okx_swap_ws.rs 23 KB

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  1. use std::sync::Arc;
  2. use std::sync::atomic::AtomicBool;
  3. use std::time::Duration;
  4. use chrono::Utc;
  5. use futures_channel::mpsc::{UnboundedReceiver, UnboundedSender};
  6. use ring::hmac;
  7. use serde_json::{json, Value};
  8. use tokio::sync::Mutex;
  9. use tokio_tungstenite::tungstenite::{Error, Message};
  10. use tracing::{info, trace};
  11. use crate::response_base::ResponseData;
  12. use crate::socket_tool::{AbstractWsMode, HeartbeatType};
  13. use crate::utils::get_time_microsecond;
  14. //类型
  15. pub enum OkxSwapWsType {
  16. //订阅频道类型
  17. Public,
  18. Private,
  19. Business,
  20. }
  21. //订阅频道
  22. #[derive(Clone)]
  23. pub enum OkxSwapSubscribeType {
  24. PuIndexTickers,
  25. PuBooks5,
  26. Putrades,
  27. PuBooks50L2tbt,
  28. BuIndexCandle30m,
  29. PrBalanceAndPosition,
  30. PrAccount(String),
  31. PrOrders,
  32. PrPositions,
  33. }
  34. //账号信息
  35. #[derive(Clone)]
  36. #[allow(dead_code)]
  37. pub struct OkxSwapLogin {
  38. pub api_key: String,
  39. pub secret_key: String,
  40. pub passphrase: String,
  41. }
  42. #[derive(Clone)]
  43. pub struct OkxSwapWs {
  44. //类型
  45. label: String,
  46. //地址
  47. address_url: String,
  48. //账号信息
  49. login_param: Option<OkxSwapLogin>,
  50. //币对
  51. symbol_s: Vec<String>,
  52. //订阅
  53. subscribe_types: Vec<OkxSwapSubscribeType>,
  54. //心跳间隔
  55. heartbeat_time: u64,
  56. }
  57. impl OkxSwapWs {
  58. /*******************************************************************************************************/
  59. /*****************************************获取一个对象****************************************************/
  60. /*******************************************************************************************************/
  61. pub fn new(is_colo: bool, login_param: Option<OkxSwapLogin>, ws_type: OkxSwapWsType) -> OkxSwapWs {
  62. return OkxSwapWs::new_label("default-OkxSwapWs".to_string(), is_colo, login_param, ws_type);
  63. }
  64. pub fn new_label(label: String, is_colo: bool, login_param: Option<OkxSwapLogin>, ws_type: OkxSwapWsType) -> OkxSwapWs {
  65. /*******公共频道-私有频道数据组装*/
  66. let address_url = match ws_type {
  67. OkxSwapWsType::Public => {
  68. "wss://ws.okx.com:8443/ws/v5/public".to_string()
  69. }
  70. OkxSwapWsType::Private => {
  71. "wss://ws.okx.com:8443/ws/v5/private".to_string()
  72. }
  73. OkxSwapWsType::Business => {
  74. "wss://ws.okx.com:8443/ws/v5/business".to_string()
  75. }
  76. };
  77. if is_colo {
  78. info!("开启高速(未配置,走普通:{})通道",address_url);
  79. } else {
  80. info!("走普通通道:{}",address_url);
  81. }
  82. /*****返回结构体*******/
  83. OkxSwapWs {
  84. label,
  85. address_url,
  86. login_param,
  87. symbol_s: vec![],
  88. subscribe_types: vec![],
  89. heartbeat_time: 1000 * 5,
  90. }
  91. }
  92. /*******************************************************************************************************/
  93. /*****************************************订阅函数********************************************************/
  94. /*******************************************************************************************************/
  95. //手动添加订阅信息
  96. pub fn set_subscribe(&mut self, subscribe_types: Vec<OkxSwapSubscribeType>) {
  97. self.subscribe_types.extend(subscribe_types);
  98. }
  99. //手动添加币对
  100. pub fn set_symbols(&mut self, mut b_array: Vec<String>) {
  101. for symbol in b_array.iter_mut() {
  102. // 小写
  103. *symbol = symbol.to_uppercase();
  104. // 字符串替换
  105. *symbol = symbol.replace("_", "-");
  106. }
  107. self.symbol_s = b_array;
  108. }
  109. //频道是否需要登录
  110. fn contains_pr(&self) -> bool {
  111. for t in self.subscribe_types.clone() {
  112. if match t {
  113. OkxSwapSubscribeType::PuIndexTickers => false,
  114. OkxSwapSubscribeType::PuBooks5 => false,
  115. OkxSwapSubscribeType::Putrades => false,
