rithmic-rs 3.1.0

Rust client for the Rithmic R | Protocol API to build algo trading systems
Documentation
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use std::{collections::HashMap, time::Duration};
use tracing::{error, warn};

use tokio::sync::oneshot;

use crate::{
    api::receiver_api::RithmicResponse, error::RithmicError, rti::messages::RithmicMessage,
};

/// No longer used. The library does not time out requests; wrap the call in
/// [`tokio::time::timeout`] to set a deadline of your own. Removed in 4.0.0.
#[deprecated(
    since = "3.1.0",
    note = "the library no longer times out requests; wrap the call in tokio::time::timeout"
)]
pub const DEFAULT_REQUEST_TIMEOUT: Duration = Duration::from_secs(30);

#[derive(Debug)]
pub struct RithmicRequest {
    pub request_id: String,
    pub responder: oneshot::Sender<Result<Vec<RithmicResponse>, RithmicError>>,
}

type Responder = oneshot::Sender<Result<Vec<RithmicResponse>, RithmicError>>;

/// Matches Rithmic responses to the callers waiting on them.
///
/// A registered request is resolved by a response carrying its id, by
/// [`Self::fail_request`], or by [`Self::drain_and_drop`] on disconnect. It is
/// never failed on a clock: the caller owns its own deadline.
#[derive(Debug, Default)]
pub struct RithmicRequestHandler {
    handle_map: HashMap<String, Responder>,
    response_vec_map: HashMap<String, Vec<RithmicResponse>>,
}

impl RithmicRequestHandler {
    pub fn new() -> Self {
        Self::default()
    }

    /// Register a request. It waits until a response carries its id, until it
    /// is failed, or until the connection drops.
    pub fn register_request(&mut self, request: RithmicRequest) {
        self.handle_map
            .insert(request.request_id, request.responder);
    }

    fn send_to_responder(
        &self,
        responder: oneshot::Sender<Result<Vec<RithmicResponse>, RithmicError>>,
        responses: Vec<RithmicResponse>,
    ) {
        if let Err(e) = responder.send(Ok(responses)) {
            let request_id = e
                .as_ref()
                .ok()
                .and_then(|r| r.first())
                .map(|r| r.request_id.as_str())
                .unwrap_or("");
            error!(
                "Failed to send response: receiver dropped for request_id {}: {:#?}",
                request_id, e
            );
        }
    }

    /// Remove a pending request and send an error through its oneshot channel.
    ///
    /// Also removes any partially-accumulated multi-part responses for the same
    /// request ID so that `response_vec_map` does not retain stale data.
    ///
    /// Returns `true` if the request was found and the error was sent.
    pub fn fail_request(&mut self, request_id: &str, error: RithmicError) -> bool {
        self.response_vec_map.remove(request_id);
        if let Some(responder) = self.handle_map.remove(request_id) {
            let _ = responder.send(Err(error));
            true
        } else {
            false
        }
    }

    pub fn handle_response(&mut self, response: RithmicResponse) {
        match response.message {
            RithmicMessage::ResponseHeartbeat(_) => {
                // Handle heartbeat response if a callback is registered
                if let Some(responder) = self.handle_map.remove(&response.request_id) {
                    self.send_to_responder(responder, vec![response]);
                }
            }
            _ => {
                if !response.multi_response {
                    // Clear any parts already accumulated under this id: a
                    // decode failure correlated by user_msg can end a
                    // multi-part response early and lands here.
                    self.response_vec_map.remove(&response.request_id);

                    if let Some(responder) = self.handle_map.remove(&response.request_id) {
                        self.send_to_responder(responder, vec![response]);
                    } else {
                        error!("No responder found for response: {:#?}", response);
                    }
                } else {
                    // If response has more, we store it in a vector and wait for more messages
                    if response.has_more {
                        // Accumulate only while a responder is waiting: parts for
                        // a gone id would re-create an entry nothing removes.
                        if self.handle_map.contains_key(&response.request_id) {
                            self.response_vec_map
                                .entry(response.request_id.clone())
                                .or_default()
                                .push(response);
                        } else {
                            warn!(
                                "Dropping part of a multi-part response: no request waiting on \
                                 request_id {}",
                                response.request_id
                            );
                        }
                    } else if let Some(responder) = self.handle_map.remove(&response.request_id) {
                        let response_vec = match self.response_vec_map.remove(&response.request_id)
                        {
                            Some(mut vec) => {
                                vec.push(response);
                                vec
                            }
                            None => {
                                vec![response]
                            }
                        };
                        self.send_to_responder(responder, response_vec);
                    } else {
                        error!("No responder found for response: {:#?}", response);
                    }
                }
            }
        }
    }

