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102 changes: 100 additions & 2 deletions src/ws/sub_structs.rs
Original file line number Diff line number Diff line change
Expand Up @@ -112,15 +112,15 @@ pub struct CandleData {
pub volume: String,
}

#[derive(Deserialize, Clone, Debug)]
#[derive(Deserialize, Clone, Debug, PartialEq, Eq)]
#[serde(rename_all = "camelCase")]
pub struct OrderUpdate {
pub order: BasicOrder,
pub status: String,
pub status_timestamp: u64,
}

#[derive(Deserialize, Clone, Debug)]
#[derive(Deserialize, Clone, Debug, PartialEq, Eq)]
#[serde(rename_all = "camelCase")]
pub struct BasicOrder {
pub coin: String,
Expand All @@ -129,7 +129,21 @@ pub struct BasicOrder {
pub sz: String,
pub oid: u64,
pub timestamp: u64,
#[serde(default)]
pub trigger_condition: String,
#[serde(default)]
pub is_trigger: bool,
#[serde(default)]
pub trigger_px: String,
#[serde(default)]
pub is_position_tpsl: bool,
#[serde(default)]
pub reduce_only: bool,
#[serde(default)]
pub order_type: String,
pub orig_sz: String,
#[serde(default)]
pub tif: Option<String>,
pub cloid: Option<String>,
}

Expand Down Expand Up @@ -351,3 +365,87 @@ pub struct BboData {
pub time: u64,
pub bbo: Vec<Option<BookLevel>>,
}

#[cfg(test)]
mod tests {
use super::*;

#[test]
fn deserializes_limit_order_update() {
let json = r#"{
"order": {
"coin": "BTC",
"side": "B",
"limitPx": "90000.0",
"sz": "0.001",
"oid": 123,
"timestamp": 1700000000000,
"origSz": "0.001",
"cloid": null,
"triggerCondition": "N/A",
"isTrigger": false,
"triggerPx": "0.0",
"isPositionTpsl": false,
"reduceOnly": false,
"orderType": "Limit",
"tif": "Gtc"
},
"status": "open",
"statusTimestamp": 1700000000000
}"#;

let update: OrderUpdate = serde_json::from_str(json).unwrap();
assert!(!update.order.is_trigger);
assert_eq!(update.order.trigger_condition, "N/A");
assert_eq!(update.order.trigger_px, "0.0");
assert_eq!(update.order.tif.as_deref(), Some("Gtc"));
assert!(!update.order.reduce_only);
assert_eq!(update.order.order_type, "Limit");
}

#[test]
fn deserializes_stop_market_order() {
let json = r#"{
"coin": "BTC",
"side": "A",
"limitPx": "101856.0",
"sz": "0.001",
"oid": 456,
"timestamp": 1700000000000,
"origSz": "0.001",
"triggerCondition": "Price below 101856.0",
"isTrigger": true,
"triggerPx": "101856.0",
"isPositionTpsl": false,
"reduceOnly": true,
"orderType": "Stop Market",
"tif": null
}"#;

let order: BasicOrder = serde_json::from_str(json).unwrap();
assert!(order.is_trigger);
assert_eq!(order.trigger_px, "101856.0");
assert!(order.trigger_condition.contains("Price below"));
assert!(order.reduce_only);
assert_eq!(order.order_type, "Stop Market");
assert_eq!(order.tif, None);
}

#[test]
fn deserializes_legacy_order_without_trigger_fields() {
let json = r#"{
"coin": "ETH",
"side": "B",
"limitPx": "3000.0",
"sz": "1.0",
"oid": 789,
"timestamp": 1700000000000,
"origSz": "1.0"
}"#;

let order: BasicOrder = serde_json::from_str(json).unwrap();
assert!(!order.is_trigger);
assert_eq!(order.trigger_px, "");
assert_eq!(order.tif, None);
}
}