  116. OkxSwapSubscribeType::PuBooks50L2tbt => false,
  117. OkxSwapSubscribeType::BuIndexCandle30m => false,
  118. OkxSwapSubscribeType::PrBalanceAndPosition => true,
  119. OkxSwapSubscribeType::PrAccount(_) => true,
  120. OkxSwapSubscribeType::PrOrders => true,
  121. OkxSwapSubscribeType::PrPositions => true,
  122. } {
  123. return true;
  124. }
  125. }
  126. false
  127. }
  128. /*******************************************************************************************************/
  129. /*****************************************工具函数********************************************************/
  130. /*******************************************************************************************************/
  131. //订阅枚举解析
  132. pub fn enum_to_string(symbol: String, subscribe_type: OkxSwapSubscribeType) -> Value {
  133. match subscribe_type {
  134. OkxSwapSubscribeType::PuIndexTickers => {
  135. json!({
  136. "channel":"index-tickers",
  137. "instId":symbol
  138. })
  139. }
  140. OkxSwapSubscribeType::PuBooks5 => {
  141. json!({
  142. "channel":"books5",
  143. "instId":symbol
  144. })
  145. }
  146. OkxSwapSubscribeType::Putrades => {
  147. json!({
  148. "channel":"trades",
  149. "instId":symbol
  150. })
  151. }
  152. OkxSwapSubscribeType::BuIndexCandle30m => {
  153. json!({
  154. "channel":"index-candle30m",
  155. "instId":symbol
  156. })
  157. }
  158. OkxSwapSubscribeType::PrAccount(ccy) => {
  159. json!({
  160. "channel":"account",
  161. "ccy":ccy
  162. })
  163. }
  164. OkxSwapSubscribeType::PuBooks50L2tbt => {
  165. json!({
  166. "channel":"books50-l2-tbt",
  167. "instId":symbol
  168. })
  169. }
  170. OkxSwapSubscribeType::PrBalanceAndPosition => {
  171. json!({
  172. "channel":"balance_and_position"
  173. })
  174. }
  175. OkxSwapSubscribeType::PrOrders => {
  176. json!({
  177. "channel":"orders",
  178. "instType":"SWAP",
  179. "instFamily":symbol
  180. })
  181. }
  182. OkxSwapSubscribeType::PrPositions => {
  183. json!({
  184. "channel":"positions",
  185. "instType":"SWAP",
  186. })
  187. }
  188. }
  189. }
  190. //订阅信息生成
  191. pub fn get_subscription(&self) -> String {
  192. let mut args = vec![];
  193. for symbol in &self.symbol_s {
  194. for subscribe_type in &self.subscribe_types {
  195. let ty_str = Self::enum_to_string(symbol.clone(), subscribe_type.clone());
  196. args.push(ty_str);
  197. }
  198. }
  199. let str = json!({
  200. "op": "subscribe",
  201. "args": args
  202. });
  203. // trace!("订阅信息:{}", str.to_string());
  204. str.to_string()
  205. }
  206. //登录组装
  207. fn log_in_to_str(login_param: Option<OkxSwapLogin>) -> String {
  208. let mut login_json_str = "".to_string();
  209. let mut access_key: String = "".to_string();
  210. let mut secret_key: String = "".to_string();
  211. let mut passphrase: String = "".to_string();
  212. if let Some(param) = login_param {
  213. access_key = param.api_key;
  214. secret_key = param.secret_key;
  215. passphrase = param.passphrase;
  216. }
  217. if access_key.len() > 0 || secret_key.len() > 0 || passphrase.len() > 0 {
  218. let timestamp = Utc::now().timestamp().to_string();
  219. // 时间戳 + 请求类型+ 请求参数字符串
  220. let message = format!("{}GET{}", timestamp, "/users/self/verify");
  221. let hmac_key = ring::hmac::Key::new(hmac::HMAC_SHA256, secret_key.as_bytes());
  222. let result = ring::hmac::sign(&hmac_key, &message.as_bytes());
  223. let sign = base64::encode(result);
  224. let login_json = json!({
  225. "op": "login",
  226. "args": [{
  227. "apiKey": access_key,
  228. "passphrase": passphrase,
  229. "timestamp": timestamp,
  230. "sign": sign }]
  231. });
  232. trace!("---login_json:{0}", login_json.to_string());
  233. trace!("--登陆:{}", login_json.to_string());
  234. login_json_str = login_json.to_string();
  235. }
  236. login_json_str
  237. }
