Merge #287
287: Properly deal with messages on kraken websocket connection r=da-kami a=thomaseizinger Co-authored-by: Thomas Eizinger <thomas@eizinger.io>pull/289/head
commit
b7709e1200
@ -1,13 +1,7 @@
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mod amounts;
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pub mod command;
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pub mod config;
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pub mod fixed_rate;
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pub mod kraken;
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mod fixed_rate;
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mod rate;
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pub use amounts::Rate;
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pub trait LatestRate {
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type Error: std::error::Error + Send + Sync + 'static;
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fn latest_rate(&mut self) -> Result<Rate, Self::Error>;
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}
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pub use self::fixed_rate::FixedRate;
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pub use self::rate::Rate;
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@ -1,23 +1,20 @@
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use crate::asb::{LatestRate, Rate};
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use std::convert::Infallible;
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use crate::asb::Rate;
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pub const RATE: f64 = 0.01;
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#[derive(Clone, Debug)]
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pub struct FixedRate(Rate);
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#[derive(Clone)]
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pub struct RateService(Rate);
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impl FixedRate {
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pub const RATE: f64 = 0.01;
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impl LatestRate for RateService {
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type Error = Infallible;
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fn latest_rate(&mut self) -> Result<Rate, Infallible> {
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Ok(self.0)
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pub fn value(&self) -> Rate {
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self.0
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}
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}
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impl Default for RateService {
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impl Default for FixedRate {
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fn default() -> Self {
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Self(Rate {
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ask: bitcoin::Amount::from_btc(RATE).expect("Static value should never fail"),
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ask: bitcoin::Amount::from_btc(Self::RATE).expect("Static value should never fail"),
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})
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}
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}
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@ -1,203 +0,0 @@
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use crate::asb::{LatestRate, 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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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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#[derive(Clone)]
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pub struct RateService {
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receiver: Receiver<Result<Rate, Error>>,
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}
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impl LatestRate for RateService {
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type Error = 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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})
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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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use anyhow::{Context, Result};
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#[tokio::main]
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async fn main() -> Result<()> {
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tracing::subscriber::set_global_default(
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tracing_subscriber::fmt().with_env_filter("trace").finish(),
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)?;
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let mut ticker = swap::kraken::connect()
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.await
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.context("Failed to connect to kraken")?;
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loop {
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match ticker.wait_for_update().await? {
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Ok(rate) => println!("Rate update: {}", rate),
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Err(e) => println!("Error: {:#}", e),
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}
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}
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}
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@ -0,0 +1,237 @@
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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;
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use tracing::{error, trace};
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pub async fn connect() -> Result<RateUpdateStream> {
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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(tungstenite::Message::Text(msg)) => msg,
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Ok(tungstenite::Message::Close(close_frame)) => {
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if let Some(tungstenite::protocol::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::ConnectionClosed));
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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!(%e, "Error when reading from Kraken rate stream");
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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 update = match serde_json::from_str::<Event>(&msg) {
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Ok(Event::SystemStatus) => {
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tracing::debug!("Connected to Kraken websocket API");
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continue;
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}
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Ok(Event::SubscriptionStatus) => {
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tracing::debug!("Subscribed to updates for ticker");
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continue;
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}
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Ok(Event::Heartbeat) => {
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tracing::trace!("Received heartbeat message");
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continue;
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}
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// if the message is not an event, it is a ticker update or an unknown event
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Err(_) => match serde_json::from_str::<TickerUpdate>(&msg) {
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Ok(ticker) => ticker,
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Err(e) => {
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tracing::warn!(%e, "Failed to deserialize message '{}' as ticker update", msg);
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let _ = rate_update.send(Err(Error::UnknownMessage { msg }));
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continue;
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}
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},
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};
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let rate = match Rate::try_from(update) {
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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(RateUpdateStream {
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inner: rate_update_receiver,
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})
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}
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#[derive(Clone, Debug)]
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pub struct RateUpdateStream {
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inner: watch::Receiver<Result<Rate, Error>>,
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}
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impl RateUpdateStream {
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pub async fn wait_for_update(&mut self) -> Result<Result<Rate, Error>> {
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self.inner.changed().await?;
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Ok(self.inner.borrow().clone())
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}
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pub fn latest_update(&mut self) -> Result<Rate, Error> {
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self.inner.borrow().clone()
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}
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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("The Kraken server closed the websocket connection")]
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ConnectionClosed,
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#[error("Websocket: {0}")]
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WebSocket(String),
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#[error("Received unknown message from Kraken: {msg}")]
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UnknownMessage { msg: 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<tungstenite::Error> for Error {
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fn from(err: tungstenite::Error) -> Self {
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Error::WebSocket(format!("{:#}", err))
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}
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}
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#[derive(Debug, Serialize, Deserialize, PartialEq)]
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#[serde(tag = "event")]
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enum Event {
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#[serde(rename = "systemStatus")]
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SystemStatus,
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#[serde(rename = "heartbeat")]
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Heartbeat,
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#[serde(rename = "subscriptionStatus")]
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SubscriptionStatus,
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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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|
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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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|
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impl TryFrom<TickerUpdate> for Rate {
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type Error = Error;
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|
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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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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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|
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#[test]
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fn can_deserialize_system_status_event() {
|
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let event = r#"{"connectionID":14859574189081089471,"event":"systemStatus","status":"online","version":"1.8.1"}"#;
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|
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let event = serde_json::from_str::<Event>(event).unwrap();
|
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assert_eq!(event, Event::SystemStatus)
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}
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#[test]
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||||
fn can_deserialize_subscription_status_event() {
|
||||
let event = r#"{"channelID":980,"channelName":"ticker","event":"subscriptionStatus","pair":"XMR/XBT","status":"subscribed","subscription":{"name":"ticker"}}"#;
|
||||
|
||||
let event = serde_json::from_str::<Event>(event).unwrap();
|
||||
|
||||
assert_eq!(event, Event::SubscriptionStatus)
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn deserialize_ticker_update() {
|
||||
let message = r#"[980,{"a":["0.00440700",7,"7.35318535"],"b":["0.00440200",7,"7.57416678"],"c":["0.00440700","0.22579000"],"v":["273.75489000","4049.91233351"],"p":["0.00446205","0.00441699"],"t":[123,1310],"l":["0.00439400","0.00429900"],"h":["0.00450000","0.00450000"],"o":["0.00449100","0.00433700"]},"ticker","XMR/XBT"]"#;
|
||||
|
||||
let _ = serde_json::from_str::<TickerUpdate>(message).unwrap();
|
||||
}
|
||||
}
|
Loading…
Reference in New Issue