nautilus_binance/spot/sbe/generated/
ticker_24_hf_ull_response_codec.rs1pub use decoder::Ticker24hFullResponseDecoder;
2pub use encoder::Ticker24hFullResponseEncoder;
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 = 206;
9
10pub mod encoder {
11 use message_header_codec::*;
12
13 use super::*;
14
15 #[derive(Debug, Default)]
16 pub struct Ticker24hFullResponseEncoder<'a> {
17 buf: WriteBuf<'a>,
18 initial_offset: usize,
19 offset: usize,
20 limit: usize,
21 }
22
23 impl<'a> Writer<'a> for Ticker24hFullResponseEncoder<'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 Ticker24hFullResponseEncoder<'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> Ticker24hFullResponseEncoder<'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 {
140 182
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 prev_close_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 last_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]
272 pub fn last_qty_at(&mut self, index: usize, value: u8) {
273 let offset = self.offset + 38;
274 let buf = self.get_buf_mut();
275 buf.put_u8_at(offset + index, value);
276 }
277
278 #[inline]
288 pub fn last_qty(&mut self, value: &[u8]) {
289 debug_assert_eq!(16, value.len());
290 let offset = self.offset + 38;
291 let buf = self.get_buf_mut();
292 buf.put_slice_at(offset, value);
293 }
294
295 #[inline]
305 pub fn last_qty_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
306 let offset = self.offset + 38;
307 let buf = self.get_buf_mut();
308 for (i, v) in iter.enumerate() {
309 buf.put_u8_at(offset + i, v);
310 }
311 }
312
313 #[inline]
323 pub fn last_qty_zero_padded(&mut self, value: &[u8]) {
324 let iter = value
325 .iter()
326 .copied()
327 .chain(std::iter::repeat(0_u8))
328 .take(16);
329 self.last_qty_from_iter(iter);
330 }
331
332 #[inline]
342 pub fn bid_price(&mut self, value: i64) {
343 let offset = self.offset + 54;
344 self.get_buf_mut().put_i64_at(offset, value);
345 }
346
347 #[inline]
357 pub fn bid_qty(&mut self, value: i64) {
358 let offset = self.offset + 62;
359 self.get_buf_mut().put_i64_at(offset, value);
360 }
361
362 #[inline]
372 pub fn ask_price(&mut self, value: i64) {
373 let offset = self.offset + 70;
374 self.get_buf_mut().put_i64_at(offset, value);
375 }
376
377 #[inline]
387 pub fn ask_qty(&mut self, value: i64) {
388 let offset = self.offset + 78;
389 self.get_buf_mut().put_i64_at(offset, value);
390 }
391
392 #[inline]
402 pub fn open_price(&mut self, value: i64) {
403 let offset = self.offset + 86;
404 self.get_buf_mut().put_i64_at(offset, value);
405 }
406
407 #[inline]
417 pub fn high_price(&mut self, value: i64) {
418 let offset = self.offset + 94;
419 self.get_buf_mut().put_i64_at(offset, value);
420 }
421
422 #[inline]
432 pub fn low_price(&mut self, value: i64) {
433 let offset = self.offset + 102;
434 self.get_buf_mut().put_i64_at(offset, value);
435 }
436
437 #[inline]
438 pub fn volume_at(&mut self, index: usize, value: u8) {
439 let offset = self.offset + 110;
440 let buf = self.get_buf_mut();
441 buf.put_u8_at(offset + index, value);
442 }
443
444 #[inline]
454 pub fn volume(&mut self, value: &[u8]) {
455 debug_assert_eq!(16, value.len());
456 let offset = self.offset + 110;
457 let buf = self.get_buf_mut();
458 buf.put_slice_at(offset, value);
459 }
460
461 #[inline]
471 pub fn volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
472 let offset = self.offset + 110;
473 let buf = self.get_buf_mut();
474 for (i, v) in iter.enumerate() {
475 buf.put_u8_at(offset + i, v);
476 }
477 }
478
479 #[inline]
489 pub fn volume_zero_padded(&mut self, value: &[u8]) {
