nautilus_binance/spot/sbe/generated/
ticker_full_response_codec.rs1pub use decoder::TickerFullResponseDecoder;
2pub use encoder::TickerFullResponseEncoder;
3
4use super::*;
5pub use super::{SBE_SCHEMA_ID, SBE_SCHEMA_VERSION, SBE_SEMANTIC_VERSION};
6
7pub const SBE_BLOCK_LENGTH: u16 = 0;
8pub const SBE_TEMPLATE_ID: u16 = 214;
9
10pub mod encoder {
11 use message_header_codec::*;
12
13 use super::*;
14
15 #[derive(Debug, Default)]
16 pub struct TickerFullResponseEncoder<'a> {
17 buf: WriteBuf<'a>,
18 initial_offset: usize,
19 offset: usize,
20 limit: usize,
21 }
22
23 impl<'a> Writer<'a> for TickerFullResponseEncoder<'a> {
24 #[inline]
25 fn get_buf_mut(&mut self) -> &mut WriteBuf<'a> {
26 &mut self.buf
27 }
28 }
29
30 impl<'a> Encoder<'a> for TickerFullResponseEncoder<'a> {
31 #[inline]
32 fn get_limit(&self) -> usize {
33 self.limit
34 }
35
36 #[inline]
37 fn set_limit(&mut self, limit: usize) {
38 self.limit = limit;
39 }
40 }
41
42 impl<'a> TickerFullResponseEncoder<'a> {
43 pub fn wrap(mut self, buf: WriteBuf<'a>, offset: usize) -> Self {
44 let limit = offset + SBE_BLOCK_LENGTH as usize;
45 self.buf = buf;
46 self.initial_offset = offset;
47 self.offset = offset;
48 self.limit = limit;
49 self
50 }
51
52 #[inline]
53 pub fn encoded_length(&self) -> usize {
54 self.limit - self.offset
55 }
56
57 pub fn header(self, offset: usize) -> MessageHeaderEncoder<Self> {
58 let mut header = MessageHeaderEncoder::default().wrap(self, offset);
59 header.block_length(SBE_BLOCK_LENGTH);
60 header.template_id(SBE_TEMPLATE_ID);
61 header.schema_id(SBE_SCHEMA_ID);
62 header.version(SBE_SCHEMA_VERSION);
63 header
64 }
65
66 #[inline]
68 pub fn tickers_encoder(
69 self,
70 count: u32,
71 tickers_encoder: TickersEncoder<Self>,
72 ) -> TickersEncoder<Self> {
73 tickers_encoder.wrap(self, count)
74 }
75 }
76
77 #[derive(Debug, Default)]
78 pub struct TickersEncoder<P> {
79 parent: Option<P>,
80 count: u32,
81 index: usize,
82 offset: usize,
83 initial_limit: usize,
84 }
85
86 impl<'a, P> Writer<'a> for TickersEncoder<P>
87 where
88 P: Writer<'a> + Default,
89 {
90 #[inline]
91 fn get_buf_mut(&mut self) -> &mut WriteBuf<'a> {
92 if let Some(parent) = self.parent.as_mut() {
93 parent.get_buf_mut()
94 } else {
95 panic!("parent was None")
96 }
97 }
98 }
99
100 impl<'a, P> Encoder<'a> for TickersEncoder<P>
101 where
102 P: Encoder<'a> + Default,
103 {
104 #[inline]
105 fn get_limit(&self) -> usize {
106 self.parent.as_ref().expect("parent missing").get_limit()
107 }
108
109 #[inline]
110 fn set_limit(&mut self, limit: usize) {
111 self.parent
112 .as_mut()
113 .expect("parent missing")
114 .set_limit(limit);
115 }
116 }
117
118 impl<'a, P> TickersEncoder<P>
119 where
120 P: Encoder<'a> + Default,
121 {
122 #[inline]
123 pub fn wrap(mut self, mut parent: P, count: u32) -> Self {
124 let initial_limit = parent.get_limit();
125 parent.set_limit(initial_limit + 6);
126 parent
127 .get_buf_mut()
128 .put_u16_at(initial_limit, Self::block_length());
129 parent.get_buf_mut().put_u32_at(initial_limit + 2, count);
130 self.parent = Some(parent);
131 self.count = count;
132 self.index = usize::MAX;
133 self.offset = usize::MAX;
