bitmex 0.2.2

Rust Library for the BitMEX API (Async)
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{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 741,
   "metadata": {},
   "outputs": [],
   "source": [
    "from stringcase import pascalcase, snakecase, camelcase\n",
    "from json import loads, load\n",
    "from copy import deepcopy\n",
    "from dataclasses import dataclass\n",
    "import re"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 742,
   "metadata": {},
   "outputs": [],
   "source": [
    "from enum import Enum\n",
    "from typing import NamedTuple, List, Dict, Optional, Tuple, Any, Set"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 743,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open(\"../swagger.json\") as f:\n",
    "    swagger = load(f)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 744,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "dict_keys(['swagger', 'info', 'basePath', 'paths', 'tags', 'consumes', 'host', 'produces', 'definitions', 'securityDefinitions', 'security'])"
      ]
     },
     "execution_count": 744,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "swagger.keys()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 745,
   "metadata": {},
   "outputs": [],
   "source": [
    "PROVIDED_ENUMS: Set[str] = {\n",
    "    'side', 'pegPriceType', \n",
    "    'ordType', 'timeInForce', \n",
    "    'execInst', 'contingencyType', \n",
    "    'binSize'\n",
    "}\n",
    "\n",
    "def type_postfix(defs_: List[StructDef]):\n",
    "    STRING_TYPEFIX = {\n",
    "        \"PutOrderBulkRequest\": {\n",
    "            \"orders\": \"Vec<PutOrderRequest>\"\n",
    "        },\n",
    "        \"PostOrderBulkRequest\": {\n",
    "            \"orders\": \"Vec<PostOrderRequest>\"\n",
    "        }\n",
    "    }\n",
    "    \n",
    "    for def_ in defs_:\n",
    "        if def_.name in STRING_TYPEFIX:\n",
    "            for field in def_.fields:\n",
    "                if field.name[1] in STRING_TYPEFIX[def_.name]:\n",
    "                    toty = STRING_TYPEFIX[def_.name][field.name[1]]\n",
    "                    print(f\"Replacing {field.ty} to {toty} for {def_.name}.{field.name[1]}\")\n",
    "                    field.ty = toty\n",
    "\n",
    "SIGNED_ENDPOINTS = {\n",
    "    \"/announcement/urgent\": [\"get\"],\n",
    "    \"/apiKey\": [\"get\"],\n",
    "    \"/chat\": [\"post\"],\n",
    "    \"/execution\": [\"get\"],\n",
    "    \"/execution/tradeHistory\": [\"get\"],\n",
    "    \"/globalNotification\": [\"get\"],\n",
    "    \"/leaderboard/name\": [\"get\"],\n",
    "    \"/order\": [\"get\", \"put\", \"post\", \"delete\"],\n",
    "    \"/order/bulk\": [\"put\", \"post\"],\n",
    "    \"/order/closePosition\": [\"post\"],\n",
    "    \"/order/all\": [\"delete\"],\n",
    "    \"/order/cancelAllAfter\": [\"post\"],\n",
    "    \"/position\": [\"get\"],\n",
    "    \"/position/isolate\": [\"post\"],\n",
    "    \"/position/riskLimit\": [\"post\"],\n",
    "    \"/position/transferMargin\": [\"post\"],\n",
    "    \"/position/leverage\": [\"post\"],\n",
    "    \"/user\": [\"get\"],\n",
    "    \"/user/affiliateStatus\": [\"get\"],\n",
    "    \"/user/commission\": [\"get\"],\n",
    "    \"/user/communicationToken\": [\"post\"],\n",
    "    \"/user/executionHistory\": [\"get\"],\n",
    "    \"/user/depositAddress\": [\"get\"],\n",
    "    \"/user/margin\": [\"get\"],\n",
    "    \"/user/preferences\": [\"post\"],\n",
    "    \"/user/quoteFillRatio\": [\"get\"],\n",
    "    \"/user/requestWithdrawal\": [\"post\"],\n",
    "    \"/user/wallet\": [\"get\"],\n",
    "    \"/user/walletHistory\": [\"get\"],\n",
    "    \"/user/walletSummary\": [\"get\"],\n",
