rustrade-execution 0.16.0

//! Resolution of Hyperliquid spot coins (`@107`) to the pairs they name.

use crate::error::{ConnectivityError, UnindexedClientError};
use hyperliquid_rust_sdk::InfoClient;
use parking_lot::RwLock;
use rustrade_instrument::hyperliquid::{CoinKind, SpotPair, SpotPairs};
use std::{
    sync::Arc,
    time::{Duration, Instant},
};
use tracing::{info, warn};

/// The shortest time between two reads of `spotMeta` prompted by a spot coin missing from it.
///
/// Bounds the reads a coin that never resolves can cause to one per interval.
const REFETCH_INTERVAL: Duration = Duration::from_secs(10);

/// How long a read of `spotMeta` may take. The SDK's HTTP client sets no timeout, and an account
/// stream waits on a read prompted by its own events.
const REQUEST_TIMEOUT: Duration = Duration::from_secs(5);

/// Hyperliquid's spot pairs, read from `spotMeta` and read again when a spot coin is missing.
///
/// Cheap to clone: clones share the pairs and the refetch state.
#[derive(Debug, Clone)]
pub(super) struct SpotCoins(Arc<Inner>);

#[derive(Debug)]
struct Inner {
    info_client: Arc<InfoClient>,
    pairs: RwLock<Arc<SpotPairs>>,
    /// When `spotMeta` was last read again, if it has been. Held across that read, so concurrent
    /// misses read it once.
    refetched: tokio::sync::Mutex<Option<Instant>>,
}

impl SpotCoins {
    /// Read `spotMeta` through `info_client`.
    ///
    /// # Errors
    ///
    /// When the request fails, takes longer than [`REQUEST_TIMEOUT`], or its response does not
    /// parse.
    pub(super) async fn fetch(info_client: Arc<InfoClient>) -> Result<Self, UnindexedClientError> {
        let pairs = fetch_spot_pairs(&info_client).await?;
        Ok(Self(Arc::new(Inner {
            info_client,
            pairs: RwLock::new(Arc::new(pairs)),
            refetched: tokio::sync::Mutex::new(None),
        })))
    }

    /// The pairs, read again first if one of `coins` is a spot coin they lack.
    ///
    /// Reads `spotMeta` at most once per [`REFETCH_INTERVAL`], however many callers miss at once,
    /// and a read abandoned part way counts. A miss within that interval of the last read, or a
    /// read that fails or times out, returns the pairs as they are, so a coin can still be missing
    /// from the result.
    pub(super) async fn covering<'a, Coins>(&self, coins: Coins) -> Arc<SpotPairs>
    where
        Coins: IntoIterator<Item = &'a str> + Clone,
    {
        self.read_again_unless(|pairs| {
            coins
                .clone()
                .into_iter()
                .all(|coin| CoinKind::of(coin) != CoinKind::Spot || pairs.get(coin).is_some())
        })
        .await
    }

    /// The pair of `base` quoted in `quote`, as [`SpotPairs::find`] matches it (so possibly
    /// spelled differently in ASCII case), read again first if the pairs lack it, as
    /// [`covering`](Self::covering) does.
    pub(super) async fn find(&self, base: &str, quote: &str) -> Option<SpotPair> {
        self.read_again_unless(|pairs| pairs.find(base, quote).is_some())
            .await
            .find(base, quote)
            .cloned()
    }

    /// The pairs, read again first unless they are `complete`, at most once per
    /// [`REFETCH_INTERVAL`].
    async fn read_again_unless(&self, complete: impl Fn(&SpotPairs) -> bool) -> Arc<SpotPairs> {
        let pairs = self.current();
        if complete(&pairs) {
            return pairs;
        }

        let mut refetched = self.0.refetched.lock().await;
        // Another caller may have read `spotMeta` while this one waited for the lock.
        let pairs = self.current();
        if complete(&pairs) || refetched.is_some_and(|at| at.elapsed() < REFETCH_INTERVAL) {
            return pairs;
        }

        // Stamped before the read, so a caller dropped part way through still spends the interval.
        *refetched = Some(Instant::now());
        match fetch_spot_pairs(&self.0.info_client).await {
            Ok(fetched) => {
                info!(
                    pairs = fetched.len(),
                    "Read Hyperliquid spotMeta again for a spot pair it lacked"
                );
                let fetched = Arc::new(fetched);
                *self.0.pairs.write() = Arc::clone(&fetched);
                fetched
            }
            Err(error) => {
                warn!(%error, "Hyperliquid spotMeta could not be read again");
                pairs
            }
        }
    }

    fn current(&self) -> Arc<SpotPairs> {
        Arc::clone(&self.0.pairs.read())
    }
}

