>>
60    ) -> Result<ResponseOrError<TradesResponse>> {
61        Ok(match response {
62            ResponseOrError::Response(data) => {
63                let response = data.data;
64                ResponseOrError::from_data(TradesResponse {
65                    market: self.market.clone(),
66                    trades: TryFromState::from(response, state).await?,
67                })
68            }
69            ResponseOrError::Error(error) => ResponseOrError::Error(error),
70        })
71    }
72}
73
74impl From<subscribe_trades::Direction> for BuyOrSell {
75    fn from(direction: subscribe_trades::Direction) -> Self {
76        match direction {
77            subscribe_trades::Direction::BUY => BuyOrSell::Buy,
78            subscribe_trades::Direction::SELL => BuyOrSell::Sell,
79            // What is up with this?
80            subscribe_trades::Direction::Other(_) => panic!("A trade without a direction?"),
81        }
82    }
83}
84
85impl From<subscribe_trades::AccountTradeSide> for AccountTradeSide {
86    fn from(trade_side: subscribe_trades::AccountTradeSide) -> Self {
87        match trade_side {
88            subscribe_trades::AccountTradeSide::MAKER => AccountTradeSide::Maker,
89            subscribe_trades::AccountTradeSide::TAKER => AccountTradeSide::Taker,
90            subscribe_trades::AccountTradeSide::NONE => AccountTradeSide::None,
91            _ => panic!("Unsupported value in AccountTradeSide"),
92        }
93    }
94}
nash_protocol/protocol/subscriptions/trades/response.rs

nash_protocol/protocol/subscriptions/trades/
response.rs