    "    \"/userEvent\": [\"get\"],\n",
    "}\n",
    "\n",
    "string_formats = {\n",
    "    \"date-time\": \"DateTime<Utc>\",\n",
    "    \"guid\": \"Uuid\",\n",
    "    None: \"String\",\n",
    "    \"JSON\": \"Value\",\n",
    "}\n",
    "\n",
    "number_formats = {\n",
    "    \"int64\": \"i64\",\n",
    "    \"int32\": \"i32\",\n",
    "    \"double\": \"f64\"\n",
    "}\n",
    "\n",
    "def rustify(s: str) -> str:\n",
    "    s = s.replace(\"ID\", \"Id\")\n",
    "    s = snakecase(s)\n",
    "    if s == \"type\":\n",
    "        s = \"r#type\"\n",
    "    return s"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Definitions"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 769,
   "metadata": {},
   "outputs": [],
   "source": [
    "@dataclass\n",
    "class FieldDef:\n",
    "    name: Tuple[str, str]\n",
    "    ty: str\n",
    "    optional: Optional[bool]\n",
    "    modifiers: Dict[str, str]\n",
    "    desc: Optional[str] = None\n",
    "\n",
    "    @classmethod\n",
    "    def from_swagger(cls, parent_name: str, name: str, tydesc: Dict[str, Any]) -> Tuple[FieldDef, List[StructDef]]:\n",
    "        common_keys = [\"required\", \"type\", \"default\", \"description\"]\n",
    "        if \"type\" in tydesc:\n",
    "            ty = tydesc[\"type\"]    \n",
    "            desc = tydesc.get(\"description\")\n",
    "            \n",
    "            optional = not tydesc.get(\"required\", False)\n",
    "\n",
    "            if ty == \"string\":\n",
    "                assert_keys(name, tydesc, *common_keys, \"enum\", \"maxLength\", \"format\")\n",
    "\n",
    "                if name in PROVIDED_ENUMS:\n",
    "                    rty = f\"super::{pascalcase(name)}\"\n",
    "                else:\n",
    "                    rty = string_formats[tydesc.get(\"format\")]\n",
    "\n",
    "                modifiers = {}\n",
    "                \n",
    "                return FieldDef((rustify(name), name), rty, optional, modifiers, desc), []\n",
    "\n",
    "            elif ty == \"number\":\n",
    "                assert_keys(name, tydesc, *common_keys, \"format\", \"minimum\")\n",
    "\n",
    "                modifiers = {}\n",
    "                if \"defaulyt\" in tydesc and tydesc[\"default\"] == 0:\n",
    "                    modifiers[\"default\"] = None\n",
    "                \n",
    "                rty = number_formats[tydesc.get(\"format\")]\n",
    "\n",
    "                return FieldDef((rustify(name), name), rty, optional, modifiers, desc), []\n",
    "            \n",
    "            elif ty == \"boolean\":\n",
    "                assert_keys(name, tydesc, *common_keys)\n",
    "\n",
    "                modifiers = {}\n",
    "                if \"default\" in tydesc and not tydesc[\"default\"]:\n",
    "                    modifiers[\"default\"] = None\n",
    "            \n",
    "                return FieldDef((rustify(name), name), \"bool\", optional, modifiers, desc), []\n",
    "            \n",
    "            elif ty == \"object\":\n",
    "                assert_keys(name, tydesc, *common_keys, \"properties\")\n",
    "                sdfs = StructDef.from_swagger(parent_name, name, tydesc)\n",
    "                \n",
    "                modifiers = {}\n",
    "                \n",
    "                assert sdfs\n",
    "                \n",
    "                fdf = FieldDef((rustify(name), name), sdfs[0].name, optional, modifiers, desc)\n",
    "                    \n",
    "                return fdf, sdfs\n",
    "\n",
    "            elif ty == \"array\":\n",
    "                assert_keys(name, tydesc, *common_keys, \"items\")\n",
    "                \n",
