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//! Defines the messages clients and server may exchange through a socket (either textual or binary),
//! as well as serializers & deserializers
pub use crate::logic::ogre_robot::types::*;
use std::error::Error;
use std::fmt::Write;
use std::future::Future;
use std::sync::Arc;
use futures::future::BoxFuture;
use serde::{Serialize, Deserialize};
use crate::frontend::socket_server::serde::{ron_deserializer, ron_serializer, SocketServerDeserializer, SocketServerSerializer};
use crate::frontend::socket_server::SocketServer;
use crate::frontend::socket_server::connection::Peer;
/// Messages coming from the clients, suitable to be deserialized by this server
#[derive(Debug, PartialEq, Serialize, Deserialize)]
pub enum ClientMessages {
/// Upon connection, this is the first message clients must send -- in order for the server to classify their hole in the system
/// and determine if logging in is necessary
ClientIdentification(ClientIdentification),
/// If the server sent [ServerMessage::ProvideAuthorizationToContinue], client must send an authorization token to continue
/// -- possibly a double factor challenge sent by Telegram
UserAuthorization(String),
/// Asks the server to return, as soon as possible, the given number + 1 with a [ServerMessages::KeepAliveAnswer]
/// -- may be used to measure round trip times, as well as to check the peer's liveliness
KeepAliveRequest(u32),
/// Similar to [ClientMessages::KeepAliveRequest], but sent in response to [ServerMessages::KeepAliveRequest]
KeepAliveAnswer(u32),
/// Client updates info about negotiatable symbols
MarketData(ClientMarketData),
/// A [ClientIdentification::FullAdvisor] client informs the server that one of his orders was executed
/// -- an independent [ClientMessages::Trade] event is likely to be also reported
ExecutedOrder {
/// in the form YYYYMMDD
date: u32,
/// in the form HHMMSSMMM
time: u32,
/// the symbol, for double checking -- must match the one stated when identifying the client
symbol: String,
/// the unitary paper currency value multiplied by 1000 -- or cent value multiplied by 10
unitary_mill_value: u32,
/// how many papers of that symbol were traded
quantity: u32,
/// if true, means the order is not totally filled -- it remains active within the Exchange
/// until it is fully executed
partial: bool,
/// the order ID, as issued by the Exchange
order_id: u32,
/// the order ID, if added by the server
ogre_id: u32,
},
/// A [ClientIdentification::FullAdvisor] client informs the server that his previous scheduled order
/// has been cancelled
CancelledOrder {
ogre_id: u32,
reason: ClientOrderCancellationReasons,
},
/// Client informs of an order scheduled for execution (but still not executed)
/// -- either because the user just manually added it
/// or because the server requested a list of orders awaiting execution
/// TODO this should be an array -- so the server may know of orders it lost track cancelling
PendingOrder {
ogre_id: u32,
exchange_id: u32,
// order_data...
},
/// A [ClientIdentification::FullAdvisor] client asks for any new drawable events (after `sequential`) to be sent back
ChartPoints { sequential: u32 },
/// Tells the server we are disconnecting on purpose -- and that it should not expect to see this client trying to reconnect.\
/// If the disconnection has been done in the middle of a transaction, warnings & alerms should be raised.\
/// The `String` param contains a textual explanation for the disconnection.
GoodBye(String),
/// Tells the server that it has sent a message the client does not understand
UnknownMessage(String),
}
/// Messages generated by this server, suitable to be serialized here
#[derive(Debug, PartialEq, Serialize, Deserialize)]
pub enum ServerMessages {
/// Server greeting, sent as soon as the connection with the client is accepted.\
/// From here, client must send [ClientMessages::ClientAnnounce]
Welcome,
/// Depending on the [ClientIdentification], the server may require [UserAuthorization] to continue.\
/// Upon receiving this, client must answer with [ClientMessages::UserAuthorization]
ProvideAuthorizationToContinue,
/// If something goes wrong, server may decide to drop client -- wrong/missing login, wrong protocol,
/// server being shutdown, ...
Disconnected(DisconnectionReason),
/// Asks the client to return, as soon as possible, the given number + 1 with a [ClientMessages::KeepAliveAnswer]
/// -- may be used to measure round trip times, as well as to check the peer's liveliness.\
/// If a [ClientIdentification::MarketDataBridge] times out responding, its asset's symbol is
/// marked as `stale` and precautions are taken to minimize risks -- no new buying orders (cancelling un-executed ones),
/// sound an alarm if there are open positions, sell all open positions at market price, etc.
