maxt 0.3.3

One Rust API for Upbit, Bithumb, Binance, and Hyperliquid market data, accounts, and orders.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
//! Browser WebSocket and timer primitives.

use std::cell::Cell;
use std::future::Future;
use std::pin::Pin;
use std::rc::Rc;
use std::task::{Context, Poll};
use std::time::Duration;

use gloo_timers::future::TimeoutFuture;
use js_sys::{ArrayBuffer, Uint8Array};
use serde::{Deserialize, Serialize};
use tokio::sync::mpsc;
use wasm_bindgen::prelude::Closure;
use wasm_bindgen::{JsCast, JsValue};
use web_sys::{BinaryType, Event, MessageEvent, WebSocket};

use super::{Heartbeat, HeartbeatFrame, SocketMessage, WsConnect};
use crate::error::{Error, Result};
use crate::transport::BrowserRelay;
use crate::types::{Overflow, StreamConfig};

enum BrowserEvent {
    Open,
    Message(SocketMessage),
    Disconnected,
}

pub(super) struct Socket {
    socket: WebSocket,
    events: mpsc::Receiver<BrowserEvent>,
    disconnected: Rc<Cell<bool>>,
    _on_open: Closure<dyn FnMut(Event)>,
    _on_message: Closure<dyn FnMut(MessageEvent)>,
    _on_error: Closure<dyn FnMut(Event)>,
    _on_close: Closure<dyn FnMut(Event)>,
}

impl Socket {
    pub(super) async fn next(&mut self) -> Option<Result<SocketMessage>> {
        loop {
            if self.events.is_empty() && self.disconnected.get() {
                return Some(Ok(SocketMessage::Closed));
            }
            return match self.events.recv().await? {
                BrowserEvent::Open => continue,
                BrowserEvent::Message(message) => Some(Ok(message)),
                BrowserEvent::Disconnected => Some(Ok(SocketMessage::Closed)),
            };
        }
    }

    pub(super) async fn send_heartbeat(&mut self, frame: HeartbeatFrame) -> Result<()> {
        match frame {
            HeartbeatFrame::Text(text) => self
                .socket
                .send_with_str(text)
                .map_err(|error| js_error("could not send browser WebSocket heartbeat", error)),
            // Browsers answer protocol Ping frames automatically and do not expose
            // control-frame sending to JavaScript.
            HeartbeatFrame::Ping => Ok(()),
        }
    }

    pub(super) async fn send_text(&mut self, text: &str) -> Result<()> {
        self.socket
            .send_with_str(text)
            .map_err(|error| js_error("could not send browser WebSocket operation", error))
    }
}

impl Drop for Socket {
    fn drop(&mut self) {
        self.socket.set_onopen(None);
        self.socket.set_onmessage(None);
        self.socket.set_onerror(None);
        self.socket.set_onclose(None);
        let _ = self.socket.close();
    }
}

pub(super) async fn open(connect: &WsConnect, config: &StreamConfig) -> Result<Socket> {
    validate_config(config)?;

    validate_upstream_url(&connect.url)?;
    let relay = relay_for(connect)?;
    let socket = WebSocket::new(relay.map_or(connect.url.as_str(), |relay| &relay.websocket))
        .map_err(|error| js_error("could not open browser WebSocket", error))?;
    socket.set_binary_type(BinaryType::Arraybuffer);
    let (sender, events) = mpsc::channel(config.buffer_size.max(1));
    let disconnected = Rc::new(Cell::new(false));

    let opened = sender.clone();
    let on_open = Closure::new(move |_: Event| {
        let _ = opened.try_send(BrowserEvent::Open);
    });
    socket.set_onopen(Some(on_open.as_ref().unchecked_ref()));

    let messages = sender.clone();
    let on_message = Closure::new(move |event: MessageEvent| {
        // ponytail: classic browser WebSocket has no inbound backpressure API;
        // move to WebSocketStream or a relay if queued browser frames become a limit.
        let data = event.data();
        let message = if let Some(text) = data.as_string() {
            SocketMessage::Text(text)
        } else if data.is_instance_of::<ArrayBuffer>() {
            SocketMessage::Binary(Uint8Array::new(&data).to_vec())
        } else {
            return;
        };
        let _ = messages.try_send(BrowserEvent::Message(message));
    });
    socket.set_onmessage(Some(on_message.as_ref().unchecked_ref()));

    let errors = sender.clone();
    let errored = Rc::clone(&disconnected);
    let on_error = Closure::new(move |_: Event| {
        errored.set(true);
        let _ = errors.try_send(BrowserEvent::Disconnected);
    });
    socket.set_onerror(Some(on_error.as_ref().unchecked_ref()));

