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use self::subscription::ExchangeSub;
use crate::instrument::InstrumentData;
use crate::subscription::SubKind;
use crate::{
subscriber::{validator::SubscriptionValidator, Subscriber},
subscription::{Map, SubscriptionKind},
MarketStream,
};
use barter_integration::{
error::SocketError, model::instrument::kind::InstrumentKind, protocol::websocket::WsMessage,
Validator,
};
use serde::{de::DeserializeOwned, Deserialize, Serialize};
use std::{
fmt::{Debug, Display},
time::Duration,
};
use url::Url;
/// `BinanceSpot` & `BinanceFuturesUsd` [`Connector`] and [`StreamSelector`] implementations.
pub mod binance;
/// `Bitfinex` [`Connector`] and [`StreamSelector`] implementations.
pub mod bitfinex;
/// `Bitmex [`Connector`] and [`StreamSelector`] implementations.
pub mod bitmex;
/// `Bybit` ['Connector'] and ['StreamSelector'] implementation
pub mod bybit;
/// `Coinbase` [`Connector`] and [`StreamSelector`] implementations.
pub mod coinbase;
/// `GateioSpot`, `GateioFuturesUsd` & `GateioFuturesBtc` [`Connector`] and [`StreamSelector`]
/// implementations.
pub mod gateio;
/// `Kraken` [`Connector`] and [`StreamSelector`] implementations.
pub mod kraken;
/// `Okx` [`Connector`] and [`StreamSelector`] implementations.
pub mod okx;
/// Defines the generic [`ExchangeSub`] containing a market and channel combination used by an
/// exchange [`Connector`] to build [`WsMessage`] subscription payloads.
pub mod subscription;
/// Default [`Duration`] the [`Connector::SubValidator`] will wait to receive all success responses to actioned
/// [`Subscription`](subscription::Subscription) requests.
pub const DEFAULT_SUBSCRIPTION_TIMEOUT: Duration = Duration::from_secs(10);
/// Defines the [`MarketStream`] kind associated with an exchange
/// [`Subscription`](subscription::Subscription) [`SubscriptionKind`].
///
/// ### Notes
/// Must be implemented by an exchange [`Connector`] if it supports a specific
/// [`SubscriptionKind`].
pub trait StreamSelector<Instrument, Kind>
where
Self: Connector,
Instrument: InstrumentData,
Kind: SubscriptionKind,
{
type Stream: MarketStream<Self, Instrument, Kind>;
}
/// Primary exchange abstraction. Defines how to translate Barter types into exchange specific
/// types, as well as connecting, subscribing, and interacting with the exchange server.
///
/// ### Notes
/// This must be implemented for a new exchange integration!
pub trait Connector
where
Self: Clone + Default + Debug + for<'de> Deserialize<'de> + Serialize + Sized,
{
/// Unique identifier for the exchange server being connected with.
const ID: ExchangeId;
/// Type that defines how to translate a Barter
/// [`Subscription`](ubscription::Subscription) into an exchange specific channel
/// to be subscribed to.
///
/// ### Examples
/// - [`BinanceChannel("@depth@100ms")`](binance::channel::BinanceChannel)
/// - [`KrakenChannel("trade")`](kraken::channel::KrakenChannel)
type Channel: AsRef<str>;
/// Type that defines how to translate a Barter
/// [`Subscription`](subscription::Subscription) into an exchange specific market that
/// can be subscribed to.
///
/// ### Examples
/// - [`BinanceMarket("btcusdt")`](binance::market::BinanceMarket)
/// - [`KrakenMarket("BTC/USDT")`](kraken::market::KrakenMarket)
type Market: AsRef<str>;
/// [`Subscriber`] type that establishes a connection with the exchange server, and actions
/// [`Subscription`](subscription::Subscription)s over the socket.
type Subscriber: Subscriber;
/// [`SubscriptionValidator`] type that listens to responses from the exchange server and
/// validates if the actioned [`Subscription`](subscription::Subscription)s were
/// successful.
type SubValidator: SubscriptionValidator;
/// Deserialisable type that the [`Self::SubValidator`] expects to receive from the exchange server in
/// response to the [`Subscription`](subscription::Subscription) [`Self::requests`]
/// sent over the [`WebSocket`](barter_integration::protocol::websocket::WebSocket). Implements
/// [`Validator`] in order to determine if [`Self`]
/// communicates a successful [`Subscription`](subscription::Subscription) outcome.
type SubResponse: Validator + Debug + DeserializeOwned;
/// Base [`Url`] of the exchange server being connected with.
fn url() -> Result<Url, SocketError>;
/// Defines [`PingInterval`] of custom application-level
/// [`WebSocket`](barter_integration::protocol::websocket::WebSocket) pings for the exchange
/// server being connected with.
///
/// Defaults to `None`, meaning that no custom pings are sent.
fn ping_interval() -> Option<PingInterval> {
None
}
/// Defines how to translate a collection of [`ExchangeSub`]s into the [`WsMessage`]
/// subscription payloads sent to the exchange server.
fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage>;
/// Number of [`Subscription`](subscription::Subscription) responses expected from the
/// exchange server in responses to the requests send. Used to validate all
/// [`Subscription`](subscription::Subscription)s were accepted.
fn expected_responses<InstrumentId>(map: &Map<InstrumentId>) -> usize {
map.0.len()
}
/// Expected [`Duration`] the [`SubscriptionValidator`] will wait to receive all success
/// responses to actioned [`Subscription`](subscription::Subscription) requests.
fn subscription_timeout() -> Duration {
DEFAULT_SUBSCRIPTION_TIMEOUT
}
}
/// Used when an exchange has servers different
/// [`InstrumentKind`] market data on distinct servers,
/// allowing all the [`Connector`] logic to be identical apart from what this trait provides.
