maxapi: parse fd field and optimize trade snapshot parsing

pkg/exchange/max/maxapi/userdata.go

@@ -102,6 +102,8 @@ type TradeUpdate struct {
 
 	Fee           string `json:"f"`
 	FeeCurrency   string `json:"fc"`
+	FeeDiscounted bool   `json:"fd"`
+
 	Timestamp  int64 `json:"T"`
 	UpdateTime int64 `json:"TU"`
 
@@ -128,40 +130,26 @@ func parseTradeUpdate(v *fastjson.Value) TradeUpdate {
 
 type TradeUpdateEvent struct {
 	BaseEvent
-
 	Trades []TradeUpdate `json:"t"`
 }
 
-func parseTradeUpdateEvent(v *fastjson.Value) *TradeUpdateEvent {
-	var e TradeUpdateEvent
-	e.Event = string(v.GetStringBytes("e"))
-	e.Timestamp = v.GetInt64("T")
-
-	for _, tv := range v.GetArray("t") {
-		e.Trades = append(e.Trades, parseTradeUpdate(tv))
-	}
-
-	return &e
-}
-
-type TradeSnapshot []TradeUpdate
-
 type TradeSnapshotEvent struct {
 	BaseEvent
-
 	Trades []TradeUpdate `json:"t"`
 }
 
-func parseTradeSnapshotEvent(v *fastjson.Value) *TradeSnapshotEvent {
+func parseTradeUpdateEvent(v *fastjson.Value) (*TradeUpdateEvent, error) {
+	jsonBytes := v.String()
+	var e TradeUpdateEvent
+	err := json.Unmarshal([]byte(jsonBytes), &e)
+	return &e, err
+}
+
+func parseTradeSnapshotEvent(v *fastjson.Value) (*TradeSnapshotEvent, error) {
+	jsonBytes := v.String()
 	var e TradeSnapshotEvent
-	e.Event = string(v.GetStringBytes("e"))
-	e.Timestamp = v.GetInt64("T")
-
-	for _, tv := range v.GetArray("t") {
-		e.Trades = append(e.Trades, parseTradeUpdate(tv))
-	}
-
-	return &e
+	err := json.Unmarshal([]byte(jsonBytes), &e)
+	return &e, err
 }
 
 type BalanceMessage struct {
@@ -252,10 +240,10 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
 		return parseOrderUpdateEvent(v), nil
 
 	case "trade_snapshot", "mwallet_trade_snapshot":
-		return parseTradeSnapshotEvent(v), nil
+		return parseTradeSnapshotEvent(v)
 
 	case "trade_update", "mwallet_trade_update":
-		return parseTradeUpdateEvent(v), nil
+		return parseTradeUpdateEvent(v)
 
 	case "ad_ratio_snapshot", "ad_ratio_update":
 		return parseADRatioEvent(v)

pkg/exchange/max/maxapi/userdata_test.go

@@ -0,0 +1,45 @@
+package max
+
+import (
+	"testing"
+
+	"github.com/stretchr/testify/assert"
+	"github.com/valyala/fastjson"
+)
+
+func Test_parseTradeSnapshotEvent(t *testing.T) {
+	fv, err := fastjson.Parse(`{
+		"c": "user",
+		"e": "trade_snapshot",
+		"t": [{
+			"i": 68444,
+			"p": "21499.0",
+			"v": "0.2658",
+			"M": "ethtwd",
+			"T": 1521726960357,
+			"sd": "bid",
+			"f": "3.2",
+			"fc": "twd",
+            "fd": false,
+			"m": true,
+			"oi": 7423,
+			"ci": "client-oid-1",
+			"gi": 123
+		}],
+		"T": 1591786735192
+	}`)
+	assert.NoError(t, err)
+	assert.NotNil(t, fv)
+
+	evt, err := parseTradeSnapshotEvent(fv)
+	assert.NoError(t, err)
+	assert.NotNil(t, evt)
+	assert.Equal(t, "trade_snapshot", evt.Event)
+	assert.Equal(t, int64(1591786735192), evt.Timestamp)
+	assert.Equal(t, 1, len(evt.Trades))
+	assert.Equal(t, "bid", evt.Trades[0].Side)
+	assert.Equal(t, "ethtwd", evt.Trades[0].Market)
+	assert.Equal(t, int64(1521726960357), evt.Trades[0].Timestamp)
+	assert.Equal(t, "3.2", evt.Trades[0].Fee)
+	assert.Equal(t, "twd", evt.Trades[0].FeeCurrency)
+}