    "                items = tydesc[\"items\"]\n",
    "                \n",
    "                fdf, sdfs = FieldDef.from_swagger(parent_name, name, items)\n",
    "                fdf.ty = f\"Vec<{fdf.ty}>\"\n",
    "                if name == \"disableEmails\":\n",
    "                    print(fdf)\n",
    "                \n",
    "                if (\"default\" in tydesc and tydesc[\"default\"] == []) or \"default\" not in tydesc:\n",
    "                    fdf.modifiers[\"default\"] = None\n",
    "                else:\n",
    "                    raise NotImplementedError(tydesc)\n",
    "                \n",
    "                return fdf, sdfs\n",
    "                \n",
    "            elif ty == \"null\":\n",
    "                return FieldDef((rustify(name), name), \"()\", False, {}, None), []\n",
    "            else:\n",
    "                raise RuntimeError(f\"Unimplemented for {ty}\")\n",
    "\n",
    "\n",
    "        elif \"$ref\" in tydesc:\n",
    "            assert_keys(name, tydesc, \"$ref\", *common_keys)\n",
    "            ref = tydesc[\"$ref\"]\n",
    "\n",
    "            if ref.startswith(\"#/definitions/\"):\n",
    "                ty = ref.lstrip(\"#/definitions/\")\n",
    "                if ty == \"x-any\":\n",
    "                    ty = \"Value\"\n",
    "                return FieldDef((rustify(name), name), ty, False, {}, None), []\n",
    "            else:\n",
    "                raise NotImplementedError\n",
    "        else:\n",
    "            raise NotImplementedError(f\"{name}, {tydesc}\")\n",
    "    \n",
    "    def can_default(self) -> bool:\n",
    "        if \"default\" in self.modifiers or self.optional:\n",
    "            return True\n",
    "        return False\n",
    "    \n",
    "    def __str__(self) -> str:\n",
    "        if self.optional:\n",
    "            ty = f\"Option<{self.ty}>\"\n",
    "        else:\n",
    "            ty = self.ty\n",
    "        \n",
    "        mods = []\n",
    "        if self.name[0] != self.name[1]:\n",
    "            mods.append(f\"rename = \\\"{self.name[1]}\\\"\")\n",
    "            \n",
    "        for mod, modv in fdef.modifiers.items():\n",
    "            if modv is None:\n",
    "                mods.append(mod)\n",
    "            else:\n",
    "                mods.append(f\"{mod} = \\\"{modv}\\\"\")\n",
    "        \n",
    "        serde_header = \"\"\n",
    "        if mods:\n",
    "            mods = \", \".join(mods)\n",
    "            serde_header = f\"#[serde({mods})]\\n\"\n",
    "        field = serde_header + f\"\"\"pub {self.name[0]}: {ty}\"\"\"\n",
    "        if self.desc:\n",
    "            desc = self.desc.replace(\"\\n\", \" \")\n",
    "            field = f\"\"\"/// {desc}\\n\"\"\" + field\n",
    "            \n",
    "        return field\n",
    "    \n",
    "@dataclass\n",
    "class StructDef:\n",
    "    name: str\n",
    "    fields: List[FieldDef]\n",
    "    derives: List[str]\n",
    "    desc: Optional[str] = None\n",
    "    value: bool = False\n",
    "    \n",
    "    @classmethod\n",
    "    def from_swagger(cls, parent_name: str, name: str, defs: Dict[str, Any]) -> List[StructDef]:\n",
    "        assert defs[\"type\"] == \"object\"\n",
    "        derives = [\"Clone\", \"Debug\", \"Deserialize\", \"Serialize\"]\n",
    "        \n",
    "        desc = defs.get(\"description\")\n",
    "        \n",
    "        \n",
    "            \n",
    "        if \"properties\" in defs and not defs[\"properties\"]:\n",
    "            return [StructDef(f\"{parent_name}{pascalcase(name)}\", [], derives + [\"Default\"], desc, True)]\n",
    "        \n",
    "        if name == \"x-any\":\n",
