Huobi support & major refactoring

.gitignore

@@ -17,7 +17,7 @@ Cargo.lock
 #
 #already existing elements were commented out
 
-/target
+target
 #Cargo.lock
 .DS_store
 .env

Cargo.toml

@@ -41,9 +41,13 @@ tungstenite = "0.12"
 sha2 = "0.9.1"
 url = "2.1.1"
 derive_more = "0.99"
-nash-protocol = { version = "=0.1.24", default-features = false, features = ["rustcrypto"] }
+#nash-protocol = { version = "=0.1.24", default-features = false, features = ["rustcrypto"] }
+nash-protocol = { path = "../nash-rust/nash-protocol", default-features = false, features = ["rustcrypto"]}
 nash-native-client = { version = "=0.1.18", default-features = false, features = ["rustcrypto"] }
 pyo3 = { version = "0.12.3", optional = true }
+huobi = { path = "crates/huobi" }
+exchange = { path = "crates/exchange" }
+anyhow = "1.0.38"
 
 #nash-protocol = { path = "../nash-rust/nash-protocol", default-features = false, features = ["rustcrypto"]}
 #nash-native-client = { path = "../nash-rust/nash-native-client", default-features = false, features = ["rustcrypto"]}

crates/cross-async/Cargo.toml

@@ -0,0 +1,10 @@
+[package]
+name = "cross-async"
+version = "0.1.0"
+authors = ["Danilo Guanabara <[email protected]>"]
+edition = "2018"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[dependencies]
+tokio = "1.1.1"

crates/cross-async/src/lib.rs

@@ -0,0 +1,10 @@
+use std::future::Future;
+use tokio::task::JoinHandle;
+
+pub fn spawn<T>(task: T) -> JoinHandle<T::Output>
+where
+    T: Future + Send + 'static,
+    T::Output: Send + 'static,
+{
+    tokio::spawn(task)
+}

crates/exchange/Cargo.toml

@@ -0,0 +1,21 @@
+[package]
+name = "exchange"
+version = "0.1.0"
+authors = ["Danilo Guanabara <[email protected]>"]
+edition = "2018"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[dependencies]
+async-trait = "0.1"
+futures = "0.3.12"
+chrono = "0.4.19"
+rust_decimal = "1.10.2"
+serde = { version = "1.0.123", features = ["derive"] }
+serde_json = "1.0.62"
+thiserror = "1.0.23"
+messaging = { path = "../messaging" }
+derive_more = "0.99.11"
+url = "2.2.0"
+serde_urlencoded = "0.7.0"
+anyhow = "1.0.38"

crates/exchange/src/errors.rs

@@ -0,0 +1,62 @@
+use serde::{Deserialize, Serialize};
+use std::fmt;
+use thiserror::Error;
+
+#[derive(Serialize, Deserialize, Debug, Error)]
+pub struct MissingImplementationContent {
+    pub message: String,
+}
+
+impl fmt::Display for MissingImplementationContent {
+    fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
+        write!(f, "error message: {}", self.message)
+    }
+}
+
+#[derive(Error, Debug)]
+pub enum Error {
+    #[error("")]
+    NoMarketPair,
+    #[error("")]
+    MissingImplementation(#[from] MissingImplementationContent),
+    #[error("")]
+    AssetNotFound(),
+    #[error("")]
+    NoApiKeySet(),
+    #[error("")]
+    InternalServerError(),
+    #[error("")]
+    ServiceUnavailable(),
+    #[error("")]
+    Unauthorized(),
+    #[error("")]
+    SymbolNotFound(),
+    #[error("")]
+    SocketError(),
+    #[error("")]
+    WebSocketMessageNotSupported(),
+    #[error("")]
+    GetTimestampFailed(),
+    #[error(transparent)]
+    InvalidPayloadSignature(#[from] serde_urlencoded::ser::Error),
+    #[error(transparent)]
+    IoError(#[from] std::io::Error),
+    #[error("")]
+    PoisonError(),
+    #[error(transparent)]
+    JsonError(#[from] serde_json::Error),
+    #[error(transparent)]
+    ParseFloatError(#[from] std::num::ParseFloatError),
+    #[error(transparent)]
+    UrlParserError(#[from] url::ParseError),
+    #[error(transparent)]
+    TimestampError(#[from] std::time::SystemTimeError),
+    #[error("")]
+    UnkownResponse(String),
+    #[error("")]
+    NotParsableResponse(String),
+    #[error("")]
+    MissingParameter(String),
+    #[error("")]
+    InvalidParameter(String),
+}

crates/exchange/src/exchange.rs

@@ -0,0 +1,15 @@
+use messaging::Subscriber;
+use async_trait::async_trait;
+
+#[async_trait]
+pub trait Exchange: Subscriber {
+    type InitializationParameters;
+
+    fn endpoint_url(environment: Environment) -> &'static str;
+    async fn new(parameters: Self::InitializationParameters) -> Result<Self, Self::Error> where Self: Sized;
+}
+
+pub enum Environment {
+    Production,
+    Sandbox
+}

crates/exchange/src/lib.rs

@@ -0,0 +1,11 @@
+mod exchange;
+pub use crate::exchange::*;
+pub mod market;
+pub mod message;
+pub mod errors;
+pub mod prelude;
+
+pub mod model;
+
+pub type Error = String;
+pub type Result<T> = std::result::Result<T, Error>;

crates/exchange/src/market/mod.rs

@@ -0,0 +1,6 @@
+pub mod symbol;
+
+use symbol::Symbol;
+
+#[derive(Debug, Clone)]
+pub struct MarketPair(pub Symbol, pub Symbol);

crates/exchange/src/market/symbol.rs

@@ -0,0 +1,7 @@
+#[derive(Debug, Clone)]
+pub enum Symbol {
+    ETH,
+    BTC,
+    NEO,
+    USDC
+}

crates/exchange/src/message/mod.rs

@@ -0,0 +1,2 @@
+pub mod request;
+pub mod subscription;

crates/exchange/src/message/request.rs

@@ -0,0 +1,11 @@
+use crate::message::subscription::{Subscription, SubscriptionResponse};
+
+#[derive(Debug)]
+pub enum Request {
+    Subscription(Subscription)
+}
+
+#[derive(Debug)]
+pub enum Response {
+    Subscription(SubscriptionResponse)
+}

crates/exchange/src/message/subscription.rs

@@ -0,0 +1,14 @@
+use crate::market::MarketPair;
+
+#[derive(Debug, Clone)]
+pub enum Subscription {
+    Tick(MarketPair)
+}
+
+#[derive(Debug, Clone)]
+pub struct SubscriptionResponse {}
+
+#[derive(Debug, Clone)]
+pub enum Publication {
+    Tick
+}