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mod nash_credentials;
mod nash_parameters;
mod nash_websocket;
mod utils;
pub use nash_credentials::NashCredentials;
pub use nash_parameters::NashParameters;
pub use nash_websocket::NashWebsocket;
pub use utils::client_from_params_failable;
pub use openlimits_exchange::shared;
use std::convert::TryInto;
use async_trait::async_trait;
use nash_native_client::Client;
use rust_decimal::prelude::*;
use openlimits_exchange::{
errors::OpenLimitsError,
model::{
Balance, CancelAllOrdersRequest, CancelOrderRequest, Candle, GetHistoricRatesRequest,
GetHistoricTradesRequest, GetOrderHistoryRequest, GetOrderRequest, GetPriceTickerRequest,
OpenLimitOrderRequest, OpenMarketOrderRequest, Order,
OrderBookRequest, OrderBookResponse, OrderCanceled, Paginator,
Ticker, Trade, TradeHistoryRequest,
},
};
use openlimits_exchange::shared::Result;
use openlimits_exchange::traits::info::ExchangeInfo;
use openlimits_exchange::traits::info::ExchangeInfoRetrieval;
use openlimits_exchange::traits::Exchange;
use openlimits_exchange::traits::ExchangeMarketData;
use openlimits_exchange::traits::ExchangeAccount;
use openlimits_exchange::traits::info::MarketPairInfo;
use openlimits_exchange::traits::info::MarketPairHandle;
use openlimits_exchange::model::market_pair::MarketPair;
use openlimits_exchange::MissingImplementationContent;
pub struct Nash {
pub transport: Client,
pub exchange_info: ExchangeInfo,
}
#[async_trait]
impl Exchange for Nash {
type InitParams = NashParameters;
type InnerClient = Client;
async fn new(params: Self::InitParams) -> Result<Self> {
let nash = Self {
exchange_info: ExchangeInfo::new(),
transport: client_from_params_failable(params).await?,
};
nash.refresh_market_info().await.ok();
Ok(nash)
}
fn inner_client(&self) -> Option<&Self::InnerClient> {
Some(&self.transport)
}
}
#[async_trait]
impl ExchangeMarketData for Nash {
async fn get_historic_rates(&self, req: &GetHistoricRatesRequest) -> Result<Vec<Candle>> {
let req: nash_protocol::protocol::list_candles::ListCandlesRequest = req.try_into()?;
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_candles::ListCandlesResponse =
Nash::unwrap_response::<nash_protocol::protocol::list_candles::ListCandlesResponse>(
resp,
)?;
Ok(resp.candles.into_iter().map(Into::into).collect())
}
async fn get_historic_trades(&self, req: &GetHistoricTradesRequest) -> Result<Vec<Trade>> {
let req: nash_protocol::protocol::list_trades::ListTradesRequest = req.try_into()?;
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_trades::ListTradesResponse = Nash::unwrap_response::<
nash_protocol::protocol::list_trades::ListTradesResponse,
>(resp)?;
Ok(resp.trades.into_iter().map(Into::into).collect())
}
async fn get_price_ticker(&self, req: &GetPriceTickerRequest) -> Result<Ticker> {
let req: nash_protocol::protocol::get_ticker::TickerRequest = req.into();
let resp = self.transport.run(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::get_ticker::TickerResponse>(resp)?
.into(),
)
}
async fn order_book(&self, req: &OrderBookRequest) -> Result<OrderBookResponse> {
let req: nash_protocol::protocol::orderbook::OrderbookRequest = req.into();
let resp = self.transport.run(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::orderbook::OrderbookResponse>(resp)?
.into(),
)
}
}
#[async_trait]
impl ExchangeAccount for Nash {
async fn cancel_all_orders(&self, req: &CancelAllOrdersRequest) -> Result<Vec<OrderCanceled>> {
let req: nash_protocol::protocol::cancel_all_orders::CancelAllOrders = req.into();
self.transport.run_http(req).await?;
Ok(vec![])
}
async fn cancel_order(&self, req: &CancelOrderRequest) -> Result<OrderCanceled> {
let req: nash_protocol::protocol::cancel_order::CancelOrderRequest = req.into();
let resp = self.transport.run_http(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::cancel_order::CancelOrderResponse>(
resp,
)?
