barter_data/exchange/bitmex/
mod.rs

1use crate::{
2    ExchangeWsStream, NoInitialSnapshots,
3    exchange::{
4        Connector, StreamSelector,
5        bitmex::{
6            channel::BitmexChannel, market::BitmexMarket, subscription::BitmexSubResponse,
7            trade::BitmexTrade,
8        },
9        subscription::ExchangeSub,
10    },
11    instrument::InstrumentData,
12    subscriber::{WebSocketSubscriber, validator::WebSocketSubValidator},
13    subscription::{Map, trade::PublicTrades},
14    transformer::stateless::StatelessTransformer,
15};
16use barter_instrument::exchange::ExchangeId;
17use barter_integration::{error::SocketError, protocol::websocket::WsMessage};
18use derive_more::Display;
19use serde::de::{Error, Unexpected};
20use std::fmt::Debug;
21use url::Url;
22
23/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
24/// into an exchange [`Connector`] specific channel used for generating [`Connector::requests`].
25pub mod channel;
26
27/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
28/// into an exchange [`Connector`] specific market used for generating [`Connector::requests`].
29pub mod market;
30
31/// Generic [`BitmexMessage<T>`](message::BitmexMessage)
32pub mod message;
33
34/// [`Subscription`](crate::subscription::Subscription) response type and response
35/// [`Validator`](barter_integration::Validator) for [`Bitmex`].
36pub mod subscription;
37
38/// Public trade types for [`Bitmex`].
39pub mod trade;
40
41/// [`Bitmex`] server base url.
42///
43/// See docs: <https://www.bitmex.com/app/wsAPI>
44pub const BASE_URL_BITMEX: &str = "wss://ws.bitmex.com/realtime";
45
46#[derive(Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Default, Display)]
47pub struct Bitmex;
48
49impl Connector for Bitmex {
50    const ID: ExchangeId = ExchangeId::Bitmex;
51    type Channel = BitmexChannel;
52    type Market = BitmexMarket;
53    type Subscriber = WebSocketSubscriber;
54    type SubValidator = WebSocketSubValidator;
55    type SubResponse = BitmexSubResponse;
56
57    fn url() -> Result<Url, SocketError> {
58        Url::parse(BASE_URL_BITMEX).map_err(SocketError::UrlParse)
59    }
60
61    fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage> {
62        let stream_names = exchange_subs
63            .into_iter()
64            .map(|sub| format!("{}:{}", sub.channel.as_ref(), sub.market.as_ref(),))
65            .collect::<Vec<String>>();
66
67        vec![WsMessage::text(
68            serde_json::json!({
69                "op": "subscribe",
70                "args": stream_names
71            })
72            .to_string(),
73        )]
74    }
75
76    fn expected_responses<InstrumentKey>(_: &Map<InstrumentKey>) -> usize {
77        1
78    }
79}
80
81impl<Instrument> StreamSelector<Instrument, PublicTrades> for Bitmex
82where
83    Instrument: InstrumentData,
84{
85    type SnapFetcher = NoInitialSnapshots;
86    type Stream =
87        ExchangeWsStream<StatelessTransformer<Self, Instrument::Key, PublicTrades, BitmexTrade>>;
88}
89
90impl<'de> serde::Deserialize<'de> for Bitmex {
91    fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
92    where
93        D: serde::de::Deserializer<'de>,
94    {
95        let input = <&str as serde::Deserialize>::deserialize(deserializer)?;
96        if input == Self::ID.as_str() {
97            Ok(Self)
98        } else {
99            Err(Error::invalid_value(
100                Unexpected::Str(input),
101                &Self::ID.as_str(),
102            ))
103        }
104    }
105}
106
107impl serde::Serialize for Bitmex {
108    fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
109    where
110        S: serde::ser::Serializer,
111    {
112        serializer.serialize_str(Self::ID.as_str())
113    }
114}
barter_data/exchange/bitmex/mod.rs

barter_data/exchange/bitmex/
mod.rs
