rustrade_data/exchange/gateio/perpetual/
trade.rs

1use super::super::message::GateioMessage;
2use crate::{
3    Identifier,
4    event::{MarketEvent, MarketIter},
5    exchange::ExchangeSub,
6    subscription::trade::PublicTrade,
7};
8use chrono::{DateTime, Utc};
9use rustrade_instrument::{Side, exchange::ExchangeId};
10use rustrade_integration::subscription::SubscriptionId;
11use serde::{Deserialize, Serialize};
12use smol_str::format_smolstr;
13
14/// Terse type alias for a `GateioFuturesUsdt`, `GateioFuturesBtc`, `GateioPerpetualUsdt` and
15/// `GateioPerpetualBtc` real-time trades WebSocket message.
16pub type GateioFuturesTrades = GateioMessage<Vec<GateioFuturesTradeInner>>;
17
18/// `GateioFuturesUsdt`, `GateioFuturesBtc`, `GateioPerpetualUsdt` and `GateioPerpetualBtc`
19/// real-time trade WebSocket message.
20///
21/// ### Raw Payload Examples
22/// #### Future Sell Trade
23/// See docs: <https://www.gate.io/docs/developers/delivery/ws/en/#trades-notification>
24/// ```json
25/// {
26///   "id": 27753479,
27///   "create_time": 1545136464,
28///   "create_time_ms": 1545136464123,
29///   "price": "96.4",
30///   "size": -108,
31///   "contract": "ETH_USDT_QUARTERLY_20201225"
32/// }
33/// ```
34///
35/// #### Future Perpetual Sell Trade
36/// See docs: <https://www.gate.io/docs/developers/futures/ws/en/#trades-api>
37/// ```json
38/// {
39///   "id": 27753479,
40///   "create_time": 1545136464,
41///   "create_time_ms": 1545136464123,
42///   "price": "96.4",
43///   "size": -108,
44///   "contract": "BTC_USD"
45/// }
46/// ```
47#[derive(Clone, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
48pub struct GateioFuturesTradeInner {
49    #[serde(rename = "contract")]
50    pub market: String,
51    #[serde(
52        rename = "create_time_ms",
53        deserialize_with = "rustrade_integration::serde::de::de_u64_epoch_ms_as_datetime_utc"
54    )]
55    pub time: DateTime<Utc>,
56    pub id: u64,
57    #[serde(deserialize_with = "rustrade_integration::serde::de::de_str")]
58    pub price: f64,
59    #[serde(rename = "size")]
60    pub amount: f64,
61}
62
63impl Identifier<Option<SubscriptionId>> for GateioFuturesTrades {
64    fn id(&self) -> Option<SubscriptionId> {
65        self.data
66            .first()
67            .map(|trade| ExchangeSub::from((&self.channel, &trade.market)).id())
68    }
69}
70
71impl<InstrumentKey: Clone> From<(ExchangeId, InstrumentKey, GateioFuturesTrades)>
72    for MarketIter<InstrumentKey, PublicTrade>
73{
74    fn from(
75        (exchange, instrument, trades): (ExchangeId, InstrumentKey, GateioFuturesTrades),
76    ) -> Self {
77        trades
78            .data
79            .into_iter()
80            .map(|trade| {
81                Ok(MarketEvent {
82                    time_exchange: trade.time,
83                    time_received: Utc::now(),
84                    exchange,
85                    instrument: instrument.clone(),
86                    kind: PublicTrade {
87                        id: format_smolstr!("{}", trade.id),
88                        price: trade.price,
89                        amount: trade.amount,
90                        side: if trade.amount.is_sign_positive() {
91                            Side::Buy
92                        } else {
93                            Side::Sell
94                        },
95                    },
96                })
97            })
98            .collect()
99    }
100}
101
102#[cfg(test)]
103#[allow(clippy::unwrap_used)] // Test code: panics on bad input are acceptable
104mod tests {
105    use super::*;
106
107    mod de {
108        use super::*;
109
110        #[test]
111        fn test_gateio_message_perpetual_trade() {
112            let input = "{\"time\":1669843487,\"time_ms\":1669843487733,\"channel\":\"perpetual.trades\",\"event\":\"update\",\"result\":[{\"contract\":\"ETH_USDT\",\"create_time\":1669843487,\"create_time_ms\":1669843487724,\"id\":180276616,\"price\":\"1287\",\"size\":3}]}";
113            serde_json::from_str::<GateioFuturesTrades>(input).unwrap();
114        }
115
116        #[test]
117        fn test_gateio_message_futures_trade() {
118            let input = r#"
119            {
120              "channel": "futures.trades",
121              "event": "update",
122              "time": 1541503698,
123              "result": [
124                {
125                  "size": -108,
126                  "id": 27753479,
127                  "create_time": 1545136464,
128                  "create_time_ms": 1545136464123,
129                  "price": "96.4",
130                  "contract": "ETH_USDT_QUARTERLY_20201225"
131                }
132              ]
133            }"#;
134
135            serde_json::from_str::<GateioFuturesTrades>(input).unwrap();
136        }
137    }
138}
rustrade_data/exchange/gateio/perpetual/trade.rs

rustrade_data/exchange/gateio/perpetual/
trade.rs
