openapi/python/src/quote/push.rs at main · noneback/openapi · GitHub

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use longport::quote::{

PushBrokers, PushCandlestick, PushDepth, PushEvent, PushEventDetail, PushQuote, PushTrades,

};

use pyo3::prelude::*;

use crate::quote::context::Callbacks;

pub(crate) fn handle_push_event(callbacks: &Callbacks, event: PushEvent) {

match event.detail {

PushEventDetail::Quote(quote) => handle_quote(callbacks, event.symbol, quote),

PushEventDetail::Depth(depth) => handle_depth(callbacks, event.symbol, depth),

PushEventDetail::Brokers(brokers) => handle_brokers(callbacks, event.symbol, brokers),

PushEventDetail::Trade(trades) => handle_trades(callbacks, event.symbol, trades),

PushEventDetail::Candlestick(candlestick) => {

handle_candlesticks(callbacks, event.symbol, candlestick)

}

fn handle_quote(callbacks: &Callbacks, symbol: String, quote: PushQuote) {

if let Some(callback) = &callbacks.quote {

let _ = Python::with_gil(|py| {

callback.call(

py,

(symbol, crate::quote::types::PushQuote::try_from(quote)?),

None,

)

});

}

fn handle_depth(callbacks: &Callbacks, symbol: String, depth: PushDepth) {

if let Some(callback) = &callbacks.depth {

let _ = Python::with_gil(|py| {

callback.call(

py,

(symbol, crate::quote::types::PushDepth::try_from(depth)?),

None,

)

});

}

fn handle_brokers(callbacks: &Callbacks, symbol: String, brokers: PushBrokers) {

if let Some(callback) = &callbacks.brokers {

let _ = Python::with_gil(|py| {

callback.call(

py,

(symbol, crate::quote::types::PushBrokers::try_from(brokers)?),

None,

)

});

}

fn handle_trades(callbacks: &Callbacks, symbol: String, trades: PushTrades) {

if let Some(callback) = &callbacks.trades {

let _ = Python::with_gil(|py| {

callback.call(

py,

(symbol, crate::quote::types::PushTrades::try_from(trades)?),

None,

)

});

}

fn handle_candlesticks(callbacks: &Callbacks, symbol: String, candlestick: PushCandlestick) {

if let Some(callback) = &callbacks.candlestick {

let _ = Python::with_gil(|py| {

callback.call(

py,

(

symbol,

crate::quote::types::PushCandlestick::try_from(candlestick)?,

None,

)

});

}

openapi/python/src/quote/push.rs at main · noneback/openapi · GitHub

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