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- use std::{
- cmp::Ordering,
- fmt::Display,
- ops::{Deref, DerefMut},
- };
- use derive_more::derive::From;
- use itertools::Itertools as _;
- use serde::{de::Error, Deserialize, Serialize};
- use utoipa::ToSchema;
- use crate::{
- payload::AggregatedPriceFeedData,
- time::{DurationUs, FixedRate, TimestampUs},
- ChannelId, Price, PriceFeedId, PriceFeedProperty, Rate,
- };
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct LatestPriceRequestRepr {
- // Either price feed ids or symbols must be specified.
- #[schema(example = json!([1]))]
- pub price_feed_ids: Option<Vec<PriceFeedId>>,
- #[schema(example = schema_default_symbols)]
- pub symbols: Option<Vec<String>>,
- pub properties: Vec<PriceFeedProperty>,
- // "chains" was renamed to "formats". "chains" is still supported for compatibility.
- #[serde(alias = "chains")]
- pub formats: Vec<Format>,
- #[serde(default)]
- pub json_binary_encoding: JsonBinaryEncoding,
- /// If `true`, the stream update will contain a JSON object containing
- /// all data of the update.
- #[serde(default = "default_parsed")]
- pub parsed: bool,
- pub channel: Channel,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct LatestPriceRequest(LatestPriceRequestRepr);
- impl<'de> Deserialize<'de> for LatestPriceRequest {
- fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
- where
- D: serde::Deserializer<'de>,
- {
- let value = LatestPriceRequestRepr::deserialize(deserializer)?;
- Self::new(value).map_err(Error::custom)
- }
- }
- impl LatestPriceRequest {
- pub fn new(value: LatestPriceRequestRepr) -> Result<Self, &'static str> {
- validate_price_feed_ids_or_symbols(&value.price_feed_ids, &value.symbols)?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.price_feed_ids,
- "no price feed ids specified",
- "duplicate price feed ids specified",
- )?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.symbols,
- "no symbols specified",
- "duplicate symbols specified",
- )?;
- validate_formats(&value.formats)?;
- validate_properties(&value.properties)?;
- Ok(Self(value))
- }
- }
- impl Deref for LatestPriceRequest {
- type Target = LatestPriceRequestRepr;
- fn deref(&self) -> &Self::Target {
- &self.0
- }
- }
- impl DerefMut for LatestPriceRequest {
- fn deref_mut(&mut self) -> &mut Self::Target {
- &mut self.0
- }
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct PriceRequestRepr {
- pub timestamp: TimestampUs,
- // Either price feed ids or symbols must be specified.
- pub price_feed_ids: Option<Vec<PriceFeedId>>,
- #[schema(default)]
- pub symbols: Option<Vec<String>>,
- pub properties: Vec<PriceFeedProperty>,
- pub formats: Vec<Format>,
- #[serde(default)]
- pub json_binary_encoding: JsonBinaryEncoding,
- /// If `true`, the stream update will contain a JSON object containing
- /// all data of the update.
- #[serde(default = "default_parsed")]
- pub parsed: bool,
- pub channel: Channel,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct PriceRequest(PriceRequestRepr);
- impl<'de> Deserialize<'de> for PriceRequest {
- fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
- where
- D: serde::Deserializer<'de>,
- {
- let value = PriceRequestRepr::deserialize(deserializer)?;
- Self::new(value).map_err(Error::custom)
- }
- }
- impl PriceRequest {
- pub fn new(value: PriceRequestRepr) -> Result<Self, &'static str> {
- validate_price_feed_ids_or_symbols(&value.price_feed_ids, &value.symbols)?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.price_feed_ids,
- "no price feed ids specified",
- "duplicate price feed ids specified",
- )?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.symbols,
- "no symbols specified",
- "duplicate symbols specified",
- )?;
- validate_formats(&value.formats)?;
- validate_properties(&value.properties)?;
- Ok(Self(value))
- }
- }
- impl Deref for PriceRequest {
- type Target = PriceRequestRepr;
- fn deref(&self) -> &Self::Target {
- &self.0
- }
- }
- impl DerefMut for PriceRequest {
- fn deref_mut(&mut self) -> &mut Self::Target {
- &mut self.0
- }
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct ReducePriceRequest {
- pub payload: JsonUpdate,
- pub price_feed_ids: Vec<PriceFeedId>,
- }
- pub type LatestPriceResponse = JsonUpdate;
- pub type ReducePriceResponse = JsonUpdate;
- pub type PriceResponse = JsonUpdate;
- pub fn default_parsed() -> bool {
- true
- }
- pub fn schema_default_symbols() -> Option<Vec<String>> {
- None
- }
- pub fn schema_default_price_feed_ids() -> Option<Vec<PriceFeedId>> {
- Some(vec![PriceFeedId(1)])
- }
- #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Default, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub enum DeliveryFormat {
- /// Deliver stream updates as JSON text messages.