/// The pair `coin` names, `None` if it names a market other than a spot pair.
///
/// # Errors
///
/// [`UnindexedClientError::Internal`] when `coin` is a spot coin missing from `pairs`. A caller
/// reading a complete list must fail rather than leave it out: the list would be short with
/// nothing to say so.
pub(super) fn spot_pair<'a>(
    pairs: &'a SpotPairs,
    coin: &str,
) -> Result<Option<&'a SpotPair>, UnindexedClientError> {
    if CoinKind::of(coin) != CoinKind::Spot {
        return Ok(None);
    }
    pairs.get(coin).map(Some).ok_or_else(|| {
        UnindexedClientError::Internal(format!(
            "Hyperliquid spot coin {coin} is not in spotMeta, even after reading it again"
        ))
    })
}

async fn fetch_spot_pairs(info_client: &InfoClient) -> Result<SpotPairs, UnindexedClientError> {
    let request = super::common::info(
        info_client,
        "spotMeta",
        r#"{"type":"spotMeta"}"#.to_string(),
    );
    tokio::time::timeout(REQUEST_TIMEOUT, request)
        .await
        .map_err(|_| ConnectivityError::Timeout)?
}

/// A `spotMeta` response in Hyperliquid's shape, with synthetic values: PURR/USDC under its own
/// name, HYPE/USDC as `@107`, HYPE/USDT0 as `@207`.
#[cfg(test)]
pub(super) const TEST_SPOT_META: &str = r#"{
    "universe": [
        {"name": "PURR/USDC", "tokens": [1, 0], "index": 0, "isCanonical": true},
        {"name": "@107", "tokens": [150, 0], "index": 107, "isCanonical": false},
        {"name": "@207", "tokens": [150, 268], "index": 207, "isCanonical": false}
    ],
    "tokens": [
        {"name": "USDC", "szDecimals": 8, "weiDecimals": 8, "index": 0, "isCanonical": true},
        {"name": "PURR", "szDecimals": 0, "weiDecimals": 5, "index": 1, "isCanonical": true},
        {"name": "HYPE", "szDecimals": 2, "weiDecimals": 8, "index": 150, "isCanonical": false},
        {"name": "USDT0", "szDecimals": 2, "weiDecimals": 8, "index": 268, "isCanonical": false}
    ]
}"#;

/// [`TEST_SPOT_META`]'s pairs.
#[cfg(test)]
pub(super) fn test_spot_pairs() -> SpotPairs {
    // Test code: a fixture that does not parse is a test bug.
    #[allow(clippy::expect_used)]
    serde_json::from_str(TEST_SPOT_META).expect("TEST_SPOT_META parses")
}

#[cfg(test)]
// Test code: panics on bad input are acceptable
#[allow(clippy::unwrap_used)]
mod tests {
    use super::super::common::info_tests::info_client_against;
    use super::*;
    use wiremock::matchers::{body_string_contains, method, path};
    use wiremock::{Mock, MockServer, ResponseTemplate};

    /// [`TEST_SPOT_META`] with HYPE/PURR listed as `@300`, as after a new listing.
    fn spot_meta_with_new_pair() -> String {
        let mut meta: serde_json::Value = serde_json::from_str(TEST_SPOT_META).unwrap();
        meta["universe"]
            .as_array_mut()
            .unwrap()
            .push(serde_json::json!(
                {"name": "@300", "tokens": [150, 1], "index": 300, "isCanonical": false}
            ));
        meta.to_string()
    }

    /// A server answering `spotMeta` first with [`TEST_SPOT_META`], then with `later`.
    async fn serve(later: ResponseTemplate) -> MockServer {
        let server = MockServer::start().await;
        Mock::given(method("POST"))
            .and(path("/info"))
            .and(body_string_contains("spotMeta"))
            .respond_with(
                ResponseTemplate::new(200).set_body_raw(TEST_SPOT_META, "application/json"),
            )
            .up_to_n_times(1)
            .with_priority(1)
            .mount(&server)
            .await;
        Mock::given(method("POST"))
            .and(path("/info"))
            .respond_with(later)
            .with_priority(2)
            .mount(&server)
            .await;
        server
    }

    async fn spot_coins(server: &MockServer) -> SpotCoins {
        let info_client = info_client_against(server.uri()).await;
        SpotCoins::fetch(Arc::new(info_client)).await.unwrap()
    }

    async fn requests(server: &MockServer) -> usize {
        server.received_requests().await.unwrap().len()
    }

    fn new_pair() -> ResponseTemplate {
        ResponseTemplate::new(200).set_body_raw(spot_meta_with_new_pair(), "application/json")
    }

