use async_trait::async_trait;
use std::collections::HashMap;
use tokio_tungstenite::tungstenite::Message;
use super::EXCHANGE_NAME;
use crate::{
clients::common_traits::{
Candlestick, Level3OrderBook, OrderBook, OrderBookTopK, Ticker, Trade, BBO,
},
common::{
command_translator::CommandTranslator,
message_handler::{MessageHandler, MiscMessage},
ws_client_internal::WSClientInternal,
},
WSClient,
};
use log::*;
use serde_json::Value;
const WEBSOCKET_URL: &str = "wss://ws.kraken.com";
pub struct KrakenSpotWSClient {
client: WSClientInternal<KrakenMessageHandler>,
translator: KrakenCommandTranslator,
}
impl_new_constructor!(
KrakenSpotWSClient,
EXCHANGE_NAME,
WEBSOCKET_URL,
KrakenMessageHandler {},
KrakenCommandTranslator {}
);
#[rustfmt::skip]
impl_trait!(Trade, KrakenSpotWSClient, subscribe_trade, "trade");
impl_trait!(OrderBook, KrakenSpotWSClient, subscribe_orderbook, "book");
#[rustfmt::skip]
impl_trait!(Ticker, KrakenSpotWSClient, subscribe_ticker, "ticker");
#[rustfmt::skip]
impl_trait!(BBO, KrakenSpotWSClient, subscribe_bbo, "spread");
impl_candlestick!(KrakenSpotWSClient);
panic_l2_topk!(KrakenSpotWSClient);
panic_l3_orderbook!(KrakenSpotWSClient);
impl_ws_client_trait!(KrakenSpotWSClient);
struct KrakenMessageHandler {}
struct KrakenCommandTranslator {}
impl MessageHandler for KrakenMessageHandler {
fn handle_message(&mut self, msg: &str) -> MiscMessage {
let resp = serde_json::from_str::<Value>(msg);
if resp.is_err() {
error!("{} is not a JSON string, {}", msg, EXCHANGE_NAME);
return MiscMessage::Other;
}
let value = resp.unwrap();
if value.is_object() {
let obj = value.as_object().unwrap();
let event = obj.get("event").unwrap().as_str().unwrap();
match event {
"heartbeat" => {
debug!("Received {} from {}", msg, EXCHANGE_NAME);
let ping = r#"{
"event": "ping",
"reqid": 9527
}"#;
MiscMessage::WebSocket(Message::Text(ping.to_string()))
}
"pong" => MiscMessage::Pong,
"subscriptionStatus" => {
let status = obj.get("status").unwrap().as_str().unwrap();
match status {
"subscribed" | "unsubscribed" => {
info!("Received {} from {}", msg, EXCHANGE_NAME)
}
"error" => {
error!("Received {} from {}", msg, EXCHANGE_NAME);
let error_msg = obj.get("errorMessage").unwrap().as_str().unwrap();
if error_msg.starts_with("Currency pair not") {
panic!("Received {} from {}", msg, EXCHANGE_NAME)
}
}
_ => warn!("Received {} from {}", msg, EXCHANGE_NAME),
}
MiscMessage::Other
}
"systemStatus" => {
let status = obj.get("status").unwrap().as_str().unwrap();
match status {
"maintenance" | "cancel_only" => {
warn!(
"Received {}, which means Kraken is in maintenance mode",
msg
);
std::thread::sleep(std::time::Duration::from_secs(20));
MiscMessage::Reconnect
}
_ => {
info!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Other
}
}
}
_ => {
warn!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Other
}
}
} else {
MiscMessage::Normal
}
}
fn get_ping_msg_and_interval(&self) -> Option<(String, u64)> {
Some((r#"{"event":"ping"}"#.to_string(), 10))
}
}
impl KrakenCommandTranslator {
fn name_symbols_to_command(name: &str, symbols: &[String], subscribe: bool) -> String {
if name == "book" {
format!(
r#"{{"event":"{}","pair":{},"subscription":{{"name":"{}","depth":25}}}}"#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
},
serde_json::to_string(symbols).unwrap(),
name
)
} else {
format!(
r#"{{"event":"{}","pair":{},"subscription":{{"name":"{}"}}}}"#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
},
serde_json::to_string(symbols).unwrap(),
name
)
}
}
fn convert_symbol_interval_list(
symbol_interval_list: &[(String, usize)],
) -> Vec<(Vec<String>, usize)> {
let mut map = HashMap::<usize, Vec<String>>::new();
for task in symbol_interval_list {
let v = map.entry(task.1).or_insert_with(Vec::new);
v.push(task.0.clone());
}
let mut result = Vec::new();
for (k, v) in map {
result.push((v, k));
}
result
}
}
impl CommandTranslator for KrakenCommandTranslator {
fn translate_to_commands(&self, subscribe: bool, topics: &[(String, String)]) -> Vec<String> {
let mut commands: Vec<String> = Vec::new();
let mut channel_symbols = HashMap::<String, Vec<String>>::new();
for (channel, symbol) in topics {
match channel_symbols.get_mut(channel) {
Some(symbols) => symbols.push(symbol.to_string()),
None => {
channel_symbols.insert(channel.to_string(), vec![symbol.to_string()]);
}
}
}
for (channel, symbols) in channel_symbols.iter() {
commands.push(Self::name_symbols_to_command(channel, symbols, subscribe));
}
commands
}
fn translate_to_candlestick_commands(
&self,
subscribe: bool,
symbol_interval_list: &[(String, usize)],
) -> Vec<String> {
let valid_set: Vec<usize> = vec![1, 5, 15, 30, 60, 240, 1440, 10080, 21600]
.into_iter()
.map(|x| x * 60)
.collect();
let invalid_intervals = symbol_interval_list
.iter()
.map(|(_, interval)| *interval)
.filter(|x| !valid_set.contains(x))
.collect::<Vec<usize>>();
if !invalid_intervals.is_empty() {
panic!(
"Invalid intervals: {}, available intervals: {}",
invalid_intervals
.into_iter()
.map(|x| x.to_string())
.collect::<Vec<String>>()
.join(","),
valid_set
.into_iter()
.map(|x| x.to_string())
.collect::<Vec<String>>()
.join(",")
);
}
let symbols_interval_list = Self::convert_symbol_interval_list(symbol_interval_list);
let commands: Vec<String> = symbols_interval_list
.into_iter()
.map(|(symbols, interval)| {
format!(
r#"{{"event":"{}","pair":{},"subscription":{{"name":"ohlc", "interval":{}}}}}"#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
},
serde_json::to_string(&symbols).unwrap(),
interval / 60
)
})
.collect();
commands
}
}
#[cfg(test)]
mod tests {
use crate::common::command_translator::CommandTranslator;
#[test]
fn test_one_symbol() {
let translator = super::KrakenCommandTranslator {};
let commands = translator
.translate_to_commands(true, &vec![("trade".to_string(), "XBT/USD".to_string())]);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"event":"subscribe","pair":["XBT/USD"],"subscription":{"name":"trade"}}"#,
commands[0]
);
}
#[test]
fn test_two_symbols() {
let translator = super::KrakenCommandTranslator {};
let commands = translator.translate_to_commands(
true,
&vec![
("trade".to_string(), "XBT/USD".to_string()),
("trade".to_string(), "ETH/USD".to_string()),
],
);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"event":"subscribe","pair":["XBT/USD","ETH/USD"],"subscription":{"name":"trade"}}"#,
commands[0]
);
}
}