490 let iter = value
491 .iter()
492 .copied()
493 .chain(std::iter::repeat(0_u8))
494 .take(16);
495 self.volume_from_iter(iter);
496 }
497
498 #[inline]
499 pub fn quote_volume_at(&mut self, index: usize, value: u8) {
500 let offset = self.offset + 126;
501 let buf = self.get_buf_mut();
502 buf.put_u8_at(offset + index, value);
503 }
504
505 #[inline]
515 pub fn quote_volume(&mut self, value: &[u8]) {
516 debug_assert_eq!(16, value.len());
517 let offset = self.offset + 126;
518 let buf = self.get_buf_mut();
519 buf.put_slice_at(offset, value);
520 }
521
522 #[inline]
532 pub fn quote_volume_from_iter(&mut self, iter: impl Iterator<Item = u8>) {
533 let offset = self.offset + 126;
534 let buf = self.get_buf_mut();
535 for (i, v) in iter.enumerate() {
536 buf.put_u8_at(offset + i, v);
537 }
538 }
539
540 #[inline]
550 pub fn quote_volume_zero_padded(&mut self, value: &[u8]) {
551 let iter = value
552 .iter()
553 .copied()
554 .chain(std::iter::repeat(0_u8))
555 .take(16);
556 self.quote_volume_from_iter(iter);
557 }
558
559 #[inline]
569 pub fn open_time(&mut self, value: i64) {
570 let offset = self.offset + 142;
571 self.get_buf_mut().put_i64_at(offset, value);
572 }
573
574 #[inline]
584 pub fn close_time(&mut self, value: i64) {
585 let offset = self.offset + 150;
586 self.get_buf_mut().put_i64_at(offset, value);
587 }
588
589 #[inline]
599 pub fn first_id(&mut self, value: i64) {
600 let offset = self.offset + 158;
601 self.get_buf_mut().put_i64_at(offset, value);
602 }
603
604 #[inline]
614 pub fn last_id(&mut self, value: i64) {
615 let offset = self.offset + 166;
616 self.get_buf_mut().put_i64_at(offset, value);
617 }
618
619 #[inline]
629 pub fn num_trades(&mut self, value: i64) {
630 let offset = self.offset + 174;
631 self.get_buf_mut().put_i64_at(offset, value);
632 }
633
634 #[inline]
636 pub fn symbol(&mut self, value: &str) {
637 let limit = self.get_limit();
638 let data_length = value.len();
639 self.set_limit(limit + 1 + data_length);
640 self.get_buf_mut().put_u8_at(limit, data_length as u8);
641 self.get_buf_mut().put_slice_at(limit + 1, value.as_bytes());
642 }
643 }
644} pub mod decoder {
647 use message_header_codec::*;
648
649 use super::*;
650
651 #[derive(Clone, Copy, Debug, Default)]
652 pub struct Ticker24hFullResponseDecoder<'a> {
653 buf: ReadBuf<'a>,
654 initial_offset: usize,
655 offset: usize,
656 limit: usize,
657 pub acting_block_length: u16,
658 pub acting_version: u16,
659 }
660
661 impl ActingVersion for Ticker24hFullResponseDecoder<'_> {
662 #[inline]
663 fn acting_version(&self) -> u16 {
664 self.acting_version
665 }
666 }
667
668 impl<'a> Reader<'a> for Ticker24hFullResponseDecoder<'a> {
669 #[inline]
670 fn get_buf(&self) -> &ReadBuf<'a> {
671 &self.buf
672 }
673 }
674
675 impl<'a> Decoder<'a> for Ticker24hFullResponseDecoder<'a> {
676 #[inline]
677 fn get_limit(&self) -> usize {
678 self.limit
679 }
680
681 #[inline]
682 fn set_limit(&mut self, limit: usize) {
683 self.limit = limit;
684 }
685 }
686
687 impl<'a> Ticker24hFullResponseDecoder<'a> {
688 pub fn wrap(
689 mut self,
690 buf: ReadBuf<'a>,
691 offset: usize,
692 acting_block_length: u16,
693 acting_version: u16,
694 ) -> Self {
695 let limit = offset + acting_block_length as usize;
696 self.buf = buf;
697 self.initial_offset = offset;
698 self.offset = offset;
699 self.limit = limit;
700 self.acting_block_length = acting_block_length;
701 self.acting_version = acting_version;
702 self
703 }
704
705 #[inline]
706 pub fn encoded_length(&self) -> usize {
707 self.limit - self.offset
708 }
709
710 pub fn header(self, mut header: MessageHeaderDecoder<ReadBuf<'a>>, offset: usize) -> Self {
