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use super::{consumer::consume, Streams};
use crate::exchange::Connector;
use crate::{
error::DataError,
event::MarketEvent,
exchange::{ExchangeId, StreamSelector},
subscription::{Subscription, SubscriptionKind},
Identifier,
};
use barter_integration::model::instrument::Instrument;
use barter_integration::{error::SocketError, Validator};
use std::{collections::HashMap, fmt::Debug, future::Future, pin::Pin};
use tokio::sync::mpsc;
/// Defines the [`MultiStreamBuilder`](multi::MultiStreamBuilder) API for ergonomically
/// initialising a common [`Streams<Output>`](Streams) from multiple
/// [`StreamBuilder<SubscriptionKind>`](StreamBuilder)s.
pub mod multi;
pub mod dynamic;
/// Communicative type alias representing the [`Future`] result of a [`Subscription`] [`validate`]
/// call generated whilst executing [`StreamBuilder::subscribe`].
pub type SubscribeFuture = Pin<Box<dyn Future<Output = Result<(), DataError>>>>;
/// Builder to configure and initialise a [`Streams<MarketEvent<SubscriptionKind::Event>`](Streams) instance
/// for a specific [`SubscriptionKind`].
#[derive(Default)]
pub struct StreamBuilder<Kind>
where
Kind: SubscriptionKind,
{
pub channels: HashMap<ExchangeId, ExchangeChannel<MarketEvent<Instrument, Kind::Event>>>,
pub futures: Vec<SubscribeFuture>,
}
impl<Kind> Debug for StreamBuilder<Kind>
where
Kind: SubscriptionKind,
{
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
f.debug_struct("StreamBuilder<SubscriptionKind>")
.field("channels", &self.channels)
.field("num_futures", &self.futures.len())
.finish()
}
}
impl<Kind> StreamBuilder<Kind>
where
Kind: SubscriptionKind,
{
/// Construct a new [`Self`].
pub fn new() -> Self {
Self {
channels: HashMap::new(),
futures: Vec::new(),
}
}
/// Add a collection of [`Subscription`]s to the [`StreamBuilder`] that will be actioned on
/// a distinct [`WebSocket`](barter_integration::protocol::websocket::WebSocket) connection.
///
/// Note that [`Subscription`]s are not actioned until the
/// [`init()`](StreamBuilder::init()) method is invoked.
pub fn subscribe<SubIter, Sub, Exchange>(mut self, subscriptions: SubIter) -> Self
where
SubIter: IntoIterator<Item = Sub>,
Sub: Into<Subscription<Exchange, Instrument, Kind>>,
Exchange: StreamSelector<Instrument, Kind> + Ord + Send + Sync + 'static,
Kind: Ord + Send + Sync + 'static,
Kind::Event: Send,
Subscription<Exchange, Instrument, Kind>:
Identifier<Exchange::Channel> + Identifier<Exchange::Market>,
{
// Construct Vec<Subscriptions> from input SubIter
let mut subscriptions = subscriptions.into_iter().map(Sub::into).collect::<Vec<_>>();
// Acquire channel Sender to send Market<Kind::Event> from consumer loop to user
// '--> Add ExchangeChannel Entry if this Exchange <--> SubscriptionKind combination is new
let exchange_tx = self.channels.entry(Exchange::ID).or_default().tx.clone();
// Add Future that once awaited will yield the Result<(), SocketError> of subscribing
self.futures.push(Box::pin(async move {
// Validate Subscriptions
validate(&subscriptions)?;
// Remove duplicate Subscriptions
subscriptions.sort();
subscriptions.dedup();
// Spawn a MarketStream consumer loop with these Subscriptions<Exchange, Kind>
tokio::spawn(consume(subscriptions, exchange_tx));
Ok(())
}));
self
}
/// Spawn a [`MarketEvent<SubscriptionKind::Event>`](MarketEvent) consumer loop for each collection of
/// [`Subscription`]s added to [`StreamBuilder`] via the
/// [`subscribe()`](StreamBuilder::subscribe()) method.
