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use crate::dtf::file_format::read_magic_value;
use std::io::BufReader;
use std::fs::File;
use csv::{DeserializeRecordsIntoIter, ReaderBuilder};
use std::path::Path;
use crate::dtf::{
update::Update,
file_format::{append, encode},
};
#[derive(Serialize)]
pub enum FileType {
RawDtf,
}
impl Default for FileType {
fn default() -> Self {
FileType::RawDtf
}
}
impl FileType {
pub fn from_fname(fname: &str) -> FileType {
let file = File::open(fname).expect("OPENING FILE");
let mut rdr = BufReader::new(file);
if read_magic_value(&mut rdr).unwrap() {
return FileType::RawDtf;
}
unreachable!()
}
}
#[derive(Deserialize)]
struct KaikoCsvEntry {
pub id: String,
pub exchange: String,
pub symbol: String,
pub date: u64,
pub price: f32,
pub amount: f32,
pub sell: Option<bool>,
}
impl Into<Update> for KaikoCsvEntry {
fn into(self) -> Update {
Update {
ts: self.date,
seq: self.id.parse().unwrap_or(0),
is_trade: true,
is_bid: !self.sell.unwrap_or(false),
price: self.price,
size: self.amount,
}
}
}
pub(crate) fn parse_kaiko_csv_to_dtf_inner(symbol: &str, filename: &str, csv_str: &str) -> Option<String> {
let csv_reader = ReaderBuilder::new()
.has_headers(true)
.from_reader(csv_str.as_bytes());
let iter: DeserializeRecordsIntoIter<_, KaikoCsvEntry> = csv_reader.into_deserialize();
let size_hint = iter.size_hint().0;
let mut updates: Vec<Update> = Vec::with_capacity(size_hint);
for kaiko_entry_res in iter {
match kaiko_entry_res {
Ok(kaiko_entry) => updates.push(kaiko_entry.into()),
Err(err) => { return Some(format!("{:?}", err)); }
}
}
let fpath = Path::new(&filename);
let res = if fpath.exists() {
append(filename, &updates)
} else {
encode(filename, symbol, &updates)
};
match res {
Ok(_) => None,
Err(err) => Some(format!("Error writing DTF to output file: {:?}", err)),
}
}