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use crate::WSClient;
use std::sync::{Arc, Mutex};
use std::{collections::HashMap, time::Duration};
use super::{
utils::CHANNEL_PAIR_DELIMITER,
ws_client_internal::{MiscMessage, WSClientInternal},
Candlestick, OrderBook, OrderBookSnapshot, Ticker, Trade, BBO,
};
use log::*;
use serde_json::Value;
pub(super) const EXCHANGE_NAME: &str = "bitmex";
const WEBSOCKET_URL: &str = "wss://www.bitmex.com/realtime";
const CLIENT_PING_INTERVAL_AND_MSG: (u64, &str) = (5, "ping");
const MAX_CHANNELS_PER_COMMAND: usize = 20;
pub struct BitmexWSClient<'a> {
client: WSClientInternal<'a>,
}
fn channels_to_commands(channels: &[String], subscribe: bool) -> Vec<String> {
let raw_channels: Vec<&String> = channels.iter().filter(|ch| !ch.starts_with('{')).collect();
let mut all_commands: Vec<String> = channels
.iter()
.filter(|ch| ch.starts_with('{'))
.map(|s| s.to_string())
.collect();
if !raw_channels.is_empty() {
let n = raw_channels.len();
for i in (0..n).step_by(MAX_CHANNELS_PER_COMMAND) {
let chunk: Vec<&String> =
(&raw_channels[i..(std::cmp::min(i + MAX_CHANNELS_PER_COMMAND, n))]).to_vec();
all_commands.append(&mut vec![format!(
r#"{{"op":"{}","args":{}}}"#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
},
serde_json::to_string(&chunk).unwrap()
)])
}
};
all_commands
}
fn on_misc_msg(msg: &str) -> MiscMessage {
if msg == "pong" {
return MiscMessage::Pong;
}
let resp = serde_json::from_str::<HashMap<String, Value>>(msg);
if resp.is_err() {
error!("{} is not a JSON string, {}", msg, EXCHANGE_NAME);
return MiscMessage::Misc;
}
let obj = resp.unwrap();
if obj.contains_key("error") {
let error_msg = obj.get("error").unwrap().as_str().unwrap();
let code = obj.get("status").unwrap().as_i64().unwrap();
match code {
429 => {
error!("Received {} from {}", msg, EXCHANGE_NAME);
std::thread::sleep(Duration::from_secs(3));
}
400 => {
if error_msg.starts_with("Unknown or expired symbol") {
error!("Received {} from {}", msg, EXCHANGE_NAME);
panic!("Received {} from {}", msg, EXCHANGE_NAME);
} else if error_msg.starts_with("You are already subscribed to this topic") {
info!("Received {} from {}", msg, EXCHANGE_NAME)
} else {
warn!("Received {} from {}", msg, EXCHANGE_NAME);
}
}
_ => error!("Received {} from {}", msg, EXCHANGE_NAME),
}
MiscMessage::Misc
} else if obj.contains_key("success") || obj.contains_key("info") {
info!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Misc
} else if obj.contains_key("table") && obj.contains_key("action") && obj.contains_key("data") {
MiscMessage::Normal
} else {
warn!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Misc
}
}
fn to_raw_channel(channel: &str, pair: &str) -> String {
format!("{}{}{}", channel, CHANNEL_PAIR_DELIMITER, pair)
}
#[rustfmt::skip]
impl_trait!(Trade, BitmexWSClient, subscribe_trade, "trade", to_raw_channel);
#[rustfmt::skip]
impl_trait!(BBO, BitmexWSClient, subscribe_bbo, "quote", to_raw_channel);
#[rustfmt::skip]
impl_trait!(OrderBook, BitmexWSClient, subscribe_orderbook, "orderBookL2_25", to_raw_channel);
#[rustfmt::skip]
impl_trait!(OrderBookSnapshot, BitmexWSClient, subscribe_orderbook_snapshot, "orderBookL2", to_raw_channel);
impl<'a> Ticker for BitmexWSClient<'a> {
fn subscribe_ticker(&self, _pairs: &[String]) {
panic!("BitMEX WebSocket does NOT have ticker channel");
}
}
fn to_candlestick_raw_channel(pair: &str, interval: u32) -> String {
let interval_str = match interval {
60 => "1m",
300 => "5m",
3600 => "1h",
86400 => "1d",
_ => panic!("BitMEX has intervals 1m,5m,1h,1d"),
};
format!("tradeBin{}:{}", interval_str, pair)
}
impl_candlestick!(BitmexWSClient);
define_client!(
BitmexWSClient,
EXCHANGE_NAME,
WEBSOCKET_URL,
channels_to_commands,
on_misc_msg,
Some(CLIENT_PING_INTERVAL_AND_MSG),
None
);
#[cfg(test)]
mod tests {
#[test]
fn test_one_channel() {
let commands = super::channels_to_commands(&vec!["trade:XBTUSD".to_string()], true);
assert_eq!(1, commands.len());
assert_eq!(r#"{"op":"subscribe","args":["trade:XBTUSD"]}"#, commands[0]);
}
#[test]
fn test_multiple_channels() {
let commands = super::channels_to_commands(
&vec![
"trade:XBTUSD".to_string(),
"quote:XBTUSD".to_string(),
"orderBookL2_25:XBTUSD".to_string(),
"tradeBin1m:XBTUSD".to_string(),
],
true,
);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"op":"subscribe","args":["trade:XBTUSD","quote:XBTUSD","orderBookL2_25:XBTUSD","tradeBin1m:XBTUSD"]}"#,
commands[0]
);
}
}