mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-07-29 05:27:44 +00:00
519 lines
17 KiB
Rust
519 lines
17 KiB
Rust
//! Data decoding utilities for Polymarket client
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//!
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//! This module provides high-performance decoding functions for various
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//! data formats used in trading environments.
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use crate::errors::{PolyfillError, Result};
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use crate::types::*;
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use alloy_primitives::{Address, U256};
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use chrono::{DateTime, Utc};
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use rust_decimal::Decimal;
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use serde::{Deserialize, Deserializer};
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use serde_json::Value;
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use std::str::FromStr;
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/// Fast string to number deserializers
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pub mod deserializers {
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use super::*;
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use std::fmt::Display;
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/// Deserialize number from string or number
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pub fn number_from_string<'de, T, D>(deserializer: D) -> std::result::Result<T, D::Error>
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where
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D: Deserializer<'de>,
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T: FromStr + serde::Deserialize<'de> + Clone,
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<T as FromStr>::Err: Display,
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{
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let value = serde_json::Value::deserialize(deserializer)?;
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match value {
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serde_json::Value::Number(n) => {
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if let Some(v) = n.as_u64() {
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T::deserialize(serde_json::Value::Number(serde_json::Number::from(v)))
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.map_err(|_| serde::de::Error::custom("Failed to deserialize number"))
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} else if let Some(v) = n.as_f64() {
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T::deserialize(serde_json::Value::Number(serde_json::Number::from_f64(v).unwrap()))
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.map_err(|_| serde::de::Error::custom("Failed to deserialize number"))
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} else {
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Err(serde::de::Error::custom("Invalid number format"))
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}
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}
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serde_json::Value::String(s) => {
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s.parse::<T>().map_err(serde::de::Error::custom)
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}
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_ => Err(serde::de::Error::custom("Expected number or string")),
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}
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}
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/// Deserialize optional number from string
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pub fn optional_number_from_string<'de, T, D>(
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deserializer: D,
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) -> std::result::Result<Option<T>, D::Error>
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where
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D: Deserializer<'de>,
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T: FromStr + serde::Deserialize<'de> + Clone,
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<T as FromStr>::Err: Display,
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{
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let value = serde_json::Value::deserialize(deserializer)?;
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match value {
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serde_json::Value::Null => Ok(None),
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serde_json::Value::Number(n) => {
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if let Some(v) = n.as_u64() {
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T::deserialize(serde_json::Value::Number(serde_json::Number::from(v)))
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.map(Some)
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.map_err(|_| serde::de::Error::custom("Failed to deserialize number"))
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} else if let Some(v) = n.as_f64() {
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T::deserialize(serde_json::Value::Number(serde_json::Number::from_f64(v).unwrap()))
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.map(Some)
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.map_err(|_| serde::de::Error::custom("Failed to deserialize number"))
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} else {
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Err(serde::de::Error::custom("Invalid number format"))
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}
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}
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serde_json::Value::String(s) => {
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if s.is_empty() {
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Ok(None)
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} else {
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s.parse::<T>()
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.map(Some)
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.map_err(serde::de::Error::custom)
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}
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}
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_ => Err(serde::de::Error::custom("Expected number, string, or null")),
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}
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}
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/// Deserialize DateTime from Unix timestamp
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pub fn datetime_from_timestamp<'de, D>(deserializer: D) -> std::result::Result<DateTime<Utc>, D::Error>
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where
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D: Deserializer<'de>,
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{
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let timestamp = number_from_string::<u64, D>(deserializer)?;
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DateTime::from_timestamp(timestamp as i64, 0)
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.ok_or_else(|| serde::de::Error::custom("Invalid timestamp"))
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}
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/// Deserialize optional DateTime from Unix timestamp
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pub fn optional_datetime_from_timestamp<'de, D>(
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deserializer: D,
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) -> std::result::Result<Option<DateTime<Utc>>, D::Error>
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where
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D: Deserializer<'de>,
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{
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match optional_number_from_string::<u64, D>(deserializer)? {
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Some(timestamp) => DateTime::from_timestamp(timestamp as i64, 0)
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.map(Some)
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.ok_or_else(|| serde::de::Error::custom("Invalid timestamp")),
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None => Ok(None),
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}
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}
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}
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/// Raw API response types for efficient parsing
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#[derive(Debug, Deserialize)]
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pub struct RawOrderBookResponse {
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pub market: String,
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pub asset_id: String,
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pub hash: String,
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#[serde(deserialize_with = "deserializers::number_from_string")]
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pub timestamp: u64,
