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info_client.rs
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279 lines (238 loc) · 9.48 KB
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use crate::{
info::{
CandlesSnapshotResponse, FundingHistoryResponse, L2SnapshotResponse, OpenOrdersResponse,
RecentTradesResponse, UserFillsResponse, UserStateResponse,
},
meta::{Meta, SpotMeta},
prelude::*,
req::HttpClient,
ws::{Subscription, WsManager},
BaseUrl, Error, Message, PerpetualsAssetContextsResponse,
};
use ethers::types::H160;
use reqwest::Client;
use serde::{Deserialize, Serialize};
use std::collections::HashMap;
use tokio::sync::mpsc::UnboundedSender;
#[derive(Deserialize, Serialize, Debug, Clone)]
#[serde(rename_all = "camelCase")]
pub struct CandleSnapshotRequest {
coin: String,
interval: String,
start_time: u64,
end_time: u64,
}
#[derive(Deserialize, Serialize, Debug, Clone)]
#[serde(tag = "type")]
#[serde(rename_all = "camelCase")]
pub enum InfoRequest {
#[serde(rename = "metaAndAssetCtxs")]
PerpetualsMetaAndAssetCtxs,
#[serde(rename = "clearinghouseState")]
UserState {
user: H160,
},
#[serde(rename = "batchClearinghouseStates")]
UserStates {
users: Vec<H160>,
},
OpenOrders {
user: H160,
},
Meta,
SpotMeta,
AllMids,
UserFills {
user: H160,
},
#[serde(rename_all = "camelCase")]
FundingHistory {
coin: String,
start_time: u64,
end_time: Option<u64>,
},
L2Book {
coin: String,
},
RecentTrades {
coin: String,
},
#[serde(rename_all = "camelCase")]
CandleSnapshot {
req: CandleSnapshotRequest,
},
}
pub struct InfoClient {
pub http_client: HttpClient,
pub(crate) ws_manager: Option<WsManager>,
}
impl InfoClient {
pub async fn new(client: Option<Client>, base_url: Option<BaseUrl>) -> Result<InfoClient> {
let client = client.unwrap_or_default();
let base_url = base_url.unwrap_or(BaseUrl::Mainnet).get_url();
Ok(InfoClient {
http_client: HttpClient { client, base_url },
ws_manager: None,
})
}
pub async fn subscribe(
&mut self,
subscription: Subscription,
sender_channel: UnboundedSender<Message>,
) -> Result<u32> {
if self.ws_manager.is_none() {
let ws_manager =
WsManager::new(format!("ws{}/ws", &self.http_client.base_url[4..])).await?;
self.ws_manager = Some(ws_manager);
}
let identifier =
serde_json::to_string(&subscription).map_err(|e| Error::JsonParse(e.to_string()))?;
self.ws_manager
.as_mut()
.ok_or(Error::WsManagerNotFound)?
.add_subscription(identifier, sender_channel)
.await
}
pub async fn unsubscribe(&mut self, subscription_id: u32) -> Result<()> {
if self.ws_manager.is_none() {
let ws_manager =
WsManager::new(format!("ws{}/ws", &self.http_client.base_url[4..])).await?;
self.ws_manager = Some(ws_manager);
}
self.ws_manager
.as_mut()
.ok_or(Error::WsManagerNotFound)?
.remove_subscription(subscription_id)
.await
}
/// Retrieve perpetuals asset contexts (includes mark price, current funding, open interest, etc).
pub async fn perpetuals_meta_and_asset_ctxs(&self) -> Result<PerpetualsAssetContextsResponse> {
let input = InfoRequest::PerpetualsMetaAndAssetCtxs;
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn open_orders(&self, address: H160) -> Result<Vec<OpenOrdersResponse>> {
let input = InfoRequest::OpenOrders { user: address };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn user_state(&self, address: H160) -> Result<UserStateResponse> {
let input = InfoRequest::UserState { user: address };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn user_states(&self, addresses: Vec<H160>) -> Result<Vec<UserStateResponse>> {
let input = InfoRequest::UserStates { users: addresses };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn meta(&self) -> Result<Meta> {
let input = InfoRequest::Meta;
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn spot_meta(&self) -> Result<SpotMeta> {
let input = InfoRequest::SpotMeta;
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn all_mids(&self) -> Result<HashMap<String, String>> {
let input = InfoRequest::AllMids;
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn user_fills(&self, address: H160) -> Result<Vec<UserFillsResponse>> {
let input = InfoRequest::UserFills { user: address };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn funding_history(
&self,
coin: String,
start_time: u64,
end_time: Option<u64>,
) -> Result<Vec<FundingHistoryResponse>> {
let input = InfoRequest::FundingHistory {
coin,
start_time,
end_time,
};
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn recent_trades(&self, coin: String) -> Result<Vec<RecentTradesResponse>> {
let input = InfoRequest::RecentTrades { coin };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn l2_snapshot(&self, coin: String) -> Result<L2SnapshotResponse> {
let input = InfoRequest::L2Book { coin };
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
pub async fn candles_snapshot(
&self,
coin: String,
interval: String,
start_time: u64,
end_time: u64,
) -> Result<Vec<CandlesSnapshotResponse>> {
let input = InfoRequest::CandleSnapshot {
req: CandleSnapshotRequest {
coin,
interval,
start_time,
end_time,
},
};
let data = serde_json::to_string(&input).map_err(|e| Error::JsonParse(e.to_string()))?;
let return_data = self.http_client.post("/info", data).await?;
serde_json::from_str(&return_data).map_err(|e| Error::JsonParse(e.to_string()))
}
}
#[cfg(test)]
mod tests {
use std::time::{SystemTime, UNIX_EPOCH};
use super::*;
#[tokio::test]
async fn test_perpetuals_meta_and_asset_ctxs() {
let info_client = InfoClient::new(None, None).await.unwrap();
let result = info_client.perpetuals_meta_and_asset_ctxs().await.unwrap();
dbg!(result.into_universe_and_asset_contexts());
}
#[tokio::test]
async fn test_all_mids() {
let info_client = InfoClient::new(None, None).await.unwrap();
let result = info_client.all_mids().await;
dbg!(result);
}
#[tokio::test]
async fn test_l2_snapshot() {
let info_client = InfoClient::new(None, None).await.unwrap();
let result = info_client.l2_snapshot("ETH".to_string()).await;
dbg!(result);
}
#[tokio::test]
async fn test_candles_snapshot() {
let info_client = InfoClient::new(None, None).await.unwrap();
let now = SystemTime::now()
.duration_since(UNIX_EPOCH)
.unwrap()
.as_secs();
let result = info_client
.candles_snapshot("ETH".to_string(), "1m".to_string(), now, now)
.await;
dbg!(result);
}
}