# Barter-Integration
High-performance, low-level framework for composing flexible web integrations.
Utilised by other [`Barter`] trading ecosystem crates to build robust financial exchange integrations,
primarily for public data collection & trade execution. It is:
* **Low-Level**: Translates raw data streams communicated over the web into any desired data model using arbitrary data transformations.
* **Flexible**: Compatible with any protocol (WebSocket, FIX, Http, etc.), any input/output model, and any user defined transformations.
Core abstractions include:
- **RestClient** providing configurable signed Http communication between client & server.
- **ExchangeStream** providing configurable communication over any asynchronous stream protocols (WebSocket, FIX, etc.).
Both core abstractions provide the robust glue you need to conveniently translate between server & client data models.
**See: [`Barter`], [`Barter-Data`] & [`Barter-Execution`]**
[![Crates.io][crates-badge]][crates-url]
[![MIT licensed][mit-badge]][mit-url]
[![Build Status][actions-badge]][actions-url]
[![Discord chat][discord-badge]][discord-url]
[crates-badge]: https://img.shields.io/crates/v/barter-integration.svg
[crates-url]: https://crates.io/crates/barter-integration
[mit-badge]: https://img.shields.io/badge/license-MIT-blue.svg
[mit-url]: https://gitlab.com/open-source-keir/financial-modelling/trading/barter-integration-rs/-/blob/main/LICENCE
[actions-badge]: https://gitlab.com/open-source-keir/financial-modelling/trading/barter-integration-rs/badges/-/blob/main/pipeline.svg
[actions-url]: https://gitlab.com/open-source-keir/financial-modelling/trading/barter-integration-rs/-/commits/main
[discord-badge]: https://img.shields.io/discord/910237311332151317.svg?logo=discord&style=flat-square
[discord-url]: https://discord.gg/wE7RqhnQMV
[`Barter`]: https://crates.io/crates/barter
[`Barter-Data`]: https://crates.io/crates/barter-data
[`Barter-Execution`]: https://crates.io/crates/barter-execution
[API Documentation]: https://docs.rs/barter-data/latest/barter_integration
[Chat]: https://discord.gg/wE7RqhnQMV
## Overview
Barter-Integration is a high-performance, low-level, configurable framework for composing flexible web
integrations.
### RestClient
**(sync private & public Http communication)**
At a high level, a `RestClient` is has a few major components that allow it to execute `RestRequests`:
* `RequestSigner` with configurable signing logic on the target API.
* `HttpParser` that translates API specific responses into the desired output types.
### ExchangeStream
**(async communication using streaming protocols such as WebSocket and FIX)**
At a high level, an `ExchangeStream` is made up of a few major components:
* Inner Stream/Sink socket (eg/ WebSocket, FIX, etc).
* StreamParser that is capable of parsing input protocol messages (eg/ WebSocket, FIX, etc.) as exchange
specific messages.
* Transformer that transforms from exchange specific message into an iterator of the desired outputs type.
