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use crate::{
ExchangeTransformerId, ExchangeWebSocket, MarketStream, MarketData, Subscription, Validator,
exchange::{
binance::futures::BinanceFutures,
ftx::Ftx,
}
};
use barter_integration::socket::{Event, error::SocketError};
use std::{
time::Duration,
collections::HashMap
};
use futures::StreamExt;
use tokio::sync::mpsc;
use tokio_stream::{StreamMap, wrappers::UnboundedReceiverStream};
use tracing::{error, info, warn};
const STARTING_RECONNECT_BACKOFF_MS: u64 = 125;
#[derive(Debug)]
pub struct Streams {
pub streams: HashMap<ExchangeTransformerId, mpsc::UnboundedReceiver<Event<MarketData>>>
}
impl Streams {
pub fn builder() -> StreamBuilder {
StreamBuilder::new()
}
pub fn select(&mut self, exchange: ExchangeTransformerId) -> Option<mpsc::UnboundedReceiver<Event<MarketData>>> {
self.streams
.remove(&exchange)
}
pub async fn join(self) -> StreamMap<ExchangeTransformerId, UnboundedReceiverStream<Event<MarketData>>> {
self.streams
.into_iter()
.fold(
StreamMap::new(),
|mut map, (exchange, rx)| {
map.insert(exchange, UnboundedReceiverStream::new(rx));
map
}
)
}
}
#[derive(Debug)]
pub struct StreamBuilder {
subscriptions: HashMap<ExchangeTransformerId, Vec<Subscription>>,
}
impl StreamBuilder {
fn new() -> Self {
Self { subscriptions: HashMap::new() }
}
pub fn subscribe<SubIter, Sub>(mut self, exchange: ExchangeTransformerId, subscriptions: SubIter) -> Self
where
SubIter: IntoIterator<Item = Sub>,
Sub: Into<Subscription>,
{
self.subscriptions
.insert(exchange, subscriptions.into_iter().map(Sub::into).collect());
self
}
pub async fn init(mut self) -> Result<Streams, SocketError> {
self = self.validate()?;
let num_exchanges = self.subscriptions.len();
let mut exchange_streams = HashMap::with_capacity(num_exchanges);
for (exchange, subscriptions) in self.subscriptions {
let (exchange_tx, exchange_rx) = mpsc::unbounded_channel();
match exchange {
ExchangeTransformerId::BinanceFutures => {
tokio::spawn(consume::<ExchangeWebSocket<BinanceFutures>>(exchange, subscriptions, exchange_tx));
}
ExchangeTransformerId::Ftx => {
tokio::spawn(consume::<ExchangeWebSocket<Ftx>>(exchange, subscriptions, exchange_tx));
}
not_supported => {
return Err(SocketError::Subscribe(format!("Streams::init() does not support: {}", not_supported)))
}
}
exchange_streams.insert(exchange, exchange_rx);
}
Ok(Streams { streams: exchange_streams })
}
}
impl Validator for StreamBuilder {
fn validate(self) -> Result<Self, SocketError>
where
Self: Sized
{
if self.subscriptions.is_empty() {
return Err(SocketError::Subscribe(
"StreamBuilder contains no Subscription to action".to_owned())
)
}
self.subscriptions
.iter()
.map(|exchange_subs| exchange_subs.validate())
.collect::<Result<Vec<_>, SocketError>>()?;
Ok(self)
}
}
pub async fn consume<Stream>(
exchange: ExchangeTransformerId,
subscriptions: Vec<Subscription>,
exchange_tx: mpsc::UnboundedSender<Event<MarketData>>
) -> SocketError
where
Stream: MarketStream,
{
info!(
%exchange,
?subscriptions,
policy = "retry connection with exponential backoff",
"MarketStream consumer loop running",
);
let mut attempt: u32 = 0;
let mut backoff_ms: u64 = STARTING_RECONNECT_BACKOFF_MS;
loop {
attempt += 1;
backoff_ms *= 2;
info!(%exchange, attempt, "attempting to initialise MarketStream");
let mut stream = match Stream::init(&subscriptions).await {
Ok(stream) => {
info!(%exchange, attempt, "successfully initialised MarketStream");
attempt = 0;
backoff_ms = STARTING_RECONNECT_BACKOFF_MS;
stream
},
Err(error) => {
error!(%exchange, attempt, ?error, "failed to initialise MarketStream");
if attempt == 1 {
return error
} else {
continue
}
}
};
while let Some(event_result) = stream.next().await {
match event_result {
Ok(market_event) => {
let _ = exchange_tx
.send(market_event)
.map_err(|err| {
error!(
payload = ?err.0,
why = "receiver dropped",
"failed to send Event<MarketData> to Exchange receiver"
);
});
}
Err(error) => {
warn!(
%exchange,
%error,
action = "skipping message",
"consumed SocketError from MarketStream",
);
continue;
}
}
}
warn!(
%exchange,
backoff_ms,
action = "attempt re-connection after backoff",
"exchange MarketStream unexpectedly ended"
);
tokio::time::sleep(Duration::from_millis(backoff_ms)).await;
}
}