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#![warn(
missing_debug_implementations,
missing_copy_implementations,
rust_2018_idioms
)]
//! # Barter-Data
//! A high-performance WebSocket integration library for streaming public market data from leading cryptocurrency
//! exchanges - batteries included. It is:
//! * **Easy**: Barter-Data's simple [`StreamBuilder`](streams::builder::StreamBuilder) interface allows for easy & quick setup (see example below!).
//! * **Normalised**: Barter-Data's unified interface for consuming public WebSocket data means every Exchange returns a normalised data model.
//! * **Real-Time**: Barter-Data utilises real-time WebSocket integrations enabling the consumption of normalised tick-by-tick data.
//! * **Extensible**: Barter-Data is highly extensible, and therefore easy to contribute to with coding new integrations!
//!
//! ## User API
//! - [`StreamBuilder`](streams::builder::StreamBuilder) for initialising [`MarketStream`]s of various kinds.
//! - Define what exchange market data you want to stream using the [`Subscription`] type.
//! - Pass [`Subscription`]s to the [`StreamBuilder::subscribe`](streams::builder::StreamBuilder::subscribe) method.
//! - Each call to the [`StreamBuilder::subscribe`](streams::builder::StreamBuilder::subscribe)
//! method opens a new WebSocket connection to the exchange - giving you full control.
//! - Call [`StreamBuilder::init`](streams::builder::StreamBuilder::init) to start streaming!
//!
//! ## Examples
//! For a comprehensive collection of examples, see the /examples directory.
//!
//! ### Multi Exchange Public Trades
//! ```rust,no_run
//! use barter_data::exchange::gateio::spot::GateioSpot;
//! use barter_data::{
//! exchange::{
//! binance::{futures::BinanceFuturesUsd, spot::BinanceSpot},
//! coinbase::Coinbase,
//! okx::Okx,
//! },
//! streams::Streams,
//! subscription::trade::PublicTrades,
//! };
//! use barter_integration::model::InstrumentKind;
//! use futures::StreamExt;
//!
//! #[tokio::main]
//! async fn main() {
//! // Initialise PublicTrades Streams for various exchanges
//! // '--> each call to StreamBuilder::subscribe() initialises a separate WebSocket connection
//! let streams = Streams::<PublicTrades>::builder()
//! .subscribe([
//! (BinanceSpot::default(), "btc", "usdt", InstrumentKind::Spot, PublicTrades),
//! (BinanceSpot::default(), "eth", "usdt", InstrumentKind::Spot, PublicTrades),
//! ])
//! .subscribe([
//! (BinanceFuturesUsd::default(), "btc", "usdt", InstrumentKind::FuturePerpetual, PublicTrades),
//! (BinanceFuturesUsd::default(), "eth", "usdt", InstrumentKind::FuturePerpetual, PublicTrades),
//! ])
//! .subscribe([
//! (Coinbase, "btc", "usd", InstrumentKind::Spot, PublicTrades),
//! (Coinbase, "eth", "usd", InstrumentKind::Spot, PublicTrades),
//! ])
//! .subscribe([
//! (GateioSpot::default(), "btc", "usdt", InstrumentKind::Spot, PublicTrades),
//! (GateioSpot::default(), "eth", "usdt", InstrumentKind::Spot, PublicTrades),
//! ])
//! .subscribe([
//! (Okx, "btc", "usdt", InstrumentKind::Spot, PublicTrades),
//! (Okx, "eth", "usdt", InstrumentKind::Spot, PublicTrades),
//! (Okx, "btc", "usdt", InstrumentKind::FuturePerpetual, PublicTrades),
//! (Okx, "eth", "usdt", InstrumentKind::FuturePerpetual, PublicTrades),
//! ])
//! .init()
//! .await
//! .unwrap();
//!
//! // Join all exchange PublicTrades streams into a single tokio_stream::StreamMap
//! // Notes:
//! // - Use `streams.select(ExchangeId)` to interact with the individual exchange streams!
//! // - Use `streams.join()` to join all exchange streams into a single mpsc::UnboundedReceiver!
//! let mut joined_stream = streams.join_map().await;
//!
//! while let Some((exchange, trade)) = joined_stream.next().await {
//! println!("Exchange: {exchange}, Market<PublicTrade>: {trade:?}");
//! }
//! }
//! ```
use crate::{
error::DataError,
event::MarketEvent,
exchange::{Connector, ExchangeId, PingInterval},
subscriber::Subscriber,
subscription::{SubKind, Subscription},
transformer::ExchangeTransformer,
};
use async_trait::async_trait;
use barter_integration::{
protocol::websocket::{WebSocketParser, WsMessage, WsSink, WsStream},
ExchangeStream,
};
use futures::{SinkExt, Stream, StreamExt};
use tokio::sync::mpsc;
use tracing::{debug, error};
/// All [`Error`](std::error::Error)s generated in Barter-Data.
pub mod error;
/// Defines the generic [`MarketEvent<T>`](event::MarketEvent) used in every [`MarketStream`].
pub mod event;
/// [`Connector`] implementations for each exchange.
pub mod exchange;
/// High-level API types used for building [`MarketStream`]s from collections
/// of Barter [`Subscription`]s.
pub mod streams;
/// [`Subscriber`], [`SubscriptionMapper`](subscriber::mapper::SubscriptionMapper) and
/// [`SubscriptionValidator`](subscriber::validator::SubscriptionValidator) traits that define how a
/// [`Connector`] will subscribe to exchange [`MarketStream`]s.