    /// Send [`RithmicError::ConnectionClosed`] to all pending request responders, then clear
    /// internal state.
    ///
    /// Call this during an unclean shutdown (e.g., abort) to unblock any tasks that are
    /// waiting for a response that will never arrive.
    pub fn drain_and_drop(&mut self) {
        for (_, responder) in self.handle_map.drain() {
            let _ = responder.send(Err(RithmicError::ConnectionClosed));
        }
        self.response_vec_map.clear();
    }
}

/// Capture of emitted log lines, so a test can assert a diagnostic really
/// reaches production logs instead of trusting that the call is there.
#[cfg(test)]
pub(crate) mod log_capture {
    use std::{cell::RefCell, io, sync::OnceLock};

    use tracing_subscriber::fmt::MakeWriter;

    thread_local! {
        /// `Some` only while this thread is inside `capture`; events emitted on
        /// any other thread are written nowhere.
        static BUFFER: RefCell<Option<Vec<u8>>> = const { RefCell::new(None) };
    }

    struct Writer;

    impl io::Write for Writer {
        fn write(&mut self, buf: &[u8]) -> io::Result<usize> {
            BUFFER.with_borrow_mut(|buffer| {
                if let Some(buffer) = buffer {
                    buffer.extend_from_slice(buf);
                }
            });

            Ok(buf.len())
        }

        fn flush(&mut self) -> io::Result<()> {
            Ok(())
        }
    }

    struct PerThread;

    impl<'a> MakeWriter<'a> for PerThread {
        type Writer = Writer;

        fn make_writer(&'a self) -> Writer {
            Writer
        }
    }

    /// Run `f` and return what it logged. Capped at INFO, because a diagnostic
    /// that only appears at debug is filtered out in production. The subscriber
    /// is global: `tracing` caches a callsite's interest on first resolve.
    pub(crate) fn capture<T>(f: impl FnOnce() -> T) -> (T, String) {
        static INSTALLED: OnceLock<()> = OnceLock::new();

        INSTALLED.get_or_init(|| {
            let subscriber = tracing_subscriber::fmt()
                .with_writer(PerThread)
                .with_max_level(tracing::Level::INFO)
                .finish();

            tracing::subscriber::set_global_default(subscriber)
                .expect("nothing else installs a global subscriber in the test binary");
        });

        BUFFER.set(Some(Vec::new()));
        let out = f();
        let logged = BUFFER.take().unwrap_or_default();

        (out, String::from_utf8(logged).unwrap())
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::rti::{ResponseHeartbeat, ResponseLogin, ResponseReferenceData};

    fn make_response(id: &str, message: RithmicMessage) -> RithmicResponse {
        RithmicResponse {
            request_id: id.to_string(),
            message,
            is_update: false,
            has_more: false,
            multi_response: false,
            error: None,
            source: "test".to_string(),
        }
    }

    fn login_message() -> RithmicMessage {
        RithmicMessage::ResponseLogin(ResponseLogin::default())
    }

    fn heartbeat_message() -> RithmicMessage {
        RithmicMessage::ResponseHeartbeat(ResponseHeartbeat::default())
    }

    fn ref_data_message() -> RithmicMessage {
        RithmicMessage::ResponseReferenceData(ResponseReferenceData::default())
    }

    // =========================================================================
    // Single response
    // =========================================================================

    #[test]
    fn single_response_delivered_to_responder() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "1".to_string(),
            responder: tx,
        });

        handler.handle_response(make_response("1", login_message()));

        let result = rx.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 1);
        assert_eq!(result[0].request_id, "1");
    }

    #[test]
    fn single_response_removes_request_from_handler() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "1".to_string(),
            responder: tx,
        });

        handler.handle_response(make_response("1", login_message()));
        let _ = rx.try_recv().unwrap();

        // A second response for the same ID should not panic (just logs error)
        handler.handle_response(make_response("1", login_message()));
    }

    // =========================================================================
    // Multi-part responses
    // =========================================================================

