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use std::cmp::Ordering;
use byteorder::{BigEndian, WriteBytesExt};
pub trait UpdateVecConvert {
fn as_json(&self) -> String;
fn as_csv(&self) -> String;
}
impl UpdateVecConvert for [Update] {
fn as_json(&self) -> String {
update_vec_to_json(self)
}
fn as_csv(&self) -> String {
update_vec_to_csv(&self)
}
}
impl UpdateVecConvert for Vec<Update> {
fn as_json(&self) -> String {
update_vec_to_json(self)
}
fn as_csv(&self) -> String {
update_vec_to_csv(&self)
}
}
fn update_vec_to_csv(vecs: &[Update]) -> String {
let objects: Vec<String> = vecs.into_iter().map(|up| up.as_csv()).collect();
objects.join("\n")
}
fn update_vec_to_json(vecs: &[Update]) -> String {
let objects: Vec<String> = vecs.into_iter().map(|up| up.as_json()).collect();
objects.join(", ")
}
#[repr(C)]
#[derive(Debug, Clone, PartialEq, Copy, Serialize, Deserialize)]
pub struct Update {
pub ts: u64,
pub seq: u32,
pub is_trade: bool,
pub is_bid: bool,
pub price: f32,
pub size: f32,
}
impl Update {
pub fn serialize(&self, ref_ts: u64, ref_seq: u32) -> Vec<u8> {
if self.seq < ref_seq {
println!("{:?}", ref_seq);
println!("{:?}", self);
panic!("TODO: ???");
}
let mut buf: Vec<u8> = Vec::new();
let _ = buf.write_u16::<BigEndian>((self.ts - ref_ts) as u16);
let _ = buf.write_u8((self.seq - ref_seq) as u8);
let mut flags = Flags::FLAG_EMPTY;
if self.is_bid {
flags |= Flags::FLAG_IS_BID;
}
if self.is_trade {
flags |= Flags::FLAG_IS_TRADE;
}
let _ = buf.write_u8(flags.bits());
let _ = buf.write_f32::<BigEndian>(self.price);
let _ = buf.write_f32::<BigEndian>(self.size);
buf
}
pub fn as_json(&self) -> String {
format!(
r#"{{"ts":{},"seq":{},"is_trade":{},"is_bid":{},"price":{},"size":{}}}"#,
(self.ts as f64) / 1000_f64,
self.seq,
self.is_trade,
self.is_bid,
self.price,
self.size
)
}
pub fn as_csv(&self) -> String {
format!(
r#"{},{},{},{},{},{}"#,
(self.ts as f64) / 1000_f64,
self.seq,
self.is_trade,
self.is_bid,
self.price,
self.size
)
}
}
impl PartialOrd for Update {
fn partial_cmp(&self, other: &Update) -> Option<Ordering> {
let selfts = self.ts;
let otherts = other.ts;
if selfts > otherts {
Some(Ordering::Greater)
} else if selfts == otherts {
Some(self.seq.cmp(&other.seq))
} else {
Some(Ordering::Less)
}
}
}
impl Ord for Update {
fn cmp(&self, other: &Update) -> Ordering {
self.partial_cmp(other).unwrap()
}
}
impl Eq for Update {}
bitflags! {
pub struct Flags: u8 {
const FLAG_EMPTY = 0b0000_0000;
const FLAG_IS_BID = 0b0000_0001;
const FLAG_IS_TRADE = 0b0000_0010;
}
}
impl Flags {
pub fn to_bool(&self) -> bool {
(self.bits == 0b0000_0001) || (self.bits == 0b0000_0010)
}
}