.into(),
)
}
async fn get_account_balances(&self, _paginator: Option<Paginator>) -> Result<Vec<Balance>> {
let req = nash_protocol::protocol::list_account_balances::ListAccountBalancesRequest {
filter: None,
};
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_account_balances::ListAccountBalancesResponse =
Nash::unwrap_response::<
nash_protocol::protocol::list_account_balances::ListAccountBalancesResponse,
>(resp)?;
let mut balances = Vec::new();
for asset in resp.state_channel.keys() {
let free = Decimal::from_str(
&resp
.state_channel
.get(asset)
.expect("Couldn't get asset.")
.to_string(),
)
.expect("Couldn't parse Decimal from string.");
let in_orders = Decimal::from_str(
&resp
.in_orders
.get(asset)
.expect("Couldn't get asset")
.to_string(),
)
.expect("Couldn't parse Decimal from string.");
let total = free + in_orders;
balances.push(Balance {
asset: asset.name().to_string(),
total,
free,
});
}
Ok(balances)
}
async fn get_all_open_orders(&self) -> Result<Vec<Order>> {
let req = nash_protocol::protocol::list_account_orders::ListAccountOrdersRequest {
market: Default::default(),
before: None,
buy_or_sell: None,
limit: Some(100),
status: Some(vec![nash_protocol::types::OrderStatus::Open]),
order_type: None,
range: None,
};
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_account_orders::ListAccountOrdersResponse =
Nash::unwrap_response::<
nash_protocol::protocol::list_account_orders::ListAccountOrdersResponse,
>(resp)?;
Ok(resp.orders.into_iter().map(Into::into).collect())
}
async fn get_order_history(&self, req: &GetOrderHistoryRequest) -> Result<Vec<Order>> {
let req: nash_protocol::protocol::list_account_orders::ListAccountOrdersRequest =
req.try_into()?;
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_account_orders::ListAccountOrdersResponse =
Nash::unwrap_response::<
nash_protocol::protocol::list_account_orders::ListAccountOrdersResponse,
>(resp)?;
Ok(resp.orders.into_iter().map(Into::into).collect())
}
async fn get_trade_history(&self, req: &TradeHistoryRequest) -> Result<Vec<Trade>> {
let req: nash_protocol::protocol::list_account_trades::ListAccountTradesRequest =
req.try_into()?;
let resp = self.transport.run(req).await;
let resp: nash_protocol::protocol::list_account_trades::ListAccountTradesResponse =
Nash::unwrap_response::<
nash_protocol::protocol::list_account_trades::ListAccountTradesResponse,
>(resp)?;
Ok(resp.trades.into_iter().map(Into::into).collect())
}
async fn limit_buy(&self, req: &OpenLimitOrderRequest) -> Result<Order> {
let req: nash_protocol::protocol::place_order::LimitOrderRequest =
Nash::convert_limit_order(req, nash_protocol::types::BuyOrSell::Buy);
let resp = self.transport.run_http(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::place_order::PlaceOrderResponse>(
resp,
)?
.into(),
)
}
async fn limit_sell(&self, req: &OpenLimitOrderRequest) -> Result<Order> {
let req: nash_protocol::protocol::place_order::LimitOrderRequest =
Nash::convert_limit_order(req, nash_protocol::types::BuyOrSell::Sell);
let resp = self.transport.run_http(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::place_order::PlaceOrderResponse>(
resp,
)?
.into(),
)
}
async fn market_sell(&self, req: &OpenMarketOrderRequest) -> Result<Order> {
let req: nash_protocol::protocol::place_order::MarketOrderRequest =
Nash::convert_market_request(req);
println!("{:#?}", req);
let resp = self.transport.run_http(req).await;
Ok(
Nash::unwrap_response::<nash_protocol::protocol::place_order::PlaceOrderResponse>(
resp,
)?
