Update Binance Data Structures

Cargo.toml

@@ -26,23 +26,24 @@ sha2 = "0.10.8"
 serde = { version = "1.0.197", features = ["derive"] }
 serde_json = "1.0"
 error-chain = { version = "0.12.4", default-features = false }
-reqwest = { version = "0.11.24", features = ["blocking", "json"] }
-tungstenite = { version = "0.21.0", features = ["native-tls"] }
+log = "0.4"
+reqwest = { version = "0.13", default-features = false, features = ["blocking", "json", "rustls"] }
+tungstenite = { version = "0.28", features = ["rustls-tls-native-roots"] }
 url = "2.5.0"
 clap = "4.5.2"
 uuid = { version = "1.18.0", features = ["v4"] }
 
 [features]
 vendored-tls = [
-  "reqwest/native-tls-vendored",
-  "tungstenite/native-tls-vendored",
+  "reqwest/rustls",
+  "tungstenite/rustls-tls-webpki-roots",
 ]
 
 [dev-dependencies]
 csv = "1.3.0"
 mockito = "1.4.0"
 env_logger = "0.11.2"
-criterion = "0.5"
+criterion = "0.8"
 float-cmp = "0.10.0"
 serde_json = "1.0"
 

src/futures/model.rs

@@ -612,6 +612,34 @@ pub struct OrderTradeEvent {
     pub order: OrderUpdate,
 }
 
+#[derive(Debug, Serialize, Deserialize, Clone)]
+#[serde(rename_all = "camelCase")]
+pub struct BookTickerEvent {
+    #[serde(rename = "u")]
+    pub update_id: u64,
+
+    #[serde(rename = "s")]
+    pub symbol: String,
+
+    #[serde(rename = "b")]
+    pub best_bid: String,
+
+    #[serde(rename = "B")]
+    pub best_bid_qty: String,
+
+    #[serde(rename = "a")]
+    pub best_ask: String,
+
+    #[serde(rename = "A")]
+    pub best_ask_qty: String,
+
+    #[serde(rename = "E")]
+    pub event_time: u64,
+
+    #[serde(rename = "T")]
+    pub transaction_time: u64,
+}
+
 #[derive(Debug, Serialize, Deserialize, Clone)]
 #[serde(rename_all = "camelCase")]
 pub struct Income {

src/futures/websockets.rs

@@ -1,7 +1,7 @@
 use crate::errors::Result;
 use crate::config::Config;
 use crate::model::{
-    AccountUpdateEvent, AggrTradesEvent, BookTickerEvent, ContinuousKlineEvent, DayTickerEvent,
+    AccountUpdateEvent, AggrTradesEvent, ContinuousKlineEvent, DayTickerEvent,
     DepthOrderBookEvent, IndexKlineEvent, IndexPriceEvent, KlineEvent, LiquidationEvent,
     MarkPriceEvent, MiniTickerEvent, OrderBook, TradeEvent, UserDataStreamExpiredEvent,
 };
@@ -75,7 +75,7 @@ pub enum FuturesWebsocketEvent {
     IndexKline(IndexKlineEvent),
     Liquidation(LiquidationEvent),
     DepthOrderBook(DepthOrderBookEvent),
-    BookTicker(BookTickerEvent),
+    BookTicker(model::BookTickerEvent),
     UserDataStreamExpiredEvent(UserDataStreamExpiredEvent),
 }
 
@@ -89,7 +89,7 @@ pub struct FuturesWebSockets<'a> {
 enum FuturesEvents {
     Vec(Vec<DayTickerEvent>),
     DayTickerEvent(DayTickerEvent),
-    BookTickerEvent(BookTickerEvent),
+    BookTickerEvent(model::BookTickerEvent),
     MiniTickerEvent(MiniTickerEvent),
     VecMiniTickerEvent(Vec<MiniTickerEvent>),
     AccountUpdateEvent(AccountUpdateEvent),
@@ -139,7 +139,7 @@ impl<'a> FuturesWebSockets<'a> {
 
     fn connect_wss(&mut self, wss: &str) -> Result<()> {
         let url = Url::parse(wss)?;
-        match connect(url) {
+        match connect(url.as_str()) {
             Ok(answer) => {
                 self.socket = Some(answer);
                 Ok(())
@@ -168,31 +168,34 @@ impl<'a> FuturesWebSockets<'a> {
             return Ok(());
         }
 