    let closed = Rc::clone(&disconnected);
    let on_close = Closure::new(move |_: Event| {
        closed.set(true);
        let _ = sender.try_send(BrowserEvent::Disconnected);
    });
    socket.set_onclose(Some(on_close.as_ref().unchecked_ref()));

    let mut socket = Socket {
        socket,
        events,
        disconnected,
        _on_open: on_open,
        _on_message: on_message,
        _on_error: on_error,
        _on_close: on_close,
    };

    match socket.events.recv().await {
        Some(BrowserEvent::Open) => {}
        Some(BrowserEvent::Disconnected) | None => {
            return Err(Error::transport("browser WebSocket connection failed"));
        }
        Some(BrowserEvent::Message(_)) => {
            return Err(Error::transport(
                "browser WebSocket delivered data before opening",
            ));
        }
    }

    if let Some(relay) = relay {
        let headers = connect
            .headers
            .as_ref()
            .expect("relay routing requires a header factory")()?;
        let subscribe = (connect.subscribe)()?;
        let init = serde_json::to_string(&RelayWsInit {
            url: &connect.url,
            headers: &headers,
            subscribe: &subscribe,
        })
        .map_err(|error| Error::transport(format!("could not encode relay init frame: {error}")))?;
        socket
            .socket
            .send_with_str(&init)
            .map_err(|error| js_error("could not send browser relay init frame", error))?;
        wait_for_relay_ready(&mut socket, relay).await?;
    } else {
        for frame in (connect.subscribe)()? {
            socket.socket.send_with_str(&frame).map_err(|error| {
                js_error("could not send browser WebSocket subscription", error)
            })?;
        }
    }

    Ok(socket)
}

fn validate_config(config: &StreamConfig) -> Result<()> {
    if matches!(config.overflow, Overflow::Backpressure) {
        return Err(Error::invalid_request(
            "overflow",
            "browser WebSocket cannot apply network backpressure; use Overflow::DropNewest",
        ));
    }
    Ok(())
}

#[derive(Serialize)]
struct RelayWsInit<'a> {
    url: &'a str,
    headers: &'a [(String, String)],
    subscribe: &'a [String],
}

#[derive(Deserialize)]
#[serde(tag = "type", rename_all = "snake_case")]
enum RelayWsControl {
    Ready,
    Error { detail: String },
}

fn relay_for(connect: &WsConnect) -> Result<Option<&'static BrowserRelay>> {
    if connect.headers.is_none() {
        return Ok(None);
    }

    crate::transport::browser_relay().map(Some).ok_or_else(|| {
        Error::invalid_request(
            "relay_url",
            "browser WebSocket custom headers require configure_browser_relay",
        )
    })
}

fn validate_upstream_url(url: &str) -> Result<()> {
    let url = reqwest::Url::parse(url)
        .map_err(|error| Error::invalid_request("url", error.to_string()))?;
    if !matches!(url.scheme(), "ws" | "wss")
        || url.host().is_none()
        || !url.username().is_empty()
        || url.password().is_some()
        || url.fragment().is_some()
    {
        return Err(Error::invalid_request(
            "url",
            "browser WebSocket URL must use ws or wss without credentials or a fragment",
        ));
    }
    Ok(())
}

async fn wait_for_relay_ready(socket: &mut Socket, relay: &BrowserRelay) -> Result<()> {
    match socket.events.recv().await {
        Some(BrowserEvent::Message(SocketMessage::Text(frame))) => {
            match serde_json::from_str::<RelayWsControl>(&frame) {
                Ok(RelayWsControl::Ready) => Ok(()),
                Ok(RelayWsControl::Error { detail }) => Err(Error::transport(format!(
                    "browser relay rejected WebSocket init: {detail}"
                ))),
                Err(error) => Err(Error::transport(format!(
                    "browser relay returned an invalid ready frame from {}: {error}",
                    relay.websocket
                ))),
            }
        }
        Some(BrowserEvent::Disconnected) | None => Err(Error::transport(
            "browser relay disconnected before its ready frame",
        )),
        Some(BrowserEvent::Message(SocketMessage::Binary(_))) => Err(Error::transport(
            "browser relay returned binary data before its ready frame",
        )),
        Some(BrowserEvent::Message(SocketMessage::Closed)) => Err(Error::transport(
            "browser relay closed before its ready frame",
        )),
        Some(BrowserEvent::Open) => Err(Error::transport(
            "browser relay emitted a duplicate open event before its ready frame",
        )),
        #[cfg(not(target_arch = "wasm32"))]
        Some(BrowserEvent::Message(SocketMessage::Activity)) => unreachable!(),
    }
}

