mirror of
https://github.com/comit-network/xmr-btc-swap.git
synced 2025-01-11 23:49:41 -05:00
Extract kraken websocket client into dedicated module
This commit is contained in:
Thomas Eizinger
parent
ed6dc924c9
commit
60d6d50246
2
Cargo.lock
generated
2
Cargo.lock
generated
@ -3570,7 +3570,7 @@ checksum = "1e81da0851ada1f3e9d4312c704aa4f8806f0f9d69faaf8df2f3464b4a9437c2"
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[[package]]
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name = "swap"
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version = "0.1.0"
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version = "0.2.0"
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dependencies = [
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"anyhow",
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"async-compression",
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@ -1,203 +1,25 @@
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use crate::asb::{LatestRate, Rate};
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use crate::kraken;
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use anyhow::Result;
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use bitcoin::util::amount::ParseAmountError;
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use futures::{SinkExt, StreamExt};
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use reqwest::Url;
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use serde::{Deserialize, Serialize};
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use serde_json::Value;
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use std::convert::TryFrom;
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use tokio::sync::watch;
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use tokio_tungstenite::tungstenite::protocol::CloseFrame;
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use tokio_tungstenite::tungstenite::Message;
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use tracing::{error, trace};
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use watch::Receiver;
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const KRAKEN_WS_URL: &str = "wss://ws.kraken.com";
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const SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD: &str = r#"
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{ "event": "subscribe",
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"pair": [ "XMR/XBT" ],
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"subscription": {
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"name": "ticker"
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}
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}"#;
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use tokio::sync::watch::Receiver;
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#[derive(Clone)]
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pub struct RateService {
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receiver: Receiver<Result<Rate, Error>>,
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receiver: Receiver<Result<Rate, kraken::Error>>,
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}
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impl LatestRate for RateService {
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type Error = Error;
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type Error = kraken::Error;
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fn latest_rate(&mut self) -> Result<Rate, Self::Error> {
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(*self.receiver.borrow()).clone()
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}
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}
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#[derive(Clone, Debug, thiserror::Error)]
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pub enum Error {
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#[error("Rate has not yet been retrieved from Kraken websocket API")]
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NotYetRetrieved,
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#[error("Received close message from Kraken")]
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CloseMessage,
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#[error("Websocket: ")]
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WebSocket(String),
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#[error("Serde: ")]
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Serde(String),
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#[error("Data field is missing")]
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DataFieldMissing,
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#[error("Ask Rate Element is of unexpected type")]
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UnexpectedAskRateElementType,
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#[error("Ask Rate Element is missing")]
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MissingAskRateElementType,
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#[error("Bitcoin amount parse error: ")]
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BitcoinParseAmount(#[from] ParseAmountError),
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}
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impl From<tokio_tungstenite::tungstenite::Error> for Error {
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fn from(err: tokio_tungstenite::tungstenite::Error) -> Self {
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Error::WebSocket(format!("{:#}", err))
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}
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}
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impl From<serde_json::Error> for Error {
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fn from(err: serde_json::Error) -> Self {
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Error::Serde(format!("{:#}", err))
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}
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}
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impl RateService {
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pub async fn new() -> Result<Self> {
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let (rate_update, rate_update_receiver) = watch::channel(Err(Error::NotYetRetrieved));
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let (rate_stream, _response) =
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tokio_tungstenite::connect_async(Url::parse(KRAKEN_WS_URL).expect("valid url")).await?;
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let (mut rate_stream_sink, mut rate_stream) = rate_stream.split();
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tokio::spawn(async move {
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while let Some(msg) = rate_stream.next().await {
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let msg = match msg {
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Ok(Message::Text(msg)) => msg,
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Ok(Message::Close(close_frame)) => {
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if let Some(CloseFrame { code, reason }) = close_frame {
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error!(
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"Kraken rate stream was closed with code {} and reason: {}",
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code, reason
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);
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} else {
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error!("Kraken rate stream was closed without code and reason");
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}
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let _ = rate_update.send(Err(Error::CloseMessage));
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continue;
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}
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Ok(msg) => {
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trace!(
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"Kraken rate stream returned non text message that will be ignored: {}",
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msg
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);
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continue;
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}
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Err(e) => {
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error!("Error when reading from Kraken rate stream: {}", e);
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let _ = rate_update.send(Err(e.into()));
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continue;
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}
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};
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// If we encounter a heartbeat we skip it and iterate again
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if msg.eq(r#"{"event":"heartbeat"}"#) {
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continue;
