kucoin_arbitrage 0.0.12

Event-Driven Kucoin Arbitrage Framework in Async Rust
Documentation 
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/// Syncs orderbook only
use kucoin_api::client::{Kucoin, KucoinEnv};
use kucoin_arbitrage::broker::orderbook::internal::task_sync_orderbook;
use kucoin_arbitrage::broker::orderbook::kucoin::{
    task_get_initial_orderbooks, task_pub_orderbook_event,
};
use kucoin_arbitrage::broker::orderchange::kucoin::task_pub_orderchange_event;
use kucoin_arbitrage::broker::symbol::filter::symbol_with_quotes;
use kucoin_arbitrage::broker::symbol::kucoin::{format_subscription_list, get_symbols};
use kucoin_arbitrage::event::{orderbook::OrderbookEvent, orderchange::OrderChangeEvent};
use kucoin_arbitrage::global::task::task_log_mps;
use kucoin_arbitrage::model::{counter::Counter, orderbook::FullOrderbook};
use std::sync::Arc;
use tokio::signal::unix::{signal, SignalKind};
use tokio::sync::broadcast::channel;
use tokio::sync::Mutex;
use tokio::task::JoinSet;
#[tokio::main]
async fn main() -> Result<(), failure::Error> {
    // logging format
    kucoin_arbitrage::logger::log_init();
    log::info!("Log setup");

    // credentials
    let config = kucoin_arbitrage::config::from_file("config.toml")?;

    tokio::select! {
        _ = task_signal_handle() => println!("received external signal, terminating program"),
        res = core(config) => println!("core ended first {res:?}"),
    };

    println!("Good bye!");
    Ok(())
}

async fn core(config: kucoin_arbitrage::config::Config) -> Result<(), failure::Error> {
    // config parameters
    let monitor_interval = config.behaviour.monitor_interval_sec;

    // system mps counters
    let api_input_counter = Arc::new(Mutex::new(Counter::new("api_input")));
    let best_price_counter = Arc::new(Mutex::new(Counter::new("best_price")));
    let chance_counter = Arc::new(Mutex::new(Counter::new("chance")));
    let order_counter = Arc::new(Mutex::new(Counter::new("order")));

    // API endpoints
    let api = Kucoin::new(KucoinEnv::Live, Some(config.kucoin_credentials()))?;
    log::info!("Credentials setup");

    // get all symbols concurrently
    let symbol_list = get_symbols(api.clone()).await;
    log::info!("Total exchange symbols: {:?}", symbol_list.len());

    // filter with either btc or usdt as quote
    let symbol_infos = symbol_with_quotes(&symbol_list, "BTC", "USDT");
    log::info!("Total symbols in scope: {:?}", symbol_infos.len());

    // list subscription using the filtered symbols
    let subs = format_subscription_list(&symbol_infos);
    log::info!("Total orderbook WS sessions: {:?}", subs.len());

    // create broadcast channels
    // for syncing public orderbook
    let (tx_orderbook, rx_orderbook) = channel::<OrderbookEvent>(1024 * 2);
    // for getting notable orderbook after syncing
    let (tx_orderbook_best, _) = channel::<OrderbookEvent>(512);
    // for getting private order changes
    let (tx_orderchange, _) = channel::<OrderChangeEvent>(128);
    log::info!("Broadcast channels setup");

    // local orderbook
    let full_orderbook = Arc::new(Mutex::new(FullOrderbook::new()));
    log::info!("Local empty full orderbook setup");

    // infrastructure tasks
    let mut taskpool_infrastructure = JoinSet::new();
    taskpool_infrastructure.spawn(task_sync_orderbook(
        rx_orderbook,
        tx_orderbook_best,
        full_orderbook.clone(),
        api_input_counter.clone(),
    ));
    taskpool_infrastructure.spawn(task_log_mps(
        vec![
            api_input_counter.clone(),
            best_price_counter.clone(),
            chance_counter.clone(),
            order_counter.clone(),
        ],
        monitor_interval as u64,
    ));

    // collect all initial orderbook states with REST
    task_get_initial_orderbooks(api.clone(), symbol_infos, full_orderbook).await?;
    log::info!("Aggregated all the symbols");
    let mut taskpool_subscription = JoinSet::new();
    // publishes OrderChangeEvent from private subscription
    taskpool_subscription.spawn(task_pub_orderchange_event(api.clone(), tx_orderchange));
    // publishes OrderBookEvent from public subscription
    for (i, sub) in subs.iter().enumerate() {
        taskpool_subscription.spawn(task_pub_orderbook_event(
            api.clone(),
            sub.to_vec(),
            tx_orderbook.clone(),
        ));
        log::info!("{i:?}-th session of WS subscription setup");
    }

    // terminate if taskpools failed
    let message = tokio::select! {
        res = taskpool_infrastructure.join_next() =>
            format!("Infrastructure task pool error [{res:?}]"),
        res = taskpool_subscription.join_next() => format!("Subscription task pool error [{res:?}]"),
    };
    Err(failure::err_msg(format!("unexpected error [{message}]")))
}

/// wait for any external terminating signal
async fn task_signal_handle() -> Result<(), failure::Error> {
    let mut sigterm = signal(SignalKind::terminate()).unwrap();
    let mut sigint = signal(SignalKind::interrupt()).unwrap();
    tokio::select! {
        _ = sigterm.recv() => exit_program("SIGTERM").await?,
        _ = sigint.recv() => exit_program("SIGINT").await?,
    };
    Ok(())
}

/// handle external signal
async fn exit_program(signal_alias: &str) -> Result<(), failure::Error> {
    log::info!("Received [{signal_alias}] signal");
    Ok(())
}