-        if let Ok(events) = serde_json::from_value::<FuturesEvents>(value) {
-            let action = match events {
-                FuturesEvents::Vec(v) => FuturesWebsocketEvent::DayTickerAll(v),
-                FuturesEvents::DayTickerEvent(v) => FuturesWebsocketEvent::DayTicker(v),
-                FuturesEvents::BookTickerEvent(v) => FuturesWebsocketEvent::BookTicker(v),
-                FuturesEvents::MiniTickerEvent(v) => FuturesWebsocketEvent::MiniTicker(v),
-                FuturesEvents::VecMiniTickerEvent(v) => FuturesWebsocketEvent::MiniTickerAll(v),
-                FuturesEvents::AccountUpdateEvent(v) => FuturesWebsocketEvent::AccountUpdate(v),
-                FuturesEvents::OrderTradeEvent(v) => FuturesWebsocketEvent::OrderTrade(v),
-                FuturesEvents::IndexPriceEvent(v) => FuturesWebsocketEvent::IndexPrice(v),
-                FuturesEvents::MarkPriceEvent(v) => FuturesWebsocketEvent::MarkPrice(v),
-                FuturesEvents::VecMarkPriceEvent(v) => FuturesWebsocketEvent::MarkPriceAll(v),
-                FuturesEvents::TradeEvent(v) => FuturesWebsocketEvent::Trade(v),
-                FuturesEvents::ContinuousKlineEvent(v) => FuturesWebsocketEvent::ContinuousKline(v),
-                FuturesEvents::IndexKlineEvent(v) => FuturesWebsocketEvent::IndexKline(v),
-                FuturesEvents::LiquidationEvent(v) => FuturesWebsocketEvent::Liquidation(v),
-                FuturesEvents::KlineEvent(v) => FuturesWebsocketEvent::Kline(v),
-                FuturesEvents::OrderBook(v) => FuturesWebsocketEvent::OrderBook(v),
-                FuturesEvents::DepthOrderBookEvent(v) => FuturesWebsocketEvent::DepthOrderBook(v),
-                FuturesEvents::AggrTradesEvent(v) => FuturesWebsocketEvent::AggrTrades(v),
-                FuturesEvents::UserDataStreamExpiredEvent(v) => {
-                    FuturesWebsocketEvent::UserDataStreamExpiredEvent(v)
-                }
-            };
-            (self.handler)(action)?;
+        match serde_json::from_value::<FuturesEvents>(value) {
+            Ok(events) => {
+                let action = match events {
+                    FuturesEvents::Vec(v) => FuturesWebsocketEvent::DayTickerAll(v),
+                    FuturesEvents::DayTickerEvent(v) => FuturesWebsocketEvent::DayTicker(v),
+                    FuturesEvents::BookTickerEvent(v) => FuturesWebsocketEvent::BookTicker(v),
+                    FuturesEvents::MiniTickerEvent(v) => FuturesWebsocketEvent::MiniTicker(v),
+                    FuturesEvents::VecMiniTickerEvent(v) => FuturesWebsocketEvent::MiniTickerAll(v),
+                    FuturesEvents::AccountUpdateEvent(v) => FuturesWebsocketEvent::AccountUpdate(v),
+                    FuturesEvents::OrderTradeEvent(v) => FuturesWebsocketEvent::OrderTrade(v),
+                    FuturesEvents::IndexPriceEvent(v) => FuturesWebsocketEvent::IndexPrice(v),
+                    FuturesEvents::MarkPriceEvent(v) => FuturesWebsocketEvent::MarkPrice(v),
+                    FuturesEvents::VecMarkPriceEvent(v) => FuturesWebsocketEvent::MarkPriceAll(v),
+                    FuturesEvents::TradeEvent(v) => FuturesWebsocketEvent::Trade(v),
+                    FuturesEvents::ContinuousKlineEvent(v) => FuturesWebsocketEvent::ContinuousKline(v),
+                    FuturesEvents::IndexKlineEvent(v) => FuturesWebsocketEvent::IndexKline(v),
+                    FuturesEvents::LiquidationEvent(v) => FuturesWebsocketEvent::Liquidation(v),
+                    FuturesEvents::KlineEvent(v) => FuturesWebsocketEvent::Kline(v),
+                    FuturesEvents::OrderBook(v) => FuturesWebsocketEvent::OrderBook(v),
+                    FuturesEvents::DepthOrderBookEvent(v) => FuturesWebsocketEvent::DepthOrderBook(v),
+                    FuturesEvents::AggrTradesEvent(v) => FuturesWebsocketEvent::AggrTrades(v),
+                    FuturesEvents::UserDataStreamExpiredEvent(v) => {
+                        FuturesWebsocketEvent::UserDataStreamExpiredEvent(v)
+                    }
+                };
+                (self.handler)(action)?;
+            }
+            Err(err) => eprintln!("Unparsed futures websocket message: {} | raw={}", err, msg),
         }
         Ok(())
     }