    "            return [StructDef(f\"{parent_name}XAny\", [], derives + [\"Default\"], desc, True)]\n",
    "        \n",
    "        if \"properties\" not in defs:\n",
    "            defs[\"properties\"] = {}\n",
    "            \n",
    "        required = set(defs.get(\"required\", []))\n",
    "        fdfs, sdfs = [], []\n",
    "        for subname, def_ in defs[\"properties\"].items():\n",
    "            fdf, sdfs_ = FieldDef.from_swagger(f\"{parent_name}{pascalcase(subname)}\", subname, def_)\n",
    "            \n",
    "            sdfs.extend(sdfs_)\n",
    "            fdfs.append(fdf)\n",
    "            if fdf.name[1] == \"disableEmails\":\n",
    "                print(fdf)\n",
    "                print(fdf.optional, required, fdf.modifiers)\n",
    "                \n",
    "            fdf.optional &= fdf.name[1] not in required\n",
    "            \n",
    "        fields_can_default = all([fdf.can_default() for fdf in fdfs])\n",
    "        if fields_can_default:\n",
    "            derives.append(\"Default\")\n",
    "        \n",
    "            \n",
    "        return [StructDef(f\"{parent_name}{pascalcase(name)}\", fdfs, derives, desc), *sdfs]\n",
    "    \n",
    "    def __str__(self) -> str:\n",
    "        if self.desc:\n",
    "            desc = self.desc.replace(\"\\n\", \" \")\n",
    "            desc = f\"\\n/// {desc}\"\n",
    "        else:\n",
    "            desc = \"\"\n",
    "            \n",
    "        derives = \", \".join(self.derives)\n",
    "        \n",
    "        if self.value:\n",
    "            code = f\"\"\"#[derive({derives})]{desc}\n",
    "pub struct {self.name}(serde_json::Value);\"\"\"\n",
    "            return code\n",
    "        elif not self.fields:\n",
    "            code = f\"\"\"#[derive({derives})]{desc}\n",
    "pub struct {self.name};\"\"\"\n",
    "            return code\n",
    "        \n",
    "            \n",
    "        fields = [str(fdef).replace(\"\\n\", \"\\n    \") for fdef in self.fields]\n",
    "        fields = \",\\n    \".join(fields)\n",
    "       \n",
    "        code = f\"\"\"#[derive({derives})]{desc}\n",
    "pub struct {self.name} {{\n",
    "    {fields}\n",
    "}}\"\"\"\n",
    "        return code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 770,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "#[serde(rename = \"disableEmails\")]\n",
      "pub disable_emails: Option<Vec<String>>\n",
      "#[serde(rename = \"disableEmails\")]\n",
      "pub disable_emails: Option<Vec<String>>\n",
      "True set() {'default': None}\n"
     ]
    }
   ],
   "source": [
    "defs_ = []\n",
    "\n",
    "for name, defs in swagger[\"definitions\"].items():\n",
    "    defs_.extend(StructDef.from_swagger(\"\", name, defs))\n",
    "type_postfix(defs_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 771,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open(\"../src/models/definitions.rs\", \"w\") as f:\n",
    "    f.write(\"\"\"use chrono::{DateTime, Utc};\n",
    "use serde_json::Value;\n",
    "use uuid::Uuid;\n",
    "use serde::{Deserialize, Serialize};\n",
    "\"\"\")\n",
    "    f.write(\"\\n\".join([str(d) for d in defs_]))\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Paths"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 772,
   "metadata": {},
   "outputs": [],
   "source": [
    "@dataclass\n",
    "class RequestImpl:\n",
    "    method: str\n",
    "    endpoint: str\n",
    "        \n",
    "    reqty: str\n",
    "    respty: str\n",
    "    signed: bool\n",
    "    has_payload: bool\n",
    "\n",
    "    def __str__(self) -> str:\n",
    "        signed = \"false\"\n",
    "        if self.signed:\n",
    "            signed = \"true\"\n",
