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use async_trait::async_trait;
use std::collections::{BTreeMap, HashMap};
use tokio_tungstenite::tungstenite::Message;
use crate::{
clients::common_traits::{
Candlestick, Level3OrderBook, OrderBook, OrderBookTopK, Ticker, Trade, BBO,
},
common::{
command_translator::CommandTranslator,
message_handler::{MessageHandler, MiscMessage},
ws_client_internal::WSClientInternal,
},
WSClient,
};
use log::*;
use serde_json::Value;
pub(super) const EXCHANGE_NAME: &str = "coinbase_pro";
const WEBSOCKET_URL: &str = "wss://ws-feed.exchange.coinbase.com";
pub struct CoinbaseProWSClient {
client: WSClientInternal<CoinbaseProMessageHandler>,
translator: CoinbaseProCommandTranslator,
}
impl_new_constructor!(
CoinbaseProWSClient,
EXCHANGE_NAME,
WEBSOCKET_URL,
CoinbaseProMessageHandler {},
CoinbaseProCommandTranslator {}
);
impl_trait!(Trade, CoinbaseProWSClient, subscribe_trade, "matches");
impl_trait!(Ticker, CoinbaseProWSClient, subscribe_ticker, "ticker");
#[rustfmt::skip]
impl_trait!(OrderBook, CoinbaseProWSClient, subscribe_orderbook, "level2");
#[rustfmt::skip]
impl_trait!(Level3OrderBook, CoinbaseProWSClient, subscribe_l3_orderbook, "full");
panic_bbo!(CoinbaseProWSClient);
panic_candlestick!(CoinbaseProWSClient);
panic_l2_topk!(CoinbaseProWSClient);
impl_ws_client_trait!(CoinbaseProWSClient);
struct CoinbaseProMessageHandler {}
struct CoinbaseProCommandTranslator {}
impl MessageHandler for CoinbaseProMessageHandler {
fn handle_message(&mut self, msg: &str) -> MiscMessage {
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();
match obj.get("type").unwrap().as_str().unwrap() {
"error" => {
error!("Received {} from {}", msg, EXCHANGE_NAME);
if obj.contains_key("reason")
&& obj
.get("reason")
.unwrap()
.as_str()
.unwrap()
.contains("is not a valid product")
{
panic!("Received {} from {}", msg, EXCHANGE_NAME);
} else {
MiscMessage::Other
}
}
"subscriptions" => {
info!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Other
}
"heartbeat" => {
debug!("Received {} from {}", msg, EXCHANGE_NAME);
MiscMessage::Other
}
_ => MiscMessage::Normal,
}
}
fn get_ping_msg_and_interval(&self) -> Option<(Message, u64)> {
None
}
}
impl CommandTranslator for CoinbaseProCommandTranslator {
fn translate_to_commands(&self, subscribe: bool, topics: &[(String, String)]) -> Vec<String> {
let mut commands: Vec<String> = Vec::new();
let mut channel_symbols = BTreeMap::<String, Vec<String>>::new();
for (channel, symbol) in topics {
match channel_symbols.get_mut(channel) {
Some(symbols) => symbols.push(symbol.to_string()),
None => {
channel_symbols.insert(channel.to_string(), vec![symbol.to_string()]);
}
}
}
if !channel_symbols.is_empty() {
let mut command = String::new();
command.push_str(
format!(
r#"{{"type":"{}","channels": ["#,
if subscribe {
"subscribe"
} else {
"unsubscribe"
}
)
.as_str(),
);
for (channel, symbols) in channel_symbols.iter() {
command.push_str(
format!(
r#"{{"name":"{}","product_ids":{}}}"#,
channel,
serde_json::to_string(symbols).unwrap(),
)
.as_str(),
);
command.push(',')
}
command.pop();
command.push_str("]}");
commands.push(command);
}
commands
}
fn translate_to_candlestick_commands(
&self,
_subscribe: bool,
_symbol_interval_list: &[(String, usize)],
) -> Vec<String> {
panic!("CoinbasePro does NOT have candlestick channel");
}
}
#[cfg(test)]
mod tests {
use crate::common::command_translator::CommandTranslator;
#[test]
fn test_two_symbols() {
let translator = super::CoinbaseProCommandTranslator {};
let commands = translator.translate_to_commands(
true,
&[
("matches".to_string(), "BTC-USD".to_string()),
("matches".to_string(), "ETH-USD".to_string()),
],
);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"type":"subscribe","channels": [{"name":"matches","product_ids":["BTC-USD","ETH-USD"]}]}"#,
commands[0]
);
}
#[test]
fn test_two_channels() {
let translator = super::CoinbaseProCommandTranslator {};
let commands = translator.translate_to_commands(
true,
&[
("matches".to_string(), "BTC-USD".to_string()),
("level2".to_string(), "BTC-USD".to_string()),
],
);
assert_eq!(1, commands.len());
assert_eq!(
r#"{"type":"subscribe","channels": [{"name":"level2","product_ids":["BTC-USD"]},{"name":"matches","product_ids":["BTC-USD"]}]}"#,
commands[0]
);
}
}
