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use futures_util::future::TryFutureExt;
use hyper::header::HeaderValue;
use hyper::{Body, Method, Request, Uri};
use serde_json;
use std::future::Future;
use std::time::{SystemTime, UNIX_EPOCH};
use uuid::Uuid;
use crate::adapters::{Adapter, AdapterNew};
use crate::error::*;
use crate::structs::private::*;
use crate::structs::{reqs, DateTime};
use hmac::{Hmac, Mac, NewMac};
use sha2::Sha256;
use crate::public::Public;
type HmacSha256 = Hmac<Sha256>;
pub struct Private<Adapter> {
_pub: Public<Adapter>,
key: String,
secret: String,
passphrase: String,
}
impl<A> Private<A> {
pub fn sign(secret: &str, timestamp: u64, method: Method, uri: &str, body_str: &str) -> String {
let key = base64::decode(secret).expect("base64::decode secret");
let mut mac = HmacSha256::new_varkey(&key).expect("Hmac::new(key)");
mac.update((timestamp.to_string() + method.as_str() + uri + body_str).as_bytes());
base64::encode(&mac.finalize().into_bytes())
}
fn call_feature<U>(
&self,
method: Method,
uri: &str,
body_str: &str,
) -> impl Future<Output = Result<U, CBError>>
where
for<'de> U: serde::Deserialize<'de> + 'static,
{
self._pub
.call_future(self.request(method, uri, body_str.to_string()))
}
fn call<U>(&self, method: Method, uri: &str, body_str: &str) -> A::Result
where
A: Adapter<U> + 'static,
U: Send + 'static,
for<'de> U: serde::Deserialize<'de>,
{
self._pub
.call(self.request(method, uri, body_str.to_string()))
}
fn call_get<U>(&self, uri: &str) -> A::Result
where
A: Adapter<U> + 'static,
U: Send + 'static,
for<'de> U: serde::Deserialize<'de>,
{
self.call(Method::GET, uri, "")
}
fn request(&self, method: Method, _uri: &str, body_str: String) -> Request<Body> {
let timestamp = SystemTime::now()
.duration_since(UNIX_EPOCH)
.expect("leap-second")
.as_secs();
let uri: Uri = (self._pub.uri.to_string() + _uri).parse().unwrap();
let req = Request::builder().method(&method).uri(uri);
let sign = Self::sign(&self.secret, timestamp, method, _uri, &body_str);
let req = req
.header("User-Agent", Public::<A>::USER_AGENT)
.header("Content-Type", "Application/JSON")
.header("CB-ACCESS-KEY", HeaderValue::from_str(&self.key).unwrap())
.header("CB-ACCESS-SIGN", HeaderValue::from_str(&sign).unwrap())
.header(
"CB-ACCESS-TIMESTAMP",
HeaderValue::from_str(×tamp.to_string()).unwrap(),
)
.header(
"CB-ACCESS-PASSPHRASE",
HeaderValue::from_str(&self.passphrase).unwrap(),
);
req.body(body_str.into()).unwrap()
}
pub fn new(uri: &str, key: &str, secret: &str, passphrase: &str) -> Self
where
A: AdapterNew,
{
Self {
_pub: Public::new(uri),
key: key.to_string(),
secret: secret.to_string(),
passphrase: passphrase.to_string(),
}
}
pub fn get_accounts(&self) -> A::Result
where
A: Adapter<Vec<Account>> + 'static,
{
self.call_get("/accounts")
}
pub fn get_account(&self, account_id: Uuid) -> A::Result
where
A: Adapter<Account> + 'static,
{
self.call_get(&format!("/accounts/{}", account_id))
}
pub fn get_account_hist(&self, id: Uuid) -> A::Result
where
A: Adapter<Vec<AccountHistory>> + 'static,
{
let f = self
.call_feature(Method::GET, &format!("/accounts/{}/ledger", id), "")
.map_ok(|xs: Vec<AccountHistory>| {
xs.into_iter()
.map(|x| AccountHistory {
_type: (&x.details).into(),
..x
})
.collect()
});
self._pub.adapter.process(f)
}
pub fn get_account_holds(&self, id: Uuid) -> A::Result
where
A: Adapter<Vec<AccountHolds>> + 'static,
{
self.call_get(&format!("/accounts/{}/holds", id))
}
pub fn set_order(&self, order: reqs::Order) -> A::Result
where
A: Adapter<Order> + 'static,
{
let body_str = serde_json::to_string(&order).expect("cannot to_string post body");
self.call(Method::POST, "/orders", &body_str)
}
pub fn buy_limit(&self, product_id: &str, size: f64, price: f64, post_only: bool) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::limit(