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}
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let ticker = match serde_json::from_str::<TickerUpdate>(&msg) {
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Ok(ticker) => ticker,
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Err(e) => {
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let _ = rate_update.send(Err(e.into()));
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continue;
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}
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};
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let rate = match Rate::try_from(ticker) {
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Ok(rate) => rate,
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Err(e) => {
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let _ = rate_update.send(Err(e));
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continue;
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}
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};
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let _ = rate_update.send(Ok(rate));
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}
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});
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rate_stream_sink
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.send(SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD.into())
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.await?;
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Ok(Self {
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receiver: rate_update_receiver,
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receiver: kraken::connect().await?,
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})
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}
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(transparent)]
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struct TickerUpdate(Vec<TickerField>);
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum TickerField {
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Data(TickerData),
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Metadata(Value),
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}
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#[derive(Debug, Serialize, Deserialize)]
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struct TickerData {
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#[serde(rename = "a")]
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ask: Vec<RateElement>,
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#[serde(rename = "b")]
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bid: Vec<RateElement>,
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum RateElement {
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Text(String),
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Number(u64),
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}
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impl TryFrom<TickerUpdate> for Rate {
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type Error = Error;
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fn try_from(value: TickerUpdate) -> Result<Self, Error> {
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let data = value
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.0
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.iter()
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.find_map(|field| match field {
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TickerField::Data(data) => Some(data),
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TickerField::Metadata(_) => None,
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})
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.ok_or(Error::DataFieldMissing)?;
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let ask = data.ask.first().ok_or(Error::MissingAskRateElementType)?;
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let ask = match ask {
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RateElement::Text(ask) => {
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bitcoin::Amount::from_str_in(ask, ::bitcoin::Denomination::Bitcoin)?
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}
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_ => return Err(Error::UnexpectedAskRateElementType),
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};
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Ok(Self { ask })
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[tokio::test]
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async fn deserialize_ticker_update() {
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let sample_response = r#"[980,{"a":["0.00521900",4,"4.84775132"],"b":["0.00520600",70,"70.35668921"],"c":["0.00520700","0.00000186"],"v":["18530.40510860","18531.94887860"],"p":["0.00489493","0.00489490"],"t":[5017,5018],"l":["0.00448300","0.00448300"],"h":["0.00525000","0.00525000"],"o":["0.00450000","0.00451000"]},"ticker","XMR/XBT"]"#;
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let _ = serde_json::from_str::<TickerUpdate>(sample_response).unwrap();
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}
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}
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185
swap/src/kraken.rs
Normal file
185
swap/src/kraken.rs
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@ -0,0 +1,185 @@
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use crate::asb::Rate;
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use anyhow::Result;
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use bitcoin::util::amount::ParseAmountError;
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use futures::{SinkExt, StreamExt};
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use reqwest::Url;
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use serde::{Deserialize, Serialize};
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use serde_json::Value;
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use std::convert::TryFrom;
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use tokio::sync::watch;
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use tokio_tungstenite::tungstenite::protocol::CloseFrame;
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use tokio_tungstenite::tungstenite::Message;
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use tracing::{error, trace};
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pub async fn connect() -> Result<watch::Receiver<Result<Rate, Error>>> {
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let (rate_update, rate_update_receiver) = watch::channel(Err(Error::NotYetRetrieved));
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let (rate_stream, _response) =
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tokio_tungstenite::connect_async(Url::parse(KRAKEN_WS_URL).expect("valid url")).await?;
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let (mut rate_stream_sink, mut rate_stream) = rate_stream.split();
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tokio::spawn(async move {
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while let Some(msg) = rate_stream.next().await {
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let msg = match msg {
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Ok(Message::Text(msg)) => msg,
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Ok(Message::Close(close_frame)) => {
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if let Some(CloseFrame { code, reason }) = close_frame {
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error!(
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"Kraken rate stream was closed with code {} and reason: {}",
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code, reason
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);
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} else {
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error!("Kraken rate stream was closed without code and reason");
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}
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let _ = rate_update.send(Err(Error::CloseMessage));
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continue;
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}
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Ok(msg) => {
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trace!(
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"Kraken rate stream returned non text message that will be ignored: {}",
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msg
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);
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continue;
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}
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Err(e) => {
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error!("Error when reading from Kraken rate stream: {}", e);
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let _ = rate_update.send(Err(e.into()));
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continue;
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}