///
/// Each consumer loop distributes consumed [`MarketEvent<SubscriptionKind::Event>s`](MarketEvent) to
/// the [`Streams`] `HashMap` returned by this method.
pub async fn init(self) -> Result<Streams<MarketEvent<Instrument, Kind::Event>>, DataError> {
// Await Stream initialisation perpetual and ensure success
futures::future::try_join_all(self.futures).await?;
// Construct Streams using each ExchangeChannel receiver
Ok(Streams {
streams: self
.channels
.into_iter()
.map(|(exchange, channel)| (exchange, channel.rx))
.collect(),
})
}
}
/// Convenient type that holds the [`mpsc::UnboundedSender`] and [`mpsc::UnboundedReceiver`] for a
/// [`MarketEvent<T>`](MarketEvent) channel.
#[derive(Debug)]
pub struct ExchangeChannel<T> {
tx: mpsc::UnboundedSender<T>,
rx: mpsc::UnboundedReceiver<T>,
}
impl<T> ExchangeChannel<T> {
/// Construct a new [`Self`].
pub fn new() -> Self {
let (tx, rx) = mpsc::unbounded_channel();
Self { tx, rx }
}
}
impl<T> Default for ExchangeChannel<T> {
fn default() -> Self {
Self::new()
}
}
/// Validate the provided collection of [`Subscription`]s, ensuring that the associated exchange
/// supports every [`Subscription`] [`InstrumentKind`](barter_integration::model::InstrumentKind).
pub fn validate<Exchange, Kind>(
subscriptions: &[Subscription<Exchange, Instrument, Kind>],
) -> Result<(), DataError>
where
Exchange: Connector,
{
// Ensure at least one Subscription has been provided
if subscriptions.is_empty() {
return Err(DataError::Socket(SocketError::Subscribe(
"StreamBuilder contains no Subscription to action".to_owned(),
)));
}
// Validate the Exchange supports each Subscription InstrumentKind
subscriptions
.iter()
.map(|subscription| subscription.validate())
.collect::<Result<Vec<_>, SocketError>>()?;
Ok(())
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{exchange::coinbase::Coinbase, subscription::trade::PublicTrades};
use barter_integration::model::instrument::kind::InstrumentKind;
use barter_integration::model::instrument::Instrument;
#[test]
fn test_validate() {
struct TestCase {
input: Vec<Subscription<Coinbase, Instrument, PublicTrades>>,
expected: Result<Vec<Subscription<Coinbase, Instrument, PublicTrades>>, SocketError>,
}
let cases = vec![
TestCase {
// TC0: Invalid Vec<Subscription> w/ empty vector
input: vec![],
expected: Err(SocketError::Subscribe("".to_string())),
},
TestCase {
// TC1: Valid Vec<Subscription> w/ valid Coinbase Spot sub
input: vec![Subscription::from((
Coinbase,
"base",
"quote",
InstrumentKind::Spot,
PublicTrades,
))],
expected: Ok(vec![Subscription::from((
Coinbase,
"base",
"quote",
InstrumentKind::Spot,
PublicTrades,
))]),
},
TestCase {
// TC2: Invalid StreamBuilder w/ invalid Coinbase FuturePerpetual sub
input: vec![Subscription::from((
Coinbase,
"base",
"quote",
InstrumentKind::Perpetual,
PublicTrades,
))],
expected: Err(SocketError::Subscribe("".to_string())),
},
];
for (index, test) in cases.into_iter().enumerate() {
let actual = validate(&test.input);
match (actual, test.expected) {
(Ok(_), Ok(_)) => {
// Test passed
}
(Err(_), Err(_)) => {
// Test passed
}
(actual, expected) => {
// Test failed
panic!("TC{index} failed because actual != expected. \nActual: {actual:?}\nExpected: {expected:?}\n");
}
}
}
}
}