product_id,
reqs::OrderSide::Buy,
size,
price,
post_only,
))
}
pub fn sell_limit(&self, product_id: &str, size: f64, price: f64, post_only: bool) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::limit(
product_id,
reqs::OrderSide::Sell,
size,
price,
post_only,
))
}
pub fn buy_market(&self, product_id: &str, size: f64) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::market(product_id, reqs::OrderSide::Buy, size))
}
pub fn buy_market_funds(&self, product_id: &str, funds: f64) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::market_funds(
product_id,
reqs::OrderSide::Buy,
funds,
))
}
pub fn sell_market(&self, product_id: &str, size: f64) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::market(product_id, reqs::OrderSide::Sell, size))
}
pub fn sell_market_funds(&self, product_id: &str, funds: f64) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.set_order(reqs::Order::market_funds(
product_id,
reqs::OrderSide::Sell,
funds,
))
}
pub fn cancel_order(&self, id: Uuid) -> A::Result
where
A: Adapter<Uuid> + 'static,
{
let f = self.call_feature(Method::DELETE, dbg!(&format!("/orders/{}", id)), "");
self._pub.adapter.process(f)
}
pub fn cancel_all(&self, product_id: Option<&str>) -> A::Result
where
A: Adapter<Vec<Uuid>> + 'static,
{
let param = product_id
.map(|x| format!("?product_id={}", x))
.unwrap_or_default();
self.call(Method::DELETE, &format!("/orders{}", param), "")
}
pub fn get_orders(&self, status: Option<OrderStatus>, product_id: Option<&str>) -> A::Result
where
A: Adapter<Vec<Order>> + 'static,
{
let param_status = status.map(|x| format!("&status={}", x)).unwrap_or_default();
let param_product = product_id
.map(|x| format!("&product_id={}", x))
.unwrap_or_default();
let mut param = (param_status + ¶m_product).into_bytes();
if !param.is_empty() {
param[0] = b'?';
}
self.call_get(&format!("/orders{}", String::from_utf8(param).unwrap()))
}
pub fn get_order(&self, id: Uuid) -> A::Result
where
A: Adapter<Order> + 'static,
{
self.call_get(&format!("/orders/{}", id))
}
pub fn get_fills(&self, order_id: Option<Uuid>, product_id: Option<&str>) -> A::Result
where
A: Adapter<Vec<Fill>> + 'static,
{
let param_order = order_id
.map(|x| format!("&order_id={}", x))
.unwrap_or_default();
let param_product = product_id
.map(|x| format!("&product_id={}", x))
.unwrap_or_default();
let mut param = (param_order + ¶m_product).into_bytes();
if !param.is_empty() {
param[0] = b'?';
}
self.call_get(&format!("/fills{}", String::from_utf8(param).unwrap()))
}
pub fn get_trailing_volume(&self) -> A::Result
where
A: Adapter<Vec<TrailingVolume>> + 'static,
{
self.call_get("/users/self/trailing-volume")
}
pub fn get_fees(&self) -> A::Result
where
A: Adapter<Fees> + 'static
{
self.call_get("/fees")
}
pub fn get_transfers(&self, transfer_type: Option<TransferType>, profile_id: Option<String>, before: Option<DateTime>, after: Option<DateTime>, limit: Option<usize>) -> A::Result
where
A: Adapter<Vec<Transfer>> + 'static
{
let param_type = transfer_type
.map(|x| format!("&type={}", x))
.unwrap_or_default();
let param_profile_id = profile_id
.map(|x| format!("&profile_id={}", x))
.unwrap_or_default();
let param_before = before
.map(|x| format!("&before={}", x))
.unwrap_or_default();
let param_after = after
.map(|x| format!("&after={}", x))
.unwrap_or_default();
let param_limit = limit
.map(|x| format!("&limit={}", x))
.unwrap_or_default();
let mut param = (param_type + ¶m_profile_id + ¶m_before + ¶m_after + ¶m_limit).into_bytes();
if !param.is_empty() {
param[0] = b'?';
}
self.call_get(&format!("/transfers{}", String::from_utf8(param).unwrap()))
}
pub fn public(&self) -> &Public<A> {
&self._pub
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{
structs::reqs::{self, OrderTimeInForce, OrderTimeInForceCancelAfter},
