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
API Documentation | Chat
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:
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::{digest::KeyInit, Hmac};
use reqwest::{RequestBuilder, StatusCode};
use serde::Deserialize;
use thiserror::Error;
use tokio::sync::mpsc;
struct FtxSigner {
api_key: String,
}
struct FtxSignConfig<'a> {
api_key: &'a str,
time: DateTime<Utc>,
method: reqwest::Method,
path: &'static str,
}
impl Signer for FtxSigner {
type Config<'a> = FtxSignConfig<'a> where Self: 'a;
fn config<'a, Request>(
&'a self,
_: 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 bytes_to_sign<'a>(config: &Self::Config<'a>) -> Bytes {
Bytes::copy_from_slice(
format!("{}{}{}", config.time, config.method, config.path).as_bytes(),
)
}
fn build_signed_request<'a>(
config: Self::Config<'a>,
builder: RequestBuilder,
signature: String,
) -> Result<reqwest::Request, SocketError> {
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 {
let error = api_error.to_string();
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; type QueryParams = (); type Body = ();
fn path() -> &'static str {
"/api/wallet/balances"
}
fn method() -> reqwest::Method {
reqwest::Method::GET
}
fn metric_tag() -> Tag {
Tag::new("method", "fetch_balances")
}
}
#[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,
}
#[tokio::main]
async fn main() {
let (http_metric_tx, _http_metric_rx) = mpsc::unbounded_channel();
let mac: Hmac<sha2::Sha256> = Hmac::new_from_slice("api_secret".as_bytes()).unwrap();
let request_signer = RequestSigner::new(
FtxSigner {
api_key: "api_key".to_string(),
},
mac,
HexEncoder,
);
let rest_client = RestClient::new("https://ftx.com", http_metric_tx, request_signer, FtxParser);
let _response = rest_client.execute(FetchBalancesRequest).await;
}
Consume Binance Futures tick-by-tick Trades and calculate a rolling sum of volume:
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;
type ExchangeWsStream<Exchange> = ExchangeStream<WebSocketParser, WebSocket, Exchange, VolumeSum>;
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 {
match input {
BinanceMessage::SubResponse { result, id } => {
debug!("Received SubResponse for {}: {:?}", id, result);
}
BinanceMessage::Trade { quantity, .. } => {
self.sum_of_volume += quantity;
}
};
vec![Ok(self.sum_of_volume)]
}
}
#[tokio::main]
async fn main() {
let mut binance_conn = connect_async("wss://fstream.binance.com/ws/")
.await
.map(|(ws_conn, _)| ws_conn)
.expect("failed to connect");
binance_conn
.send(WsMessage::Text(
json!({"method": "SUBSCRIBE","params": ["btcusdt@aggTrade"],"id": 1}).to_string(),
))
.await
.expect("failed to send WsMessage over socket");
let transformer = StatefulTransformer { sum_of_volume: 0.0 };
let mut ws_stream = ExchangeWsStream::new(binance_conn, transformer);
while let Some(volume_result) = ws_stream.next().await {
match volume_result {
Ok(cumulative_volume) => {
println!("{cumulative_volume:?}");
}
Err(error) => {
eprintln!("{error}")
}
}
}
}
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.
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.