134 self.initial_limit = initial_limit;
135 self
136 }
137
138 #[inline]
139 pub fn block_length() -> u16 {
140 126
141 }
142
143 #[inline]
144 pub fn parent(&mut self) -> SbeResult<P> {
145 self.parent.take().ok_or(SbeErr::ParentNotSet)
146 }
147
148 #[inline]
150 pub fn advance(&mut self) -> SbeResult<Option<usize>> {
151 let index = self.index.wrapping_add(1);
152 if index >= self.count as usize {
153 return Ok(None);
154 }
155
156 if let Some(parent) = self.parent.as_mut() {
157 self.offset = parent.get_limit();
158 parent.set_limit(self.offset + Self::block_length() as usize);
159 self.index = index;
160 Ok(Some(index))
161 } else {
162 Err(SbeErr::ParentNotSet)
163 }
164 }
165
166 #[inline]
176 pub fn price_exponent(&mut self, value: i8) {
177 let offset = self.offset;
178 self.get_buf_mut().put_i8_at(offset, value);
179 }
180
181 #[inline]
191 pub fn qty_exponent(&mut self, value: i8) {
192 let offset = self.offset + 1;
193 self.get_buf_mut().put_i8_at(offset, value);
194 }
195
196 #[inline]
206 pub fn price_change(&mut self, value: i64) {
207 let offset = self.offset + 2;
208 self.get_buf_mut().put_i64_at(offset, value);
209 }
210
211 #[inline]
221 pub fn price_change_percent(&mut self, value: f32) {
222 let offset = self.offset + 10;
223 self.get_buf_mut().put_f32_at(offset, value);
224 }
225
226 #[inline]
236 pub fn weighted_avg_price(&mut self, value: i64) {
237 let offset = self.offset + 14;
238 self.get_buf_mut().put_i64_at(offset, value);
239 }
240
241 #[inline]
251 pub fn open_price(&mut self, value: i64) {
252 let offset = self.offset + 22;
253 self.get_buf_mut().put_i64_at(offset, value);
254 }
255
256 #[inline]
266 pub fn high_price(&mut self, value: i64) {
267 let offset = self.offset + 30;
268 self.get_buf_mut().put_i64_at(offset, value);
269 }
270
271 #[inline]
281 pub fn low_price(&mut self, value: i64) {
282 let offset = self.offset + 38;
283 self.get_buf_mut().put_i64_at(offset, value);
284 }
285
286 #[inline]
296 pub fn last_price(&mut self, value: i64) {
297 let offset = self.offset + 46;
298 self.get_buf_mut().put_i64_at(offset, value);
299 }
300
301 #[inline]
302 pub fn volume_at(&mut self, index: usize, value: u8) {
303 let offset = self.offset + 54;
304 let buf = self.get_buf_mut();
305 buf.put_u8_at(offset + index, value);
306 }
307
308 #[inline]
318 pub fn volume(&mut self, value: &[u8]) {
319 debug_assert_eq!(16, value.len());
320 let offset = self.offset + 54;
321 let buf = self.get_buf_mut();
322 buf.put_slice_at(offset, value);
323 }
324
325 #[inline]
335 pub fn volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
336 let offset = self.offset + 54;
337 let buf = self.get_buf_mut();
338 for (i, v) in iter.enumerate() {
339 buf.put_u8_at(offset + i, v);
340 }
341 }
342
343 #[inline]
353 pub fn volume_zero_padded(&mut self, value: &[u8]) {
354 let iter = value
355 .iter()
356 .copied()
357 .chain(std::iter::repeat(0_u8))
358 .take(16);
359 self.volume_from_iter(iter);
360 }
361
362 #[inline]
363 pub fn quote_volume_at(&mut self, index: usize, value: u8) {
364 let offset = self.offset + 70;
365 let buf = self.get_buf_mut();
