barter_integration_copy/
lib.rs

1//! # Barter-Integration
2//! High-performance, low-level framework for composing flexible web integrations.
3//!
4//! Utilised by other Barter trading ecosystem crates to build robust financial exchange integrations,
5//! primarily for public data collection & trade execution. It is:
6//! * **Low-Level**: Translates raw data streams communicated over the web into any desired data model using arbitrary data transformations.
7//! * **Flexible**: Compatible with any protocol (WebSocket, FIX, Http, etc.), any input/output model, and any user defined transformations.
8//!
9//! ## Core abstractions:
10//! - **RestClient** providing configurable signed Http communication between client & server.
11//! - **ExchangeStream** providing configurable communication over any asynchronous stream protocols (WebSocket, FIX, etc.).
12//!
13//! Both core abstractions provide the robust glue you need to conveniently translate between server & client data models.
14
15#![warn(
16    missing_debug_implementations,
17    missing_copy_implementations,
18    rust_2018_idioms
19)]
20
21use crate::{error::SocketError, protocol::StreamParser};
22use futures::Stream;
23use pin_project::pin_project;
24use serde::{Deserialize, Serialize};
25use std::{
26    collections::VecDeque,
27    fmt::{Debug, Display, Formatter},
28    marker::PhantomData,
29    pin::Pin,
30    task::{Context, Poll},
31};
32
33/// All [`Error`](std::error::Error)s generated in Barter-Integration.
34pub mod error;
35
36/// Contains `StreamParser` implementations for transforming communication protocol specific
37/// messages into a generic output data structure.
38pub mod protocol;
39
40/// Contains the flexible `Metric` type used for representing real-time metrics generically.
41pub mod metric;
42
43/// Utilities to assist deserialisation.
44pub mod de;
45
46/// Defines a [`SubscriptionId`](subscription::SubscriptionId) new type representing a unique
47/// `SmolStr` identifier for a data stream (market data, account data) that has been
48/// subscribed to.
49pub mod subscription;
50
51/// Defines a trait [`Tx`](channel::Tx) abstraction over different channel kinds, as well as
52/// other channel utilities.
53///
54/// eg/ `UnboundedTx`, `ChannelTxDroppable`, etc.
55pub mod channel;
56
57/// [`Validator`]s are capable of determining if their internal state is satisfactory to fulfill
58/// some use case defined by the implementor.
59pub trait Validator {
60    /// Check if `Self` is valid for some use case.
61    fn validate(self) -> Result<Self, SocketError>
62    where
63        Self: Sized;
64}
65
66/// [`Transformer`]s are capable of transforming any `Input` into an iterator of
67/// `Result<Self::Output, Self::Error>`s.
68pub trait Transformer {
69    type Error;
70    type Input: for<'de> Deserialize<'de>;
71    type Output;
72    type OutputIter: IntoIterator<Item = Result<Self::Output, Self::Error>>;
73    fn transform(&mut self, input: Self::Input) -> Self::OutputIter;
74}
75
76/// An [`ExchangeStream`] is a communication protocol agnostic [`Stream`]. It polls protocol
77/// messages from the inner [`Stream`], and transforms them into the desired output data structure.
78#[derive(Debug)]
79#[pin_project]
80pub struct ExchangeStream<Protocol, InnerStream, StreamTransformer>
81where
82    Protocol: StreamParser,
83    InnerStream: Stream,
84    StreamTransformer: Transformer,
85{
86    #[pin]
87    pub stream: InnerStream,
88    pub transformer: StreamTransformer,
89    pub buffer: VecDeque<Result<StreamTransformer::Output, StreamTransformer::Error>>,
90    pub protocol_marker: PhantomData<Protocol>,
91}
92
93impl<Protocol, InnerStream, StreamTransformer> Stream
94    for ExchangeStream<Protocol, InnerStream, StreamTransformer>
95where
96    Protocol: StreamParser,
97    InnerStream: Stream<Item = Result<Protocol::Message, Protocol::Error>> + Unpin,
98    StreamTransformer: Transformer,
99    StreamTransformer::Error: From<SocketError>,
100{
101    type Item = Result<StreamTransformer::Output, StreamTransformer::Error>;
102
103    fn poll_next(mut self: Pin<&mut Self>, cx: &mut Context<'_>) -> Poll<Option<Self::Item>> {
104        loop {
105            // Flush Self::Item buffer if it is not currently empty
106            if let Some(output) = self.buffer.pop_front() {
107                return Poll::Ready(Some(output));
108            }
109
110            // Poll inner `Stream` for next the next input protocol message
111            let input = match self.as_mut().project().stream.poll_next(cx) {
112                Poll::Ready(Some(input)) => input,
113                Poll::Ready(None) => return Poll::Ready(None),
114                Poll::Pending => return Poll::Pending,
115            };
116
117            // Parse input protocol message into `ExchangeMessage`
118            let exchange_message = match Protocol::parse::<StreamTransformer::Input>(input) {
119                // `StreamParser` successfully deserialised `ExchangeMessage`
120                Some(Ok(exchange_message)) => exchange_message,
121
122                // If `StreamParser` returns an Err pass it downstream
123                Some(Err(err)) => return Poll::Ready(Some(Err(err.into()))),
124
125                // If `StreamParser` returns None it's a safe-to-skip message
126                None => continue,
127            };
128
129            // Transform `ExchangeMessage` into `Transformer::OutputIter`
130            // ie/ IntoIterator<Item = Result<Output, SocketError>>
131            self.transformer
132                .transform(exchange_message)
133                .into_iter()
134                .for_each(
135                    |output_result: Result<StreamTransformer::Output, StreamTransformer::Error>| {
136                        self.buffer.push_back(output_result)
137                    },
138                );
139        }
140    }
141}
142
143impl<Protocol, InnerStream, StreamTransformer>
144    ExchangeStream<Protocol, InnerStream, StreamTransformer>
145where
146    Protocol: StreamParser,
147    InnerStream: Stream,
148    StreamTransformer: Transformer,
149{
150    pub fn new(
151        stream: InnerStream,
152        transformer: StreamTransformer,
153        buffer: VecDeque<Result<StreamTransformer::Output, StreamTransformer::Error>>,
154    ) -> Self {
155        Self {
156            stream,
157            transformer,
158            buffer,
159            protocol_marker: PhantomData,
160        }
161    }
162}
163
164/// [`Side`] of a trade or position - Buy or Sell.
165#[derive(Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug, Deserialize, Serialize)]
166pub enum Side {
167    #[serde(alias = "buy", alias = "BUY", alias = "b")]
168    Buy,
169    #[serde(alias = "sell", alias = "SELL", alias = "s")]
170    Sell,
171}
172
173impl Display for Side {
174    fn fmt(&self, f: &mut Formatter<'_>) -> std::fmt::Result {
175        write!(
176            f,
177            "{}",
178            match self {
179                Side::Buy => "buy",
180                Side::Sell => "sell",
181            }
182        )
183    }
184}
barter_integration_copy/lib.rs

barter_integration_copy/
lib.rs
