From 6019e720b19f8944466f816e649384673a82b7cc Mon Sep 17 00:00:00 2001
From: Jonathan Strong <jonathan.strong@gmail.com>
Date: Thu, 16 Apr 2020 21:53:47 -0400
Subject: [PATCH] rename Trade -> Serde32BytesTrade and clean up a bit

---
 src/encoding.rs | 44 +++++++++++++++++++-------------------------
 1 file changed, 19 insertions(+), 25 deletions(-)

diff --git a/src/encoding.rs b/src/encoding.rs
index f796a3a..0a90789 100644
--- a/src/encoding.rs
+++ b/src/encoding.rs
@@ -70,7 +70,7 @@ mod try_from_u8 {
 }
 
 #[derive(Deserialize, Serialize, Debug, Clone)]
-pub struct Trade {
+pub struct Serde32BytesTrade {
     pub time: u64,
     #[serde(with = "try_from_u8")]
     pub exch: Exchange,
@@ -183,6 +183,11 @@ impl<'a> PackedTradeData<'a> {
         lexical::parse(&self.0[Self::AMOUNT_OFFSET..(Self::AMOUNT_OFFSET + 8)])
     }
 
+    /// `server_time` is stored in milliseconds, while `time` is nanoseconds.
+    /// this is what you need to multiply the stored `server_time` data by to
+    /// get it back to nanoseconds.
+    const SERVER_TIME_DOWNSCALE_FACTOR: u64 = 1_000_000;
+
     #[inline]
     pub fn server_time(&self) -> Result<Option<u64>, ParseError> {
         let st: i32 =
@@ -192,12 +197,21 @@ impl<'a> PackedTradeData<'a> {
                         std::str::from_utf8(&self.0[Self::SERVER_TIME_OFFSET..(Self::SERVER_TIME_OFFSET + 4)]).unwrap_or("uft8 error")
                     )))
                 })?;
+
+        // while the `server_time` delta is stored as a signed integer, to be able to express a
+        // delta in both directions relative to `time`, we can't just add a negative `i64` to a
+        // `u64`, it doesn't work like that. this match either subtracts the absolute value of a
+        // negative delta, or adds a positive delta, to get around this conundrum.
+        //
+        // `SERVER_TIME_DOWNSCALE_FACTOR` is used to rescale the delta to nanoseconds prior to its
+        // being applied to `time`.
+
         match st {
             0 => Ok(None),
 
-            x @ std::i32::MIN .. 0  => Ok(Some(self.time()? - x.abs() as u64)),
+            x @ std::i32::MIN .. 0  => Ok(Some(self.time()? - (x.abs() as u64 * Self::SERVER_TIME_DOWNSCALE_FACTOR))),
 
-            x @ 1 ..= std::i32::MAX => Ok(Some(self.time()? + x as u64)),
+            x @ 1 ..= std::i32::MAX => Ok(Some(self.time()? + (x as u64 * Self::SERVER_TIME_DOWNSCALE_FACTOR))),
         }
     }
 }
@@ -216,37 +230,17 @@ mod tests {
 
     #[test]
     fn check_bincode_serialized_size() {
-        let trade = Trade {
+        let trade = Serde32BytesTrade {
             time: 1586996977191449698,
             exch: e!(bmex),
             ticker: t!(btc-usd),
             price: 1.234,
             amount: 4.567,
             side: None,
-            //server_time: NonZeroU64::new(1586996977191449698 + 1_000_000),
             server_time: NonZeroI32::new(1_000_000),
-            //server_time: Some(1586996977191449698 + 1_000_000),
         };
 
-        /*
-        let packed = PackedTrade {
-            time: trade.time,
-            exch: u8::from(trade.exch),
-            base: u8::from(trade.ticker.base),
-            quote: u8::from(trade.ticker.quote),
-            amount: trade.amount,
-            price: trade.price,
-            //side: trade.side.and_then(|s| NonZeroU8::new(u8::from(s))),
-            //server_time: NonZeroI32::new(1_000_000),
-            side: trade.side.map(|s| u8::from(s)).unwrap_or(0),
-            server_time: 1_000_000,
-
-        };
-        */
-
-        assert_eq!(size_of::<Trade>(), 32);
-
-        //assert_eq!(serde_json::to_string(&trade).unwrap().len(), 32);
+        assert_eq!(size_of::<Serde32BytesTrade>(), 32);
         assert_eq!(bincode::serialized_size(&trade).unwrap(), 32);
     }