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Added support for importing FTX CSV files
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,172 @@ | ||
| use std::path::Path; | ||
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| use anyhow::{Result, bail}; | ||
| use chrono::{NaiveDateTime, FixedOffset, DateTime}; | ||
| use rust_decimal::Decimal; | ||
| use serde::{Deserialize, Deserializer}; | ||
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| use crate::base::{Transaction, Amount}; | ||
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| // function for reading NaiveDateTime in the format "2/25/2021, 2:24:46 PM" | ||
| pub(crate) fn deserialize_date_time_mdy<'de, D: Deserializer<'de>>(d: D) -> std::result::Result<NaiveDateTime, D::Error> { | ||
| let raw: &str = Deserialize::deserialize(d)?; | ||
| Ok(NaiveDateTime::parse_from_str(raw, "%m/%d/%Y, %I:%M:%S %p").unwrap()) | ||
| } | ||
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| /// FTX Deposit | ||
| // " ","Time","Coin","Amount","Status","Additional info","Transaction ID" | ||
| #[derive(Debug, Deserialize)] | ||
| #[serde(rename_all = "PascalCase")] | ||
| struct FtxDeposit { | ||
| // #[serde(rename = " ")] | ||
| // id: String, | ||
| time: DateTime<FixedOffset>, | ||
| coin: String, | ||
| amount: Decimal, | ||
| // status: String, // "complete" or "confirmed" | ||
| #[serde(rename = "Additional info")] | ||
| additional_info: String, | ||
| #[serde(rename = "Transaction ID")] | ||
| transaction_id: String, | ||
| } | ||
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| impl From<FtxDeposit> for Transaction { | ||
| fn from(deposit: FtxDeposit) -> Self { | ||
| let blockchain = deposit.coin.clone(); | ||
| let mut tx = Transaction::receive(deposit.time.naive_utc(), Amount::new(deposit.amount, deposit.coin)); | ||
| tx.tx_hash = Some(deposit.transaction_id); | ||
| tx.blockchain = Some(blockchain); | ||
| tx.description = Some(deposit.additional_info); | ||
| tx | ||
| } | ||
| } | ||
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| /// FTX Withdrawal | ||
| // " ","Time","Coin","Amount","Destination","Status","Transaction ID","fee" | ||
| #[derive(Debug, Deserialize)] | ||
| #[serde(rename_all = "PascalCase")] | ||
| struct FtxWithdrawal { | ||
| #[serde(rename = " ")] | ||
| id: String, | ||
| time: DateTime<FixedOffset>, | ||
| coin: String, | ||
| amount: Decimal, | ||
| // destination: String, | ||
| // status: String, | ||
| #[serde(rename = "Transaction ID")] | ||
| transaction_id: String, | ||
| #[serde(rename = "fee")] | ||
| fee: Decimal, | ||
| } | ||
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| impl From<FtxWithdrawal> for Transaction { | ||
| // todo: add destination? | ||
| fn from(withdrawal: FtxWithdrawal) -> Self { | ||
| let fee_currency = withdrawal.coin.clone(); | ||
| let blockchain = withdrawal.coin.clone(); | ||
| let mut tx = Transaction::send(withdrawal.time.naive_utc(), Amount::new(withdrawal.amount, withdrawal.coin)); | ||
| tx.fee = Some(Amount::new(withdrawal.fee, fee_currency)); | ||
| tx.tx_hash = Some(withdrawal.transaction_id); | ||
| tx.blockchain = Some(blockchain); | ||
| tx.description = Some(withdrawal.id); | ||
| tx | ||
| } | ||
| } | ||
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| #[derive(Debug, Deserialize)] | ||
| #[serde(rename_all = "lowercase")] | ||
| enum Side { | ||
| Buy, | ||
| Sell, | ||
| } | ||
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| /// FTX Trade | ||
| // "ID","Time","Market","Side","Order Type","Size","Price","Total","Fee","Fee Currency","TWAP" | ||
| #[derive(Debug, Deserialize)] | ||
| #[serde(rename_all = "PascalCase")] | ||
| struct FtxTrade { | ||
| #[serde(rename = "ID")] | ||
| id: String, | ||
| #[serde(deserialize_with = "deserialize_date_time_mdy")] | ||
| time: NaiveDateTime, | ||
| market: String, | ||
| side: Side, | ||
| // #[serde(rename = "Order Type")] | ||
| // order_type: String, // "OTC" or "Order" have been observed | ||
| size: Decimal, | ||
| // price: Decimal, | ||
| total: Decimal, | ||
| fee: Option<Decimal>, | ||
| #[serde(rename = "Fee Currency")] | ||
| fee_currency: String, | ||
| // /// Whether the trade was executed using Time-Weighted Average Price. | ||
| // #[serde(rename = "TWAP")] | ||
| // twap: bool, | ||
| } | ||
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| // FTX trades report in USD even if USDC was deposited. This is likely not the | ||
| // right way to resolve this issue... | ||
| fn normalize_currency(currency: &str) -> &str { | ||
| match currency { | ||
| "USD" => "USDC", | ||
| _ => currency, | ||
| } | ||
| } | ||
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| impl TryFrom<FtxTrade> for Transaction { | ||
| type Error = anyhow::Error; | ||
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| fn try_from(trade: FtxTrade) -> Result<Self, Self::Error> { | ||
| let mut split = trade.market.split('/'); | ||
| match (split.next(), split.next()) { | ||
| (Some(base_currency), Some(quote_currency)) => { | ||
| let base = Amount::new(trade.size, normalize_currency(base_currency).to_owned()); | ||
| let quote = Amount::new(trade.total, normalize_currency(quote_currency).to_owned()); | ||
| let mut tx = match trade.side { | ||
| Side::Buy => Transaction::trade(trade.time, base, quote), | ||
| Side::Sell => Transaction::trade(trade.time, quote, base), | ||
| }; | ||
| tx.fee = trade.fee.map(|fee| Amount::new(fee, normalize_currency(&trade.fee_currency).to_owned())); | ||
| tx.description = Some(trade.id); | ||
| Ok(tx) | ||
| } | ||
| _ => bail!("Invalid market value, expected: '<base_currency>/<quote_currency>'"), | ||
| } | ||
| } | ||
| } | ||
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| pub(crate) fn load_ftx_deposits_csv(input_path: &Path) -> Result<Vec<Transaction>> { | ||
| let mut rdr = csv::ReaderBuilder::new().from_path(input_path)?; | ||
| let mut transactions = Vec::new(); | ||
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| for result in rdr.deserialize() { | ||
| let record: FtxDeposit = result?; | ||
| transactions.push(record.into()); | ||
| } | ||
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| Ok(transactions) | ||
| } | ||
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| pub(crate) fn load_ftx_withdrawals_csv(input_path: &Path) -> Result<Vec<Transaction>> { | ||
| let mut rdr = csv::ReaderBuilder::new().from_path(input_path)?; | ||
| let mut transactions = Vec::new(); | ||
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| for result in rdr.deserialize() { | ||
| let record: FtxWithdrawal = result?; | ||
| transactions.push(record.into()); | ||
| } | ||
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| Ok(transactions) | ||
| } | ||
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| pub(crate) fn load_ftx_trades_csv(input_path: &Path) -> Result<Vec<Transaction>> { | ||
| let mut rdr = csv::ReaderBuilder::new().from_path(input_path)?; | ||
| let mut transactions = Vec::new(); | ||
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| for result in rdr.deserialize() { | ||
| let record: FtxTrade = result?; | ||
| transactions.push(record.try_into()?); | ||
| } | ||
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| Ok(transactions) | ||
| } |
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