serde serializing and deserializing using enums and structs

serde-playground.rs

// cargo.toml:
// serde = { version = "1", features = ["derive"] }
// serde_json = "1"

use serde::{Deserialize, Serialize};

#[derive(Serialize, Debug)]
#[serde(tag = "action")]
pub enum ClientMessage {
    #[serde(rename = "auth")]
    Auth(AuthMessage),

    #[serde(rename = "subscribe")]
    Subscribe(SubscriptionMessage),

    #[serde(rename = "unsubscribe")]
    Unsubscribe(SubscriptionMessage),
}

#[derive(Debug, Serialize, Clone)]
pub struct AuthMessage {
    pub key: String,
    pub secret: String,
}

#[derive(Debug, Serialize, Clone)]
pub struct SubscriptionMessage {
    #[serde(skip_serializing_if = "Option::is_none")]
    pub trades: Option<Vec<String>>,

    #[serde(skip_serializing_if = "Option::is_none")]
    pub quotes: Option<Vec<String>>,

    #[serde(skip_serializing_if = "Option::is_none")]
    pub bars: Option<Vec<String>>,
}

#[derive(Deserialize, Debug)]
#[serde(tag = "T")]
pub enum WebSocketEvent {
    #[serde(rename = "success")]
    Success(SuccessMessage),

    #[serde(rename = "error")]
    Error(ErrorEvent),

    #[serde(rename = "subscription")]
    Subscription(SubscriptionEvent),

    #[serde(rename = "t")]
    Trade(TradeEvent),

    #[serde(rename = "q")]
    Quote(QuoteEvent),

    #[serde(rename = "b")]
    Bar(BarEvent),

    #[serde(rename = "d")]
    DailyBar(BarEvent),

    #[serde(rename = "u")]
    UpdatedBar(BarEvent),
}

#[derive(Debug, Deserialize, Clone)]
pub struct SubscriptionEvent {
    #[serde(rename = "trades")]
    pub trades: Vec<String>,

    #[serde(rename = "quotes")]
    pub quotes: Vec<String>,

    #[serde(rename = "bars")]
    pub bars: Vec<String>,

    #[serde(rename = "updatedBars")]
    pub updated_bars: Vec<String>,

    #[serde(rename = "dailyBars")]
    pub daily_bars: Vec<String>,

    #[serde(rename = "statuses")]
    pub statuses: Vec<String>,

    #[serde(rename = "lulds")]
    pub lulds: Vec<String>,

    #[serde(rename = "corrections")]
    pub corrections: Vec<String>,

    #[serde(rename = "cancelErrors")]
    pub cancel_errors: Vec<String>,
}

#[derive(Debug, Deserialize, Clone)]
pub struct SuccessMessage {
    #[serde(rename = "msg")]
    pub message: String,
}

#[derive(Debug, Deserialize, Clone)]
pub struct ErrorEvent {
    #[serde(rename = "msg")]
    pub message: String,

    #[serde(rename = "code")]
    pub code: u16,
}

#[derive(Debug, Deserialize, Clone)]
pub struct TradeEvent {
    #[serde(rename = "S")]
    pub symbol: String,

    #[serde(rename = "i")]
    pub trade_id: u64,

    #[serde(rename = "x")]
    pub exchange_code: String,

    #[serde(rename = "p")]
    pub trade_price: f64,

    #[serde(rename = "s")]
    pub trade_size: u64,

    #[serde(rename = "t")]
    pub timestamp: String,

    #[serde(rename = "c")]
    pub trade_condition: Vec<String>,

    #[serde(rename = "z")]
    pub tape: String,
}

#[derive(Debug, Deserialize, Clone)]
pub struct QuoteEvent {
    #[serde(rename = "S")]
    pub symbol: String,

    #[serde(rename = "ax")]
    pub ask_exchange_code: String,

    #[serde(rename = "ap")]
    pub ask_price: f64,

    #[serde(rename = "as")]
    pub ask_size: u64,

    #[serde(rename = "bx")]
    pub bid_exchange_code: String,

    #[serde(rename = "bp")]
    pub bid_price: f64,

    #[serde(rename = "bs")]
    pub bid_size: u64,

    #[serde(rename = "c")]
    pub quote_condition: Vec<String>,

    #[serde(rename = "t")]
    pub timestamp: String,

    #[serde(rename = "z")]
    pub tape: String,
}

#[derive(Debug, Deserialize, Clone)]
pub struct BarEvent {
    #[serde(rename = "S")]
    pub symbol: String,

    #[serde(rename = "o")]
    pub open: f64,

    #[serde(rename = "h")]
    pub high: f64,

    #[serde(rename = "l")]
    pub low: f64,

    #[serde(rename = "c")]
    pub close: f64,

    #[serde(rename = "v")]
    pub volume: u64,

    #[serde(rename = "t")]
    pub timestamp: String,
}

fn main() {
    let connected = r#"{"T":"success","msg":"connected"}"#;
    let error = r#"{"T":"error","code":400,"msg":"connected"}"#;
    let trade = r#"{"T":"t","i":96921,"S":"AAPL","x":"D","p":126.55,"s":1,"t":"2021-02-22T15:51:44.208Z","c":["@","I"],"z":"C"}"#;
    let quote = r#"{"T":"q","S":"AMD","bx":"U","bp":87.66,"bs":1,"ax":"Q","ap":87.68,"as":4,"t":"2021-02-22T15:51:45.335689322Z","c":["R"],"z":"C"}"#;
    let bar = r#"{"T":"b","S":"SPY","o":388.985,"h":389.13,"l":388.975,"c":389.12,"v":49378,"t":"2021-02-22T19:15:00Z"}"#;
    let daily_bar = r#"{"T":"d","S":"SPY","o":388.985,"h":389.13,"l":388.975,"c":389.12,"v":49378,"t":"2021-02-22T19:15:00Z"}"#;
    let updated_bar = r#"{"T":"u","S":"SPY","o":388.985,"h":389.13,"l":388.975,"c":389.12,"v":49378,"t":"2021-02-22T19:15:00Z"}"#;
    let subscription = r#"{"T":"subscription","trades":["AAPL"],"quotes":["AMD","CLDR"],"bars":["*"],"updatedBars":[],"dailyBars":["VOO"],"statuses":["*"],"lulds":[],"corrections":["AAPL"],"cancelErrors":["AAPL"]}"#;

    let events = vec![
        connected,
        error,
        trade,
        quote,
        bar,
        daily_bar,
        updated_bar,
        subscription,
    ];
    for event_type in events {
        let event: WebSocketEvent = serde_json::from_str(event_type).unwrap();
        dbg!(event);
    }

    let auth_message = ClientMessage::Auth(AuthMessage {
        key: "my-key".into(),
        secret: "my-secret".into(),
    });

    let subscribe = ClientMessage::Subscribe(SubscriptionMessage {
        trades: Some(vec!["AAPL".into()]),
        quotes: Some(vec!["MSFT".into(), "TSLA".into()]),
        bars: None,
    });

    let unsubscribe = ClientMessage::Unsubscribe(SubscriptionMessage {
        trades: Some(vec!["AAPL".into()]),
        quotes: Some(vec!["MSFT".into(), "TSLA".into()]),
        bars: None,
    });

    let client_messages = vec![auth_message, subscribe, unsubscribe];

    for message in client_messages {
        let json = serde_json::to_string(&message).expect("error bro");
        dbg!(json);
    }
}