barter_data/exchange/coinbase/
mod.rs

1use self::{
2    channel::CoinbaseChannel, market::CoinbaseMarket, subscription::CoinbaseSubResponse,
3    trade::CoinbaseTrade,
4};
5use crate::{
6    ExchangeWsStream, NoInitialSnapshots,
7    exchange::{Connector, ExchangeSub, StreamSelector},
8    instrument::InstrumentData,
9    subscriber::{WebSocketSubscriber, validator::WebSocketSubValidator},
10    subscription::trade::PublicTrades,
11    transformer::stateless::StatelessTransformer,
12};
13use barter_instrument::exchange::ExchangeId;
14use barter_integration::protocol::websocket::{WebSocketSerdeParser, WsMessage};
15use barter_macro::{DeExchange, SerExchange};
16use derive_more::Display;
17use serde_json::json;
18use url::Url;
19
20/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
21/// into an exchange [`Connector`] specific channel used for generating [`Connector::requests`].
22pub mod channel;
23
24/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
25/// into an exchange [`Connector`] specific market used for generating [`Connector::requests`].
26pub mod market;
27
28/// [`Subscription`](crate::subscription::Subscription) response type and response
29/// [`Validator`](barter_integration::Validator) for [`Coinbase`].
30pub mod subscription;
31
32/// Public trade types for [`Coinbase`].
33pub mod trade;
34
35/// [`Coinbase`] server base url.
36///
37/// See docs: <https://docs.cloud.coinbase.com/exchange/docs/websocket-overview>
38pub const BASE_URL_COINBASE: &str = "wss://ws-feed.exchange.coinbase.com";
39
40/// Convenient type alias for a Coinbase [`ExchangeWsStream`] using [`WebSocketSerdeParser`](barter_integration::protocol::websocket::WebSocketSerdeParser).
41pub type CoinbaseWsStream<Transformer> = ExchangeWsStream<WebSocketSerdeParser, Transformer>;
42
43/// [`Coinbase`] exchange.
44///
45/// See docs: <https://docs.cloud.coinbase.com/exchange/docs/websocket-overview>
46#[derive(
47    Copy,
48    Clone,
49    Eq,
50    PartialEq,
51    Ord,
52    PartialOrd,
53    Hash,
54    Debug,
55    Default,
56    Display,
57    DeExchange,
58    SerExchange,
59)]
60pub struct Coinbase;
61
62impl Connector for Coinbase {
63    const ID: ExchangeId = ExchangeId::Coinbase;
64    type Channel = CoinbaseChannel;
65    type Market = CoinbaseMarket;
66    type Subscriber = WebSocketSubscriber;
67    type SubValidator = WebSocketSubValidator;
68    type SubResponse = CoinbaseSubResponse;
69
70    fn url() -> Result<Url, url::ParseError> {
71        Url::parse(BASE_URL_COINBASE)
72    }
73
74    fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage> {
75        exchange_subs
76            .into_iter()
77            .map(|ExchangeSub { channel, market }| {
78                WsMessage::text(
79                    json!({
80                        "type": "subscribe",
81                        "product_ids": [market.as_ref()],
82                        "channels": [channel.as_ref()],
83                    })
84                    .to_string(),
85                )
86            })
87            .collect()
88    }
89}
90
91impl<Instrument> StreamSelector<Instrument, PublicTrades> for Coinbase
92where
93    Instrument: InstrumentData,
94{
95    type SnapFetcher = NoInitialSnapshots;
96    type Stream =
97        CoinbaseWsStream<StatelessTransformer<Self, Instrument::Key, PublicTrades, CoinbaseTrade>>;
98}
barter_data/exchange/coinbase/mod.rs

barter_data/exchange/coinbase/
mod.rs