366 buf.put_u8_at(offset + index, value);
367 }
368
369 #[inline]
379 pub fn quote_volume(&mut self, value: &[u8]) {
380 debug_assert_eq!(16, value.len());
381 let offset = self.offset + 70;
382 let buf = self.get_buf_mut();
383 buf.put_slice_at(offset, value);
384 }
385
386 #[inline]
396 pub fn quote_volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
397 let offset = self.offset + 70;
398 let buf = self.get_buf_mut();
399 for (i, v) in iter.enumerate() {
400 buf.put_u8_at(offset + i, v);
401 }
402 }
403
404 #[inline]
414 pub fn quote_volume_zero_padded(&mut self, value: &[u8]) {
415 let iter = value
416 .iter()
417 .copied()
418 .chain(std::iter::repeat(0_u8))
419 .take(16);
420 self.quote_volume_from_iter(iter);
421 }
422
423 #[inline]
433 pub fn open_time(&mut self, value: i64) {
434 let offset = self.offset + 86;
435 self.get_buf_mut().put_i64_at(offset, value);
436 }
437
438 #[inline]
448 pub fn close_time(&mut self, value: i64) {
449 let offset = self.offset + 94;
450 self.get_buf_mut().put_i64_at(offset, value);
451 }
452
453 #[inline]
463 pub fn first_id(&mut self, value: i64) {
464 let offset = self.offset + 102;
465 self.get_buf_mut().put_i64_at(offset, value);
466 }
467
468 #[inline]
478 pub fn last_id(&mut self, value: i64) {
479 let offset = self.offset + 110;
480 self.get_buf_mut().put_i64_at(offset, value);
481 }
482
483 #[inline]
493 pub fn num_trades(&mut self, value: i64) {
494 let offset = self.offset + 118;
495 self.get_buf_mut().put_i64_at(offset, value);
496 }
497
498 #[inline]
500 pub fn symbol(&mut self, value: &str) {
501 let limit = self.get_limit();
502 let data_length = value.len();
503 self.set_limit(limit + 1 + data_length);
504 self.get_buf_mut().put_u8_at(limit, data_length as u8);
505 self.get_buf_mut().put_slice_at(limit + 1, value.as_bytes());
506 }
507 }
508} pub mod decoder {
511 use message_header_codec::*;
512
513 use super::*;
514
515 #[derive(Clone, Copy, Debug, Default)]
516 pub struct TickerFullResponseDecoder<'a> {
517 buf: ReadBuf<'a>,
518 initial_offset: usize,
519 offset: usize,
520 limit: usize,
521 pub acting_block_length: u16,
522 pub acting_version: u16,
523 }
524
525 impl ActingVersion for TickerFullResponseDecoder<'_> {
526 #[inline]
527 fn acting_version(&self) -> u16 {
528 self.acting_version
529 }
530 }
531
532 impl<'a> Reader<'a> for TickerFullResponseDecoder<'a> {
533 #[inline]
534 fn get_buf(&self) -> &ReadBuf<'a> {
535 &self.buf
536 }
537 }
538
539 impl<'a> Decoder<'a> for TickerFullResponseDecoder<'a> {
540 #[inline]
541 fn get_limit(&self) -> usize {
542 self.limit
543 }
544
545 #[inline]
546 fn set_limit(&mut self, limit: usize) {
547 self.limit = limit;
548 }
549 }
550
551 impl<'a> TickerFullResponseDecoder<'a> {
552 pub fn wrap(
553 mut self,
554 buf: ReadBuf<'a>,
555 offset: usize,
556 acting_block_length: u16,
557 acting_version: u16,
558 ) -> Self {
559 let limit = offset + acting_block_length as usize;
560 self.buf = buf;
561 self.initial_offset = offset;
562 self.offset = offset;
563 self.limit = limit;
564 self.acting_block_length = acting_block_length;
565 self.acting_version = acting_version;
566 self
567 }
568
569 #[inline]
