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Update futures trade model #244

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Update futures trade model #244

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594fe4b
Use futures Trade
stefaj Jun 22, 2024
dbbd77d
Update Trade Event to match futures json
stefaj Jun 22, 2024
36ed997
Adjust Trade slightly to mirror aggTrade
stefaj Jun 22, 2024
e1f3411
Remove comment showing JSON
stefaj Jun 22, 2024
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30 changes: 22 additions & 8 deletions src/futures/model.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -110,17 +110,29 @@ pub enum Trades {
#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Trade {
pub id: u64,
pub is_buyer_maker: bool,
#[serde(with = "string_or_float")]
pub price: f64,
#[serde(with = "string_or_float")]
pub qty: f64,
#[serde(with = "string_or_float")]
pub quote_qty: f64,
#[serde(rename = "T")]
pub time: u64,

#[serde(rename = "s")]
pub symbol: String,

#[serde(rename = "t")]
pub transaction_id: i64,

#[serde(rename = "p", with = "string_or_float")]
pub price: f64,

#[serde(rename = "q", with = "string_or_float")]
pub quantity: f64,

#[serde(rename = "X")]
pub order_type: String,

#[serde(rename = "m")]
pub is_buyer_maker: bool,
}


#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(untagged)]
pub enum AggTrades {
Expand Down Expand Up @@ -612,6 +624,8 @@ pub struct OrderTradeEvent {
pub order: OrderUpdate,
}



#[derive(Debug, Serialize, Deserialize, Clone)]
#[serde(rename_all = "camelCase")]
pub struct Income {
Expand Down
8 changes: 5 additions & 3 deletions src/futures/websockets.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ use crate::config::Config;
use crate::model::{
AccountUpdateEvent, AggrTradesEvent, BookTickerEvent, ContinuousKlineEvent, DayTickerEvent,
DepthOrderBookEvent, IndexKlineEvent, IndexPriceEvent, KlineEvent, LiquidationEvent,
MarkPriceEvent, MiniTickerEvent, OrderBook, TradeEvent, UserDataStreamExpiredEvent,
MarkPriceEvent, MiniTickerEvent, OrderBook, UserDataStreamExpiredEvent,
};
use crate::futures::model;
use error_chain::bail;
Expand All @@ -16,6 +16,8 @@ use tungstenite::protocol::WebSocket;
use tungstenite::stream::MaybeTlsStream;
use tungstenite::handshake::client::Response;

use super::model::Trade;

#[allow(clippy::all)]
enum FuturesWebsocketAPI {
Default,
Expand Down Expand Up @@ -55,7 +57,7 @@ pub enum FuturesWebsocketEvent {
AccountUpdate(AccountUpdateEvent),
OrderTrade(model::OrderTradeEvent),
AggrTrades(AggrTradesEvent),
Trade(TradeEvent),
Trade(Trade),
OrderBook(OrderBook),
DayTicker(DayTickerEvent),
MiniTicker(MiniTickerEvent),
Expand Down Expand Up @@ -92,7 +94,7 @@ enum FuturesEvents {
IndexPriceEvent(IndexPriceEvent),
MarkPriceEvent(MarkPriceEvent),
VecMarkPriceEvent(Vec<MarkPriceEvent>),
TradeEvent(TradeEvent),
TradeEvent(Trade),
KlineEvent(KlineEvent),
ContinuousKlineEvent(ContinuousKlineEvent),
IndexKlineEvent(IndexKlineEvent),
Expand Down
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