- #[default]
- Json,
- /// Deliver stream updates as binary messages.
- Binary,
- }
- #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub enum Format {
- Evm,
- Solana,
- LeEcdsa,
- LeUnsigned,
- }
- #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Default, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub enum JsonBinaryEncoding {
- #[default]
- Base64,
- Hex,
- }
- #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, From, ToSchema)]
- #[schema(example = "fixed_rate@200ms")]
- pub enum Channel {
- FixedRate(FixedRate),
- #[schema(rename = "real_time")]
- RealTime,
- }
- impl PartialOrd for Channel {
- fn partial_cmp(&self, other: &Self) -> Option<Ordering> {
- let rate_left = match self {
- Channel::FixedRate(rate) => rate.duration().as_micros(),
- Channel::RealTime => FixedRate::MIN.duration().as_micros(),
- };
- let rate_right = match other {
- Channel::FixedRate(rate) => rate.duration().as_micros(),
- Channel::RealTime => FixedRate::MIN.duration().as_micros(),
- };
- Some(rate_left.cmp(&rate_right))
- }
- }
- impl Serialize for Channel {
- fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
- where
- S: serde::Serializer,
- {
- match self {
- Channel::FixedRate(fixed_rate) => serializer.serialize_str(&format!(
- "fixed_rate@{}ms",
- fixed_rate.duration().as_millis()
- )),
- Channel::RealTime => serializer.serialize_str("real_time"),
- }
- }
- }
- impl Display for Channel {
- fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
- match self {
- Channel::FixedRate(fixed_rate) => {
- write!(f, "fixed_rate@{}ms", fixed_rate.duration().as_millis())
- }
- Channel::RealTime => write!(f, "real_time"),
- }
- }
- }
- impl Channel {
- pub fn id(&self) -> ChannelId {
- match self {
- Channel::FixedRate(fixed_rate) => match fixed_rate.duration().as_millis() {
- 50 => ChannelId::FIXED_RATE_50,
- 200 => ChannelId::FIXED_RATE_200,
- 1000 => ChannelId::FIXED_RATE_1000,
- _ => panic!("unknown channel: {self:?}"),
- },
- Channel::RealTime => ChannelId::REAL_TIME,
- }
- }
- }
- #[test]
- fn id_supports_all_fixed_rates() {
- for rate in FixedRate::ALL {
- Channel::FixedRate(rate).id();
- }
- }
- fn parse_channel(value: &str) -> Option<Channel> {
- if value == "real_time" {
- Some(Channel::RealTime)
- } else if let Some(rest) = value.strip_prefix("fixed_rate@") {
- let ms_value = rest.strip_suffix("ms")?;
- Some(Channel::FixedRate(FixedRate::from_millis(
- ms_value.parse().ok()?,
- )?))
- } else {
- None
- }
- }
- impl<'de> Deserialize<'de> for Channel {
- fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
- where
- D: serde::Deserializer<'de>,
- {
- let value = <String>::deserialize(deserializer)?;
- parse_channel(&value).ok_or_else(|| Error::custom("unknown channel"))
- }
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscriptionParamsRepr {
- // Either price feed ids or symbols must be specified.
- pub price_feed_ids: Option<Vec<PriceFeedId>>,
- #[schema(default)]
- pub symbols: Option<Vec<String>>,
- pub properties: Vec<PriceFeedProperty>,
- // "chains" was renamed to "formats". "chains" is still supported for compatibility.
- #[serde(alias = "chains")]
- pub formats: Vec<Format>,
- #[serde(default)]
- pub delivery_format: DeliveryFormat,
- #[serde(default)]
- pub json_binary_encoding: JsonBinaryEncoding,
- /// If `true`, the stream update will contain a `parsed` JSON field containing
- /// all data of the update.
- #[serde(default = "default_parsed")]
- pub parsed: bool,
- pub channel: Channel,
- // "ignoreInvalidFeedIds" was renamed to "ignoreInvalidFeeds". "ignoreInvalidFeedIds" is still supported for compatibility.