KeepAliveRequest(u32),
/// Similar to [ServerMessages::KeepAliveRequest], but sent in response to [ClientMessages::KeepAliveRequest]
KeepAliveAnswer(u32),
/// Asks the client to execute an order within the Exchange.\
/// The client is expected not to answer to this message if all is fine,
/// however, [ClientMessages::CancelledOrder] may happen if scheduling
/// was not possible.
ScheduleOrder(OrderCommand),
/// Asks the client to cancel an order within the Exchange
CancelOrder {
ogre_id: u32,
reason: OrderCancellationReasons,
},
/// Asks the client to report all its scheduled orders -- either added by the server or not
StateOpenPositions,
/// Server informs drawable events, as asked by [ClientMessages::ChartPoints]
ChartPoints {
},
/// Common messages to all protocols
/// ////////////////////////////////
/// If the processor answers with this message, nothing will be sent back to the client
None,
/// Whenever the server don't understand a message, this will be answered, along with the
/// received message
UnknownMessage(String),
/// If the server cannot immediately process the message, or if its queue is full, this will be
/// answered and the message from the client will be dropped -- clients are advised to try
/// again, if the deadline didn't come yet
TooBusy,
/// If the processor results in `Err`, this will be sent along with the error description
ProcessorError(String),
/// Server sends this to connected clients once it has decided it is time to quit
ShuttingDown,
}
/// Market data, as informed by the client -- with easy to generate info (when compared to the
/// heavily optimized internal versions of the same data that we use).\
#[derive(Debug, PartialEq, Serialize, Deserialize)]
pub enum ClientMarketData {
/// Sent by a [ClientIdentification::MarketDataBridge] client to update the server with the symbol information
/// -- updated after connection, sporadically or when an information change happens.\
/// See [SymbolState] for the internal version of the same info, after being treated
SymbolState {
symbol: String,
in_auction: bool,
},
/// Client informs of a book event -- either a new entry or an update
/// -- see [SingleBook] for the internal version of the same info, after being treated
Book {
/// in the form YYYYMMDD
date: u32,
/// in the form HHMMSSMMM
time: u32,
/// the symbol, for double checking -- must match the one stated when identifying the client
symbol: String,
/// the price
price_level_mills: u32,
/// the number of orders waiting
n_orders: u32,
/// the total quantity of booked orders
available_quantity: u32,
/// the operation those orders want to make
side: Parties,
},
/// a [ClientIdentification::MarketDataBridge] or even [ClientIdentification::FullAdvisor] informs the server that an external trade happened
/// -- see [SingleTrade] for the internal version of the same info, after being treated
Trade {
/// in the form YYYYMMDD
date: u32,
/// in the form HHMMSSMMM
time: u32,
/// the symbol, for double checking -- must match the one stated when identifying the client
symbol: String,
/// the unitary paper currency value multiplied by 1000 -- or cent value multiplied by 10
unitary_mill_value: u32,
/// how many papers of that symbol were traded
quantity: u32,
/// who emitted the Market Order?
aggressor: Parties,
},
}
impl Into<MarketData> for ClientMarketData {
fn into(self) -> MarketData {
match self {
ClientMarketData::SymbolState { symbol, in_auction } => MarketData::SymbolState(SymbolState { symbol, in_auction }),
ClientMarketData::Book { .. } => todo!("Please, go ahead and develop the conversion from Client Book Into Book"),
ClientMarketData::Trade { .. } => todo!("Please, go ahead and develop the conversion from Client Trade Into Trade"),
}
}
}
/// Reasons for the client to have aborted executing one of orders the server had scheduled for execution
#[derive(Debug, PartialEq, Serialize, Deserialize)]
pub enum ClientOrderCancellationReasons {
/// The user -- a human operator -- had, for some reason, manually cancelled the order
UserInitiated,
/// The broker didn't respond in time if the order was accepted or not.\
/// Real status is unknown and the server should inquire about the pending orders and either
/// cancel it or schedule it again.