570 pub fn encoded_length(&self) -> usize {
571 self.limit - self.offset
572 }
573
574 pub fn header(self, mut header: MessageHeaderDecoder<ReadBuf<'a>>, offset: usize) -> Self {
575 debug_assert_eq!(SBE_TEMPLATE_ID, header.template_id());
576 let acting_block_length = header.block_length();
577 let acting_version = header.version();
578
579 self.wrap(
580 header.parent().unwrap(),
581 offset + message_header_codec::ENCODED_LENGTH,
582 acting_block_length,
583 acting_version,
584 )
585 }
586
587 #[inline]
589 pub fn tickers_decoder(self) -> TickersDecoder<Self> {
590 TickersDecoder::default().wrap(self)
591 }
592 }
593
594 #[derive(Debug, Default)]
595 pub struct TickersDecoder<P> {
596 parent: Option<P>,
597 block_length: u16,
598 count: u32,
599 index: usize,
600 offset: usize,
601 }
602
603 impl<'a, P> ActingVersion for TickersDecoder<P>
604 where
605 P: Reader<'a> + ActingVersion + Default,
606 {
607 #[inline]
608 fn acting_version(&self) -> u16 {
609 self.parent.as_ref().unwrap().acting_version()
610 }
611 }
612
613 impl<'a, P> Reader<'a> for TickersDecoder<P>
614 where
615 P: Reader<'a> + Default,
616 {
617 #[inline]
618 fn get_buf(&self) -> &ReadBuf<'a> {
619 self.parent.as_ref().expect("parent missing").get_buf()
620 }
621 }
622
623 impl<'a, P> Decoder<'a> for TickersDecoder<P>
624 where
625 P: Decoder<'a> + ActingVersion + Default,
626 {
627 #[inline]
628 fn get_limit(&self) -> usize {
629 self.parent.as_ref().expect("parent missing").get_limit()
630 }
631
632 #[inline]
633 fn set_limit(&mut self, limit: usize) {
634 self.parent
635 .as_mut()
636 .expect("parent missing")
637 .set_limit(limit);
638 }
639 }
640
641 impl<'a, P> TickersDecoder<P>
642 where
643 P: Decoder<'a> + ActingVersion + Default,
644 {
645 pub fn wrap(mut self, mut parent: P) -> Self {
646 let initial_offset = parent.get_limit();
647 let block_length = parent.get_buf().get_u16_at(initial_offset);
648 let count = parent.get_buf().get_u32_at(initial_offset + 2);
649 parent.set_limit(initial_offset + 6);
650 self.parent = Some(parent);
651 self.block_length = block_length;
652 self.count = count;
653 self.index = usize::MAX;
654 self.offset = 0;
655 self
656 }
657
658 #[inline]
660 pub fn parent(&mut self) -> SbeResult<P> {
661 self.parent.take().ok_or(SbeErr::ParentNotSet)
662 }
663
664 #[inline]
665 pub fn acting_version(&mut self) -> u16 {
666 self.parent.as_ref().unwrap().acting_version()
667 }
668
669 #[inline]
670 pub fn count(&self) -> u32 {
671 self.count
672 }
673
674 pub fn advance(&mut self) -> SbeResult<Option<usize>> {
676 let index = self.index.wrapping_add(1);
677 if index >= self.count as usize {
678 return Ok(None);
679 }
680
681 if let Some(parent) = self.parent.as_mut() {
682 self.offset = parent.get_limit();
683 parent.set_limit(self.offset + self.block_length as usize);
684 self.index = index;
685 Ok(Some(index))
686 } else {
687 Err(SbeErr::ParentNotSet)
688 }
689 }
690
691 #[inline]
693 pub fn price_exponent(&self) -> i8 {
694 self.get_buf().get_i8_at(self.offset)
695 }
696
697 #[inline]
699 pub fn qty_exponent(&self) -> i8 {
700 self.get_buf().get_i8_at(self.offset + 1)
701 }
702