///
/// Standard implementations for subscribing to WebSocket [`MarketStream`]s are included.
pub mod subscriber;
/// Types that communicate the type of each [`MarketStream`] to initialise, and what normalised
/// Barter output type the exchange will be transformed into.
pub mod subscription;
/// Generic [`ExchangeTransformer`] implementations used by [`MarketStream`]s to translate exchange
/// specific types to normalised Barter types.
///
/// Standard implementations that work for most exchanges are included such as: <br>
/// - [`StatelessTransformer`](transformer::stateless::StatelessTransformer) for
/// [`PublicTrades`](crate::subscription::trade::PublicTrades)
/// and [`OrderBooksL1`](crate::subscription::book::OrderBooksL1) streams. <br>
/// - [`MultiBookTransformer`](transformer::book::MultiBookTransformer) for
/// [`OrderBooksL2`](crate::subscription::book::OrderBooksL2) and
/// [`OrderBooksL3`](crate::subscription::book::OrderBooksL3) streams.
pub mod transformer;
/// Convenient type alias for an [`ExchangeStream`] utilising a tungstenite
/// [`WebSocket`](barter_integration::protocol::websocket::WebSocket).
pub type ExchangeWsStream<Transformer> = ExchangeStream<WebSocketParser, WsStream, Transformer>;
/// Defines a generic identification type for the implementor.
pub trait Identifier<T> {
fn id(&self) -> T;
}
/// [`Stream`] that yields [`Market<Kind>`](MarketEvent) events. The type of [`Market<Kind>`](MarketEvent)
/// depends on the provided [`SubKind`] of the passed [`Subscription`]s.
#[async_trait]
pub trait MarketStream<Exchange, Kind>
where
Self: Stream<Item = Result<MarketEvent<Kind::Event>, DataError>> + Send + Sized + Unpin,
Exchange: Connector,
Kind: SubKind,
{
async fn init(subscriptions: &[Subscription<Exchange, Kind>]) -> Result<Self, DataError>
where
Subscription<Exchange, Kind>: Identifier<Exchange::Channel> + Identifier<Exchange::Market>;
}
#[async_trait]
impl<Exchange, Kind, Transformer> MarketStream<Exchange, Kind> for ExchangeWsStream<Transformer>
where
Exchange: Connector + Send + Sync,
Kind: SubKind + Send + Sync,
Transformer: ExchangeTransformer<Exchange, Kind> + Send,
Kind::Event: Send,
{
async fn init(subscriptions: &[Subscription<Exchange, Kind>]) -> Result<Self, DataError>
where
Subscription<Exchange, Kind>: Identifier<Exchange::Channel> + Identifier<Exchange::Market>,
{
// Connect & subscribe
let (websocket, map) = Exchange::Subscriber::subscribe(subscriptions).await?;
// Split WebSocket into WsStream & WsSink components
let (ws_sink, ws_stream) = websocket.split();
// Spawn task to distribute Transformer messages (eg/ custom pongs) to the exchange
let (ws_sink_tx, ws_sink_rx) = mpsc::unbounded_channel();
tokio::spawn(distribute_messages_to_exchange(
Exchange::ID,
ws_sink,
ws_sink_rx,
));
// Spawn optional task to distribute custom application-level pings to the exchange
if let Some(ping_interval) = Exchange::ping_interval() {
tokio::spawn(schedule_pings_to_exchange(
Exchange::ID,
ws_sink_tx.clone(),
ping_interval,
));
}
// Construct Transformer associated with this Exchange and SubKind
let transformer = Transformer::new(ws_sink_tx, map).await?;
Ok(ExchangeWsStream::new(ws_stream, transformer))
}
}
/// Transmit [`WsMessage`]s sent from the [`ExchangeTransformer`] to the exchange via
/// the [`WsSink`].
///
/// **Note:**
/// ExchangeTransformer is operating in a synchronous trait context so we use this separate task
/// to avoid adding `#[\async_trait\]` to the transformer - this avoids allocations.
pub async fn distribute_messages_to_exchange(
exchange: ExchangeId,
mut ws_sink: WsSink,
mut ws_sink_rx: mpsc::UnboundedReceiver<WsMessage>,
) {
while let Some(message) = ws_sink_rx.recv().await {
if let Err(error) = ws_sink.send(message).await {
if barter_integration::protocol::websocket::is_websocket_disconnected(&error) {
break;
}
// Log error only if WsMessage failed to send over a connected WebSocket
error!(
%exchange,
%error,
"failed to send output message to the exchange via WsSink"
);
}
}
}
/// Schedule the sending of custom application-level ping [`WsMessage`]s to the exchange using
/// the provided [`PingInterval`].
///
/// **Notes:**
/// - This is only used for those exchanges that require custom application-level pings.
/// - This is additional to the protocol-level pings already handled by `tokio_tungstenite`.
pub async fn schedule_pings_to_exchange(
exchange: ExchangeId,
ws_sink_tx: mpsc::UnboundedSender<WsMessage>,
PingInterval { mut interval, ping }: PingInterval,
) {
loop {
// Wait for next scheduled ping
interval.tick().await;
// Construct exchange custom application-level ping payload
let payload = ping();
debug!(%exchange, %payload, "sending custom application-level ping to exchange");
if ws_sink_tx.send(payload).is_err() {
break;
}
}
}