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use super::trade::BitfinexTrade;
use crate::{
event::MarketIter, exchange::ExchangeId, subscription::trade::PublicTrade, Identifier,
};
use barter_integration::{
de::extract_next,
model::{instrument::Instrument, SubscriptionId},
};
use serde::Serialize;
/// [`Bitfinex`](super::Bitfinex) message received over
/// [`WebSocket`](barter_integration::protocol::websocket::WebSocket) relating to an active
/// [`Subscription`](crate::Subscription).
///
/// The message is associated with the original [`Subscription`](crate::Subscription) using the
/// `channel_id` field as the [`SubscriptionId`](barter_integration::model::SubscriptionId).
///
/// ### Raw Payload Examples
/// #### Heartbeat
/// See docs: <https://docs.bitfinex.com/docs/ws-general#heartbeating>
/// ```json
/// [420191,"hb"]
/// ```
///
/// #### Side::Buy Trade
/// See docs: <https://docs.bitfinex.com/reference/ws-public-trades>
/// ```json
/// [420191,"te",[1225484398,1665452200022,0.08980641,19027.02807752]]
/// ```
///
/// #### Side::Sell Trade
/// See docs: <https://docs.bitfinex.com/reference/ws-public-trades>
/// ```json
/// [420191,"te",[1225484398,1665452200022,-0.08980641,19027.02807752]]
/// ```
#[derive(Clone, Copy, PartialEq, PartialOrd, Debug, Serialize)]
pub struct BitfinexMessage {
pub channel_id: u32,
pub payload: BitfinexPayload,
}
/// [`Bitfinex`](super::Bitfinex) market data variants associated with an
/// active [`Subscription`](crate::Subscription).
///
/// See [`BitfinexMessage`] for full raw payload examples.
///
/// See docs: <https://docs.bitfinex.com/docs/ws-general>
#[derive(Clone, Copy, PartialEq, PartialOrd, Debug, Serialize)]
pub enum BitfinexPayload {
Heartbeat,
Trade(BitfinexTrade),
}
impl Identifier<Option<SubscriptionId>> for BitfinexMessage {
fn id(&self) -> Option<SubscriptionId> {
match self.payload {
BitfinexPayload::Heartbeat => None,
BitfinexPayload::Trade(_) => Some(SubscriptionId::from(self.channel_id.to_string())),
}
}
}
impl From<(ExchangeId, Instrument, BitfinexMessage)> for MarketIter<PublicTrade> {
fn from((exchange_id, instrument, message): (ExchangeId, Instrument, BitfinexMessage)) -> Self {
match message.payload {
BitfinexPayload::Heartbeat => Self(vec![]),
BitfinexPayload::Trade(trade) => Self::from((exchange_id, instrument, trade)),
}
}
}
impl<'de> serde::Deserialize<'de> for BitfinexMessage {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: serde::de::Deserializer<'de>,
{
struct SeqVisitor;
impl<'de> serde::de::Visitor<'de> for SeqVisitor {
type Value = BitfinexMessage;
fn expecting(&self, formatter: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
formatter.write_str("BitfinexMessage struct from the Bitfinex WebSocket API")
}
fn visit_seq<SeqAccessor>(
self,
mut seq: SeqAccessor,
) -> Result<Self::Value, SeqAccessor::Error>
where
SeqAccessor: serde::de::SeqAccess<'de>,
{
// Trade: [CHANNEL_ID, <"te", "tu">, [ID, TIME, AMOUNT, PRICE]]
// Heartbeat: [ CHANNEL_ID, "hb" ]
// Candle: [CHANNEL_ID, [MTS, OPEN, CLOSE, HIGH, LOW, VOLUME]]
// Extract CHANNEL_ID used to identify SubscriptionId: 1st element of the sequence
let channel_id: u32 = extract_next(&mut seq, "channel_id")?;
// Extract message tag to identify payload type: 2nd element of the sequence
let message_tag: String = extract_next(&mut seq, "message_tag")?;
// Use message tag to extract the payload: 3rd element of sequence
let payload = match message_tag.as_str() {
// Filter "tu" Trades since they are identical but slower
// '--> use as additional Heartbeat
"hb" | "tu" => BitfinexPayload::Heartbeat,
"te" => BitfinexPayload::Trade(extract_next(&mut seq, "BitfinexTrade")?),
other => {
return Err(serde::de::Error::unknown_variant(
other,
&["heartbeat (hb)", "trade (te | tu)"],
))
}
};
// Ignore any additional elements or SerDe will fail
// '--> Bitfinex may add fields without warning
while seq.next_element::<serde::de::IgnoredAny>()?.is_some() {}
Ok(BitfinexMessage {
channel_id,
payload,
})
}
}
// Use Visitor implementation to deserialise the WebSocket BitfinexMessage
deserializer.deserialize_seq(SeqVisitor)
}
}
#[cfg(test)]
mod tests {
use super::*;
use barter_integration::{
de::datetime_utc_from_epoch_duration, error::SocketError, model::Side,
};
use std::time::Duration;
#[test]
fn test_de_bitfinex_message() {
struct TestCase {
input: &'static str,
expected: Result<BitfinexMessage, SocketError>,
}
// Trade: [CHANNEL_ID, <"te", "tu">, [ID, TIME, AMOUNT, PRICE]]
// Heartbeat: [ CHANNEL_ID, "hb" ]
// Candle: [CHANNEL_ID, [MTS, OPEN, CLOSE, HIGH, LOW, VOLUME]]
let cases = vec![
// TC0: Trade message te Sell
TestCase {
input: r#"[420191,"te",[1225484398,1665452200022,-0.08980641,19027.02807752]]"#,
expected: Ok(BitfinexMessage {
channel_id: 420191,
payload: BitfinexPayload::Trade(BitfinexTrade {
id: 1225484398,
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1665452200022,
)),
side: Side::Sell,
price: 19027.02807752,
amount: 0.08980641,
}),
}),
},
// TC1: Trade message te Buy
TestCase {
input: r#"[420191,"te",[1225484398,1665452200022,0.08980641,19027.02807752]]"#,
expected: Ok(BitfinexMessage {
channel_id: 420191,
payload: BitfinexPayload::Trade(BitfinexTrade {
id: 1225484398,
time: datetime_utc_from_epoch_duration(Duration::from_millis(
1665452200022,
)),
side: Side::Buy,
price: 19027.02807752,
amount: 0.08980641,
}),
}),
},
// TC2: Trade tu --> Should be marked as a heartbeat
TestCase {
input: r#"[420191,"tu",[1225484398,1665452200022,-0.08980641,19027.02807752]]"#,
expected: Ok(BitfinexMessage {
channel_id: 420191,
payload: BitfinexPayload::Heartbeat,
}),
},
// TC3: Heartbeat message
TestCase {
input: r#"[420191,"hb"]"#,
expected: Ok(BitfinexMessage {
channel_id: 420191,
payload: BitfinexPayload::Heartbeat,
}),
},
];
for (index, test) in cases.into_iter().enumerate() {
let actual = serde_json::from_str::<BitfinexMessage>(test.input);
match (actual, test.expected) {
(Ok(actual), Ok(expected)) => {
assert_eq!(actual, expected, "TC{} failed", index)
}
(Err(_), Err(_)) => {
// Test passed
}
(actual, expected) => {
// Test failed
panic!("TC{index} failed because actual != expected. \nActual: {actual:?}\nExpected: {expected:?}\n");
}
}
}
}
}