Introduce dynamic rates
Franck Royer
3 years ago
committed by
Daniel Karzel
parent
b9b8d2ce1a
commit
92b3df4158
@ -1,2 +1,12 @@
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pub mod command;
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pub mod config;
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pub mod fixed_rate;
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pub mod kraken;
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mod amounts;
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pub use amounts::Rate;
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pub trait LatestRate {
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fn latest_rate(&mut self) -> Rate;
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}
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@ -0,0 +1,67 @@
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use crate::{bitcoin, monero};
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use anyhow::{anyhow, Result};
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use rust_decimal::{prelude::ToPrimitive, Decimal};
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use std::fmt::Debug;
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/// Prices at which 1 XMR will be traded, in BTC (XMR/BTC pair)
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/// The `ask` represents the minimum price in BTC for which we are willing to
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/// sell 1 XMR.
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#[derive(Debug, Clone, Copy, PartialEq)]
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pub struct Rate {
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pub ask: bitcoin::Amount,
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}
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impl Rate {
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pub const ZERO: Rate = Rate {
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ask: bitcoin::Amount::ZERO,
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};
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// This function takes the quote amount as it is what Bob sends to Alice in the
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// swap request
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pub fn sell_quote(&self, quote: bitcoin::Amount) -> Result<monero::Amount> {
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Self::quote(self.ask, quote)
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}
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fn quote(rate: bitcoin::Amount, quote: bitcoin::Amount) -> Result<monero::Amount> {
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// quote (btc) = rate * base (xmr)
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// base = quote / rate
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let quote_in_sats = quote.as_sat();
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let quote_in_btc = Decimal::from(quote_in_sats)
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.checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
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.ok_or_else(|| anyhow!("division overflow"))?;
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let rate_in_btc = Decimal::from(rate.as_sat())
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.checked_div(Decimal::from(bitcoin::Amount::ONE_BTC.as_sat()))
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.ok_or_else(|| anyhow!("division overflow"))?;
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let base_in_xmr = quote_in_btc
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.checked_div(rate_in_btc)
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.ok_or_else(|| anyhow!("division overflow"))?;
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let base_in_piconero = base_in_xmr * Decimal::from(monero::Amount::ONE_XMR.as_piconero());
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let base_in_piconero = base_in_piconero
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.to_u64()
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.ok_or_else(|| anyhow!("decimal cannot be represented as u64"))?;
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Ok(monero::Amount::from_piconero(base_in_piconero))
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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 sell_quote() {
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let rate = Rate {
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ask: bitcoin::Amount::from_btc(0.002_500).unwrap(),
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};
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let btc_amount = bitcoin::Amount::from_btc(2.5).unwrap();
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let xmr_amount = rate.sell_quote(btc_amount).unwrap();
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assert_eq!(xmr_amount, monero::Amount::from_monero(1000.0).unwrap())
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}
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}
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@ -0,0 +1,20 @@
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use crate::asb::{LatestRate, Rate};
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pub const RATE: f64 = 0.01;
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#[derive(Clone)]
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pub struct RateService(Rate);
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impl LatestRate for RateService {
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fn latest_rate(&mut self) -> Rate {
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self.0
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}
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}
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impl Default for RateService {
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fn default() -> Self {
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Self(Rate {
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ask: bitcoin::Amount::from_btc(RATE).expect("Static value should never fail"),
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})
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}
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}
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@ -0,0 +1,137 @@
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use crate::asb::{LatestRate, Rate};
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use anyhow::{anyhow, bail, Result};
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use futures::{SinkExt, StreamExt};
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use reqwest::Url;
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use serde::{Deserialize, Serialize};
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use serde_json::Value;
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use std::convert::TryFrom;
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use tokio::sync::watch;
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use tokio_tungstenite::tungstenite::Message;
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use watch::Receiver;
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const KRAKEN_WS_URL: &str = "wss://ws.kraken.com";
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const SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD: &str = r#"
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{ "event": "subscribe",
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"pair": [ "XMR/XBT" ],
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"subscription": {
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"name": "ticker"
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}
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}"#;
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#[derive(Clone)]
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pub struct RateService {
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receiver: Receiver<Rate>,
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}
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impl LatestRate for RateService {
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fn latest_rate(&mut self) -> Rate {
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*self.receiver.borrow()
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}
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}
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impl RateService {
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pub async fn new() -> Result<Self> {
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let (tx, rx) = watch::channel(Rate::ZERO);
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let (ws, _response) =
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tokio_tungstenite::connect_async(Url::parse(KRAKEN_WS_URL).expect("valid url")).await?;
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let (mut write, mut read) = ws.split();
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// TODO: Handle the possibility of losing the connection
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// to the Kraken WS. Currently the stream would produce no
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// further items, and consumers would assume that the rate
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// is up to date
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tokio::spawn(async move {
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while let Some(msg) = read.next().await {
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let msg = match msg {
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Ok(Message::Text(msg)) => msg,
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_ => continue,
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};
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let ticker = match serde_json::from_str::<TickerUpdate>(&msg) {
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Ok(ticker) => ticker,
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_ => continue,
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};
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let rate = match Rate::try_from(ticker) {
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Ok(rate) => rate,
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Err(e) => {
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log::error!("could not get rate from ticker update: {}", e);
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continue;
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}
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};
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let _ = tx.send(rate);
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}
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});
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write.send(SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD.into()).await?;
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Ok(Self { receiver: rx })
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}
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(transparent)]
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struct TickerUpdate(Vec<TickerField>);
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum TickerField {
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Data(TickerData),
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Metadata(Value),
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}
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#[derive(Debug, Serialize, Deserialize)]
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struct TickerData {
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#[serde(rename = "a")]
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ask: Vec<RateElement>,
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#[serde(rename = "b")]
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bid: Vec<RateElement>,
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum RateElement {
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Text(String),
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Number(u64),
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}
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impl TryFrom<TickerUpdate> for Rate {
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type Error = anyhow::Error;
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fn try_from(value: TickerUpdate) -> Result<Self> {
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let data = value
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.0
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.iter()
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.find_map(|field| match field {
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TickerField::Data(data) => Some(data),
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TickerField::Metadata(_) => None,
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})
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.ok_or_else(|| anyhow!("ticker update does not contain data"))?;
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let ask = data.ask.first().ok_or_else(|| anyhow!("no ask price"))?;
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let ask = match ask {
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RateElement::Text(ask) => {
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bitcoin::Amount::from_str_in(ask, ::bitcoin::Denomination::Bitcoin)?
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}
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_ => bail!("unexpected ask rate element"),
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};
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Ok(Self { ask })
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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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#[tokio::test]
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async fn deserialize_ticker_update() {
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let sample_response = r#"
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[2308,{"a":["18215.60000",0,"0.27454523"],"b":["18197.50000",0,"0.63711255"],"c":["18197.50000","0.00413060"],"v":["2.78915585","156.15766485"],"p":["18200.94036","18275.19149"],"t":[22,1561],"l":["18162.40000","17944.90000"],"h":["18220.90000","18482.60000"],"o":["18220.90000","18478.90000"]},"ticker","XBT/USDT"]"#;
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let _ = serde_json::from_str::<TickerUpdate>(sample_response).unwrap();
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}
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}
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