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use crate::client::{ClientConfig, de_str_to_f64};
use crate::error::ClientError;
use crate::connection::ConnectionHandler;
use crate::{BuyerType, connect, ExchangeClient, Identifier, StreamIdentifier, Subscription, Trade};
use log::{info, warn, error};
use serde::{Deserialize, Serialize};
use async_trait::async_trait;
use tokio::sync::mpsc;
use tokio_stream::wrappers::UnboundedReceiverStream;
pub struct Binance {
subscription_tx: mpsc::Sender<(BinanceSub, mpsc::UnboundedSender<BinanceMessage>)>,
}
#[async_trait]
impl ExchangeClient for Binance {
async fn consume_trades(&mut self, symbol: String) -> Result<UnboundedReceiverStream<Trade>, ClientError> {
let (binance_trade_tx, mut binance_trade_rx) = mpsc::unbounded_channel();
let trades_subscription = BinanceSub::new(
String::from(Binance::TRADE_STREAM),
symbol.clone()
);
if let Err(err) = self
.subscription_tx
.send((trades_subscription, binance_trade_tx))
.await {
error!("Subscription request receiver has dropped by the ConnectionHandler - closing transmitter: {:?}", err);
return Err(ClientError::SendFailure)
}
let (trade_tx, trade_rx) = mpsc::unbounded_channel();
tokio::spawn(async move {
while let Some(binance_message) = binance_trade_rx.recv().await {
match binance_message {
BinanceMessage::Trade(binance_trade) => {
if trade_tx.send(Trade::from(binance_trade)).is_err() {
info!("Receiver for Binance Trades has been dropped - closing stream.");
return;
}
},
_ => warn!("consume_trades() received BinanceMessage that was not a Trade")
}
}
});
Ok(UnboundedReceiverStream::new(trade_rx))
}
}
impl Binance {
const BASE_URI: &'static str = "wss://stream.binance.com:9443/ws";
const TRADE_STREAM: &'static str = "@aggTrade";
pub async fn new(cfg: ClientConfig) -> Result<Self, ClientError> {
let ws_conn = connect(&String::from(Binance::BASE_URI)).await?;
let (subscription_tx, subscription_rx) = mpsc::channel(10);
let connection = ConnectionHandler::new(
cfg.rate_limit_per_second,
ws_conn, subscription_rx
);
let _ = tokio::spawn(connection.manage());
Ok(Self { subscription_tx })
}
}
#[derive(Debug, Clone, Deserialize, Serialize)]
#[serde(untagged)]
pub enum BinanceMessage {
Subscription(BinanceSub),
SubscriptionResponse(BinanceSubResponse),
Trade(BinanceTrade),
OrderBook(BinanceOrderBook)
}
impl StreamIdentifier for BinanceMessage {
fn get_stream_id(&self) -> Identifier {
match self {
BinanceMessage::Trade(trade) => {
Identifier::Yes(format!("{}@{}", trade.symbol.to_lowercase(), trade.event_type))
},
_ => Identifier::No
}
}
}
#[derive(Debug, Clone, Default, Deserialize, Serialize)]
pub struct BinanceSub {
method: String,
params: Vec<String>,
id: u64,
}
impl Subscription for BinanceSub {
fn new(stream_name: String, ticker_pair: String) -> Self {
Self {
method: String::from("SUBSCRIBE"),
params: vec![format!("{}{}", ticker_pair, stream_name)],
id: 1,
}
}
}
impl StreamIdentifier for BinanceSub {
fn get_stream_id(&self) -> Identifier {
Identifier::Yes(self.params.get(0).unwrap().clone())
}
}
#[derive(Debug, Clone, Deserialize, Serialize)]
pub struct BinanceSubResponse {
id: u64,
}
#[derive(Debug, Clone, Deserialize, Serialize)]
pub struct BinanceTrade {
#[serde(rename = "e")]
event_type: String,
#[serde(rename = "E")]
event_time: u64,
#[serde(rename = "s")]
symbol: String,
#[serde(rename = "a")]
trade_id: u64,
#[serde(rename = "p")]
#[serde(deserialize_with = "de_str_to_f64")]
price: f64,
#[serde(rename = "q")]
#[serde(deserialize_with = "de_str_to_f64")]
quantity: f64,
#[serde(rename = "f")]
buyer_order_id: u64,
#[serde(rename = "l")]
seller_order_id: u64,
#[serde(rename = "T")]
trade_time: u64,
#[serde(rename = "m")]
buyer_is_market_maker: bool,
#[serde(rename = "M")]
m: bool
}
impl From<BinanceTrade> for Trade {
fn from(binance_trade: BinanceTrade) -> Self {
let buyer = match binance_trade.buyer_is_market_maker {
true => BuyerType::Maker,
false => BuyerType::Taker,
};
Self {
trade_id: binance_trade.trade_id.to_string(),
timestamp: binance_trade.trade_time.to_string(),
ticker: binance_trade.symbol,
price: binance_trade.price,
quantity: binance_trade.quantity,
buyer,
}
}
}
#[derive(Debug, Clone, Deserialize, Serialize)]
pub struct BinanceOrderBook {
#[serde(rename = "lastUpdateId")]
pub last_update_id: u64,
pub bids: Vec<BinanceLevel>,
pub asks: Vec<BinanceLevel>,
}
#[derive(Debug, Clone, Deserialize, Serialize)]
pub struct BinanceLevel {
#[serde(deserialize_with = "de_str_to_f64")]
pub price: f64,
#[serde(rename = "quantity")]
#[serde(deserialize_with = "de_str_to_f64")]
pub amount: f64,
}