    #[test]
    fn multi_response_collects_all_parts() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "2".to_string(),
            responder: tx,
        });

        // Two intermediate responses with has_more = true
        for _ in 0..2 {
            let mut resp = make_response("2", ref_data_message());
            resp.multi_response = true;
            resp.has_more = true;
            handler.handle_response(resp);
        }

        // Final response with has_more = false
        let mut final_resp = make_response("2", ref_data_message());
        final_resp.multi_response = true;
        final_resp.has_more = false;
        handler.handle_response(final_resp);

        let result = rx.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 3);
    }

    #[test]
    fn multi_response_single_message_no_has_more() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "3".to_string(),
            responder: tx,
        });

        // multi_response = true but has_more = false (single-item multi-response)
        let mut resp = make_response("3", ref_data_message());
        resp.multi_response = true;
        resp.has_more = false;
        handler.handle_response(resp);

        let result = rx.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 1);
    }

    // =========================================================================
    // Heartbeat responses
    // =========================================================================

    #[test]
    fn heartbeat_delivered_when_responder_registered() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "hb".to_string(),
            responder: tx,
        });

        handler.handle_response(make_response("hb", heartbeat_message()));

        let result = rx.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 1);
    }

    #[test]
    fn heartbeat_without_responder_does_not_panic() {
        let mut handler = RithmicRequestHandler::new();
        // No responder registered — should silently ignore
        handler.handle_response(make_response("hb", heartbeat_message()));
    }

    // =========================================================================
    // fail_request
    // =========================================================================

    #[test]
    fn fail_request_sends_error_and_returns_true() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "fail".to_string(),
            responder: tx,
        });

        assert!(handler.fail_request("fail", RithmicError::SendFailed));

        let result = rx.try_recv().unwrap();
        assert!(result.is_err());
    }

    #[test]
    fn fail_request_returns_false_for_unknown_id() {
        let mut handler = RithmicRequestHandler::new();
        assert!(!handler.fail_request("unknown", RithmicError::SendFailed));
    }

    // =========================================================================
    // drain_and_drop
    // =========================================================================

    #[test]
    fn drain_and_drop_sends_connection_closed_to_all_pending() {
        let mut handler = RithmicRequestHandler::new();
        let (tx1, rx1) = oneshot::channel();
        let (tx2, rx2) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "a".to_string(),
            responder: tx1,
        });

        handler.register_request(RithmicRequest {
            request_id: "b".to_string(),
            responder: tx2,
        });

        handler.drain_and_drop();

        for mut rx in [rx1, rx2] {
            let err = rx.try_recv().unwrap().unwrap_err();
            assert!(matches!(err, RithmicError::ConnectionClosed));
        }
    }

    #[test]
    fn drain_and_drop_clears_partial_multi_responses() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, _rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "m".to_string(),
            responder: tx,
        });

        // Accumulate a partial multi-response
        let mut resp = make_response("m", ref_data_message());
        resp.multi_response = true;
        resp.has_more = true;
        handler.handle_response(resp);

        handler.drain_and_drop();

        assert!(handler.response_vec_map.is_empty());

        // After drain, a new request with the same ID should work cleanly.
        let (tx2, mut rx2) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "m".to_string(),
            responder: tx2,
        });

        // Probe with a terminal multi-part response: only that branch merges
        // `response_vec_map`, so only it can observe a leftover part.
        let mut probe = make_response("m", ref_data_message());
        probe.multi_response = true;
        probe.has_more = false;
        handler.handle_response(probe);

        let result = rx2.try_recv().unwrap().unwrap();
        assert_eq!(
            result.len(),
            1,
            "a stale partial part must not be merged into a later response"
        );
    }

    // =========================================================================
    // Requests with no caller waiting
    // =========================================================================

    fn register(
        handler: &mut RithmicRequestHandler,
        id: &str,
    ) -> oneshot::Receiver<Result<Vec<RithmicResponse>, RithmicError>> {
        let (tx, rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: id.to_string(),
            responder: tx,
        });

        rx
    }

    #[test]
    fn a_failed_request_clears_its_partial_multi_response() {
        let mut handler = RithmicRequestHandler::new();
        let rx = register(&mut handler, "m");

        let mut part = make_response("m", ref_data_message());
        part.multi_response = true;
        part.has_more = true;
        handler.handle_response(part);

        handler.fail_request("m", RithmicError::ConnectionClosed);
        drop(rx);

        assert!(handler.response_vec_map.is_empty());