711 debug_assert_eq!(SBE_TEMPLATE_ID, header.template_id());
712 let acting_block_length = header.block_length();
713 let acting_version = header.version();
714
715 self.wrap(
716 header.parent().unwrap(),
717 offset + message_header_codec::ENCODED_LENGTH,
718 acting_block_length,
719 acting_version,
720 )
721 }
722
723 #[inline]
725 pub fn tickers_decoder(self) -> TickersDecoder<Self> {
726 TickersDecoder::default().wrap(self)
727 }
728 }
729
730 #[derive(Debug, Default)]
731 pub struct TickersDecoder<P> {
732 parent: Option<P>,
733 block_length: u16,
734 count: u32,
735 index: usize,
736 offset: usize,
737 }
738
739 impl<'a, P> ActingVersion for TickersDecoder<P>
740 where
741 P: Reader<'a> + ActingVersion + Default,
742 {
743 #[inline]
744 fn acting_version(&self) -> u16 {
745 self.parent.as_ref().unwrap().acting_version()
746 }
747 }
748
749 impl<'a, P> Reader<'a> for TickersDecoder<P>
750 where
751 P: Reader<'a> + Default,
752 {
753 #[inline]
754 fn get_buf(&self) -> &ReadBuf<'a> {
755 self.parent.as_ref().expect("parent missing").get_buf()
756 }
757 }
758
759 impl<'a, P> Decoder<'a> for TickersDecoder<P>
760 where
761 P: Decoder<'a> + ActingVersion + Default,
762 {
763 #[inline]
764 fn get_limit(&self) -> usize {
765 self.parent.as_ref().expect("parent missing").get_limit()
766 }
767
768 #[inline]
769 fn set_limit(&mut self, limit: usize) {
770 self.parent
771 .as_mut()
772 .expect("parent missing")
773 .set_limit(limit);
774 }
775 }
776
777 impl<'a, P> TickersDecoder<P>
778 where
779 P: Decoder<'a> + ActingVersion + Default,
780 {
781 pub fn wrap(mut self, mut parent: P) -> Self {
782 let initial_offset = parent.get_limit();
783 let block_length = parent.get_buf().get_u16_at(initial_offset);
784 let count = parent.get_buf().get_u32_at(initial_offset + 2);
785 parent.set_limit(initial_offset + 6);
786 self.parent = Some(parent);
787 self.block_length = block_length;
788 self.count = count;
789 self.index = usize::MAX;
790 self.offset = 0;
791 self
792 }
793
794 #[inline]
796 pub fn parent(&mut self) -> SbeResult<P> {
797 self.parent.take().ok_or(SbeErr::ParentNotSet)
798 }
799
800 #[inline]
801 pub fn acting_version(&mut self) -> u16 {
802 self.parent.as_ref().unwrap().acting_version()
803 }
804
805 #[inline]
806 pub fn count(&self) -> u32 {
807 self.count
808 }
809
810 pub fn advance(&mut self) -> SbeResult<Option<usize>> {
812 let index = self.index.wrapping_add(1);
813 if index >= self.count as usize {
814 return Ok(None);
815 }
816
817 if let Some(parent) = self.parent.as_mut() {
818 self.offset = parent.get_limit();
819 parent.set_limit(self.offset + self.block_length as usize);
820 self.index = index;
821 Ok(Some(index))
822 } else {
823 Err(SbeErr::ParentNotSet)
824 }
825 }
826
827 #[inline]
829 pub fn price_exponent(&self) -> i8 {
830 self.get_buf().get_i8_at(self.offset)
831 }
832
833 #[inline]
835 pub fn qty_exponent(&self) -> i8 {
836 self.get_buf().get_i8_at(self.offset + 1)
837 }
838
839 #[inline]
841 pub fn price_change(&self) -> Option<i64> {
842 let value = self.get_buf().get_i64_at(self.offset + 2);
843 if value == -9223372036854775808_i64 {
844 None
845 } else {
846 Some(value)
847 }
848 }
849
850 #[inline]
852 pub fn price_change_percent(&self) -> Option<f32> {
853 let value = self.get_buf().get_f32_at(self.offset + 10);
854 if value.is_nan() { None } else { Some(value) }
855 }
856
857 #[inline]
859 pub fn weighted_avg_price(&self) -> Option<i64> {
860 let value = self.get_buf().get_i64_at(self.offset + 14);
861 if value == -9223372036854775808_i64 {
862 None
863 } else {