- #[serde(default, alias = "ignoreInvalidFeedIds")]
- pub ignore_invalid_feeds: bool,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscriptionParams(SubscriptionParamsRepr);
- impl<'de> Deserialize<'de> for SubscriptionParams {
- fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
- where
- D: serde::Deserializer<'de>,
- {
- let value = SubscriptionParamsRepr::deserialize(deserializer)?;
- Self::new(value).map_err(Error::custom)
- }
- }
- impl SubscriptionParams {
- pub fn new(value: SubscriptionParamsRepr) -> Result<Self, &'static str> {
- validate_price_feed_ids_or_symbols(&value.price_feed_ids, &value.symbols)?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.price_feed_ids,
- "no price feed ids specified",
- "duplicate price feed ids specified",
- )?;
- validate_optional_nonempty_vec_has_unique_elements(
- &value.symbols,
- "no symbols specified",
- "duplicate symbols specified",
- )?;
- validate_formats(&value.formats)?;
- validate_properties(&value.properties)?;
- Ok(Self(value))
- }
- }
- impl Deref for SubscriptionParams {
- type Target = SubscriptionParamsRepr;
- fn deref(&self) -> &Self::Target {
- &self.0
- }
- }
- impl DerefMut for SubscriptionParams {
- fn deref_mut(&mut self) -> &mut Self::Target {
- &mut self.0
- }
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct JsonBinaryData {
- pub encoding: JsonBinaryEncoding,
- pub data: String,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct JsonUpdate {
- /// Present unless `parsed = false` is specified in subscription params.
- #[serde(skip_serializing_if = "Option::is_none")]
- pub parsed: Option<ParsedPayload>,
- /// Only present if `Evm` is present in `formats` in subscription params.
- #[serde(skip_serializing_if = "Option::is_none")]
- pub evm: Option<JsonBinaryData>,
- /// Only present if `Solana` is present in `formats` in subscription params.
- #[serde(skip_serializing_if = "Option::is_none")]
- pub solana: Option<JsonBinaryData>,
- /// Only present if `LeEcdsa` is present in `formats` in subscription params.
- #[serde(skip_serializing_if = "Option::is_none")]
- pub le_ecdsa: Option<JsonBinaryData>,
- /// Only present if `LeUnsigned` is present in `formats` in subscription params.
- #[serde(skip_serializing_if = "Option::is_none")]
- pub le_unsigned: Option<JsonBinaryData>,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct ParsedPayload {
- #[serde(with = "crate::serde_str::timestamp")]
- pub timestamp_us: TimestampUs,
- pub price_feeds: Vec<ParsedFeedPayload>,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct ParsedFeedPayload {
- pub price_feed_id: PriceFeedId,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(with = "crate::serde_str::option_price")]
- #[serde(default)]
- pub price: Option<Price>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(with = "crate::serde_str::option_price")]
- #[serde(default)]
- pub best_bid_price: Option<Price>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(with = "crate::serde_str::option_price")]
- #[serde(default)]
- pub best_ask_price: Option<Price>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub publisher_count: Option<u16>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub exponent: Option<i16>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub confidence: Option<Price>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub funding_rate: Option<Rate>,
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub funding_timestamp: Option<TimestampUs>,
- // More fields may be added later.
- #[serde(skip_serializing_if = "Option::is_none")]
- #[serde(default)]
- pub funding_rate_interval: Option<DurationUs>,
- }
- impl ParsedFeedPayload {
- pub fn new(
- price_feed_id: PriceFeedId,
- data: &AggregatedPriceFeedData,
- properties: &[PriceFeedProperty],
- ) -> Self {
- let mut output = Self {
- price_feed_id,
- price: None,
- best_bid_price: None,
- best_ask_price: None,
- publisher_count: None,
- exponent: None,
- confidence: None,
- funding_rate: None,
- funding_timestamp: None,
- funding_rate_interval: None,
- };
- for &property in properties {
- match property {
- PriceFeedProperty::Price => {
- output.price = data.price;
- }
- PriceFeedProperty::BestBidPrice => {
- output.best_bid_price = data.best_bid_price;
- }
- PriceFeedProperty::BestAskPrice => {
- output.best_ask_price = data.best_ask_price;
- }
- PriceFeedProperty::PublisherCount => {
- output.publisher_count = Some(data.publisher_count);
- }
- PriceFeedProperty::Exponent => {
- output.exponent = Some(data.exponent);
- }
- PriceFeedProperty::Confidence => {
- output.confidence = data.confidence;
- }
- PriceFeedProperty::FundingRate => {
- output.funding_rate = data.funding_rate;
- }
- PriceFeedProperty::FundingTimestamp => {
- output.funding_timestamp = data.funding_timestamp;
- }
- PriceFeedProperty::FundingRateInterval => {
- output.funding_rate_interval = data.funding_rate_interval;
- }
- }
- }
- output
- }
- pub fn new_full(
- price_feed_id: PriceFeedId,
- exponent: Option<i16>,
- data: &AggregatedPriceFeedData,
- ) -> Self {
- Self {
- price_feed_id,
- price: data.price,
- best_bid_price: data.best_bid_price,
- best_ask_price: data.best_ask_price,
- publisher_count: Some(data.publisher_count),
- exponent,
- confidence: data.confidence,
- funding_rate: data.funding_rate,
- funding_timestamp: data.funding_timestamp,
- funding_rate_interval: data.funding_rate_interval,
- }
- }
- }
- /// A request sent from the client to the server.