TimeoutWhileScheduling { elapsed_nanos: u32 },
/// The broker didn't accept the order, after all
BrokerInitiated { message: String },
}
/// Allows [super::connection::text_protocol_network_loop()] to send [ServerMessages] (to a client) using `RON` textual messages
impl SocketServerSerializer<ServerMessages, DisconnectionReason> for ServerMessages {
fn ss_serialize(message: &ServerMessages) -> String {
ron_serializer(message)
}
fn send_unknown_input_error(peer: &Arc<Peer<ServerMessages, DisconnectionReason>>, raw_input: String, err: Box<dyn std::error::Error + Send + Sync>) -> BoxFuture<'_, ()> {
Box::pin(peer.sender.send(ServerMessages::UnknownMessage(format!("SocketServer::protocol: client input '{}' wasn't recognized as one of the possible `ServerMessages`: {}", raw_input, err))))
}
fn is_disconnect_message(processor_answer: &ServerMessages) -> Option<&DisconnectionReason> {
if let ServerMessages::Disconnected(reason) = processor_answer {
Some(reason)
} else {
None
}
}
}
/// Allows [super::connection::text_protocol_network_loop()] to receive [ClientMessage] (from a client) in the `RON` textual format
impl SocketServerDeserializer<ClientMessages> for ClientMessages {
fn ss_deserialize(message: &[u8]) -> Result<ClientMessages, Box<dyn std::error::Error + Sync + Send>> {
ron_deserializer(message)
}
}
/// Allows [super::connection::text_protocol_network_loop()] to send [ClientMessages] (to a server) using `RON` textual messages
/// (used to allow testing our Socket Server, but implemented here for symmetry)
impl SocketServerSerializer<ClientMessages, String> for ClientMessages {
fn ss_serialize(message: &ClientMessages) -> String {
ron_serializer(message)
}
fn send_unknown_input_error(peer: &Arc<Peer<ClientMessages, String>>, raw_input: String, err: Box<dyn std::error::Error + Send + Sync>) -> BoxFuture<'_, ()> {
Box::pin(peer.sender.send(ClientMessages::UnknownMessage(format!("SocketServer::protocol: server input '{}' wasn't recognized as one of the possible `ClientMessages`: {}", raw_input, err))))
}
fn is_disconnect_message(processor_answer: &ClientMessages) -> Option<&String> {
if let ClientMessages::GoodBye(reason) = processor_answer {
Some(reason)
} else {
None
}
}
}
/// Allows [super::connection::text_protocol_network_loop()] to receive [ClientMessage] (from a client) in the `RON` textual format
/// (used to allow testing our Socket Server, but implemented here for symmetry)
impl SocketServerDeserializer<ServerMessages> for ServerMessages {
fn ss_deserialize(message: &[u8]) -> Result<ServerMessages, Box<dyn std::error::Error + Sync + Send>> {
ron_deserializer(message)
}
}
/// Unit tests the [protocol](self) module
#[cfg(any(test,doc))]
mod tests {
use super::*;
/// assures serialization / deserialization works for all client messages
#[cfg_attr(not(doc),test)]
fn serde_for_client_messages() {
// keep this in sync with all available ClientMessages variants, in the order they are declared there
let client_messages = vec![
ClientMessages::ClientIdentification(ClientIdentification::FullAdvisor { version: format!("v.1.2.3"), symbol: format!("PETR3"), account_token: format!("AkD9jH7BcgH68Js7") }),
ClientMessages::ClientIdentification(ClientIdentification::MarketDataBridge { version: format!("v.1.2.3"), symbol: format!("PETR3"), account_token: format!("AkD9jH7BcgH68Js7") }),
ClientMessages::ClientIdentification(ClientIdentification::WatcherAdvisor { version: format!("v.1.2.3"), symbol: format!("PETR3"), account_token: format!("AkD9jH7BcgH68Js7") }),
ClientMessages::UserAuthorization(format!("PaSsD321")),
ClientMessages::KeepAliveRequest(1),
ClientMessages::KeepAliveAnswer(2),
ClientMessages::MarketData(ClientMarketData::SymbolState { symbol: format!("PETR3"), in_auction: false }),
ClientMessages::MarketData(ClientMarketData::Book { date: 22011979, time: 213214001, symbol: format!("PETR3"), price_level_mills: 32120, n_orders: 100, available_quantity: 1000, side: Parties::Buyer }),
ClientMessages::MarketData(ClientMarketData::Trade { date: 22011979, time: 213214001, symbol: format!("PETR3"), unitary_mill_value: 32120, quantity: 100, aggressor: Parties::Buyer }),
ClientMessages::ExecutedOrder { date: 22011979, time: 213214001, symbol: format!("PETR3"), unitary_mill_value: 32120, quantity: 100, partial: false, order_id: 1, ogre_id: 1 },