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};
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// If we encounter a heartbeat we skip it and iterate again
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if msg.eq(r#"{"event":"heartbeat"}"#) {
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continue;
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}
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let ticker = match serde_json::from_str::<TickerUpdate>(&msg) {
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Ok(ticker) => ticker,
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Err(e) => {
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let _ = rate_update.send(Err(e.into()));
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continue;
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}
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};
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let rate = match Rate::try_from(ticker) {
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Ok(rate) => rate,
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Err(e) => {
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let _ = rate_update.send(Err(e));
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continue;
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}
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};
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let _ = rate_update.send(Ok(rate));
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}
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});
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rate_stream_sink
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.send(SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD.into())
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.await?;
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Ok(rate_update_receiver)
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}
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const KRAKEN_WS_URL: &str = "wss://ws.kraken.com";
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const SUBSCRIBE_XMR_BTC_TICKER_PAYLOAD: &str = r#"
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{ "event": "subscribe",
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"pair": [ "XMR/XBT" ],
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"subscription": {
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"name": "ticker"
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}
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}"#;
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#[derive(Clone, Debug, thiserror::Error)]
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pub enum Error {
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#[error("Rate has not yet been retrieved from Kraken websocket API")]
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NotYetRetrieved,
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#[error("Received close message from Kraken")]
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CloseMessage,
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#[error("Websocket: ")]
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WebSocket(String),
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#[error("Serde: ")]
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Serde(String),
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#[error("Data field is missing")]
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DataFieldMissing,
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#[error("Ask Rate Element is of unexpected type")]
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UnexpectedAskRateElementType,
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#[error("Ask Rate Element is missing")]
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MissingAskRateElementType,
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#[error("Bitcoin amount parse error: ")]
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BitcoinParseAmount(#[from] ParseAmountError),
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}
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impl From<tokio_tungstenite::tungstenite::Error> for Error {
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fn from(err: tokio_tungstenite::tungstenite::Error) -> Self {
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Error::WebSocket(format!("{:#}", err))
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}
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}
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impl From<serde_json::Error> for Error {
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fn from(err: serde_json::Error) -> Self {
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Error::Serde(format!("{:#}", err))
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}
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(transparent)]
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struct TickerUpdate(Vec<TickerField>);
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum TickerField {
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Data(TickerData),
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Metadata(Value),
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}
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#[derive(Debug, Serialize, Deserialize)]
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struct TickerData {
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#[serde(rename = "a")]
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ask: Vec<RateElement>,
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#[serde(rename = "b")]
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bid: Vec<RateElement>,
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}
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#[derive(Debug, Serialize, Deserialize)]
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#[serde(untagged)]
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enum RateElement {
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Text(String),
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Number(u64),
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}
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impl TryFrom<TickerUpdate> for Rate {
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type Error = Error;
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fn try_from(value: TickerUpdate) -> Result<Self, Error> {
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let data = value
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.0
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.iter()
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.find_map(|field| match field {
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TickerField::Data(data) => Some(data),
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TickerField::Metadata(_) => None,
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})
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.ok_or(Error::DataFieldMissing)?;
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let ask = data.ask.first().ok_or(Error::MissingAskRateElementType)?;
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let ask = match ask {
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RateElement::Text(ask) => {
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bitcoin::Amount::from_str_in(ask, ::bitcoin::Denomination::Bitcoin)?
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}
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_ => return Err(Error::UnexpectedAskRateElementType),
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};
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Ok(Self { ask })
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[tokio::test]
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async fn deserialize_ticker_update() {
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let sample_response = r#"[980,{"a":["0.00521900",4,"4.84775132"],"b":["0.00520600",70,"70.35668921"],"c":["0.00520700","0.00000186"],"v":["18530.40510860","18531.94887860"],"p":["0.00489493","0.00489490"],"t":[5017,5018],"l":["0.00448300","0.00448300"],"h":["0.00525000","0.00525000"],"o":["0.00450000","0.00451000"]},"ticker","XMR/XBT"]"#;
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let _ = serde_json::from_str::<TickerUpdate>(sample_response).unwrap();
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}
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}
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@ -22,6 +22,7 @@ pub mod cli;
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pub mod database;
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pub mod execution_params;
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pub mod fs;
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pub mod kraken;
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pub mod monero;
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pub mod network;
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pub mod protocol;
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