utils::delay,
Sync, SANDBOX_URL,
};
static KEY: &str = "9eaa4603717ffdc322771a933ae12501";
static SECRET: &str =
"RrLem7Ihmnn57ryW4Cc3Rp31h+Bm2DEPmzNbRiPrQQRE1yH6WNybmhK8xSqHjUNaR/V8huS+JMhBlr8PKt2GhQ==";
static PASSPHRASE: &str = "sandbox";
#[test]
#[serial]
fn test_get_accounts() {
delay();
let client: Private<crate::Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let accounts = client.get_accounts().unwrap();
assert!(format!("{:?}", accounts).contains(r#"currency: "BTC""#));
assert!(format!("{:?}", accounts).contains(r#"currency: "ETH""#));
}
#[test]
#[serial]
fn test_get_account() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let coin_acc = client
.get_accounts()
.unwrap()
.into_iter()
.find(|x| x.currency == "BTC")
.unwrap();
let account = client.get_account(coin_acc.id);
let account_str = format!("{:?}", account);
assert!(account_str.contains("id:"));
assert!(account_str.contains("currency: \"BTC\""));
assert!(account_str.contains("balance:"));
assert!(account_str.contains("available:"));
assert!(account_str.contains("hold:"));
assert!(account_str.contains("profile_id:"));
}
#[test]
#[serial]
fn test_get_account_hist() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let coin_acc = client
.get_accounts()
.unwrap()
.into_iter()
.find(|x| x.currency == "USD")
.unwrap();
let account = client.get_account_hist(coin_acc.id);
let account_str = format!("{:?}", account);
println!("{}", account_str);
assert!(account_str.contains("type: Match, details: Match"));
}
#[test]
#[serial]
#[ignore]
fn test_get_account_holds() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let coin_acc = client
.get_accounts()
.unwrap()
.into_iter()
.find(|x| x.currency == "USD")
.unwrap();
let acc_holds = client.get_account_holds(coin_acc.id);
let _str = format!("{:?}", acc_holds);
assert!(false); }
#[test]
fn test_new_order_ser() {
let order = reqs::Order::buy_market("BTC-UST", 1.1);
let str = serde_json::to_string(&order).unwrap();
assert_eq!(
vec![0],
str.match_indices("{").map(|(x, _)| x).collect::<Vec<_>>()
);
}
#[test]
#[serial]
fn test_buy_market_funds() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_market_funds("BTC-USD", 10.0).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Buy"));
assert!(str.contains("_type: Market { size: 0.0, funds: "));
}
#[test]
#[serial]
fn test_sell_market_funds() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.sell_market_funds("BTC-USD", 10.0).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Sell"));
assert!(str.contains("_type: Market { size: 0.0, funds: "));
}
#[test]
#[ignore] fn test_set_order_limit() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_limit("BTC-USD", 1.0, 1.12, true).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Buy"));
assert!(str.contains("_type: Limit {"));
let order = client.sell_limit("BTC-USD", 0.001, 100000.0, true).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Sell"));
assert!(str.contains("_type: Limit {"));
}
#[test]
#[serial]
fn test_set_order_limit_gtc() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = reqs::Order::buy_limit("BTC-USD", 1.0, 1.12, true).time_in_force(
OrderTimeInForce::GTT {
cancel_after: OrderTimeInForceCancelAfter::Min,
},
);
let order = client.set_order(order).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("time_in_force: GTT { expire_time: 2"));
}
#[test]
#[serial]
fn test_set_order_stop() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = reqs::Order::buy_limit("BTC-USD", 1.0, 1.12, false)
.stop_entry(0.8)
.time_in_force(OrderTimeInForce::GTT {
cancel_after: OrderTimeInForceCancelAfter::Min,
});
let str = serde_json::to_string(&order).unwrap();
assert!(str.contains("stop_price\":0.8,\"stop\":\"entry\""));
let order = client.set_order(order).unwrap();
assert!(order.stop.is_none());
