fix(rust): change Binance futures symbols to lowercase.

nkaz001 · Oct 1, 2024 · f49910f · f49910f
1 parent 5890f0b
commit f49910f
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Showing 4 changed files with 18 additions and 8 deletions.
diff --git a/connector/src/binancefutures/mod.rs b/connector/src/binancefutures/mod.rs
@@ -202,6 +202,8 @@ impl Connector for BinanceFutures {
         id: u64,
         ev_tx: UnboundedSender<PublishMessage>,
     ) {
+        // Binance futures symbols must be lowercase to subscribe to the WebSocket stream.
+        let symbol = symbol.to_lowercase();
         let mut instruments = self.instruments.lock().unwrap();
         if instruments.contains_key(&symbol) {
             let order_manager = self.order_manager.lock().unwrap();

diff --git a/connector/src/binancefutures/msg/rest.rs b/connector/src/binancefutures/msg/rest.rs
@@ -2,7 +2,7 @@ use hftbacktest::types::{OrdType, Side, Status, TimeInForce};
 use serde::Deserialize;
 
 use super::{from_str_to_side, from_str_to_status, from_str_to_tif, from_str_to_type};
-use crate::utils::{from_str_to_f64, from_str_to_f64_opt, to_uppercase};
+use crate::utils::{from_str_to_f64, from_str_to_f64_opt, to_lowercase};
 
 #[derive(Deserialize, Debug)]
 #[serde(untagged)]
@@ -56,7 +56,7 @@ pub struct OrderResponse {
     pub stop_price: f64,
     #[serde(rename = "closePosition")]
     pub close_position: bool,
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     // for Coin-M futures
     // pub pair: String,
@@ -132,7 +132,7 @@ pub struct PositionInformationV2 {
     pub notional: f64,
     #[serde(rename = "isolatedWallet")]
     pub isolated_wallet: String,
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     #[serde(rename = "unRealizedProfit")]
     pub unrealized_pnl: String,

diff --git a/connector/src/binancefutures/msg/stream.rs b/connector/src/binancefutures/msg/stream.rs
@@ -2,7 +2,7 @@ use hftbacktest::types::{OrdType, Side, Status, TimeInForce};
 use serde::Deserialize;
 
 use super::{from_str_to_side, from_str_to_status, from_str_to_tif, from_str_to_type};
-use crate::utils::{from_str_to_f64, to_uppercase};
+use crate::utils::{from_str_to_f64, to_lowercase};
 
 #[derive(Deserialize, Debug)]
 #[serde(tag = "e")]
@@ -26,7 +26,7 @@ pub struct Depth {
     #[serde(rename = "E")]
     pub event_time: i64,
     #[serde(rename = "s")]
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     // for Coin-M futures
     // #[serde(rename = "ps")]
@@ -50,7 +50,7 @@ pub struct Trade {
     #[serde(rename = "E")]
     pub event_time: i64,
     #[serde(rename = "s")]
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     #[serde(rename = "t")]
     pub id: i64,
@@ -102,7 +102,7 @@ pub struct Balance {
 #[derive(Deserialize, Debug)]
 pub struct Position {
     #[serde(rename = "s")]
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     #[serde(rename = "pa")]
     #[serde(deserialize_with = "from_str_to_f64")]
@@ -139,7 +139,7 @@ pub struct OrderTradeUpdate {
 #[derive(Deserialize, Debug)]
 pub struct Order {
     #[serde(rename = "s")]
-    #[serde(deserialize_with = "to_uppercase")]
+    #[serde(deserialize_with = "to_lowercase")]
     pub symbol: String,
     #[serde(rename = "c")]
     pub client_order_id: String,

diff --git a/connector/src/utils.rs b/connector/src/utils.rs
@@ -117,6 +117,14 @@ where
     Ok(s.to_uppercase())
 }
 
+pub fn to_lowercase<'de, D>(deserializer: D) -> Result<String, D::Error>
+where
+    D: Deserializer<'de>,
+{
+    let s: &str = Deserialize::deserialize(deserializer)?;
+    Ok(s.to_lowercase())
+}
+
 pub fn sign_hmac_sha256(secret: &str, s: &str) -> String {
     let mut mac = Hmac::<Sha256>::new_from_slice(secret.as_bytes()).unwrap();
     mac.update(s.as_bytes());