pragma_common/entries/
depth.rs

1#[cfg(feature = "capnp")]
2use capnp::serialize;
3
4#[cfg(feature = "capnp")]
5use crate::schema_capnp;
6use crate::{instrument_type::InstrumentType, web3::Chain, Pair};
7
8#[derive(Debug, Clone, PartialEq)]
9#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
10#[cfg_attr(feature = "utoipa", derive(utoipa::ToSchema))]
11pub struct DepthEntry {
12    pub source: String,
13    pub chain: Option<Chain>,
14    pub instrument_type: InstrumentType,
15    pub pair: Pair,
16    pub depth: DepthLevel,
17}
18
19#[derive(Debug, Clone, PartialEq)]
20#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
21#[cfg_attr(feature = "utoipa", derive(utoipa::ToSchema))]
22pub struct DepthLevel {
23    pub percentage: f64,
24    pub bid: f64,
25    pub ask: f64,
26}
27
28#[cfg(feature = "capnp")]
29impl crate::CapnpSerialize for DepthEntry {
30    fn to_capnp(&self) -> Vec<u8> {
31        let mut message = capnp::message::Builder::new_default();
32        let mut builder = message.init_root::<schema_capnp::depth_entry::Builder>();
33
34        builder.set_source(&self.source);
35        builder.set_instrument_type(match self.instrument_type {
36            InstrumentType::Spot => schema_capnp::InstrumentType::Spot,
37            InstrumentType::Perp => schema_capnp::InstrumentType::Perp,
38        });
39
40        let mut pair = builder.reborrow().init_pair();
41        pair.set_base(&self.pair.base);
42        pair.set_quote(&self.pair.quote);
43
44        let mut depth_level = builder.reborrow().init_depth();
45        depth_level.set_percentage(self.depth.percentage);
46        depth_level.set_bid(self.depth.bid);
47        depth_level.set_ask(self.depth.ask);
48
49        // Set the chain union
50        let mut chain = builder.reborrow().init_chain();
51        match &self.chain {
52            Some(serialized_chain) => {
53                chain.set_chain(match serialized_chain {
54                    Chain::Starknet => schema_capnp::Chain::Starknet,
55                    Chain::Solana => schema_capnp::Chain::Solana,
56                    Chain::Sui => schema_capnp::Chain::Sui,
57                    Chain::Aptos => schema_capnp::Chain::Aptos,
58                    Chain::Ethereum => schema_capnp::Chain::Ethereum,
59                    Chain::Base => schema_capnp::Chain::Base,
60                    Chain::Arbitrum => schema_capnp::Chain::Arbitrum,
61                    Chain::Optimism => schema_capnp::Chain::Optimism,
62                    Chain::ZkSync => schema_capnp::Chain::Zksync,
63                    Chain::Polygon => schema_capnp::Chain::Polygon,
64                    Chain::Bnb => schema_capnp::Chain::Bnb,
65                    Chain::Avalanche => schema_capnp::Chain::Avalanche,
66                    Chain::Gnosis => schema_capnp::Chain::Gnosis,
67                    Chain::Worldchain => schema_capnp::Chain::Worldchain,
68                });
69            }
70            None => {
71                chain.set_no_chain(());
72            }
73        };
74
75        let mut buffer = Vec::new();
76        serialize::write_message(&mut buffer, &message).unwrap();
77        buffer
78    }
79}
80
81#[cfg(feature = "capnp")]
82impl crate::CapnpDeserialize for DepthEntry {
83    fn from_capnp(bytes: &[u8]) -> Result<Self, capnp::Error>
84    where
85        Self: Sized,
86    {
87        let message_reader = serialize::read_message(bytes, capnp::message::ReaderOptions::new())?;
88        let reader = message_reader.get_root::<schema_capnp::depth_entry::Reader>()?;
89
90        let source = reader.get_source()?.to_string()?;
91        let instrument_type = match reader.get_instrument_type()? {
92            schema_capnp::InstrumentType::Spot => InstrumentType::Spot,
93            schema_capnp::InstrumentType::Perp => InstrumentType::Perp,
94        };
95
96        let pair_reader = reader.get_pair()?;
97        let pair = Pair {
98            base: pair_reader.get_base()?.to_string()?,
99            quote: pair_reader.get_quote()?.to_string()?,
100        };
101
102        let depth_reader = reader.get_depth()?;
103        let depth = DepthLevel {
104            percentage: depth_reader.get_percentage(),
105            bid: depth_reader.get_bid(),
106            ask: depth_reader.get_ask(),
107        };
108
109        // Extract chain from the union
110        let chain = match reader.get_chain().which()? {
111            schema_capnp::depth_entry::chain::NoChain(()) => None,
112            schema_capnp::depth_entry::chain::Chain(chain_reader) => Some(match chain_reader? {
113                schema_capnp::Chain::Starknet => Chain::Starknet,
114                schema_capnp::Chain::Solana => Chain::Solana,
115                schema_capnp::Chain::Sui => Chain::Sui,
116                schema_capnp::Chain::Aptos => Chain::Aptos,
117                schema_capnp::Chain::Ethereum => Chain::Ethereum,
118                schema_capnp::Chain::Base => Chain::Base,
119                schema_capnp::Chain::Arbitrum => Chain::Arbitrum,
120                schema_capnp::Chain::Optimism => Chain::Optimism,
121                schema_capnp::Chain::Zksync => Chain::ZkSync,
122                schema_capnp::Chain::Polygon => Chain::Polygon,
123                schema_capnp::Chain::Bnb => Chain::Bnb,
124                schema_capnp::Chain::Avalanche => Chain::Avalanche,
125                schema_capnp::Chain::Gnosis => Chain::Gnosis,
126                schema_capnp::Chain::Worldchain => Chain::Worldchain,
127            }),
128        };
129
130        Ok(DepthEntry {
131            source,
132            instrument_type,
133            pair,
134            depth,
135            chain,
136        })
137    }
138}
pragma_common/entries/depth.rs

pragma_common/entries/
depth.rs