ClientMessages::CancelledOrder { ogre_id: 1, reason: ClientOrderCancellationReasons::UserInitiated},
ClientMessages::CancelledOrder { ogre_id: 1, reason: ClientOrderCancellationReasons::TimeoutWhileScheduling { elapsed_nanos: 1234567890 } },
ClientMessages::CancelledOrder { ogre_id: 1, reason: ClientOrderCancellationReasons::BrokerInitiated { message: format!("You didn't provide enough warranties for that operation") } },
ClientMessages::PendingOrder { ogre_id: 1, exchange_id: 1 },
ClientMessages::ChartPoints { sequential: 1 },
ClientMessages::GoodBye(format!("done for today! the sea has awesome waves! time for body surfing!")),
ClientMessages::UnknownMessage(format!("Not sure where this is used...")),
];
for message in client_messages {
let serialized = ClientMessages::ss_serialize(&message);
let reconstructed = ClientMessages::ss_deserialize(serialized.as_bytes())
.expect(&format!("deserialization failed for input '{}'", serialized));
assert_eq!(reconstructed, message, "a client message couldn't resist serde. It was serialized to '{}'", serialized);
println!("✓ {}", serialized.trim_end());
}
}
/// assures serialization / deserialization works for all server messages
#[cfg_attr(not(doc),test)]
fn serde_for_server_messages() {
// keep this in sync with all available ServerMessages variants, in the order they are declared there
let server_messages = vec![
ServerMessages::Welcome,
ServerMessages::ProvideAuthorizationToContinue,
ServerMessages::Disconnected(DisconnectionReason::UnknownClientType),
ServerMessages::Disconnected(DisconnectionReason::DeprecatedClientVersion {minimum_accepted_version: format!("v.1.2.3")}),
ServerMessages::Disconnected(DisconnectionReason::UnknownAccount),
ServerMessages::Disconnected(DisconnectionReason::AccountFrozen {message: format!("too many wrong authorization attempts"), remaining_duration_nanos: 1234567890}),
ServerMessages::Disconnected(DisconnectionReason::AccountDisabled {message: format!("to enable it back, ask Luiz for a new password")}),
ServerMessages::Disconnected(DisconnectionReason::AuthenticationFailure),
ServerMessages::Disconnected(DisconnectionReason::ProtocolOffense {message: format!("for instance... trying to provide two client identifications...")}),
ServerMessages::Disconnected(DisconnectionReason::Reconnected {ip: format!("127.0.0.1")}),
ServerMessages::Disconnected(DisconnectionReason::ClientInitiated),
ServerMessages::Disconnected(DisconnectionReason::RiskManager(RiskManagementConnectionDroppingConditions::RoundTripTimeTooHigh { nanos: 1234 })),
ServerMessages::Disconnected(DisconnectionReason::RiskManager(RiskManagementConnectionDroppingConditions::PingTimeout)),
ServerMessages::Disconnected(DisconnectionReason::RiskManager(RiskManagementConnectionDroppingConditions::ClockSkewTooHigh { estimated_delta_nanos: 1234 })),
ServerMessages::KeepAliveRequest(1),
ServerMessages::KeepAliveAnswer(2),
ServerMessages::ScheduleOrder(OrderCommand::Buy (Order { ogre_id: 1, aggressor: Parties::Buyer, order_type: OrderTypes::MarketOrder, date: 22011979, time: 213214001, symbol: format!("PETR3"), unitary_mill_value: 32120, quantity: 100 })),
ServerMessages::ScheduleOrder(OrderCommand::Sell (Order { ogre_id: 1, aggressor: Parties::Seller, order_type: OrderTypes::MarketOrder, date: 22011979, time: 213214001, symbol: format!("PETR3"), unitary_mill_value: 32120, quantity: 100 })),
ServerMessages::CancelOrder { ogre_id: 1, reason: OrderCancellationReasons::ClientInitiated { message: format!("Oops") } },
ServerMessages::CancelOrder { ogre_id: 1, reason: OrderCancellationReasons::TimeoutWhileScheduling { elapsed_nanos: 1234567890 } },
ServerMessages::StateOpenPositions,
ServerMessages::ChartPoints {},
ServerMessages::None,
ServerMessages::UnknownMessage(format!("Client, you've sent something I don't understand")),
ServerMessages::TooBusy,
ServerMessages::ProcessorError(format!("Client, something went wrong when I was calculating your answer... efforts dropped")),
ServerMessages::ShuttingDown,
];
for message in server_messages {
let serialized = ServerMessages::ss_serialize(&message);
let reconstructed = ServerMessages::ss_deserialize(serialized.as_bytes())
.expect(&format!("deserialization failed for input '{}'", serialized));
assert_eq!(reconstructed, message, "a server message couldn't resist serde. It was serialized to '{}'", serialized);
println!("✓ {}", serialized.trim_end());
}
}
}