    #[tokio::test]
    async fn listed_and_non_spot_coins_read_spot_meta_once() {
        let server = serve(new_pair()).await;
        let coins = spot_coins(&server).await;

        let pairs = coins
            .covering(["@107", "PURR/USDC", "BTC", "xyz:TSLA", "#12"])
            .await;

        assert_eq!(pairs.get("@107").unwrap().base(), "HYPE");
        assert_eq!(requests(&server).await, 1, "only the read at creation");
    }

    #[tokio::test]
    async fn a_missing_spot_coin_reads_spot_meta_again_once_for_concurrent_callers() {
        let server = serve(new_pair()).await;
        let coins = spot_coins(&server).await;

        let (first, second) = tokio::join!(coins.covering(["@300"]), coins.covering(["@300"]));

        assert_eq!(first.get("@300").unwrap().quote(), "PURR");
        assert_eq!(second.get("@300").unwrap().quote(), "PURR");
        assert_eq!(requests(&server).await, 2, "one read again, shared");
        assert!(coins.covering(["@300"]).await.get("@300").is_some(), "kept");
        assert_eq!(requests(&server).await, 2);
    }

    #[tokio::test]
    async fn a_coin_still_missing_is_not_read_again_within_the_interval() {
        let server = serve(new_pair()).await;
        let coins = spot_coins(&server).await;

        assert!(coins.covering(["@999"]).await.get("@999").is_none());
        assert!(coins.covering(["@999"]).await.get("@999").is_none());

        assert_eq!(requests(&server).await, 2, "one read again, then none");
    }

    #[tokio::test]
    async fn a_failed_read_keeps_the_pairs() {
        let server = serve(ResponseTemplate::new(500)).await;
        let coins = spot_coins(&server).await;

        let pairs = coins.covering(["@300"]).await;

        assert!(pairs.get("@300").is_none());
        assert!(pairs.get("@107").is_some());
        assert_eq!(requests(&server).await, 2);
    }

    /// A read that does not answer within the tests' lifetime.
    fn hung() -> ResponseTemplate {
        new_pair().set_delay(Duration::from_secs(3600))
    }

    #[tokio::test]
    async fn a_hung_read_times_out_keeping_the_pairs() {
        let server = serve(hung()).await;
        let coins = spot_coins(&server).await;
        // Paused once the client is created, so the read's timeout fires without waiting.
        tokio::time::pause();

        assert!(matches!(
            fetch_spot_pairs(&coins.0.info_client).await,
            Err(UnindexedClientError::Connectivity(
                ConnectivityError::Timeout
            ))
        ));
        let pairs = coins.covering(["@300"]).await;

        assert!(pairs.get("@300").is_none());
        assert!(pairs.get("@107").is_some());
    }

    #[tokio::test]
    async fn a_read_abandoned_part_way_still_spends_the_interval() {
        let server = serve(hung()).await;
        let coins = spot_coins(&server).await;

        // Drop the read once the server has it, well within the read's own timeout.
        let reading = tokio::spawn({
            let coins = coins.clone();
            async move {
                coins.covering(["@300"]).await;
            }
        });
        while requests(&server).await < 2 {
            tokio::task::yield_now().await;
        }
        reading.abort();
        assert!(reading.await.unwrap_err().is_cancelled());

        assert!(coins.covering(["@300"]).await.get("@300").is_none());
        assert_eq!(
            requests(&server).await,
            2,
            "no second read within the interval"
        );
    }

    #[test]
    fn spot_pair_tells_other_markets_from_missing_spot_coins() {
        let pairs = test_spot_pairs();

        assert_eq!(spot_pair(&pairs, "@107").unwrap().unwrap().base(), "HYPE");
        assert!(spot_pair(&pairs, "BTC").unwrap().is_none());
        assert!(spot_pair(&pairs, "#12").unwrap().is_none());
        assert!(matches!(
            spot_pair(&pairs, "@999"),
            Err(UnindexedClientError::Internal(msg)) if msg.contains("@999")
        ));
    }
}