barter_data/exchange/bybit/
mod.rs

1use crate::{
2    ExchangeWsStream, NoInitialSnapshots,
3    exchange::{
4        Connector, ExchangeServer, PingInterval, StreamSelector,
5        bybit::{channel::BybitChannel, market::BybitMarket, subscription::BybitResponse},
6        subscription::ExchangeSub,
7    },
8    instrument::InstrumentData,
9    subscriber::{WebSocketSubscriber, validator::WebSocketSubValidator},
10    subscription::{
11        Map,
12        book::{OrderBooksL1, OrderBooksL2},
13        trade::PublicTrades,
14    },
15    transformer::stateless::StatelessTransformer,
16};
17use barter_instrument::exchange::ExchangeId;
18use barter_integration::{error::SocketError, protocol::websocket::WsMessage};
19use book::{BybitOrderBookMessage, l2::BybitOrderBooksL2Transformer};
20use serde::de::{Error, Unexpected};
21use std::{fmt::Debug, marker::PhantomData, time::Duration};
22use tokio::time;
23use trade::BybitTrade;
24use url::Url;
25
26/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
27/// into an exchange [`Connector`] specific channel used for generating [`Connector::requests`].
28pub mod channel;
29
30/// [`ExchangeServer`] and [`StreamSelector`] implementations for
31/// [`BybitFuturesUsd`](futures::BybitPerpetualsUsd).
32pub mod futures;
33
34/// Defines the type that translates a Barter [`Subscription`](crate::subscription::Subscription)
35/// into an exchange [`Connector`] specific market used for generating [`Connector::requests`].
36pub mod market;
37
38/// Generic [`BybitPayload<T>`](message::BybitPayload) type common to
39/// [`BybitSpot`](spot::BybitSpot)
40pub mod message;
41
42/// [`ExchangeServer`] and [`StreamSelector`] implementations for
43/// [`BybitSpot`](spot::BybitSpot).
44pub mod spot;
45
46/// [`Subscription`](crate::subscription::Subscription) response type and response
47/// [`Validator`](barter_integration::Validator) common to both [`BybitSpot`](spot::BybitSpot)
48/// and [`BybitFuturesUsd`](futures::BybitPerpetualsUsd).
49pub mod subscription;
50
51/// Public trade types common to both [`BybitSpot`](spot::BybitSpot) and
52/// [`BybitFuturesUsd`](futures::BybitPerpetualsUsd).
53pub mod trade;
54
55/// Orderbook types common to both [`BybitSpot`](spot::BybitSpot) and
56/// [`BybitFuturesUsd`](futures::BybitPerpetualsUsd).
57pub mod book;
58
59/// Generic [`Bybit<Server>`](Bybit) exchange.
60///
61/// ### Notes
62/// A `Server` [`ExchangeServer`] implementations exists for
63/// [`BybitSpot`](spot::BybitSpot) and [`BybitFuturesUsd`](futures::BybitPerpetualsUsd).
64#[derive(Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Default)]
65pub struct Bybit<Server> {
66    server: PhantomData<Server>,
67}
68
69impl<Server> Connector for Bybit<Server>
70where
71    Server: ExchangeServer,
72{
73    const ID: ExchangeId = Server::ID;
74    type Channel = BybitChannel;
75    type Market = BybitMarket;
76    type Subscriber = WebSocketSubscriber;
77    type SubValidator = WebSocketSubValidator;
78    type SubResponse = BybitResponse;
79
80    fn url() -> Result<Url, SocketError> {
81        Url::parse(Server::websocket_url()).map_err(SocketError::UrlParse)
82    }
83
84    fn ping_interval() -> Option<PingInterval> {
85        Some(PingInterval {
86            interval: time::interval(Duration::from_millis(5_000)),
87            ping: || {
88                WsMessage::text(
89                    serde_json::json!({
90                        "op": "ping",
91                    })
92                    .to_string(),
93                )
94            },
95        })
96    }
97
98    fn requests(exchange_subs: Vec<ExchangeSub<Self::Channel, Self::Market>>) -> Vec<WsMessage> {
99        let stream_names = exchange_subs
100            .into_iter()
101            .map(|sub| format!("{}.{}", sub.channel.as_ref(), sub.market.as_ref(),))
102            .collect::<Vec<String>>();
103
104        vec![WsMessage::text(
105            serde_json::json!({
106                "op": "subscribe",
107                "args": stream_names
108            })
109            .to_string(),
110        )]
111    }
112
113    fn expected_responses<InstrumentKey>(_: &Map<InstrumentKey>) -> usize {
114        1
115    }
116}
117
118impl<Instrument, Server> StreamSelector<Instrument, PublicTrades> for Bybit<Server>
119where
120    Instrument: InstrumentData,
121    Server: ExchangeServer + Debug + Send + Sync,
122{
123    type SnapFetcher = NoInitialSnapshots;
124    type Stream =
125        ExchangeWsStream<StatelessTransformer<Self, Instrument::Key, PublicTrades, BybitTrade>>;
126}
127
128impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL1> for Bybit<Server>
129where
130    Instrument: InstrumentData,
131    Server: ExchangeServer + Debug + Send + Sync,
132{
133    type SnapFetcher = NoInitialSnapshots;
134    type Stream = ExchangeWsStream<
135        StatelessTransformer<Self, Instrument::Key, OrderBooksL1, BybitOrderBookMessage>,
136    >;
137}
138
139impl<Instrument, Server> StreamSelector<Instrument, OrderBooksL2> for Bybit<Server>
140where
141    Instrument: InstrumentData,
142    Server: ExchangeServer + Debug + Send + Sync,
143{
144    type SnapFetcher = NoInitialSnapshots;
145    type Stream = ExchangeWsStream<BybitOrderBooksL2Transformer<Instrument::Key>>;
146}
147
148impl<'de, Server> serde::Deserialize<'de> for Bybit<Server>
149where
150    Server: ExchangeServer,
151{
152    fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
153    where
154        D: serde::de::Deserializer<'de>,
155    {
156        let input = <&str as serde::Deserialize>::deserialize(deserializer)?;
157
158        if input == Self::ID.as_str() {
159            Ok(Self::default())
160        } else {
161            Err(Error::invalid_value(
162                Unexpected::Str(input),
163                &Self::ID.as_str(),
164            ))
165        }
166    }
167}
168
169impl<Server> serde::Serialize for Bybit<Server>
170where
171    Server: ExchangeServer,
172{
173    fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
174    where
175        S: serde::ser::Serializer,
176    {
177        serializer.serialize_str(Self::ID.as_str())
178    }
179}
barter_data/exchange/bybit/mod.rs

barter_data/exchange/bybit/
mod.rs
