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@@ -114,6 +114,8 @@ pub fn connect(selected_ticker: String) -> Subscription<Event> {
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}
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}
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} else if wrapper.stream.contains("depth") {
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+ let update_time = wrapper.data.get("T").unwrap().as_u64().unwrap();
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+
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if let Some(bids_data) = wrapper.data.get_mut("b") {
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let bids: Vec<(String, String)> = serde_json::from_value(bids_data.take()).unwrap();
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let bids: Vec<(f32, f32)> = bids.into_iter().map(|(price, qty)| (price.parse().unwrap(), qty.parse().unwrap())).collect();
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@@ -122,7 +124,7 @@ pub fn connect(selected_ticker: String) -> Subscription<Event> {
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let asks: Vec<(String, String)> = serde_json::from_value(asks_data.take()).unwrap();
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let asks: Vec<(f32, f32)> = asks.into_iter().map(|(price, qty)| (price.parse().unwrap(), qty.parse().unwrap())).collect();
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- let _ = output.send(Event::DepthReceived(bids, asks, std::mem::take(&mut trades_buffer))).await;
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+ let _ = output.send(Event::DepthReceived(update_time, bids, asks, std::mem::take(&mut trades_buffer))).await;
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}
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}
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} else if wrapper.stream.contains("kline") {
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@@ -175,7 +177,7 @@ enum State {
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pub enum Event {
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Connected(Connection),
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Disconnected,
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- DepthReceived(Vec<(f32, f32)>, Vec<(f32, f32)>, Vec<Trade>),
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+ DepthReceived(u64, Vec<(f32, f32)>, Vec<(f32, f32)>, Vec<Trade>),
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KlineReceived(Kline),
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}
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Berke