From aa9e255755678d7ef4e148fe2bafcfe8fdb75e6f Mon Sep 17 00:00:00 2001
From: Oskar Gottlieb <gottlieboskar@gmail.com>
Date: Wed, 18 Jan 2023 22:48:01 -0600
Subject: [PATCH] add public/get_last_trades_by_currency method, allow for
 pagination results.

---
 README.md                 |  2 +-
 src/api_client.rs         |  2 +-
 src/models/jsonrpc.rs     |  4 +--
 src/models/market_data.rs | 73 ++++++++++++++++++++++++++++++++++++++-
 src/models/mod.rs         | 41 ++++++++++++++++++++++
 5 files changed, 117 insertions(+), 5 deletions(-)

diff --git a/README.md b/README.md
index d414c37..87d469d 100644
--- a/README.md
+++ b/README.md
@@ -150,7 +150,7 @@ while let Some(message) = subscription.next().await {
     - [x] /public/get_instruments
     - [ ] /public/get_last_settlements_by_currency
     - [ ] /public/get_last_settlements_by_instrument
-    - [ ] /public/get_last_trades_by_currency
+    - [X] /public/get_last_trades_by_currency
     - [ ] /public/get_last_trades_by_currency_and_time
     - [ ] /public/get_last_trades_by_instrument
     - [ ] /public/get_last_trades_by_instrument_and_time
diff --git a/src/api_client.rs b/src/api_client.rs
index b6616e4..acbb016 100644
--- a/src/api_client.rs
+++ b/src/api_client.rs
@@ -1,5 +1,5 @@
 use crate::errors::{DeribitError, Result};
-use crate::models::{JSONRPCRequest, JSONRPCResponse, Request};
+use crate::models::{JSONRPCRequest, JSONRPCResponse, Request, WithPagination};
 use crate::WSStream;
 use anyhow::Error;
 use fehler::throws;
diff --git a/src/models/jsonrpc.rs b/src/models/jsonrpc.rs
index 049eabb..7a81cbb 100644
--- a/src/models/jsonrpc.rs
+++ b/src/models/jsonrpc.rs
@@ -1,4 +1,4 @@
-use crate::models::{Either, Request};
+use crate::models::{Either, EitherWrapper, Request};
 use serde::{Deserialize, Serialize};
 
 #[derive(Deserialize, Serialize, Clone, Debug)]
@@ -16,7 +16,7 @@ pub struct JSONRPCResponse<R> {
     pub id: i64,
     pub testnet: bool,
     #[serde(alias = "error")]
-    pub result: Either<R, ErrorDetail>,
+    pub result: EitherWrapper<R, ErrorDetail>,
     pub us_in: u64,
     pub us_out: u64,
     pub us_diff: u64,
diff --git a/src/models/market_data.rs b/src/models/market_data.rs
index c0b4b0f..5d8c4d2 100644
--- a/src/models/market_data.rs
+++ b/src/models/market_data.rs
@@ -1,4 +1,4 @@
-use crate::models::{AssetKind, Currency, Request};
+use crate::models::{AssetKind, Currency, Direction, Request, Sorting};
 use chrono::{DateTime, Utc};
 use serde::{Deserialize, Serialize};
 use std::collections::HashMap;
@@ -246,3 +246,74 @@ pub enum State {
     #[serde(alias = "closed")]
     Closed,
 }
+
+#[derive(Deserialize, Serialize, Clone, Debug, Default)]
+pub struct GetLastTradesByCurrencyRequest {
+    pub currency: Currency,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub kind: Option<AssetKind>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub start_id: Option<String>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub end_id: Option<String>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub count: Option<u64>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub include_old: Option<bool>,
+    #[serde(skip_serializing_if = "Option::is_none")]
+    pub sorting: Option<Sorting>,
+}
+
+impl GetLastTradesByCurrencyRequest {
+    pub fn new(currency: Currency) -> Self {
+        Self {
+            currency,
+            ..Default::default()
+        }
+    }
+
+    pub fn include_old(currency: Currency) -> Self {
+        Self {
+            currency,
+            include_old: Some(true),
+            ..Default::default()
+        }
+    }
+
+    pub fn futures(currency: Currency) -> Self {
+        Self::with_kind(currency, AssetKind::Future)
+    }
+
+    pub fn options(currency: Currency) -> Self {
+        Self::with_kind(currency, AssetKind::Option)
+    }
+
+    pub fn with_kind(currency: Currency, kind: AssetKind) -> Self {
+        Self {
+            currency,
+            kind: Some(kind),
+            ..Default::default()
+        }
+    }
+}
+
+#[derive(Deserialize, Serialize, Clone, Debug)]
+pub struct GetLastTradesByCurrencyResponse {
+    pub amount: Option<f64>,
+    pub block_trade_id: Option<String>,
+    pub direction: Direction,
+    pub index_price: f64,
+    pub instrument_name: String,
+    pub iv: Option<f64>,
+    pub mark_price: f64,
+    pub price: f64,
+    pub trade_id: String,
+    pub timestamp: u64,
+    pub trade_seq: u64,
+    pub tick_direction: i64,
+}
+
+impl Request for GetLastTradesByCurrencyRequest {
+    const METHOD: &'static str = "public/get_last_trades_by_currency";
+    type Response = Vec<GetLastTradesByCurrencyResponse>;
+}
diff --git a/src/models/mod.rs b/src/models/mod.rs
index 2901c98..1493865 100644
--- a/src/models/mod.rs
+++ b/src/models/mod.rs
@@ -361,6 +361,22 @@ impl<L, R> Either<L, R> {
     }
 }
 
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct WithPagination<L, R> {
+    #[serde(alias = "trades")]
+    pub values: Either<L, R>,
+    pub has_more: bool,
+}
+
+impl<L, R> WithPagination<L, R> {
+    pub fn left_result(self) -> StdResult<L, R> {
+        match self.values {
+            Either::Left(l) => Ok(l),
+            Either::Right(r) => Err(r),
+        }
+    }
+}
+
 #[derive(Debug, Clone, Serialize, Deserialize)]
 #[serde(untagged)]
 pub enum Any3<O1, O2, O3> {
@@ -485,3 +501,28 @@ pub enum Any12<O1, O2, O3, O4, O5, O6, O7, O8, O9, O10, O11, O12> {
     Eleventh(O11),
     Twelfth(O12),
 }
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub enum Sorting {
+    #[serde(rename = "asc")]
+    Asc,
+    #[serde(rename = "default")]
+    Default,
+    #[serde(rename = "desc")]
+    Desc,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+#[serde(untagged)]
+pub enum EitherWrapper<L, R> {
+    with_pagination(WithPagination<L, R>),
+    no_pagination(Either<L, R>),
+}
+impl<L, R> EitherWrapper<L, R> {
+    pub fn left_result(self) -> StdResult<L, R> {
+        match self {
+            EitherWrapper::with_pagination(l) => l.left_result(),
+            EitherWrapper::no_pagination(r) => r.left_result(),
+        }
+    }
+}