feat: Migrate price and size fields from String to Decimal with serde(with = "rust_decimal::serde::str") for accurate serialization.

Author: aidan-bailey

Cargo.lock

@@ -39,7 +39,7 @@ hex = "0.4"
 tracing = "0.1"
 tokio-tungstenite = { version = "0.26", features = ["rustls-tls-webpki-roots"] }
 futures-util = "0.3"
-rust_decimal = "1.37"
+rust_decimal = { version = "1.37", features = ["serde-with-str"] }
 
 [profile.release]
 opt-level = 3

Cargo.toml

@@ -49,3 +49,4 @@ tokio = { workspace = true, features = ["macros", "rt-multi-thread"] }
 tracing-subscriber = { version = "0.3", features = ["env-filter"] }
 futures-util = { workspace = true }
 dotenvy = "0.15"
+rust_decimal_macros = "1.37"

polyoxide-clob/Cargo.toml

@@ -1,5 +1,6 @@
 use polyoxide_core::QueryBuilder;
 use reqwest::Client;
+use rust_decimal::Decimal;
 use serde::{Deserialize, Serialize};
 use url::Url;
 
@@ -167,8 +168,10 @@ pub struct MarketToken {
 /// Order book level (price and size)
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct OrderLevel {
-    pub price: String,
-    pub size: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub size: Decimal,
 }
 
 /// Order book data

polyoxide-clob/src/api/markets.rs

@@ -1,4 +1,5 @@
 use rand::Rng;
+use rust_decimal::prelude::ToPrimitive;
 
 use crate::{
     api::markets::OrderLevel,
@@ -96,8 +97,8 @@ pub fn calculate_market_price(levels: &[OrderLevel], amount: f64, side: OrderSid
     let mut sum = 0.0;
 
     for level in levels {
-        let p = level.price.parse::<f64>().ok()?;
-        let s = level.size.parse::<f64>().ok()?;
+        let p = level.price.to_f64()?;
+        let s = level.size.to_f64()?;
 
         match side {
             OrderSide::Buy => {
@@ -113,7 +114,7 @@ pub fn calculate_market_price(levels: &[OrderLevel], amount: f64, side: OrderSid
         }
     }
 
-    levels.last().and_then(|l| l.price.parse::<f64>().ok())
+    levels.last().and_then(|l| l.price.to_f64())
 }
 
 /// Convert f64 to raw integer string by multiplying by 10^decimals
@@ -207,10 +208,11 @@ mod tests {
 
     #[test]
     fn test_calculate_market_price_buy_simple() {
+        use rust_decimal_macros::dec;
         // Should find match at 0.50
         let levels = vec![OrderLevel {
-            price: "0.50".to_string(),
-            size: "1000".to_string(),
+            price: dec!(0.50),
+            size: dec!(1000),
         }];
         let price = calculate_market_price(&levels, 100.0, OrderSide::Buy);
         assert_eq!(price, Some(0.50));

polyoxide-clob/src/utils.rs

@@ -2,15 +2,18 @@
 //!
 //! The market channel provides real-time order book and price updates.
 
+use rust_decimal::Decimal;
 use serde::{Deserialize, Serialize};
 
 /// Order summary in the order book
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct OrderSummary {
     /// Price level
-    pub price: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
     /// Size at this price level
-    pub size: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub size: Decimal,
 }
 
 /// Book message - full order book snapshot
@@ -40,17 +43,21 @@ pub struct PriceChange {
     /// Asset ID (token ID)
     pub asset_id: String,
     /// Price level
-    pub price: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
     /// Size at this price level
-    pub size: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub size: Decimal,
     /// Order side (BUY or SELL)
     pub side: String,
     /// Order book hash
     pub hash: String,
     /// Best bid price
-    pub best_bid: Option<String>,
+    #[serde(default, with = "rust_decimal::serde::str_option")]
+    pub best_bid: Option<Decimal>,
     /// Best ask price
-    pub best_ask: Option<String>,
+    #[serde(default, with = "rust_decimal::serde::str_option")]
+    pub best_ask: Option<Decimal>,
 }
 
 /// Price change message - incremental order book update
@@ -95,11 +102,13 @@ pub struct LastTradePriceMessage {
     /// Market condition ID
     pub market: String,
     /// Trade price
-    pub price: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub price: Decimal,
     /// Trade side (BUY or SELL)
     pub side: String,
     /// Trade size
-    pub size: String,
+    #[serde(with = "rust_decimal::serde::str")]
+    pub size: Decimal,
     /// Fee rate
     pub fee_rate_bps: Option<String>,
     /// Timestamp in milliseconds (as string)