rusty_feeder/exchange/coinbase/data/
trade.rs

1use rust_decimal::Decimal;
2use serde::{Deserialize, Serialize};
3use smartstring::alias::String;
4
5/// Coinbase WebSocket match/trade message
6#[derive(Debug, Clone, Serialize, Deserialize)]
7pub struct TradeMessage {
8    /// Message type (always "match" or "last_match")
9    #[serde(rename = "type")]
10    pub message_type: String,
11    /// Unique trade identifier
12    pub trade_id: u64,
13    /// Order ID of the maker
14    pub maker_order_id: String,
15    /// Order ID of the taker
16    pub taker_order_id: String,
17    /// Side of the trade ("buy" or "sell")
18    pub side: String,
19    /// Quantity of the trade
20    pub size: Decimal,
21    /// Price of the trade
22    pub price: Decimal,
23    /// Trading pair identifier
24    pub product_id: String,
25    /// Sequence number for ordering
26    pub sequence: u64,
27    /// Trade timestamp in ISO 8601 format
28    pub time: String,
29}
30
31/// Coinbase WebSocket ticker message
32#[derive(Debug, Clone, Serialize, Deserialize)]
33pub struct TickerMessage {
34    /// Message type (always "ticker")
35    #[serde(rename = "type")]
36    pub message_type: String,
37    /// Sequence number for ordering
38    pub sequence: u64,
39    /// Trading pair identifier
40    pub product_id: String,
41    /// Current price
42    pub price: Decimal,
43    /// Opening price 24 hours ago
44    pub open_24h: Decimal,
45    /// Trading volume in the last 24 hours
46    pub volume_24h: Decimal,
47    /// Lowest price in the last 24 hours
48    pub low_24h: Decimal,
49    /// Highest price in the last 24 hours
50    pub high_24h: Decimal,
51    /// Trading volume in the last 30 days
52    pub volume_30d: Decimal,
53    /// Best bid price
54    pub best_bid: Decimal,
55    /// Best ask price
56    pub best_ask: Decimal,
57    /// Side of the last trade
58    pub side: String,
59    /// Timestamp in ISO 8601 format
60    pub time: String,
61    /// ID of the last trade
62    pub trade_id: u64,
63    /// Size of the last trade
64    pub last_size: Decimal,
65}
66
67/// Coinbase WebSocket heartbeat message
68#[derive(Debug, Clone, Serialize, Deserialize)]
69pub struct HeartbeatMessage {
70    /// Message type (always "heartbeat")
71    #[serde(rename = "type")]
72    pub message_type: String,
73    /// Sequence number for ordering
74    pub sequence: u64,
75    /// ID of the last trade
76    pub last_trade_id: u64,
77    /// Trading pair identifier
78    pub product_id: String,
79    /// Timestamp in ISO 8601 format
80    pub time: String,
81}
82
83/// Coinbase WebSocket status message
84#[derive(Debug, Clone, Serialize, Deserialize)]
85pub struct StatusMessage {
86    /// Message type (always "status")
87    #[serde(rename = "type")]
88    pub message_type: String,
89    /// List of product statuses
90    pub products: Vec<ProductStatus>,
91    /// List of currency statuses
92    pub currencies: Vec<CurrencyStatus>,
93}
94
95/// Product status information
96#[derive(Debug, Clone, Serialize, Deserialize)]
97pub struct ProductStatus {
98    /// Product identifier (e.g., "BTC-USD")
99    pub id: String,
100    /// Base currency code
101    pub base_currency: String,
102    /// Quote currency code
103    pub quote_currency: String,
104    /// Minimum order size in base currency
105    pub base_min_size: Decimal,
106    /// Maximum order size in base currency
107    pub base_max_size: Decimal,
108    /// Minimum price increment
109    pub quote_increment: Decimal,
110    /// Trading status (e.g., "online", "offline")
111    pub status: String,
112    /// Optional status message
113    pub status_message: Option<String>,
114}
115
116/// Currency status information
117#[derive(Debug, Clone, Serialize, Deserialize)]
118pub struct CurrencyStatus {
119    /// Currency identifier (e.g., "BTC")
120    pub id: String,
121    /// Human-readable currency name
122    pub name: String,
123    /// Minimum transaction size
124    pub min_size: Decimal,
125    /// Currency status (e.g., "online", "offline")
126    pub status: String,
127    /// Optional status message
128    pub status_message: Option<String>,
129}
130
131/// Coinbase WebSocket error message
132#[derive(Debug, Clone, Serialize, Deserialize)]
133pub struct ErrorMessage {
134    /// Message type (always "error")
135    #[serde(rename = "type")]
136    pub message_type: String,
137    /// Error message description
138    pub message: String,
139    /// Optional reason for the error
140    pub reason: Option<String>,
141}
rusty_feeder/exchange/coinbase/data/trade.rs

rusty_feeder/exchange/coinbase/data/
trade.rs
