data-pipelines/src/lib.rs

#![feature(exclusive_range_pattern)]

pub mod windows;
pub mod encoding;

#[allow(unused)]
#[cfg(test)]
mod tests {
    use serde::Deserialize;

    #[derive(Debug, Deserialize)]
    struct Trade {
        pub time: i64,
        pub price: f64,
        pub amount: f64,
    }

    #[test]
    fn serde_deserialize_json_example() {
        assert!(matches!(
            serde_json::from_str::<Trade>(r#"{"time":1527811201900505632,"price":7492.279785,"amount":0.048495,"exch":"bits","server_time":0,"side":null}"#),
            Ok(Trade { time: 1527811201900505632, price: 7492.279785, amount: 0.048495 })
        ));

    }

    #[test]
    fn serde_deserialize_csv_example() {
        let csv = "time,amount,exch,price,server_time,side\n\
                   1527811201900505632,0.048495,bits,7492.279785,0,";

        let mut csv_reader = csv::Reader::from_reader(csv.as_bytes());

        let headers = csv_reader
            .headers()
            .expect("parsing row headers failed")
            .clone();

        let mut row = csv::StringRecord::new();

        assert!(matches!(
            csv_reader.read_record(&mut row),
            Ok(true)
        ));

        assert!(matches!(
            row.deserialize(Some(&headers)),
            Ok(Trade { time: 1527811201900505632, price: 7492.279785, amount: 0.048495 })
        ));

        assert!(matches!(
            csv_reader.read_record(&mut row),
            Ok(false)
        ));
    }

    #[test]
    fn memory_size_of_trades_struct() {
        // tests an example in one of the baselines articles showing how with
        // no particular effort this struct is 48 bytes, compared to the 
        // CSV per-row representation of an average of 73 bytes

        use markets::crypto::{Exchange, Ticker, Side};

        struct Trade {
            pub time: u64,
            pub price: f64,
            pub amount: f64,
            pub exch: Exchange,
            pub ticker: Ticker,
            pub server_time: Option<u64>,
            pub side: Option<Side>,
        }

        assert_eq!(std::mem::size_of::<Trade>(), 48);
        assert_eq!(std::mem::size_of::<Ticker>(), 2);
    }
}