864 Some(value)
865 }
866 }
867
868 #[inline]
870 pub fn prev_close_price(&self) -> Option<i64> {
871 let value = self.get_buf().get_i64_at(self.offset + 22);
872 if value == -9223372036854775808_i64 {
873 None
874 } else {
875 Some(value)
876 }
877 }
878
879 #[inline]
881 pub fn last_price(&self) -> Option<i64> {
882 let value = self.get_buf().get_i64_at(self.offset + 30);
883 if value == -9223372036854775808_i64 {
884 None
885 } else {
886 Some(value)
887 }
888 }
889
890 #[inline]
891 pub fn last_qty(&self) -> [u8; 16] {
892 let buf = self.get_buf();
893 ReadBuf::get_bytes_at(buf.data, self.offset + 38)
894 }
895
896 #[inline]
898 pub fn bid_price(&self) -> Option<i64> {
899 let value = self.get_buf().get_i64_at(self.offset + 54);
900 if value == -9223372036854775808_i64 {
901 None
902 } else {
903 Some(value)
904 }
905 }
906
907 #[inline]
909 pub fn bid_qty(&self) -> i64 {
910 self.get_buf().get_i64_at(self.offset + 62)
911 }
912
913 #[inline]
915 pub fn ask_price(&self) -> Option<i64> {
916 let value = self.get_buf().get_i64_at(self.offset + 70);
917 if value == -9223372036854775808_i64 {
918 None
919 } else {
920 Some(value)
921 }
922 }
923
924 #[inline]
926 pub fn ask_qty(&self) -> i64 {
927 self.get_buf().get_i64_at(self.offset + 78)
928 }
929
930 #[inline]
932 pub fn open_price(&self) -> Option<i64> {
933 let value = self.get_buf().get_i64_at(self.offset + 86);
934 if value == -9223372036854775808_i64 {
935 None
936 } else {
937 Some(value)
938 }
939 }
940
941 #[inline]
943 pub fn high_price(&self) -> Option<i64> {
944 let value = self.get_buf().get_i64_at(self.offset + 94);
945 if value == -9223372036854775808_i64 {
946 None
947 } else {
948 Some(value)
949 }
950 }
951
952 #[inline]
954 pub fn low_price(&self) -> Option<i64> {
955 let value = self.get_buf().get_i64_at(self.offset + 102);
956 if value == -9223372036854775808_i64 {
957 None
958 } else {
959 Some(value)
960 }
961 }
962
963 #[inline]
964 pub fn volume(&self) -> [u8; 16] {
965 let buf = self.get_buf();
966 ReadBuf::get_bytes_at(buf.data, self.offset + 110)
967 }
968
969 #[inline]
970 pub fn quote_volume(&self) -> [u8; 16] {
971 let buf = self.get_buf();
972 ReadBuf::get_bytes_at(buf.data, self.offset + 126)
973 }
974
975 #[inline]
977 pub fn open_time(&self) -> i64 {
978 self.get_buf().get_i64_at(self.offset + 142)
979 }
980
981 #[inline]
983 pub fn close_time(&self) -> i64 {
984 self.get_buf().get_i64_at(self.offset + 150)
985 }
986
987 #[inline]
989 pub fn first_id(&self) -> Option<i64> {
990 let value = self.get_buf().get_i64_at(self.offset + 158);
991 if value == -9223372036854775808_i64 {
992 None
993 } else {
994 Some(value)
995 }
996 }
997
998 #[inline]
1000 pub fn last_id(&self) -> Option<i64> {
1001 let value = self.get_buf().get_i64_at(self.offset + 166);
1002 if value == -9223372036854775808_i64 {
1003 None
1004 } else {
1005 Some(value)
1006 }
1007 }
1008
1009 #[inline]
1011 pub fn num_trades(&self) -> i64 {
1012 self.get_buf().get_i64_at(self.offset + 174)
1013 }
1014
1015 #[inline]
1017 pub fn symbol_decoder(&mut self) -> (usize, usize) {
1018 let offset = self.parent.as_ref().expect("parent missing").get_limit();
1019 let data_length = self.get_buf().get_u8_at(offset) as usize;
1020 self.parent
1021 .as_mut()
1022 .unwrap()
1023 .set_limit(offset + 1 + data_length);
1024 (offset + 1, data_length)
1025 }
1026
1027 #[inline]
1028 pub fn symbol_slice(&'a self, coordinates: (usize, usize)) -> &'a [u8] {
1029 debug_assert!(self.get_limit() >= coordinates.0 + coordinates.1);
1030 self.get_buf().get_slice_at(coordinates.0, coordinates.1)
1031 }
1032 }
1033}