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(tag = "type")]
- #[serde(rename_all = "camelCase")]
- pub enum WsRequest {
- Subscribe(SubscribeRequest),
- Unsubscribe(UnsubscribeRequest),
- }
- #[derive(
- Debug, Clone, Copy, PartialEq, Eq, Hash, PartialOrd, Ord, Serialize, Deserialize, ToSchema,
- )]
- pub struct SubscriptionId(pub u64);
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscribeRequest {
- pub subscription_id: SubscriptionId,
- #[serde(flatten)]
- pub params: SubscriptionParams,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct UnsubscribeRequest {
- pub subscription_id: SubscriptionId,
- }
- /// A JSON response sent from the server to the client.
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, From, ToSchema)]
- #[serde(tag = "type")]
- #[serde(rename_all = "camelCase")]
- pub enum WsResponse {
- Error(ErrorResponse),
- Subscribed(SubscribedResponse),
- SubscribedWithInvalidFeedIdsIgnored(SubscribedWithInvalidFeedIdsIgnoredResponse),
- Unsubscribed(UnsubscribedResponse),
- SubscriptionError(SubscriptionErrorResponse),
- StreamUpdated(StreamUpdatedResponse),
- }
- /// Sent from the server after a successul subscription.
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscribedResponse {
- pub subscription_id: SubscriptionId,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct InvalidFeedSubscriptionDetails {
- pub unknown_ids: Vec<PriceFeedId>,
- pub unknown_symbols: Vec<String>,
- pub unsupported_channels: Vec<PriceFeedId>,
- pub unstable: Vec<PriceFeedId>,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscribedWithInvalidFeedIdsIgnoredResponse {
- pub subscription_id: SubscriptionId,
- pub subscribed_feed_ids: Vec<PriceFeedId>,
- pub ignored_invalid_feed_ids: InvalidFeedSubscriptionDetails,
- }
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct UnsubscribedResponse {
- pub subscription_id: SubscriptionId,
- }
- /// Sent from the server if the requested subscription or unsubscription request
- /// could not be fulfilled.
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct SubscriptionErrorResponse {
- pub subscription_id: SubscriptionId,
- pub error: String,
- }
- /// Sent from the server if an internal error occured while serving data for an existing subscription,
- /// or a client request sent a bad request.
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct ErrorResponse {
- pub error: String,
- }
- /// Sent from the server when new data is available for an existing subscription
- /// (only if `delivery_format == Json`).
- #[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize, ToSchema)]
- #[serde(rename_all = "camelCase")]
- pub struct StreamUpdatedResponse {
- pub subscription_id: SubscriptionId,
- #[serde(flatten)]
- pub payload: JsonUpdate,
- }
- // Common validation functions
- fn validate_price_feed_ids_or_symbols(
- price_feed_ids: &Option<Vec<PriceFeedId>>,
- symbols: &Option<Vec<String>>,
- ) -> Result<(), &'static str> {
- if price_feed_ids.is_none() && symbols.is_none() {
- return Err("either price feed ids or symbols must be specified");
- }
- if price_feed_ids.is_some() && symbols.is_some() {
- return Err("either price feed ids or symbols must be specified, not both");
- }
- Ok(())
- }
- fn validate_optional_nonempty_vec_has_unique_elements<T>(
- vec: &Option<Vec<T>>,
- empty_msg: &'static str,
- duplicate_msg: &'static str,
- ) -> Result<(), &'static str>
- where
- T: Eq + std::hash::Hash,
- {
- if let Some(ref items) = vec {
- if items.is_empty() {
- return Err(empty_msg);
- }
- if !items.iter().all_unique() {
- return Err(duplicate_msg);
- }
- }
- Ok(())
- }
- fn validate_properties(properties: &[PriceFeedProperty]) -> Result<(), &'static str> {
- if properties.is_empty() {
- return Err("no properties specified");
- }
- if !properties.iter().all_unique() {
- return Err("duplicate properties specified");
- }
- Ok(())
- }
- fn validate_formats(formats: &[Format]) -> Result<(), &'static str> {
- if !formats.iter().all_unique() {
- return Err("duplicate formats or chains specified");
- }
- Ok(())
- }
|