        // A new request reusing the id must not inherit the stale part. Only a
        // terminal multi-part response merges the map, so probe with one.
        let mut rx2 = register(&mut handler, "m");

        let mut probe = make_response("m", ref_data_message());
        probe.multi_response = true;
        probe.has_more = false;
        handler.handle_response(probe);

        assert_eq!(rx2.try_recv().unwrap().unwrap().len(), 1);
    }

    #[test]
    fn parts_arriving_after_a_failure_do_not_re_create_the_partial_buffer() {
        let mut handler = RithmicRequestHandler::new();
        let rx = register(&mut handler, "42");

        let mut first = make_response("42", ref_data_message());
        first.multi_response = true;
        first.has_more = true;
        handler.handle_response(first);

        handler.fail_request("42", RithmicError::ConnectionClosed);
        drop(rx);

        // The server resumes streaming the request that was just failed.
        for _ in 0..3 {
            let mut late = make_response("42", ref_data_message());
            late.multi_response = true;
            late.has_more = true;
            handler.handle_response(late);
        }

        assert!(
            handler.response_vec_map.is_empty(),
            "parts for an unregistered id must not re-create the buffer"
        );

        let mut terminal = make_response("42", ref_data_message());
        terminal.multi_response = true;
        terminal.has_more = false;
        handler.handle_response(terminal);

        assert!(handler.response_vec_map.is_empty());
    }

    #[test]
    fn parts_for_a_never_registered_id_do_not_accumulate() {
        let mut handler = RithmicRequestHandler::new();

        for _ in 0..3 {
            let mut part = make_response("ghost", ref_data_message());
            part.multi_response = true;
            part.has_more = true;
            handler.handle_response(part);
        }

        assert!(
            handler.response_vec_map.is_empty(),
            "parts for an id that was never registered must not accumulate"
        );
    }

    #[test]
    fn a_part_whose_request_is_gone_says_so_in_the_log() {
        let mut handler = RithmicRequestHandler::new();

        let (_, logged) = log_capture::capture(|| {
            let mut part = make_response("gone", ref_data_message());
            part.multi_response = true;
            part.has_more = true;
            handler.handle_response(part);
        });

        assert!(
            logged.contains("no request waiting on request_id gone"),
            "{logged}"
        );
    }

    // =========================================================================
    // Edge cases
    // =========================================================================

    #[test]
    fn response_for_unregistered_id_does_not_panic() {
        let mut handler = RithmicRequestHandler::new();

        handler.handle_response(make_response("ghost", login_message()));
    }

    #[test]
    fn dropped_receiver_does_not_panic() {
        let mut handler = RithmicRequestHandler::new();
        let (tx, rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "drop".to_string(),
            responder: tx,
        });

        drop(rx);
        // Sending to a dropped receiver should not panic (just logs error)
        handler.handle_response(make_response("drop", login_message()));
    }

    #[test]
    fn single_response_clears_partial_multi_responses_for_the_same_id() {
        // Mirrors a decode failure landing mid multi-part response.
        let mut handler = RithmicRequestHandler::new();
        let (tx, mut rx) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "m".to_string(),
            responder: tx,
        });

        let mut partial = make_response("m", ref_data_message());
        partial.multi_response = true;
        partial.has_more = true;
        handler.handle_response(partial);

        let mut failure = make_response("m", RithmicMessage::Unknown);
        failure.error = Some(crate::error::RithmicError::ProtocolError("bad".to_string()));
        handler.handle_response(failure);

        let result = rx.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 1, "only the terminating frame is delivered");
        assert!(matches!(result[0].message, RithmicMessage::Unknown));

        let (tx2, mut rx2) = oneshot::channel();

        handler.register_request(RithmicRequest {
            request_id: "m".to_string(),
            responder: tx2,
        });

        let mut terminal = make_response("m", login_message());
        terminal.multi_response = true;
        handler.handle_response(terminal);

        let result = rx2.try_recv().unwrap().unwrap();
        assert_eq!(result.len(), 1, "no stale part may be prepended");
        assert!(matches!(
            result[0].message,
            RithmicMessage::ResponseLogin(_)
        ));
    }
}