src/model.rs

@@ -653,12 +653,6 @@ pub struct TradeEvent {
     #[serde(rename = "q")]
     pub qty: String,
 
-    #[serde(rename = "b")]
-    pub buyer_order_id: u64,
-
-    #[serde(rename = "a")]
-    pub seller_order_id: u64,
-
     #[serde(rename = "T")]
     pub trade_order_time: u64,
 

src/websockets.rs

@@ -100,7 +100,7 @@ impl<'a> WebSockets<'a> {
 
     fn connect_wss(&mut self, wss: &str) -> Result<()> {
         let url = Url::parse(wss)?;
-        match connect(url) {
+        match connect(url.as_str()) {
             Ok(answer) => {
                 self.socket = Some(answer);
                 Ok(())
@@ -129,23 +129,26 @@ impl<'a> WebSockets<'a> {
             return Ok(());
         }
 
-        if let Ok(events) = serde_json::from_value::<Events>(value) {
-            let action = match events {
-                Events::DayTickerEventAll(v) => WebsocketEvent::DayTickerAll(v),
-                Events::WindowTickerEventAll(v) => WebsocketEvent::WindowTickerAll(v),
-                Events::BookTickerEvent(v) => WebsocketEvent::BookTicker(v),
-                Events::BalanceUpdateEvent(v) => WebsocketEvent::BalanceUpdate(v),
-                Events::AccountUpdateEvent(v) => WebsocketEvent::AccountUpdate(v),
-                Events::OrderTradeEvent(v) => WebsocketEvent::OrderTrade(v),
-                Events::AggrTradesEvent(v) => WebsocketEvent::AggrTrades(v),
-                Events::TradeEvent(v) => WebsocketEvent::Trade(v),
-                Events::DayTickerEvent(v) => WebsocketEvent::DayTicker(v),
-                Events::WindowTickerEvent(v) => WebsocketEvent::WindowTicker(v),
-                Events::KlineEvent(v) => WebsocketEvent::Kline(v),
-                Events::OrderBook(v) => WebsocketEvent::OrderBook(v),
-                Events::DepthOrderBookEvent(v) => WebsocketEvent::DepthOrderBook(v),
-            };
-            (self.handler)(action)?;
+        match serde_json::from_value::<Events>(value) {
+            Ok(events) => {
+                let action = match events {
+                    Events::DayTickerEventAll(v) => WebsocketEvent::DayTickerAll(v),
+                    Events::WindowTickerEventAll(v) => WebsocketEvent::WindowTickerAll(v),
+                    Events::BookTickerEvent(v) => WebsocketEvent::BookTicker(v),
+                    Events::BalanceUpdateEvent(v) => WebsocketEvent::BalanceUpdate(v),
+                    Events::AccountUpdateEvent(v) => WebsocketEvent::AccountUpdate(v),
+                    Events::OrderTradeEvent(v) => WebsocketEvent::OrderTrade(v),
+                    Events::AggrTradesEvent(v) => WebsocketEvent::AggrTrades(v),
+                    Events::TradeEvent(v) => WebsocketEvent::Trade(v),
+                    Events::DayTickerEvent(v) => WebsocketEvent::DayTicker(v),
+                    Events::WindowTickerEvent(v) => WebsocketEvent::WindowTicker(v),
+                    Events::KlineEvent(v) => WebsocketEvent::Kline(v),
+                    Events::OrderBook(v) => WebsocketEvent::OrderBook(v),
+                    Events::DepthOrderBookEvent(v) => WebsocketEvent::DepthOrderBook(v),
+                };
+                (self.handler)(action)?;
+            }
+            Err(err) => eprintln!("Unparsed spot websocket message: {} | raw={}", err, msg),
         }
         Ok(())
     }