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pub mod connection;
pub mod error;
pub mod client;
use crate::error::ClientError;
use log::info;
use serde::{Deserialize, Serialize};
use async_trait::async_trait;
use chrono::{DateTime, Utc};
use tokio::net::TcpStream;
use tokio_stream::wrappers::UnboundedReceiverStream;
use tokio_tungstenite::{connect_async, MaybeTlsStream, WebSocketStream};
pub type WSStream = WebSocketStream<MaybeTlsStream<TcpStream>>;
#[async_trait]
pub trait ExchangeClient {
async fn consume_trades(&mut self, symbol: String) -> Result<UnboundedReceiverStream<Trade>, ClientError>;
async fn consume_candles(&mut self, symbol: String, interval: &str) -> Result<UnboundedReceiverStream<Candle>, ClientError>;
}
pub trait Subscription {
fn new(stream_name: String, ticker_pair: String) -> Self;
fn as_text(&self) -> Result<String, ClientError> where Self: Serialize {
Ok(serde_json::to_string(self)?)
}
}
pub trait StreamIdentifier {
fn get_stream_id(&self) -> Identifier;
}
pub enum Identifier {
Yes(String),
No,
}
async fn connect(base_uri: &String) -> Result<WSStream, ClientError> {
info!("Establishing WebSocket connection to: {:?}", base_uri);
connect_async(base_uri)
.await
.and_then(|(ws_stream, _)| Ok(ws_stream))
.map_err(|err| ClientError::WebSocketConnect(err))
}
#[derive(Debug, Deserialize, Serialize)]
pub struct Trade {
trade_id: String,
timestamp: String,
ticker: String,
price: f64,
quantity: f64,
buyer: BuyerType,
}
#[derive(Debug, Deserialize, Serialize)]
pub enum BuyerType {
MarketMaker,
Taker,
}
#[derive(Debug, Deserialize, Serialize)]
pub enum Interval {
Minute1, Minute3, Minute5, Minute15, Minute30,
Hour1, Hour2, Hour4, Hour6, Hour8, Hour12,
Day1, Day3,
Week1,
Month1,
}
#[derive(Debug, Deserialize, Serialize)]
pub struct Candle {
pub timestamp: DateTime<Utc>,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub volume: f64,
}
#[cfg(test)]
mod tests {
use super::*;
#[tokio::test]
async fn test_connect() {
struct TestCase {
input_base_uri: String,
expected_can_connect: bool,
}
let test_cases = vec![
TestCase {
input_base_uri: "not a valid base uri".to_string(),
expected_can_connect: false,
},
TestCase {
input_base_uri: "wss://stream.binance.com:9443/ws".to_string(),
expected_can_connect: true,
},
TestCase {
input_base_uri: "wss://ws.bitstamp.net/".to_string(),
expected_can_connect: true
},
];
for (index, test) in test_cases.into_iter().enumerate() {
let actual_result = connect(&test.input_base_uri).await;
assert_eq!(test.expected_can_connect, actual_result.is_ok(), "Test case: {:?}", index);
};
}
}