barter_data/exchange/
mod.rs

1use self::subscription::ExchangeSub;
2use crate::{
3    MarketStream, SnapshotFetcher,
4    instrument::InstrumentData,
5    subscriber::{Subscriber, validator::SubscriptionValidator},
6    subscription::{Map, SubscriptionKind},
7};
8use barter_instrument::exchange::ExchangeId;
9use barter_integration::{Validator, error::SocketError, protocol::websocket::WsMessage};
10use serde::{Deserialize, Serialize, de::DeserializeOwned};
11use std::{fmt::Debug, time::Duration};
12use url::Url;
13
14/// `BinanceSpot` & `BinanceFuturesUsd` [`Connector`] and [`StreamSelector`] implementations.
15pub mod binance;
16
17/// `Bitfinex` [`Connector`] and [`StreamSelector`] implementations.
18pub mod bitfinex;
19
20/// `Bitmex [`Connector`] and [`StreamSelector`] implementations.
21pub mod bitmex;
22
23/// `Bybit` ['Connector'] and ['StreamSelector'] implementation
24pub mod bybit;
25
26/// `Coinbase` [`Connector`] and [`StreamSelector`] implementations.
27pub mod coinbase;
28
29/// `GateioSpot`, `GateioFuturesUsd` & `GateioFuturesBtc` [`Connector`] and [`StreamSelector`]
30/// implementations.
31pub mod gateio;
32
33/// `Kraken` [`Connector`] and [`StreamSelector`] implementations.
34pub mod kraken;
35
36/// `Okx` [`Connector`] and [`StreamSelector`] implementations.
37pub mod okx;
38
39/// Defines the generic [`ExchangeSub`] containing a market and channel combination used by an
40/// exchange [`Connector`] to build [`WsMessage`] subscription payloads.
41pub mod subscription;
42
43/// Default [`Duration`] the [`Connector::SubValidator`] will wait to receive all success responses to actioned
44/// `Subscription` requests.
45pub const DEFAULT_SUBSCRIPTION_TIMEOUT: Duration = Duration::from_secs(10);
46
47/// Defines the [`MarketStream`] kind associated with an exchange
48/// `Subscription` [`SubscriptionKind`].
49///
50/// ### Notes
51/// Must be implemented by an exchange [`Connector`] if it supports a specific
52/// [`SubscriptionKind`].
53pub trait StreamSelector<Instrument, Kind>
54where
55    Self: Connector,
56    Instrument: InstrumentData,
57    Kind: SubscriptionKind,
58{
59    type SnapFetcher: SnapshotFetcher<Self, Kind>;
60    type Stream: MarketStream<Self, Instrument, Kind>;
61}
62
63/// Primary exchange abstraction. Defines how to translate Barter types into exchange specific
64/// types, as well as connecting, subscribing, and interacting with the exchange server.
65///
66/// ### Notes
67/// This must be implemented for a new exchange integration!
68pub trait Connector
69where
70    Self: Clone + Default + Debug + for<'de> Deserialize<'de> + Serialize + Sized,
71{
72    /// Unique identifier for the exchange server being connected with.
73    const ID: ExchangeId;
74
75    /// Type that defines how to translate a Barter `Subscription` into an exchange specific
76    /// channel to be subscribed to.
77    ///
78    /// ### Examples
79    /// - [`BinanceChannel("@depth@100ms")`](binance::channel::BinanceChannel)
80    /// - [`KrakenChannel("trade")`](kraken::channel::KrakenChannel)
81    type Channel: AsRef<str>;
82
83    /// Type that defines how to translate a Barter
84    /// `Subscription` into an exchange specific market that
85    /// can be subscribed to.
86    ///
87    /// ### Examples
88    /// - [`BinanceMarket("btcusdt")`](binance::market::BinanceMarket)
89    /// - [`KrakenMarket("BTC/USDT")`](kraken::market::KrakenMarket)
90    type Market: AsRef<str>;
91
92    /// [`Subscriber`] type that establishes a connection with the exchange server, and actions
93    /// `Subscription`s over the socket.
94    type Subscriber: Subscriber;
95
96    /// [`SubscriptionValidator`] type that listens to responses from the exchange server and
97    /// validates if the actioned `Subscription`s were
98    /// successful.
99    type SubValidator: SubscriptionValidator;
100
101    /// Deserialisable type that the [`Self::SubValidator`] expects to receive from the exchange server in
102    /// response to the `Subscription` [`Self::requests`]
103    /// sent over the [`WebSocket`](barter_integration::protocol::websocket::WebSocket). Implements
104    /// [`Validator`] in order to determine if [`Self`]
105    /// communicates a successful `Subscription` outcome.
106    type SubResponse: Validator + Debug + DeserializeOwned;
107
108    /// Base [`Url`] of the exchange server being connected with.
109    fn url() -> Result<Url, SocketError>;
110
111    /// Defines [`PingInterval`] of custom application-level
112    /// [`WebSocket`](barter_integration::protocol::websocket::WebSocket) pings for the exchange
113    /// server being connected with.
114    ///
115    /// Defaults to `None`, meaning that no custom pings are sent.
116    fn ping_interval() -> Option<PingInterval> {
117        None
118    }
119
120    /// Defines how to translate a collection of [`ExchangeSub`]s into the [`WsMessage`]
121    /// subscription payloads sent to the exchange server.
122    fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage>;
123
124    /// Number of `Subscription` responses expected from the
125    /// exchange server in responses to the requests send. Used to validate all
126    /// `Subscription`s were accepted.
127    fn expected_responses<InstrumentKey>(map: &Map<InstrumentKey>) -> usize {
128        map.0.len()
129    }
130
131    /// Expected [`Duration`] the [`SubscriptionValidator`] will wait to receive all success
132    /// responses to actioned `Subscription` requests.
133    fn subscription_timeout() -> Duration {
134        DEFAULT_SUBSCRIPTION_TIMEOUT
135    }
136}
137
138/// Used when an exchange has servers different
139/// [`InstrumentKind`](barter_instrument::instrument::kind::InstrumentKind) market data on distinct servers,
140/// allowing all the [`Connector`] logic to be identical apart from what this trait provides.
141///
142/// ### Examples
143/// - [`BinanceServerSpot`](binance::spot::BinanceServerSpot)
144/// - [`BinanceServerFuturesUsd`](binance::futures::BinanceServerFuturesUsd)
145pub trait ExchangeServer: Default + Debug + Clone + Send {
146    const ID: ExchangeId;
147    fn websocket_url() -> &'static str;
148}
149
150/// Defines the frequency and construction function for custom
151/// [`WebSocket`](barter_integration::protocol::websocket::WebSocket) pings - used for exchanges
152/// that require additional application-level pings.
153#[derive(Debug)]
154pub struct PingInterval {
155    pub interval: tokio::time::Interval,
156    pub ping: fn() -> WsMessage,
157}
barter_data/exchange/mod.rs

barter_data/exchange/
mod.rs