## Examples
#### Fetch Ftx Account Balances Using Signed GET request:
```rust,no_run
use std::borrow::Cow;
use barter_integration::{
error::SocketError,
metric::Tag,
model::Symbol,
protocol::http::{
private::{encoder::HexEncoder, RequestSigner, Signer},
rest::{client::RestClient, RestRequest},
HttpParser,
},
};
use bytes::Bytes;
use chrono::{DateTime, Utc};
use hmac::{Hmac, Mac};
use reqwest::{RequestBuilder, StatusCode};
use serde::Deserialize;
use thiserror::Error;
use tokio::sync::mpsc;
struct FtxSigner {
api_key: String,
}
// Configuration required to sign every Ftx `RestRequest`
struct FtxSignConfig<'a> {
api_key: &'a str,
time: DateTime<Utc>,
method: reqwest::Method,
path: Cow<'static, str>,
}
impl Signer for FtxSigner {
type Config<'a> = FtxSignConfig<'a> where Self: 'a;
fn config<'a, Request>(
&'a self,
request: Request,
_: &RequestBuilder,
) -> Result<Self::Config<'a>, SocketError>
where
Request: RestRequest,
{
Ok(FtxSignConfig {
api_key: self.api_key.as_str(),
time: Utc::now(),
method: Request::method(),
path: request.path(),
})
}
fn add_bytes_to_sign<M>(mac: &mut M, config: &Self::Config<'a>) -> Bytes
where
M: Mac
{
mac.update(config.time.to_string().as_bytes());
mac.update(config.method.as_str().as_bytes());
mac.update(config.path.as_bytes());
}
fn build_signed_request<'a>(
config: Self::Config<'a>,
builder: RequestBuilder,
signature: String,
) -> Result<reqwest::Request, SocketError> {
// Add Ftx required Headers & build reqwest::Request
builder
.header("FTX-KEY", config.api_key)
.header("FTX-TS", &config.time.timestamp_millis().to_string())
.header("FTX-SIGN", &signature)
.build()
.map_err(SocketError::from)
}
}
struct FtxParser;
impl HttpParser for FtxParser {
type ApiError = serde_json::Value;
type OutputError = ExecutionError;
fn parse_api_error(&self, status: StatusCode, api_error: Self::ApiError) -> Self::OutputError {
// For simplicity, use serde_json::Value as Error and extract raw String for parsing
let error = api_error.to_string();
// Parse Ftx error message to determine custom ExecutionError variant
match error.as_str() {
message if message.contains("Invalid login credentials") => {
ExecutionError::Unauthorised(error)
}
_ => ExecutionError::Socket(SocketError::HttpResponse(status, error)),
}
}
}
#[derive(Debug, Error)]
enum ExecutionError {
#[error("request authorisation invalid: {0}")]
Unauthorised(String),
#[error("SocketError: {0}")]
Socket(#[from] SocketError),
}
struct FetchBalancesRequest;
impl RestRequest for FetchBalancesRequest {
type Response = FetchBalancesResponse; // Define Response type
type QueryParams = (); // FetchBalances does not require any QueryParams
type Body = (); // FetchBalances does not require any Body
fn path(&self) -> Cow<'static, str> {
Cow::Borrowed("/api/wallet/balances")
}
fn method() -> reqwest::Method {
reqwest::Method::GET
}
}
#[derive(Deserialize)]
#[allow(dead_code)]
struct FetchBalancesResponse {
success: bool,
result: Vec<FtxBalance>,
}
#[derive(Deserialize)]
#[allow(dead_code)]
struct FtxBalance {
#[serde(rename = "coin")]
symbol: Symbol,
total: f64,
}
/// See Barter-Execution for a comprehensive real-life example, as well as code you can use out of the
/// box to execute trades on many exchanges.
#[tokio::main]
async fn main() {
// HMAC-SHA256 encoded account API secret used for signing private http requests
let mac: Hmac<sha2::Sha256> = Hmac::new_from_slice("api_secret".as_bytes()).unwrap();
// Build Ftx configured RequestSigner for signing http requests with hex encoding
let request_signer = RequestSigner::new(
FtxSigner {
api_key: "api_key".to_string(),
},
mac,
HexEncoder,
);
// Build RestClient with Ftx configuration
let rest_client = RestClient::new("https://ftx.com", request_signer, FtxParser);
// Fetch Result<FetchBalancesResponse, ExecutionError>
let _response = rest_client.execute(FetchBalancesRequest).await;
}
```
#### Consume Binance Futures tick-by-tick Trades and calculate a rolling sum of volume:
```rust,no_run
use barter_integration::{
error::SocketError,
protocol::websocket::{WebSocket, WebSocketParser, WsMessage},
ExchangeStream, Transformer,
};
use futures::{SinkExt, StreamExt};
use serde::{de, Deserialize};
use serde_json::json;
use std::str::FromStr;
use tokio_tungstenite::connect_async;
use tracing::debug;
// Convenient type alias for an `ExchangeStream` utilising a tungstenite `WebSocket`
type ExchangeWsStream<Exchange> = ExchangeStream<WebSocketParser, WebSocket, Exchange, VolumeSum>;
// Communicative type alias for what the VolumeSum the Transformer is generating
type VolumeSum = f64;
#[derive(Deserialize)]
#[serde(untagged, rename_all = "camelCase")]
enum BinanceMessage {
SubResponse {
result: Option<Vec<String>>,
id: u32,
},
Trade {
#[serde(rename = "q", deserialize_with = "de_str")]
quantity: f64,
},
}
struct StatefulTransformer {
sum_of_volume: VolumeSum,
}
impl Transformer<VolumeSum> for StatefulTransformer {
type Input = BinanceMessage;
type OutputIter = Vec<Result<VolumeSum, SocketError>>;
fn transform(&mut self, input: Self::Input) -> Self::OutputIter {
// Add new input Trade quantity to sum
match input {
BinanceMessage::SubResponse { result, id } => {
debug!("Received SubResponse for {}: {:?}", id, result);
// Don't care about this for the example
}
BinanceMessage::Trade { quantity, .. } => {
// Add new Trade volume to internal state VolumeSum
self.sum_of_volume += quantity;
}
};
// Return IntoIterator of length 1 containing the running sum of volume
vec![Ok(self.sum_of_volume)]
}
}
/// See Barter-Data for a comprehensive real-life example, as well as code you can use out of the
/// box to collect real-time public market data from many exchanges.