fn js_error(context: &str, error: JsValue) -> Error {
    let detail = error.as_string().unwrap_or_else(|| format!("{error:?}"));
    Error::transport(format!("{context}: {detail}"))
}

pub(super) fn spawn(future: impl Future<Output = ()> + 'static) {
    wasm_bindgen_futures::spawn_local(future);
}

pub(super) async fn sleep(duration: Duration) {
    timer(duration).await;
}

type Timer = Pin<Box<dyn Future<Output = ()>>>;

pub(super) struct Idle {
    timer: Timer,
    disabled: bool,
}

impl Idle {
    pub(super) fn new(duration: Duration, heartbeat: Option<&Heartbeat>) -> Self {
        let disabled = heartbeat.is_some_and(|heartbeat| heartbeat.frame == HeartbeatFrame::Ping);
        Self {
            timer: if disabled {
                Box::pin(std::future::pending())
            } else {
                timer(duration)
            },
            disabled,
        }
    }

    pub(super) fn reset(&mut self, duration: Duration) {
        if !self.disabled {
            self.timer = timer(duration);
        }
    }
}

impl Future for Idle {
    type Output = ();

    fn poll(mut self: Pin<&mut Self>, cx: &mut Context<'_>) -> Poll<Self::Output> {
        self.timer.as_mut().poll(cx)
    }
}

fn timer(duration: Duration) -> Timer {
    Box::pin(async move {
        let mut remaining = duration.as_millis();
        while remaining > 0 {
            let step = remaining.min(u32::MAX.into()) as u32;
            TimeoutFuture::new(step).await;
            remaining -= u128::from(step);
        }
    })
}

pub(super) struct Pulse {
    frame: HeartbeatFrame,
    interval: Duration,
    timer: Timer,
}

pub(super) fn pulse(heartbeat: Option<&Heartbeat>) -> Option<Pulse> {
    heartbeat.and_then(|heartbeat| match heartbeat.frame {
        HeartbeatFrame::Text(_) => Some(Pulse {
            frame: heartbeat.frame,
            interval: heartbeat.interval,
            timer: timer(heartbeat.interval),
        }),
        HeartbeatFrame::Ping => None,
    })
}

pub(super) async fn due(pulse: Option<&mut Pulse>) -> HeartbeatFrame {
    match pulse {
        Some(pulse) => {
            pulse.timer.as_mut().await;
            pulse.timer = timer(pulse.interval);
            pulse.frame
        }
        None => std::future::pending().await,
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn custom_headers_without_a_relay_are_a_non_retryable_request_error() {
        let connect = WsConnect {
            url: "wss://example.invalid".into(),
            headers: Some(Box::new(|| Ok(Vec::new()))),
            subscribe: WsConnect::fixed(Vec::new()),
            heartbeat: None,
        };

        let error = relay_for(&connect).expect_err("headers need a relay");
        assert!(matches!(error, Error::InvalidRequest { .. }));
        assert!(!error.is_retryable());
    }

    #[test]
    fn browser_backpressure_is_rejected_before_a_socket_is_opened() {
        let error = validate_config(&StreamConfig::default()).expect_err("cannot pause WebSocket");

        assert!(matches!(error, Error::InvalidRequest { .. }));
    }

    #[test]
    fn relay_init_frame_preserves_fresh_headers_and_subscriptions() {
        let headers = vec![("authorization".to_string(), "Bearer token".to_string())];
        let subscribe = vec![r#"{"type":"myOrder"}"#.to_string()];
        let frame = serde_json::to_value(RelayWsInit {
            url: "wss://exchange.example/private",
            headers: &headers,
            subscribe: &subscribe,
        })
        .unwrap();

        assert!(frame.get("type").is_none());
        assert_eq!(frame["url"], "wss://exchange.example/private");
        assert_eq!(frame["headers"][0][0], "authorization");
        assert_eq!(frame["subscribe"][0], r#"{"type":"myOrder"}"#);
    }

    #[test]
    fn protocol_ping_uses_browser_control_frames_instead_of_a_timer() {
        let heartbeat = Heartbeat {
            interval: Duration::from_secs(1),
            frame: HeartbeatFrame::Ping,
            min_idle_timeout: Duration::from_secs(1),
        };

        assert!(pulse(Some(&heartbeat)).is_none());
        assert!(Idle::new(Duration::from_millis(1), Some(&heartbeat)).disabled);
    }
}