rustrade_data/exchange/binance/book/
mod.rs

1use crate::books::Level;
2use rust_decimal::Decimal;
3use serde::{Deserialize, Serialize};
4
5/// Level 1 OrderBook types (top of books).
6pub mod l1;
7
8/// Level 2 OrderBook types.
9pub mod l2;
10
11/// [`Binance`](super::Binance) OrderBook level.
12///
13/// #### Raw Payload Examples
14/// See docs: <https://binance-docs.github.io/apidocs/futures/en/#partial-book-depth-streams>
15/// ```json
16/// ["4.00000200", "12.00000000"]
17/// ```
18#[derive(Clone, Copy, PartialEq, PartialOrd, Debug, Deserialize, Serialize)]
19pub struct BinanceLevel {
20    #[serde(with = "rust_decimal::serde::str")]
21    pub price: Decimal,
22    #[serde(with = "rust_decimal::serde::str")]
23    pub amount: Decimal,
24}
25
26impl From<BinanceLevel> for Level {
27    fn from(level: BinanceLevel) -> Self {
28        Self {
29            price: level.price,
30            amount: level.amount,
31        }
32    }
33}
34
35#[cfg(test)]
36#[allow(clippy::unwrap_used)] // Test code: panics on bad input are acceptable
37mod tests {
38    use super::*;
39
40    mod de {
41        use super::*;
42        use rust_decimal_macros::dec;
43
44        #[test]
45        fn test_binance_level() {
46            let input = r#"["4.00000200", "12.00000000"]"#;
47            assert_eq!(
48                serde_json::from_str::<BinanceLevel>(input).unwrap(),
49                BinanceLevel {
50                    price: dec!(4.00000200),
51                    amount: dec!(12.0)
52                },
53            )
54        }
55    }
56}
rustrade_data/exchange/binance/book/mod.rs

rustrade_data/exchange/binance/book/
mod.rs