    "        \n",
    "        has_payload = \"false\"\n",
    "        if self.has_payload:\n",
    "            has_payload = \"true\"\n",
    "            \n",
    "        return f\"\"\"impl Request for {self.reqty} {{\n",
    "    const METHOD: Method = Method::{self.method.upper()};\n",
    "    const SIGNED: bool = {signed};\n",
    "    const ENDPOINT: &'static str = \"{self.endpoint}\";\n",
    "    const HAS_PAYLOAD: bool = {has_payload};\n",
    "    type Response = {self.respty};\n",
    "}}\"\"\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 773,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Replacing Value to Vec<PostOrderRequest> for PostOrderBulkRequest.orders\n",
      "Replacing Value to Vec<PutOrderRequest> for PutOrderBulkRequest.orders\n"
     ]
    }
   ],
   "source": [
    "defs_ = []\n",
    "impls = []\n",
    "\n",
    "for endpoint, defs in swagger[\"paths\"].items():\n",
    "    for method, defs in defs.items():\n",
    "        # Request\n",
    "        cmethod = method.capitalize()\n",
    "        \n",
    "        reqname = pascalcase(endpoint.lstrip(\"/\").replace(\"/\", \"_\"))\n",
    "        reqname = reqname.replace(\"_\", \"\")\n",
    "        reqty = f\"{cmethod}{reqname}Request\"\n",
    "        \n",
    "        desc = defs.get(\"summary\", \"No description\")\n",
    "        \n",
    "        tydesc_ = {\"type\": \"object\", \"description\": desc}\n",
    "        \n",
    "        for tydesc in defs[\"parameters\"]:\n",
    "            if \"properties\" not in tydesc_:\n",
    "                tydesc_[\"properties\"] = {}\n",
    "                \n",
    "            tydesc = deepcopy(tydesc)\n",
    "            tydesc.pop(\"in\")\n",
    "            name = tydesc.pop(\"name\")\n",
    "            tydesc_[\"properties\"][name] = tydesc\n",
    "            \n",
    "        reqdef, = StructDef.from_swagger(\"\", reqty, tydesc_)\n",
    "        \n",
    "        # Response\n",
    "        respty =  f\"{cmethod}{reqname}Response\"\n",
    "        \n",
    "        schema = defs[\"responses\"][\"200\"][\"schema\"]\n",
    "        \n",
    "        fdf, sdfs = FieldDef.from_swagger(\"\", respty, schema)\n",
    "        \n",
    "        respdefs = sdfs\n",
    "\n",
    "        if not sdfs:\n",
    "            # If no struct created, the type of the fdf is the response type\n",
    "            respty = f\"{fdf.ty}\"\n",
    "        \n",
    "        \n",
    "        # Impls\n",
    "        signed = False\n",
    "        if method in SIGNED_ENDPOINTS.get(endpoint, []):\n",
    "            signed = True\n",
    "            \n",
    "        if len(defs[\"parameters\"]) == 0:\n",
    "            has_payload = False\n",
    "        else:\n",
    "            has_payload = True\n",
    "        \n",
    "        impl = RequestImpl(method, endpoint, reqty, respty, signed, has_payload)\n",
    "        \n",
    "        defs_.extend([reqdef, *respdefs])\n",
    "        impls.append(impl)\n",
    "        \n",
    "type_postfix(defs_)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 774,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open(\"../src/models/requests.rs\", \"w\") as f:\n",
    "    f.write(\"\"\"use http::Method;\n",
    "use super::Request;\n",
    "use super::definitions::*;\n",
    "use serde_json::Value;\n",
    "use serde::{Deserialize, Serialize};\n",
    "use chrono::{DateTime, Utc};\n",
    "\"\"\")\n",
    "    f.write(\"\\n\".join([str(d) for d in defs_]))\n",
    "    f.write(\"\\n\")\n",
    "    \n",
    "    f.write(\"\\n\".join([str(d) for d in impls]))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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