}
#[test]
#[serial]
#[ignore] fn test_set_order_market() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_market("BTC-USD", 0.001).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Buy"));
assert!(str.contains("_type: Market {"));
let order = client.sell_market("BTC-USD", 0.001).unwrap();
let str = format!("{:?}", order);
assert!(str.contains("side: Sell"));
assert!(str.contains("_type: Market {"));
assert!(false);
}
#[test]
#[serial]
fn test_cancel_order() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_limit("BTC-USD", 1.0, 1.12, true).unwrap();
delay();
let res = client.cancel_order(order.id).unwrap();
assert_eq!(order.id, res);
}
#[test]
#[serial]
fn test_cancel_all() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order1 = client.buy_limit("BTC-USD", 1.0, 1.12, true).unwrap();
let order2 = client.buy_limit("BTC-USD", 1.0, 1.12, true).unwrap();
let res = client.cancel_all(Some("BTC-USD")).unwrap();
assert!(res.iter().find(|x| **x == order1.id).is_some());
assert!(res.iter().find(|x| **x == order2.id).is_some());
}
#[test]
#[serial]
#[ignore]
fn test_get_orders() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let orders = client.get_orders(None, None).unwrap();
let str = format!("{:?}", orders);
println!("{}", str);
assert!(false);
}
#[test]
#[serial]
fn test_get_order() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_limit("BTC-USD", 1.0, 1.12, true).unwrap();
let order_res = client.get_order(order.id).unwrap();
assert_eq!(order.id, order_res.id);
assert!(order_res.specified_funds.is_none());
assert!(order_res.funds.is_none());
assert!(order_res.done_at.is_none());
assert!(order_res.done_reason.is_none());
}
#[test]
#[serial]
fn test_get_order_market() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_market("BTC-USD", 1.0).unwrap();
let order_res = client.get_order(order.id).unwrap();
assert_eq!(order.id, order_res.id);
assert!(order_res.specified_funds.is_none());
assert!(order_res.funds.is_some());
assert!(order_res.done_at.is_some());
assert_eq!("filled", order_res.done_reason.unwrap());
}
#[test]
#[serial]
fn test_get_order_market_funds() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let order = client.buy_market_funds("BTC-USD", 10.0).unwrap();
let order_res = client.get_order(order.id).unwrap();
assert_eq!(order.id, order_res.id);
assert_eq!(10.0, order_res.specified_funds.unwrap());
assert!(order_res.funds.is_some());
assert!(order_res.done_at.is_some());
assert_eq!("filled", order_res.done_reason.unwrap());
}
#[test]
#[serial]
fn test_get_fills() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let fills = client.get_fills(None, Some("BTC-USD")).unwrap();
if fills.len() > 0 {
let str = format!("{:?}", fills);
assert!(str.contains("Fill { trade_id: "));
}
}
#[test]
#[serial]
#[ignore]
fn test_get_trailing_volume() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let vols = client.get_trailing_volume().unwrap();
let str = format!("{:?}", vols);
assert!(str == "[]"); }
#[test]
#[serial]
fn test_get_pub() {
delay();
let client: Private<Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let time = client.public().get_time().unwrap();
let time_str = format!("{:?}", time);
assert!(time_str.starts_with("Time {"));
assert!(time_str.contains("iso:"));
assert!(time_str.contains("epoch:"));
assert!(time_str.ends_with("}"));
}
#[test]
#[serial]
fn test_fees() {
delay();
let client: Private<crate::Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let fees = client.get_fees().unwrap();
println!("fees {:?}", fees);
}
#[test]
#[serial]
fn test_get_transfers() {
delay();
let client: Private<crate::Sync> = Private::new(SANDBOX_URL, KEY, SECRET, PASSPHRASE);
let fees = client.get_transfers(None, None, None, None, None).unwrap();
println!("transfers {:?}", fees);
}
}
