rusty_feeder/provider/
subscription.rs

1use smallvec::SmallVec;
2use smartstring::alias::String;
3use std::fmt::Debug;
4use uuid;
5
6/// Subscription type for WebSocket feeds
7#[derive(Debug, Clone, Copy, PartialEq, Eq)]
8pub enum SubscriptionType {
9    /// Real-time trade data
10    Trade,
11
12    /// Order book / market depth data
13    OrderBook,
14
15    /// Ticker / price data
16    Ticker,
17
18    /// Kline / candlestick data
19    Kline,
20
21    /// User data (private feeds)
22    UserData,
23
24    /// Price index data (for futures/derivatives)
25    PriceIndex,
26
27    /// Liquidation event data (for futures/derivatives)
28    LiquidationEvent,
29}
30
31/// Cache-line aligned standardized subscription options
32/// Designed to work consistently across different exchange implementations
33#[derive(Debug, Clone)]
34#[repr(align(64))] // Cache-line alignment for better CPU cache efficiency
35pub struct SubscriptionOptions {
36    /// Unique identifier for the subscription
37    pub id: String,
38
39    /// List of symbols to subscribe to
40    pub symbols: SmallVec<[String; 8]>,
41
42    /// Type of subscription
43    pub subscription_type: SubscriptionType,
44
45    /// Optional request ID for tracking responses
46    pub request_id: Option<u64>,
47
48    /// Depth level for order book subscriptions
49    pub depth: Option<u32>,
50
51    /// Update speed in milliseconds (e.g., 100ms, 1000ms)
52    pub update_speed_ms: Option<u64>,
53
54    /// Whether to only send snapshot data (no real-time updates)
55    pub snapshot_only: bool,
56
57    /// Whether to only send real-time data (no initial snapshot)
58    pub realtime_only: bool,
59
60    /// Optional format specifier (e.g., "DEFAULT", "SIMPLE")
61    pub format: Option<String>,
62
63    /// Optional API key for authenticated streams
64    pub api_key: Option<String>,
65
66    /// Whether this is a test subscription
67    pub test: bool,
68
69    /// Interval for kline subscriptions (e.g., "1m", "1h", "1d")
70    pub interval: Option<String>,
71
72    /// Whether to use combined streams (for multiple symbols)
73    pub use_combined_streams: bool,
74}
75
76impl Default for SubscriptionOptions {
77    fn default() -> Self {
78        Self {
79            id: String::from(uuid::Uuid::new_v4().to_string()),
80            symbols: SmallVec::new(),
81            subscription_type: SubscriptionType::Trade,
82            request_id: None,
83            depth: None,
84            update_speed_ms: None,
85            snapshot_only: false,
86            realtime_only: false,
87            format: None,
88            api_key: None,
89            test: false,
90            interval: None,
91            use_combined_streams: true,
92        }
93    }
94}
95
96/// Generic trait for converting standardized subscription options to exchange-specific formats
97///
98/// This trait defines the interface that all exchange-specific subscription converters
99/// must implement to convert from the standardized SubscriptionOptions structure to
100/// the exchange's native format.
101pub trait SubscriptionConverter<T: Debug> {
102    /// Convert standardized SubscriptionOptions to exchange-specific format
103    ///
104    /// This method must be implemented by each exchange to convert the common
105    /// subscription options into a format that can be sent directly to the exchange's
106    /// WebSocket API.
107    ///
108    /// # Arguments
109    /// * `options` - The standardized subscription options
110    ///
111    /// # Returns
112    /// An exchange-specific subscription message/request of type T
113    fn convert(options: &SubscriptionOptions) -> T;
114
115    /// Create a trade subscription message for the specified symbols
116    ///
117    /// # Arguments
118    /// * `ticket` - A unique identifier for the subscription (correlation ID)
119    /// * `symbols` - List of symbols to subscribe to
120    /// * `is_snapshot_only` - Optional flag to only receive snapshot data
121    /// * `is_realtime_only` - Optional flag to only receive real-time updates
122    /// * `additional_params` - Optional additional parameters for the exchange
123    ///
124    /// # Returns
125    /// An exchange-specific subscription message/request
126    fn create_trade_subscription(
127        ticket: &str,
128        symbols: SmallVec<[String; 8]>,
129        is_snapshot_only: Option<bool>,
130        is_realtime_only: Option<bool>,
131        additional_params: Option<&[(&str, &str)]>,
132    ) -> T;
133
134    /// Create an orderbook subscription message for the specified symbols
135    ///
136    /// # Arguments
137    /// * `ticket` - A unique identifier for the subscription (correlation ID)
138    /// * `symbols` - List of symbols to subscribe to
139    /// * `depth` - Optional depth level
140    /// * `update_speed` - Optional update speed in milliseconds
141    /// * `is_snapshot_only` - Optional flag to only receive snapshot data
142    /// * `is_realtime_only` - Optional flag to only receive real-time updates
143    /// * `additional_params` - Optional additional parameters for the exchange
144    ///
145    /// # Returns
146    /// An exchange-specific subscription message/request
147    fn create_orderbook_subscription(
148        ticket: &str,
149        symbols: SmallVec<[String; 8]>,
150        depth: Option<u32>,
151        update_speed: Option<u64>,
152        is_snapshot_only: Option<bool>,
153        is_realtime_only: Option<bool>,
154        additional_params: Option<&[(&str, &str)]>,
155    ) -> T;
156
157    /// Create a ticker subscription message for the specified symbols
158    ///
159    /// # Arguments
160    /// * `ticket` - A unique identifier for the subscription (correlation ID)
161    /// * `symbols` - List of symbols to subscribe to
162    /// * `is_snapshot_only` - Optional flag to only receive snapshot data
163    /// * `is_realtime_only` - Optional flag to only receive real-time updates
164    /// * `additional_params` - Optional additional parameters for the exchange
165    ///
166    /// # Returns
167    /// An exchange-specific subscription message/request
168    fn create_ticker_subscription(
169        ticket: &str,
170        symbols: SmallVec<[String; 8]>,
171        is_snapshot_only: Option<bool>,
172        is_realtime_only: Option<bool>,
173        additional_params: Option<&[(&str, &str)]>,
174    ) -> T;
175
176    /// Create a kline/candlestick subscription message for the specified symbols
177    ///
178    /// # Arguments
179    /// * `ticket` - A unique identifier for the subscription (correlation ID)
180    /// * `symbols` - List of symbols to subscribe to
181    /// * `interval` - Time interval (e.g., "1m", "1h", "1d")
182    /// * `is_snapshot_only` - Optional flag to only receive snapshot data
183    /// * `is_realtime_only` - Optional flag to only receive real-time updates
184    /// * `additional_params` - Optional additional parameters for the exchange
185    ///
186    /// # Returns
187    /// An exchange-specific subscription message/request
188    fn create_kline_subscription(
189        ticket: &str,
190        symbols: SmallVec<[String; 8]>,
191        interval: &str,
192        is_snapshot_only: Option<bool>,
193        is_realtime_only: Option<bool>,
194        additional_params: Option<&[(&str, &str)]>,
195    ) -> T;
196}
rusty_feeder/provider/subscription.rs

rusty_feeder/provider/
subscription.rs
