barter_data/exchange/okx/
mod.rs

1use self::{
2    channel::OkxChannel, market::OkxMarket, subscription::OkxSubResponse, trade::OkxTrades,
3};
4use crate::{
5    ExchangeWsStream, NoInitialSnapshots,
6    exchange::{Connector, ExchangeSub, PingInterval, StreamSelector},
7    instrument::InstrumentData,
8    subscriber::{WebSocketSubscriber, validator::WebSocketSubValidator},
9    subscription::trade::PublicTrades,
10    transformer::stateless::StatelessTransformer,
11};
12use barter_instrument::exchange::ExchangeId;
13use barter_integration::protocol::websocket::{WebSocketSerdeParser, WsMessage};
14use barter_macro::{DeExchange, SerExchange};
15use derive_more::Display;
16use serde_json::json;
17use std::time::Duration;
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 [`Okx`].
30pub mod subscription;
31
32/// Public trade types for [`Okx`].
33pub mod trade;
34
35/// [`Okx`] server base url.
36///
37/// See docs: <https://www.okx.com/docs-v5/en/#overview-api-resources-and-support>
38pub const BASE_URL_OKX: &str = "wss://ws.okx.com:8443/ws/v5/public";
39
40/// [`Okx`] server [`PingInterval`] duration.
41///
42/// See docs: <https://www.okx.com/docs-v5/en/#websocket-api-connect>
43pub const PING_INTERVAL_OKX: Duration = Duration::from_secs(29);
44
45/// Convenient type alias for an Okx [`ExchangeWsStream`] using [`WebSocketSerdeParser`](barter_integration::protocol::websocket::WebSocketSerdeParser).
46pub type OkxWsStream<Transformer> = ExchangeWsStream<WebSocketSerdeParser, Transformer>;
47
48/// [`Okx`] exchange.
49///
50/// See docs: <https://www.okx.com/docs-v5/en/#websocket-api>
51#[derive(
52    Copy,
53    Clone,
54    Eq,
55    PartialEq,
56    Ord,
57    PartialOrd,
58    Hash,
59    Debug,
60    Default,
61    Display,
62    DeExchange,
63    SerExchange,
64)]
65pub struct Okx;
66
67impl Connector for Okx {
68    const ID: ExchangeId = ExchangeId::Okx;
69    type Channel = OkxChannel;
70    type Market = OkxMarket;
71    type Subscriber = WebSocketSubscriber;
72    type SubValidator = WebSocketSubValidator;
73    type SubResponse = OkxSubResponse;
74
75    fn url() -> Result<Url, url::ParseError> {
76        Url::parse(BASE_URL_OKX)
77    }
78
79    fn ping_interval() -> Option<PingInterval> {
80        Some(PingInterval {
81            interval: tokio::time::interval(PING_INTERVAL_OKX),
82            ping: || WsMessage::text("ping"),
83        })
84    }
85
86    fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage> {
87        vec![WsMessage::text(
88            json!({
89                "op": "subscribe",
90                "args": &exchange_subs,
91            })
92            .to_string(),
93        )]
94    }
95}
96
97impl<Instrument> StreamSelector<Instrument, PublicTrades> for Okx
98where
99    Instrument: InstrumentData,
100{
101    type SnapFetcher = NoInitialSnapshots;
102    type Stream = OkxWsStream<StatelessTransformer<Self, Instrument::Key, PublicTrades, OkxTrades>>;
103}
barter_data/exchange/okx/mod.rs

barter_data/exchange/okx/
mod.rs