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pub bids: Vec<RawBookLevel>,
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pub asks: Vec<RawBookLevel>,
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}
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#[derive(Debug, Deserialize)]
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pub struct RawBookLevel {
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#[serde(with = "rust_decimal::serde::str")]
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pub price: Decimal,
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#[serde(with = "rust_decimal::serde::str")]
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pub size: Decimal,
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}
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#[derive(Debug, Deserialize)]
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pub struct RawOrderResponse {
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pub id: String,
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pub status: String,
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pub market: String,
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pub asset_id: String,
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pub maker_address: String,
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pub owner: String,
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pub outcome: String,
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#[serde(rename = "type")]
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pub order_type: OrderType,
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pub side: Side,
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#[serde(with = "rust_decimal::serde::str")]
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pub original_size: Decimal,
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#[serde(with = "rust_decimal::serde::str")]
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pub price: Decimal,
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#[serde(with = "rust_decimal::serde::str")]
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pub size_matched: Decimal,
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#[serde(deserialize_with = "deserializers::number_from_string")]
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pub expiration: u64,
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#[serde(deserialize_with = "deserializers::number_from_string")]
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pub created_at: u64,
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}
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#[derive(Debug, Deserialize)]
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pub struct RawTradeResponse {
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pub id: String,
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pub market: String,
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pub asset_id: String,
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pub side: Side,
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#[serde(with = "rust_decimal::serde::str")]
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pub price: Decimal,
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#[serde(with = "rust_decimal::serde::str")]
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pub size: Decimal,
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pub maker_address: String,
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pub taker_address: String,
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#[serde(deserialize_with = "deserializers::number_from_string")]
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pub timestamp: u64,
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}
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#[derive(Debug, Deserialize)]
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pub struct RawMarketResponse {
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pub condition_id: String,
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pub tokens: [RawToken; 2],
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pub active: bool,
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pub closed: bool,
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pub question: String,
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pub description: String,
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pub category: Option<String>,
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pub end_date_iso: Option<String>,
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#[serde(with = "rust_decimal::serde::str")]
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pub minimum_order_size: Decimal,
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#[serde(with = "rust_decimal::serde::str")]
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pub minimum_tick_size: Decimal,
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}
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#[derive(Debug, Deserialize)]
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pub struct RawToken {
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pub token_id: String,
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pub outcome: String,
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}
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/// Decoder implementations for converting raw responses to client types
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pub trait Decoder<T> {
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fn decode(&self) -> Result<T>;
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}
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impl Decoder<OrderBook> for RawOrderBookResponse {
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fn decode(&self) -> Result<OrderBook> {
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let timestamp = chrono::DateTime::from_timestamp(self.timestamp as i64, 0)
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.ok_or_else(|| PolyfillError::parse("Invalid timestamp".to_string(), None))?;
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let bids = self
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.bids
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.iter()
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.map(|level| BookLevel {
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price: level.price,
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size: level.size,
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})
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.collect();
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let asks = self
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.asks
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.iter()
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.map(|level| BookLevel {
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price: level.price,
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size: level.size,
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})
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.collect();
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Ok(OrderBook {
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token_id: self.asset_id.clone(),
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timestamp,
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bids,
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asks,
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sequence: 0, // TODO: Get from response if available
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})
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}
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}
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impl Decoder<Order> for RawOrderResponse {
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fn decode(&self) -> Result<Order> {
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let status = match self.status.as_str() {
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"LIVE" => OrderStatus::Live,
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"CANCELLED" => OrderStatus::Cancelled,
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"FILLED" => OrderStatus::Filled,
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"PARTIAL" => OrderStatus::Partial,
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"EXPIRED" => OrderStatus::Expired,
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_ => return Err(PolyfillError::parse(
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format!("Unknown order status: {}", self.status),
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None,
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)),
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};
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let created_at = chrono::DateTime::from_timestamp(self.created_at as i64, 0)
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.ok_or_else(|| PolyfillError::parse("Invalid created_at timestamp".to_string(), None))?;
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let expiration = if self.expiration > 0 {
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Some(chrono::DateTime::from_timestamp(self.expiration as i64, 0)
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.ok_or_else(|| PolyfillError::parse("Invalid expiration timestamp".to_string(), None))?)
