First steps towards REST + WS connectors (BFX lib still in the works)
This commit is contained in:
Giulio De Pasquale
parent
354ef407f3
commit
f43fcb0206
47
Cargo.lock
generated
47
Cargo.lock
generated
@ -109,7 +109,7 @@ dependencies = [
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"serde_derive",
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"serde_json",
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"tokio",
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"tungstenite",
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"tungstenite 0.13.0",
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"url",
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]
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@ -1189,7 +1189,7 @@ dependencies = [
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"regex",
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"tokio",
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"tokio-tungstenite",
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"tungstenite",
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"tungstenite 0.12.0",
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]
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[[package]]
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@ -1353,6 +1353,26 @@ dependencies = [
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"winapi",
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]
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[[package]]
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name = "thiserror"
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version = "1.0.24"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "e0f4a65597094d4483ddaed134f409b2cb7c1beccf25201a9f73c719254fa98e"
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dependencies = [
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"thiserror-impl",
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]
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[[package]]
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name = "thiserror-impl"
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version = "1.0.24"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "7765189610d8241a44529806d6fd1f2e0a08734313a35d5b3a556f92b381f3c0"
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dependencies = [
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"proc-macro2",
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"quote",
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"syn",
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]
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[[package]]
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name = "thread_local"
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version = "1.0.1"
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@ -1450,7 +1470,7 @@ dependencies = [
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"log 0.4.11",
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"pin-project 1.0.2",
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"tokio",
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"tungstenite",
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"tungstenite 0.12.0",
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]
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[[package]]
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@ -1531,6 +1551,27 @@ dependencies = [
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"utf-8",
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]
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[[package]]
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name = "tungstenite"
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version = "0.13.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "5fe8dada8c1a3aeca77d6b51a4f1314e0f4b8e438b7b1b71e3ddaca8080e4093"
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dependencies = [
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"base64",
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"byteorder",
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"bytes 1.0.1",
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"http",
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"httparse",
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"input_buffer",
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"log 0.4.11",
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"native-tls",
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"rand 0.8.2",
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"sha-1",
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"thiserror",
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"url",
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"utf-8",
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]
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[[package]]
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name = "typenum"
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version = "1.12.0"
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@ -4,11 +4,12 @@ use std::str::FromStr;
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use std::sync::Arc;
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use async_trait::async_trait;
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use bitfinex::api::Bitfinex;
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use bitfinex::api::RestClient;
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use bitfinex::book::BookPrecision;
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use bitfinex::orders::{CancelOrderForm, OrderMeta};
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use bitfinex::responses::{OrderResponse, TradeResponse};
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use bitfinex::ticker::TradingPairTicker;
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use bitfinex::websockets::WebSocketClient;
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use futures_retry::RetryPolicy;
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use log::trace;
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use tokio::macros::support::Future;
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@ -36,7 +37,7 @@ pub enum ExchangeDetails {
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#[derive(Clone, Debug)]
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pub struct Client {
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exchange: Exchange,
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inner: Arc<Box<dyn Connector>>,
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inner: Arc<Box<dyn RestConnector>>,
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}
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impl Client {
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@ -168,8 +169,9 @@ impl Client {
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pub async fn trading_fees(&self) -> Result<Vec<TradingFees>, BoxError> { self.inner.trading_fees().await }
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}
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/// This trait represents a REST API service.
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#[async_trait]
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pub trait Connector: Send + Sync {
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pub trait RestConnector: Send + Sync {
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fn name(&self) -> String;
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async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError>;
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async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError>;
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@ -193,18 +195,26 @@ pub trait Connector: Send + Sync {
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async fn trading_fees(&self) -> Result<Vec<TradingFees>, BoxError>;
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}
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impl Debug for dyn Connector {
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impl Debug for dyn RestConnector {
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fn fmt(&self, f: &mut Formatter<'_>) -> core::fmt::Result {
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write!(f, "{}", self.name())
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}
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}
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/// This trait represents a WebSocket API service.
