Merge pull request #38 from 8shaws/trade_engin

chore: init orderbook

crates/common/src/types/order.rs

@@ -1,28 +1,28 @@
 use serde::{Deserialize, Serialize};
 
-#[derive(Serialize, Deserialize, Debug)]
+#[derive(Serialize, Deserialize, Debug, Copy, Clone)]
 #[serde(rename_all = "UPPERCASE")]
 pub enum OrderSide {
     SELL,
     BUY,
 }
 
-#[derive(Serialize, Deserialize, Debug)]
+#[derive(Serialize, Deserialize, Debug, Copy, Clone)]
 #[serde(rename_all = "UPPERCASE")]
 pub enum OrderType {
     MARKET,
     LIMIT,
 }
 
-#[derive(Serialize, Deserialize, Debug)]
+#[derive(Serialize, Deserialize, Debug, Copy, Clone)]
 #[serde(rename_all = "UPPERCASE")]
 pub enum TimeInForce {
     GTC,
     IOC,
     FOK,
 }
 
-#[derive(Serialize, Deserialize, Debug)]
+#[derive(Serialize, Deserialize, Debug, Copy, Clone)]
 #[serde(rename_all = "UPPERCASE")]
 pub enum OrderStatus {
     NEW,
@@ -66,9 +66,29 @@ pub struct OrderResponse {
     pub fills: Vec<Fill>,
 }
 
-#[derive(Debug, Serialize, Deserialize)]
+#[derive(Debug, Serialize, Deserialize, Clone)]
 pub struct Fill {
     pub price: f64,
     pub qty: f64,
     pub commission: f64,
+    pub client_order_id: String,
+    pub side: OrderSide,
+    pub filled: f64,
+}
+
+#[derive(Debug, Serialize, Deserialize, Clone)]
+pub struct Order {
+    pub symbol: String,
+    pub order_id: u64,
+    pub client_order_id: String,
+    pub transact_time: u64,
+    pub price: f64,
+    pub orig_qty: f64,
+    pub executed_ty: f64,
+    pub status: OrderStatus,
+    pub time_in_force: TimeInForce,
+    #[serde(rename = "type")]
+    pub type_: OrderType,
+    pub side: OrderSide,
+    pub fills: Vec<Fill>,
 }

crates/engine/src/main.rs

@@ -4,6 +4,7 @@ use tokio;
 use tokio::signal;
 
 mod process;
+mod trade;
 
 use common::redis::initialize_redis_pool;
 use process::handle_process;
@@ -17,7 +18,7 @@ async fn main() {
         .parse::<usize>()
         .expect("NO_WORKER_THREADS must be a positive integer");
 
-    let queues = vec!["user_email_verify"];
+    let queues = vec!["order"];
 
     let pool = Arc::new(initialize_redis_pool());
 

crates/engine/src/trade/engine.rs

@@ -0,0 +1,15 @@
+use super::orderbook::Orderbook;
+use std::collections::HashMap;
+
+pub struct Bs {
+    pub available: f64,
+    pub locked: f64,
+}
+
+type UserBalance = HashMap<String, Bs>;
+type Balances = HashMap<String, UserBalance>;
+
+pub struct Engine {
+    orderbook: Orderbook,
+    balances: Balances,
+}

crates/engine/src/trade/mod.rs

@@ -0,0 +1,2 @@
+pub mod engine;
+pub mod orderbook;

crates/engine/src/trade/orderbook.rs

@@ -0,0 +1,45 @@
+use common::types::order::Order;
+
+pub struct Orderbook {
+    pub bids: Vec<Order>,
+    pub asks: Vec<Order>,
+    pub base_asset: String,
+    pub quote_asset: String,
+    pub current_price: f64,
+    pub last_trade_id: String,
+}
+
+impl Orderbook {
+    pub fn new(
+        bids: &Vec<Order>,
+        asks: &Vec<Order>,
+        base_asset: &str,
+        quote_asset: &str,
+        current_price: f64,
+        last_trade_id: &str,
+    ) -> Orderbook {
+        Orderbook {
+            bids: bids.clone(),
+            asks: asks.clone(),
+            base_asset: base_asset.to_string(),
+            quote_asset: quote_asset.to_string(),
+            current_price,
+            last_trade_id: last_trade_id.to_string(),
+        }
+    }
+
+    pub fn ticker(&self) -> String {
+        format!("{}_{}", self.base_asset, self.quote_asset)
+    }
+
+    pub fn get_snapshot(&self) -> Orderbook {
+        Orderbook {
+            bids: self.bids.clone(),
+            asks: self.asks.clone(),
+            base_asset: self.base_asset.clone(),
+            quote_asset: self.quote_asset.clone(),
+            current_price: self.current_price,
+            last_trade_id: self.last_trade_id.clone(),
+        }
+    }
+}

crates/engine/src/types/mod.rs

@@ -0,0 +1 @@
+