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use async_trait::async_trait;
use nonzero_ext::nonzero;
use std::{
collections::{BTreeMap, HashMap},
num::NonZeroU32,
};
use log::*;
use serde_json::Value;
use crate::{
clients::common_traits::{
Candlestick, Level3OrderBook, OrderBook, OrderBookTopK, Ticker, Trade, BBO,
},
common::{
command_translator::CommandTranslator,
message_handler::{MessageHandler, MiscMessage},
utils::ensure_frame_size,
ws_client_internal::WSClientInternal,
},
WSClient,
};
pub(crate) const EXCHANGE_NAME: &str = "okx";
const WEBSOCKET_URL: &str = "wss://ws.okx.com:8443/ws/v5/public";
const WS_FRAME_SIZE: usize = 4096;
const UPLINK_LIMIT: (NonZeroU32, std::time::Duration) =
(nonzero!(240u32), std::time::Duration::from_secs(3600));
pub struct OkxWSClient {
client: WSClientInternal<OkxMessageHandler>,
translator: OkxCommandTranslator,
}
impl OkxWSClient {
pub async fn new(tx: std::sync::mpsc::Sender<String>, url: Option<&str>) -> Self {
let real_url = match url {
Some(endpoint) => endpoint,
None => WEBSOCKET_URL,
};
OkxWSClient {
client: WSClientInternal::connect(
EXCHANGE_NAME,
real_url,
OkxMessageHandler {},
Some(UPLINK_LIMIT),
tx,
)
.await,
translator: OkxCommandTranslator {},
}
}
}
impl_trait!(Trade, OkxWSClient, subscribe_trade, "trades");
impl_trait!(Ticker, OkxWSClient, subscribe_ticker, "tickers");
#[rustfmt::skip]
impl_trait!(OrderBook, OkxWSClient, subscribe_orderbook, "books50-l2-tbt");
#[rustfmt::skip]
impl_trait!(OrderBookTopK, OkxWSClient, subscribe_orderbook_topk, "books5");
impl_candlestick!(OkxWSClient);
panic_bbo!(OkxWSClient);
panic_l3_orderbook!(OkxWSClient);
impl_ws_client_trait!(OkxWSClient);
struct OkxMessageHandler {}
struct OkxCommandTranslator {}
impl OkxCommandTranslator {
fn topics_to_command(chunk: &[(String, String)], subscribe: bool) -> String {
let arr = chunk
.iter()
.map(|t| {
let mut map = BTreeMap::new();
let (channel, symbol) = t;
map.insert("channel".to_string(), channel.to_string());
map.insert("instId".to_string(), symbol.to_string());
map
})
.collect::<Vec<BTreeMap<String, String>>>();
format!(
r#"{{"op":"{}","args":{}}}"#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
},
serde_json::to_string(&arr).unwrap(),
)
}
fn to_candlestick_raw_channel(interval: usize) -> &'static str {
match interval {
60 => "candle1m",
180 => "candle3m",
300 => "candle5m",
900 => "candle15m",
1800 => "candle30m",
3600 => "candle1H",
7200 => "candle2H",
14400 => "candle4H",
21600 => "candle6H",
43200 => "candle12H",
86400 => "candle1D",
172800 => "candle2D",
259200 => "candle3D",
432000 => "candle5D",
604800 => "candle1W",
2592000 => "candle1M",
_ => panic!("Invalid OKX candlestick interval {}", interval),
}
}
}
impl MessageHandler for OkxMessageHandler {
fn handle_message(&mut self, msg: &str) -> MiscMessage {
if msg == "pong" {
return MiscMessage::Pong;
}
let resp = serde_json::from_str::<HashMap<String, Value>>(msg);
if resp.is_err() {
error!("{} is not a JSON string, {}", msg, EXCHANGE_NAME);
return MiscMessage::Other;
}
let obj = resp.unwrap();
if let Some(event) = obj.get("event") {
match event.as_str().unwrap() {
"error" => {
let error_code = obj
.get("code")
.unwrap()
.as_str()
.unwrap()
.parse::<i64>()
.unwrap();
match error_code {
30040 => {
error!("Received {} from {}", msg, EXCHANGE_NAME);
}
60018 => {
panic!("Received {} from {}", msg, EXCHANGE_NAME);
}
_ => warn!("Received {} from {}", msg, EXCHANGE_NAME),
}
}
"subscribe" => info!("Received {} from {}", msg, EXCHANGE_NAME),
"unsubscribe" => info!("Received {} from {}", msg, EXCHANGE_NAME),
_ => warn!("Received {} from {}", msg, EXCHANGE_NAME),
}
MiscMessage::Other
} else if !obj.contains_key("arg") || !obj.contains_key("data") {
error!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Other
} else {
MiscMessage::Normal
}
}
fn get_ping_msg_and_interval(&self) -> Option<(String, u64)> {
Some(("ping".to_string(), 30))
}
}
impl CommandTranslator for OkxCommandTranslator {
fn translate_to_commands(&self, subscribe: bool, topics: &[(String, String)]) -> Vec<String> {
ensure_frame_size(
topics,
subscribe,
Self::topics_to_command,
WS_FRAME_SIZE,
None,
)
}
fn translate_to_candlestick_commands(
&self,
subscribe: bool,
symbol_interval_list: &[(String, usize)],
) -> Vec<String> {
let topics = symbol_interval_list
.iter()
.map(|(symbol, interval)| {
let channel = Self::to_candlestick_raw_channel(*interval);
(channel.to_string(), symbol.to_string())
})
.collect::<Vec<(String, String)>>();
self.translate_to_commands(subscribe, &topics)
}
}
#[cfg(test)]
mod tests {
use crate::common::command_translator::CommandTranslator;
#[test]
fn test_one_topic() {
let translator = super::OkxCommandTranslator {};
let commands = translator
.translate_to_commands(true, &vec![("trades".to_string(), "BTC-USDT".to_string())]);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"op":"subscribe","args":[{"channel":"trades","instId":"BTC-USDT"}]}"#,
commands[0]
);
}
#[test]
fn test_two_topics() {
let translator = super::OkxCommandTranslator {};
let commands = translator.translate_to_commands(
true,
&vec![
("trades".to_string(), "BTC-USDT".to_string()),
("tickers".to_string(), "BTC-USDT".to_string()),
],
);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"op":"subscribe","args":[{"channel":"trades","instId":"BTC-USDT"},{"channel":"tickers","instId":"BTC-USDT"}]}"#,
commands[0]
);
}
}