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} else {
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None
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};
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Ok(Order {
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id: self.id.clone(),
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token_id: self.asset_id.clone(),
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side: self.side,
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price: self.price,
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original_size: self.original_size,
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filled_size: self.size_matched,
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remaining_size: self.original_size - self.size_matched,
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status,
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order_type: self.order_type,
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created_at,
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updated_at: created_at, // Use same as created for now
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expiration,
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client_id: None,
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})
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}
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}
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impl Decoder<FillEvent> for RawTradeResponse {
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fn decode(&self) -> Result<FillEvent> {
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let timestamp = chrono::DateTime::from_timestamp(self.timestamp as i64, 0)
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.ok_or_else(|| PolyfillError::parse("Invalid trade timestamp".to_string(), None))?;
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let maker_address = Address::from_str(&self.maker_address)
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.map_err(|e| PolyfillError::parse(format!("Invalid maker address: {}", e), None))?;
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let taker_address = Address::from_str(&self.taker_address)
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.map_err(|e| PolyfillError::parse(format!("Invalid taker address: {}", e), None))?;
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Ok(FillEvent {
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id: self.id.clone(),
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order_id: "".to_string(), // TODO: Get from response if available
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token_id: self.asset_id.clone(),
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side: self.side,
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price: self.price,
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size: self.size,
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timestamp,
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maker_address,
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taker_address,
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fee: Decimal::ZERO, // TODO: Calculate or get from response
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})
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}
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}
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impl Decoder<Market> for RawMarketResponse {
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fn decode(&self) -> Result<Market> {
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let tokens = [
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Token {
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token_id: self.tokens[0].token_id.clone(),
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outcome: self.tokens[0].outcome.clone(),
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},
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Token {
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token_id: self.tokens[1].token_id.clone(),
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outcome: self.tokens[1].outcome.clone(),
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},
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];
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Ok(Market {
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condition_id: self.condition_id.clone(),
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tokens,
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rewards: crate::types::Rewards {
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rates: None,
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min_size: Decimal::ZERO,
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max_spread: Decimal::ONE,
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event_start_date: None,
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event_end_date: None,
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in_game_multiplier: None,
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reward_epoch: None,
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},
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min_incentive_size: None,
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max_incentive_spread: None,
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active: self.active,
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closed: self.closed,
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question_id: self.condition_id.clone(), // Use condition_id as fallback
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minimum_order_size: self.minimum_order_size,
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minimum_tick_size: self.minimum_tick_size,
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description: self.description.clone(),
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category: self.category.clone(),
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end_date_iso: self.end_date_iso.clone(),
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game_start_time: None,
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question: self.question.clone(),
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market_slug: format!("market-{}", self.condition_id), // Generate a slug
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seconds_delay: Decimal::ZERO,
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icon: String::new(),
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fpmm: String::new(),
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})
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}
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}
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/// WebSocket message parsing
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pub fn parse_stream_message(raw: &str) -> Result<StreamMessage> {
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let value: Value = serde_json::from_str(raw)?;
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let msg_type = value["type"]
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.as_str()
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.ok_or_else(|| PolyfillError::parse("Missing message type".to_string(), None))?;
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match msg_type {
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"book_update" => {
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let data = value["data"].clone();
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let delta: OrderDelta = serde_json::from_value(data)?;
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Ok(StreamMessage::BookUpdate { data: delta })
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}
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"trade" => {
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let data = value["data"].clone();
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let raw_trade: RawTradeResponse = serde_json::from_value(data)?;
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let fill = raw_trade.decode()?;
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Ok(StreamMessage::Trade { data: fill })
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}
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"order_update" => {
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let data = value["data"].clone();
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let raw_order: RawOrderResponse = serde_json::from_value(data)?;
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let order = raw_order.decode()?;
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Ok(StreamMessage::OrderUpdate { data: order })
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}
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"heartbeat" => {
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let timestamp = value["timestamp"]
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.as_str()
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.and_then(|s| chrono::DateTime::parse_from_rfc3339(s).ok())