///
/// ### Examples
/// - [`BinanceServerSpot`](binance::spot::BinanceServerSpot)
/// - [`BinanceServerFuturesUsd`](binance::futures::BinanceServerFuturesUsd)
pub trait ExchangeServer: Default + Debug + Clone + Send {
const ID: ExchangeId;
fn websocket_url() -> &'static str;
}
/// Defines the frequency and construction function for custom
/// [`WebSocket`](barter_integration::protocol::websocket::WebSocket) pings - used for exchanges
/// that require additional application-level pings.
#[derive(Debug)]
pub struct PingInterval {
pub interval: tokio::time::Interval,
pub ping: fn() -> WsMessage,
}
/// Unique identifier an exchange server [`Connector`].
///
/// ### Notes
/// An exchange may server different [`InstrumentKind`]
/// market data on distinct servers (eg/ Binance, Gateio). Such exchanges have multiple [`Self`]
/// variants, and often utilise the [`ExchangeServer`] trait.
#[derive(Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Deserialize, Serialize)]
#[serde(rename = "exchange", rename_all = "snake_case")]
pub enum ExchangeId {
BinanceFuturesUsd,
BinanceSpot,
Bitfinex,
Bitmex,
BybitSpot,
BybitPerpetualsUsd,
Coinbase,
GateioSpot,
GateioFuturesUsd,
GateioFuturesBtc,
GateioPerpetualsBtc,
GateioPerpetualsUsd,
GateioOptions,
Kraken,
Okx,
}
impl From<ExchangeId> for barter_integration::model::Exchange {
fn from(exchange_id: ExchangeId) -> Self {
barter_integration::model::Exchange::from(exchange_id.as_str())
}
}
impl Display for ExchangeId {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
write!(f, "{}", self.as_str())
}
}
impl ExchangeId {
/// Return the &str representation of this [`ExchangeId`]
pub fn as_str(&self) -> &'static str {
match self {
ExchangeId::BinanceSpot => "binance_spot",
ExchangeId::BinanceFuturesUsd => "binance_futures_usd",
ExchangeId::Bitfinex => "bitfinex",
ExchangeId::Bitmex => "bitmex",
ExchangeId::BybitSpot => "bybit_spot",
ExchangeId::BybitPerpetualsUsd => "bybit_perpetuals_usd",
ExchangeId::Coinbase => "coinbase",
ExchangeId::GateioSpot => "gateio_spot",
ExchangeId::GateioFuturesUsd => "gateio_futures_usd",
ExchangeId::GateioFuturesBtc => "gateio_futures_btc",
ExchangeId::GateioPerpetualsUsd => "gateio_perpetuals_usd",
ExchangeId::GateioPerpetualsBtc => "gateio_perpetuals_btc",
ExchangeId::GateioOptions => "gateio_options",
ExchangeId::Kraken => "kraken",
ExchangeId::Okx => "okx",
}
}
pub fn supports(&self, instrument_kind: InstrumentKind, sub_kind: SubKind) -> bool {
use crate::subscription::SubKind::*;
use ExchangeId::*;
use InstrumentKind::*;
match (self, instrument_kind, sub_kind) {
(BinanceSpot, Spot, PublicTrades | OrderBooksL1) => true,
(BinanceFuturesUsd, Perpetual, PublicTrades | OrderBooksL1 | Liquidations) => true,
(Bitfinex, Spot, PublicTrades) => true,
(Bitmex, Perpetual, PublicTrades) => true,
(BybitSpot, Spot, PublicTrades) => true,
(BybitPerpetualsUsd, Perpetual, PublicTrades) => true,
(Coinbase, Spot, PublicTrades) => true,
(GateioSpot, Spot, PublicTrades) => true,
(GateioFuturesUsd, Future(_), PublicTrades) => true,
(GateioFuturesBtc, Future(_), PublicTrades) => true,
(GateioPerpetualsUsd, Perpetual, PublicTrades) => true,
(GateioPerpetualsBtc, Perpetual, PublicTrades) => true,
(GateioOptions, Option(_), PublicTrades) => true,
(Kraken, Spot, PublicTrades | OrderBooksL1) => true,
(Okx, Spot | Future(_) | Perpetual | Option(_), PublicTrades) => true,
(_, _, _) => false,
}
}
/// Determines whether the [`Connector`] associated with this [`ExchangeId`] supports the
/// ingestion of market data for the provided [`InstrumentKind`].
#[allow(clippy::match_like_matches_macro)]
pub fn supports_instrument_kind(&self, instrument_kind: InstrumentKind) -> bool {
use ExchangeId::*;
use InstrumentKind::*;
match (self, instrument_kind) {
// Spot
(
BinanceFuturesUsd | Bitmex | BybitPerpetualsUsd | GateioPerpetualsUsd
| GateioPerpetualsBtc,
Spot,
) => false,
(_, Spot) => true,
// Future
(GateioFuturesUsd | GateioFuturesBtc | Okx, Future(_)) => true,
(_, Future(_)) => false,
// Future Perpetual Swaps
(
BinanceFuturesUsd | Bitmex | Okx | BybitPerpetualsUsd | GateioPerpetualsUsd
| GateioPerpetualsBtc,
Perpetual,
) => true,
(_, Perpetual) => false,
// Option
(GateioOptions | Okx, Option(_)) => true,
(_, Option(_)) => false,
}
}
}