#[tokio::main]
async fn main() {
// Establish Sink/Stream communication with desired WebSocket server
let mut binance_conn = connect_async("wss://fstream.binance.com/ws/")
.await
.map(|(ws_conn, _)| ws_conn)
.expect("failed to connect");
// Send something over the socket (eg/ Binance trades subscription)
binance_conn
.send(WsMessage::Text(
json!({"method": "SUBSCRIBE","params": ["btcusdt@aggTrade"],"id": 1}).to_string(),
))
.await
.expect("failed to send WsMessage over socket");
// Instantiate some arbitrary Transformer to apply to data parsed from the WebSocket protocol
let transformer = StatefulTransformer { sum_of_volume: 0.0 };
// ExchangeWsStream includes pre-defined WebSocket Sink/Stream & WebSocket StreamParser
let mut ws_stream = ExchangeWsStream::new(binance_conn, transformer);
// Receive a stream of your desired Output data model from the ExchangeStream
while let Some(volume_result) = ws_stream.next().await {
match volume_result {
Ok(cumulative_volume) => {
// Do something with your data
println!("{cumulative_volume:?}");
}
Err(error) => {
// React to any errors produced by the internal transformation
eprintln!("{error}")
}
}
}
}
/// Deserialize a `String` as the desired type.
fn de_str<'de, D, T>(deserializer: D) -> Result<T, D::Error>
where
D: de::Deserializer<'de>,
T: FromStr,
T::Err: std::fmt::Display,
{
let data: String = Deserialize::deserialize(deserializer)?;
data.parse::<T>().map_err(de::Error::custom)
}
```
**For a larger, "real world" example, see the [`Barter-Data`] repository.**
## Getting Help
Firstly, see if the answer to your question can be found in the [API Documentation]. If the answer is not there, I'd be
happy to help to [Chat] and try answer your question via Discord.
## Contributing
Thanks for your help in improving the Barter ecosystem! Please do get in touch on the discord to discuss
development, new features, and the future roadmap.
## Related Projects
In addition to the Barter-Integration crate, the Barter project also maintains:
* [`Barter`]: High-performance, extensible & modular trading components with batteries-included. Contains a
pre-built trading Engine that can serve as a live-trading or backtesting system.
* [`Barter-Data`]: A high-performance WebSocket integration library for streaming public data from leading
cryptocurrency exchanges.
* [`Barter-Execution`]: Financial exchange integrations for trade execution - yet to be released!
## Roadmap
* Add new default StreamParser implementations to enable integration with other popular systems such as Kafka.
## Licence
This project is licensed under the [MIT license].
[MIT license]: https://gitlab.com/open-source-keir/financial-modelling/trading/barter-data-rs/-/blob/main/LICENSE
### Contribution
Unless you explicitly state otherwise, any contribution intentionally submitted
for inclusion in Barter-Integration by you, shall be licensed as MIT, without any additional
terms or conditions.