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use borsh::{BorshDeserialize, BorshSerialize};
use phoenix::state::{SelfTradeBehavior, Side};
#[derive(BorshDeserialize, BorshSerialize)]
pub enum OrderPacketEnum {
PostOnly,
Limit,
}
#[derive(BorshDeserialize, BorshSerialize)]
struct DeprecatedPostOnlyPacket {
side: Side,
price_in_ticks: u64,
num_base_lots: u64,
client_order_id: u128,
reject_post_only: bool,
use_only_deposited_funds: bool,
}
#[derive(BorshDeserialize, BorshSerialize)]
pub struct PostOnlyPacket {
pub side: Side,
pub price_in_ticks: u64,
pub num_base_lots: u64,
pub client_order_id: u128,
pub reject_post_only: bool,
pub use_only_deposited_funds: bool,
pub last_valid_slot: Option<u64>,
pub last_valid_unix_timestamp_in_seconds: Option<u64>,
}
#[derive(BorshDeserialize, BorshSerialize)]
struct DeprecatedLimitPacket {
side: Side,
price_in_ticks: u64,
num_base_lots: u64,
self_trade_behavior: SelfTradeBehavior,
match_limit: Option<u64>,
client_order_id: u128,
use_only_deposited_funds: bool,
}
#[derive(BorshDeserialize, BorshSerialize)]
pub struct LimitPacket {
pub side: Side,
pub price_in_ticks: u64,
pub num_base_lots: u64,
pub self_trade_behavior: SelfTradeBehavior,
pub match_limit: Option<u64>,
pub client_order_id: u128,
pub use_only_deposited_funds: bool,
pub last_valid_slot: Option<u64>,
pub last_valid_unix_timestamp_in_seconds: Option<u64>,
}
pub fn decode_post_only_packet_data(bytes: &[u8]) -> anyhow::Result<PostOnlyPacket> {
let (tag, bytes) = bytes
.split_first()
.ok_or(anyhow::anyhow!("Invalid packet"))?;
match OrderPacketEnum::try_from_slice(&[*tag])? {
OrderPacketEnum::PostOnly => {
let packet = PostOnlyPacket::try_from_slice(bytes)
.map_err(|_| anyhow::Error::msg("Invalid Post-Only packet"));
let deprecated_packet_result = DeprecatedPostOnlyPacket::try_from_slice(bytes);
if packet.is_ok() {
return packet;
}
let deprecated_packet = deprecated_packet_result?;
let DeprecatedPostOnlyPacket {
side,
price_in_ticks,
num_base_lots,
client_order_id,
reject_post_only,
use_only_deposited_funds,
} = deprecated_packet;
Ok(PostOnlyPacket {
side,
price_in_ticks,
num_base_lots,
client_order_id,
reject_post_only,
use_only_deposited_funds,
last_valid_slot: None,
last_valid_unix_timestamp_in_seconds: None,
})
}
_ => Err(anyhow::anyhow!("Invalid Post-Only packet")),
}
}
pub fn decode_limit_packet_data(bytes: &[u8]) -> anyhow::Result<LimitPacket> {
let (tag, bytes) = bytes
.split_first()
.ok_or(anyhow::anyhow!("Invalid packet"))?;
match OrderPacketEnum::try_from_slice(&[*tag])? {
OrderPacketEnum::Limit => {
let packet = LimitPacket::try_from_slice(bytes)
.map_err(|_| anyhow::Error::msg("Invalid Limit packet"));
let deprecated_packet_result = DeprecatedLimitPacket::try_from_slice(bytes);
if packet.is_ok() {
return packet;
}
let deprecated_packet = deprecated_packet_result?;
let DeprecatedLimitPacket {
side,
price_in_ticks,
self_trade_behavior,
match_limit,
num_base_lots,
client_order_id,
use_only_deposited_funds,
} = deprecated_packet;
Ok(LimitPacket {
side,
price_in_ticks,
self_trade_behavior,
match_limit,
num_base_lots,
client_order_id,
use_only_deposited_funds,
last_valid_slot: None,
last_valid_unix_timestamp_in_seconds: None,
})
}
_ => Err(anyhow::anyhow!("Invalid Post-Only packet")),
}
}