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#[async_trait]
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pub trait WebSocketConnector: Send + Sync {
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fn name(&self) -> String;
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async fn connect(&self) -> Result<(), BoxError>;
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}
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/**************
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* BITFINEX
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**************/
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pub struct BitfinexConnector {
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bfx: Bitfinex,
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rest: bitfinex::api::RestClient,
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ws: bitfinex::websockets::WebSocketClient,
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}
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impl BitfinexConnector {
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@ -219,7 +229,8 @@ impl BitfinexConnector {
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pub fn new(api_key: &str, api_secret: &str) -> Self {
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BitfinexConnector {
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bfx: Bitfinex::new(Some(api_key.into()), Some(api_secret.into())),
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rest: RestClient::new(Some(api_key.into()), Some(api_secret.into())),
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ws: WebSocketClient::new(),
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}
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}
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@ -260,14 +271,14 @@ impl BitfinexConnector {
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}
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#[async_trait]
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impl Connector for BitfinexConnector {
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impl RestConnector for BitfinexConnector {
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fn name(&self) -> String {
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"Bitfinex".into()
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"Bitfinex REST".into()
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}
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async fn active_positions(&self, pair: &SymbolPair) -> Result<Option<Vec<Position>>, BoxError> {
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let active_positions =
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BitfinexConnector::retry_nonce(|| self.bfx.positions.active_positions()).await?;
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BitfinexConnector::retry_nonce(|| self.rest.positions.active_positions()).await?;
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let positions: Vec<_> = active_positions
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.into_iter()
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@ -282,7 +293,7 @@ impl Connector for BitfinexConnector {
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async fn current_prices(&self, pair: &SymbolPair) -> Result<TradingPairTicker, BoxError> {
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let symbol_name = BitfinexConnector::format_trading_pair(pair);
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let ticker: TradingPairTicker = self.bfx.ticker.trading_pair(symbol_name).await?;
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let ticker: TradingPairTicker = self.rest.ticker.trading_pair(symbol_name).await?;
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Ok(ticker)
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}
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@ -291,7 +302,7 @@ impl Connector for BitfinexConnector {
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let symbol_name = BitfinexConnector::format_trading_pair(pair);
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let response = BitfinexConnector::retry_nonce(|| {
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self.bfx.book.trading_pair(&symbol_name, BookPrecision::P0)
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self.rest.book.trading_pair(&symbol_name, BookPrecision::P0)
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})
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.await?;
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@ -308,7 +319,7 @@ impl Connector for BitfinexConnector {
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}
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async fn active_orders(&self, _: &SymbolPair) -> Result<Vec<ActiveOrder>, BoxError> {
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let response = BitfinexConnector::retry_nonce(|| self.bfx.orders.active_orders()).await?;
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let response = BitfinexConnector::retry_nonce(|| self.rest.orders.active_orders()).await?;
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Ok(response.iter().map(Into::into).collect())
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}
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@ -351,7 +362,7 @@ impl Connector for BitfinexConnector {
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};
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let response =
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BitfinexConnector::retry_nonce(|| self.bfx.orders.submit_order(&order_form)).await?;
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BitfinexConnector::retry_nonce(|| self.rest.orders.submit_order(&order_form)).await?;
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// parsing response into ActiveOrder and adding leverage from order form
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let order_response: ActiveOrder = (&response).try_into()?;
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@ -364,7 +375,7 @@ impl Connector for BitfinexConnector {
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let cancel_form = order.into();
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let response =
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BitfinexConnector::retry_nonce(|| self.bfx.orders.cancel_order(&cancel_form)).await?;
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BitfinexConnector::retry_nonce(|| self.rest.orders.cancel_order(&cancel_form)).await?;
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Ok((&response).try_into()?)
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}
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@ -377,7 +388,7 @@ impl Connector for BitfinexConnector {
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amount: f64,
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) -> Result<(), BoxError> {
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BitfinexConnector::retry_nonce(|| {
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self.bfx.account.transfer_between_wallets(
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self.rest.account.transfer_between_wallets(
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from.into(),
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to.into(),
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symbol.to_string(),
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@ -394,7 +405,7 @@ impl Connector for BitfinexConnector {
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order: &OrderDetails,
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) -> Result<Option<Vec<Trade>>, BoxError> {
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let response = BitfinexConnector::retry_nonce(|| {
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self.bfx
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self.rest
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.trades
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.generated_by_order(order.pair().trading_repr(), order.id())
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})
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@ -412,7 +423,7 @@ impl Connector for BitfinexConnector {
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pair: &SymbolPair,
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) -> Result<Option<Vec<OrderDetails>>, BoxError> {
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let response =
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BitfinexConnector::retry_nonce(|| self.bfx.orders.history(Some(pair.trading_repr())))
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BitfinexConnector::retry_nonce(|| self.rest.orders.history(Some(pair.trading_repr())))
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.await?;
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let mapped_vec: Vec<_> = response.iter().map(Into::into).collect();
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@ -422,7 +433,7 @@ impl Connector for BitfinexConnector {
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async fn trading_fees(&self) -> Result<Vec<TradingFees>, BoxError> {
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let mut fees = vec![];
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let accountfees =
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BitfinexConnector::retry_nonce(|| self.bfx.account.account_summary()).await?;
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BitfinexConnector::retry_nonce(|| self.rest.account.account_summary()).await?;
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// Derivatives
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let derivative_taker = TradingFees::Taker {
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@ -464,6 +475,17 @@ impl Connector for BitfinexConnector {
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}
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}
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#[async_trait]
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impl WebSocketConnector for BitfinexConnector {
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fn name(&self) -> String {
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"Bitfinex WS".into()
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}
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async fn connect(&self) -> Result<(), BoxError> {
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Ok(())
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}
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}
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impl From<&ActiveOrder> for CancelOrderForm {
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fn from(o: &ActiveOrder) -> Self {
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Self::from_id(o.id())
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