.into(),
)
}
async fn market_buy(&self, _req: &OpenMarketOrderRequest) -> Result<Order> {
let message = "Nash client doesn't implement market_buy".into();
Err(OpenLimitsError::MissingImplementation(MissingImplementationContent { message }))
}
async fn get_order(&self, req: &GetOrderRequest) -> Result<Order> {
let req: nash_protocol::protocol::get_account_order::GetAccountOrderRequest = req.into();
let resp = self.transport.run(req).await;
let resp = Nash::unwrap_response::<
nash_protocol::protocol::get_account_order::GetAccountOrderResponse,
>(resp)?;
Ok(resp.order.into())
}
}
impl Nash {
pub fn unwrap_response<T>(
resp: std::result::Result<
nash_protocol::protocol::ResponseOrError<T>,
nash_protocol::errors::ProtocolError,
>,
) -> Result<T> {
match resp {
Ok(resp) => resp
.response_or_error()
.map_err(|error| OpenLimitsError::Generic(Box::new(error))),
Err(error) => Err(OpenLimitsError::Generic(Box::new(error))),
}
}
pub fn convert_limit_order(
req: &OpenLimitOrderRequest,
buy_or_sell: nash_protocol::types::BuyOrSell,
) -> nash_protocol::protocol::place_order::LimitOrderRequest {
let market = req.market_pair.clone();
let market = nash_protocol::types::market_pair::MarketPair::from(market).0;
nash_protocol::protocol::place_order::LimitOrderRequest {
client_order_id: req.client_order_id.clone(),
cancellation_policy: req.time_in_force.into(),
allow_taker: !req.post_only,
market,
buy_or_sell,
amount: format!("{}", req.size),
price: format!("{}", req.price),
}
}
pub fn convert_market_request(
req: &OpenMarketOrderRequest,
) -> nash_protocol::protocol::place_order::MarketOrderRequest {
let market = req.market_pair.clone();
let market = nash_protocol::types::market_pair::MarketPair::from(market).0;
nash_protocol::protocol::place_order::MarketOrderRequest {
client_order_id: req.client_order_id.clone(),
market,
amount: format!("{}", req.size),
}
}
async fn list_markets(
&self,
) -> Result<nash_protocol::protocol::list_markets::ListMarketsResponse> {
let response = self
.transport
.run(nash_protocol::protocol::list_markets::ListMarketsRequest)
.await?;
if let Some(err) = response.error() {
Err(OpenLimitsError::Generic(Box::new(err.clone())))
} else {
Ok(response
.consume_response()
.expect("Couldn't consume response."))
}
}
}
#[async_trait]
impl ExchangeInfoRetrieval for Nash {
async fn retrieve_pairs(&self) -> Result<Vec<MarketPairInfo>> {
Ok(self
.list_markets()
.await?
.markets
.iter()
.map(|(symbol, v)| MarketPairInfo {
symbol: symbol.to_string(),
base: v.asset_a.asset.name().to_string(),
quote: v.asset_b.asset.name().to_string(),
base_increment: Decimal::new(1, v.asset_a.precision),
quote_increment: Decimal::new(1, v.asset_b.precision),
min_base_trade_size: Some(
Decimal::from_str(&format!("{}", &v.min_trade_size_a.amount.value))
.expect("Couldn't create Decimal from string."),
),
min_quote_trade_size: Some(
Decimal::from_str(&format!("{}", &v.min_trade_size_b.amount.value))
.expect("Couldn't create Decimal from string."),
),
})
.collect())
}
async fn refresh_market_info(&self) -> Result<Vec<MarketPairHandle>> {
self.exchange_info
.refresh(self as &dyn ExchangeInfoRetrieval)
.await
}
async fn get_pair(&self, name: &MarketPair) -> Result<MarketPairHandle> {
let name = nash_protocol::types::market_pair::MarketPair::from(name.clone()).0;
self.exchange_info.get_pair(&name)
}
}