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.map(|dt| dt.with_timezone(&Utc))
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.unwrap_or_else(Utc::now);
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Ok(StreamMessage::Heartbeat { timestamp })
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}
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_ => Err(PolyfillError::parse(
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format!("Unknown message type: {}", msg_type),
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None,
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)),
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}
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}
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/// Batch parsing utilities for high-throughput scenarios
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pub struct BatchDecoder {
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buffer: Vec<u8>,
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}
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impl BatchDecoder {
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pub fn new() -> Self {
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Self {
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buffer: Vec::with_capacity(8192),
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}
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}
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/// Parse multiple JSON objects from a byte stream
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pub fn parse_json_stream<T>(&mut self, data: &[u8]) -> Result<Vec<T>>
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where
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T: for<'de> serde::Deserialize<'de>,
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{
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self.buffer.extend_from_slice(data);
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let mut results = Vec::new();
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let mut start = 0;
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while let Some(end) = self.find_json_boundary(start) {
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let json_slice = &self.buffer[start..end];
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if let Ok(obj) = serde_json::from_slice::<T>(json_slice) {
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results.push(obj);
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}
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start = end;
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}
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// Keep remaining incomplete data
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if start > 0 {
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self.buffer.drain(0..start);
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}
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Ok(results)
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}
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/// Find the end of a JSON object in the buffer
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fn find_json_boundary(&self, start: usize) -> Option<usize> {
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let mut depth = 0;
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let mut in_string = false;
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let mut escaped = false;
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for (i, &byte) in self.buffer[start..].iter().enumerate() {
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if escaped {
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escaped = false;
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continue;
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}
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match byte {
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b'\\' if in_string => escaped = true,
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b'"' => in_string = !in_string,
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b'{' if !in_string => depth += 1,
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b'}' if !in_string => {
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depth -= 1;
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if depth == 0 {
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return Some(start + i + 1);
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}
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}
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_ => {}
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}
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}
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None
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}
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}
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impl Default for BatchDecoder {
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fn default() -> Self {
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Self::new()
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}
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}
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/// Optimized parsers for common data types
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pub mod fast_parse {
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use super::*;
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/// Fast decimal parsing for prices
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#[inline]
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pub fn parse_decimal(s: &str) -> Result<Decimal> {
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Decimal::from_str(s)
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.map_err(|e| PolyfillError::parse(format!("Invalid decimal: {}", e), None))
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}
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/// Fast address parsing
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#[inline]
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pub fn parse_address(s: &str) -> Result<Address> {
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Address::from_str(s)
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.map_err(|e| PolyfillError::parse(format!("Invalid address: {}", e), None))
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}
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/// Fast U256 parsing
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#[inline]
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pub fn parse_u256(s: &str) -> Result<U256> {
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U256::from_str_radix(s, 10)
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.map_err(|e| PolyfillError::parse(format!("Invalid U256: {}", e), None))
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}
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/// Parse Side enum
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#[inline]
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pub fn parse_side(s: &str) -> Result<Side> {
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match s.to_uppercase().as_str() {
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"BUY" => Ok(Side::BUY),
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"SELL" => Ok(Side::SELL),
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_ => Err(PolyfillError::parse(format!("Invalid side: {}", s), None)),
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}
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_parse_decimal() {
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let result = fast_parse::parse_decimal("123.456").unwrap();
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assert_eq!(result, Decimal::from_str("123.456").unwrap());
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}
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#[test]
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fn test_parse_side() {
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assert_eq!(fast_parse::parse_side("BUY").unwrap(), Side::BUY);
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assert_eq!(fast_parse::parse_side("sell").unwrap(), Side::SELL);
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assert!(fast_parse::parse_side("invalid").is_err());
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}
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#[test]
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fn test_batch_decoder() {
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let mut decoder = BatchDecoder::new();
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let data = r#"{"test":1}{"test":2}"#.as_bytes();
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|
|
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let results: Vec<serde_json::Value> = decoder.parse_json_stream(data).unwrap();
|
|
assert_eq!(results.len(), 2);
|
|
}
|
|
}
|