703 #[inline]
705 pub fn price_change(&self) -> Option<i64> {
706 let value = self.get_buf().get_i64_at(self.offset + 2);
707 if value == -9223372036854775808_i64 {
708 None
709 } else {
710 Some(value)
711 }
712 }
713
714 #[inline]
716 pub fn price_change_percent(&self) -> Option<f32> {
717 let value = self.get_buf().get_f32_at(self.offset + 10);
718 if value.is_nan() { None } else { Some(value) }
719 }
720
721 #[inline]
723 pub fn weighted_avg_price(&self) -> Option<i64> {
724 let value = self.get_buf().get_i64_at(self.offset + 14);
725 if value == -9223372036854775808_i64 {
726 None
727 } else {
728 Some(value)
729 }
730 }
731
732 #[inline]
734 pub fn open_price(&self) -> Option<i64> {
735 let value = self.get_buf().get_i64_at(self.offset + 22);
736 if value == -9223372036854775808_i64 {
737 None
738 } else {
739 Some(value)
740 }
741 }
742
743 #[inline]
745 pub fn high_price(&self) -> Option<i64> {
746 let value = self.get_buf().get_i64_at(self.offset + 30);
747 if value == -9223372036854775808_i64 {
748 None
749 } else {
750 Some(value)
751 }
752 }
753
754 #[inline]
756 pub fn low_price(&self) -> Option<i64> {
757 let value = self.get_buf().get_i64_at(self.offset + 38);
758 if value == -9223372036854775808_i64 {
759 None
760 } else {
761 Some(value)
762 }
763 }
764
765 #[inline]
767 pub fn last_price(&self) -> Option<i64> {
768 let value = self.get_buf().get_i64_at(self.offset + 46);
769 if value == -9223372036854775808_i64 {
770 None
771 } else {
772 Some(value)
773 }
774 }
775
776 #[inline]
777 pub fn volume(&self) -> [u8; 16] {
778 let buf = self.get_buf();
779 ReadBuf::get_bytes_at(buf.data, self.offset + 54)
780 }
781
782 #[inline]
783 pub fn quote_volume(&self) -> [u8; 16] {
784 let buf = self.get_buf();
785 ReadBuf::get_bytes_at(buf.data, self.offset + 70)
786 }
787
788 #[inline]
790 pub fn open_time(&self) -> i64 {
791 self.get_buf().get_i64_at(self.offset + 86)
792 }
793
794 #[inline]
796 pub fn close_time(&self) -> i64 {
797 self.get_buf().get_i64_at(self.offset + 94)
798 }
799
800 #[inline]
802 pub fn first_id(&self) -> Option<i64> {
803 let value = self.get_buf().get_i64_at(self.offset + 102);
804 if value == -9223372036854775808_i64 {
805 None
806 } else {
807 Some(value)
808 }
809 }
810
811 #[inline]
813 pub fn last_id(&self) -> Option<i64> {
814 let value = self.get_buf().get_i64_at(self.offset + 110);
815 if value == -9223372036854775808_i64 {
816 None
817 } else {
818 Some(value)
819 }
820 }
821
822 #[inline]
824 pub fn num_trades(&self) -> i64 {
825 self.get_buf().get_i64_at(self.offset + 118)
826 }
827
828 #[inline]
830 pub fn symbol_decoder(&mut self) -> (usize, usize) {
831 let offset = self.parent.as_ref().expect("parent missing").get_limit();
832 let data_length = self.get_buf().get_u8_at(offset) as usize;
833 self.parent
834 .as_mut()
835 .unwrap()
836 .set_limit(offset + 1 + data_length);
837 (offset + 1, data_length)
838 }
839
840 #[inline]
841 pub fn symbol_slice(&'a self, coordinates: (usize, usize)) -> &'a [u8] {
842 debug_assert!(self.get_limit() >= coordinates.0 + coordinates.1);
843 self.get_buf().get_slice_at(coordinates.0, coordinates.1)
844 }
845 }
846}