barter-execution 0.7.0

Stream private account data from financial venues, and execute (live or mock) orders.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135

use barter_instrument::{
    asset::{AssetIndex, name::AssetNameExchange},
    exchange::ExchangeId,
    instrument::{InstrumentIndex, name::InstrumentNameExchange},
};
use barter_integration::error::SocketError;
use serde::{Deserialize, Serialize};
use thiserror::Error;

/// Type alias for a [`ClientError`] that is keyed on [`AssetNameExchange`] and
/// [`InstrumentNameExchange`] (yet to be indexed).
pub type UnindexedClientError = ClientError<AssetNameExchange, InstrumentNameExchange>;

/// Type alias for a [`ApiError`] that is keyed on [`AssetNameExchange`] and
/// [`InstrumentNameExchange`] (yet to be indexed).
pub type UnindexedApiError = ApiError<AssetNameExchange, InstrumentNameExchange>;

/// Type alias for a [`OrderError`] that is keyed on [`AssetNameExchange`] and
/// [`InstrumentNameExchange`] (yet to be indexed).
pub type UnindexedOrderError = OrderError<AssetNameExchange, InstrumentNameExchange>;

/// Represents all errors produced by an [`ExecutionClient`](super::client::ExecutionClient).
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize, Error)]
pub enum ClientError<AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
    /// Connectivity based error.
    ///
    /// eg/ Timeout.
    #[error("Connectivity: {0}")]
    Connectivity(#[from] ConnectivityError),

    /// API based error.
    ///
    /// eg/ RateLimit.
    #[error("API: {0}")]
    Api(#[from] ApiError<AssetKey, InstrumentKey>),

    /// Failed to fetch an AccountSnapshot.
    #[error("failed to fetch AccountSnapshot: {0}")]
    AccountSnapshot(String),

    /// Failed to initialise an AccountStream.
    #[error("failed to init AccountStream: {0}")]
    AccountStream(String),
}

/// Represents all connectivity-centric errors.
///
/// Connectivity errors are generally intermittent / non-deterministic (eg/ Timeout).
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize, Error)]
pub enum ConnectivityError {
    /// Indicates an exchange is offline, likely due to maintenance.
    #[error("Exchange offline: {0}")]
    ExchangeOffline(ExchangeId),

    /// Indicates an ExecutionRequest timed out before a response was received.
    #[error("ExecutionRequest timed out")]
    Timeout,

    /// Represents a [`SocketError`] generated by an execution integration.
    #[error("{0}")]
    Socket(String),
}

impl From<SocketError> for ConnectivityError {
    fn from(value: SocketError) -> Self {
        Self::Socket(value.to_string())
    }
}

/// Represents all API errors generated by an exchange.
///
/// These typically indicate a request is invalid for some reason (eg/ BalanceInsufficient).
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize, Error)]
pub enum ApiError<AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
    /// Provided asset identifier is invalid or not supported.
    ///
    /// For example:
    /// - The [`AssetNameExchange`] was an invalid format.
    #[error("asset {0} invalid: {1}")]
    AssetInvalid(AssetKey, String),

    /// Provided instrument identifier is invalid or not supported.
    ///
    /// For example:
    /// - The exchange does not have a market for an instrument.
    /// - The [`InstrumentNameExchange`] was an invalid format.
    #[error("instrument {0} invalid: {1}")]
    InstrumentInvalid(InstrumentKey, String),

    #[error("rate limit exceeded")]
    RateLimit,
    #[error("asset {0} balance insufficient: {1}")]
    BalanceInsufficient(AssetKey, String),
    #[error("order rejected: {0}")]
    OrderRejected(String),
    #[error("order already cancelled")]
    OrderAlreadyCancelled,
    #[error("order already fully filled")]
    OrderAlreadyFullyFilled,
}

/// Represents all errors that can be generated when cancelling or opening orders.
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize, Error)]
pub enum OrderError<AssetKey = AssetIndex, InstrumentKey = InstrumentIndex> {
    /// Connectivity based error.
    ///
    /// eg/ Timeout.
    #[error("connectivity: {0}")]
    Connectivity(#[from] ConnectivityError),

    /// API based error.
    ///
    /// eg/ RateLimit.
    #[error("order rejected: {0}")]
    Rejected(#[from] ApiError<AssetKey, InstrumentKey>),
}

/// Represents errors related to exchange, asset and instrument identifier key lookups.
#[derive(Debug, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Deserialize, Serialize, Error)]
pub enum KeyError {
    /// Indicates an [`ExchangeId`] was encountered that was not indexed, so does not have a
    /// corresponding `ExchangeIndex`.
    #[error("ExchangeId: {0}")]
    ExchangeId(String),

    /// Indicates an [`AssetNameExchange`] was encountered that was not indexed, so does not have a
    /// corresponding [`AssetIndex`].
    #[error("AssetKey: {0}")]
    AssetKey(String),

    /// Indicates an [`InstrumentNameExchange`] was encountered that was no indexed, so does
    /// not have a corresponding [`InstrumentIndex`].
    #[error("InstrumentKey: {0}")]
    InstrumentKey(String),
}