  238. /*******************************************************************************************************/
  239. /*****************************************socket基本*****************************************************/
  240. /*******************************************************************************************************/
  241. //链接
  242. pub async fn ws_connect_async(&mut self,
  243. bool_v1: Arc<AtomicBool>,
  244. write_tx_am: &Arc<Mutex<UnboundedSender<Message>>>,
  245. write_rx: UnboundedReceiver<Message>,
  246. read_tx: UnboundedSender<ResponseData>) -> Result<(), Error>
  247. {
  248. let login_is = self.contains_pr();
  249. let subscription = self.get_subscription();
  250. let address_url = self.address_url.clone();
  251. let label = self.label.clone();
  252. let heartbeat_time = self.heartbeat_time.clone();
  253. //心跳-- 方法内部线程启动
  254. let write_tx_clone1 = Arc::clone(write_tx_am);
  255. tokio::spawn(async move {
  256. trace!("线程-异步心跳-开始");
  257. AbstractWsMode::ping_or_pong(write_tx_clone1, HeartbeatType::Ping, heartbeat_time).await;
  258. trace!("线程-异步心跳-结束");
  259. });
  260. //设置订阅
  261. let subscribe_array = vec![];
  262. if login_is {
  263. let write_tx_clone2 = Arc::clone(write_tx_am);
  264. let login_str = Self::log_in_to_str(self.login_param.clone());
  265. tokio::spawn(async move {
  266. //登录相关
  267. AbstractWsMode::send_subscribe(write_tx_clone2, Message::Text(login_str)).await;
  268. });
  269. }
  270. let write_tx_clone3 = Arc::clone(write_tx_am);
  271. tokio::spawn(async move {
  272. tokio::time::sleep(Duration::from_millis(3 * 1000)).await;
  273. //登录相关
  274. AbstractWsMode::send_subscribe(write_tx_clone3, Message::Text(subscription)).await;
  275. });
  276. //链接
  277. let t2 = tokio::spawn(async move {
  278. trace!("线程-异步链接-开始");
  279. AbstractWsMode::ws_connect_async(bool_v1, address_url.clone(),
  280. label.clone(), subscribe_array,
  281. write_rx, read_tx,
  282. Self::message_text,
  283. Self::message_ping,
  284. Self::message_pong,
  285. ).await.expect("OKX-期货");
  286. trace!("线程-异步链接-结束");
  287. });
  288. tokio::try_join!(t2).unwrap();
  289. trace!("线程-心跳与链接-结束");
  290. Ok(())
  291. }
  292. // async fn run(&mut self, bool_v1: Arc<AtomicBool>)
  293. // {
  294. // //订阅信息组装
  295. // let subscription = self.get_subscription();
  296. // loop {
  297. // trace!("要连接咯~~!!{}", self.address_url);
  298. //
  299. // let address_url = Url::parse(self.address_url.as_str()).unwrap();
  300. // //1. 判断是否需要代理,根据代理地址是否存来选择
  301. // if self.proxy.ip_address.len() > 0 {
  302. // let ip_array: Vec<&str> = self.proxy.ip_address.split(".").collect();
  303. // let proxy_address = SocketAddr::new(IpAddr::V4(Ipv4Addr::new(
  304. // ip_array[0].parse().unwrap(),
  305. // ip_array[1].parse().unwrap(),
  306. // ip_array[2].parse().unwrap(),
  307. // ip_array[3].parse().unwrap())
  308. // ), self.proxy.port.parse().unwrap());
  309. // let websocket_config = Some(WebSocketConfig {
  310. // max_send_queue: Some(16),
  311. // max_message_size: Some(16 * 1024 * 1024),
  312. // max_frame_size: Some(16 * 1024 * 1024),
  313. // accept_unmasked_frames: false,
  314. // });
  315. // let max_redirects = 5;
  316. // match connect_with_proxy(address_url.clone(),
  317. // proxy_address, websocket_config, max_redirects) {
  318. // Ok(ws) => {
  319. // let bool_v1_clone = Arc::clone(&bool_v1);
  320. // self.proxy_subscription(bool_v1_clone, ws.0, subscription.clone()).await;
  321. // }
  322. // Err(err) => {
  323. // trace!("Can't connect(无法连接): {}", err);
  324. // }
  325. // };
  326. // } else {
  327. // match connect(address_url.clone()) {
  328. // Ok(ws) => {
  329. // let bool_v1_clone = Arc::clone(&bool_v1);
  330. // self.subscription(bool_v1_clone, ws.0, subscription.clone()).await;
  331. // }
  332. // Err(err) => {
  333. // // 连接失败时执行的操作
  334. // trace!("Can't connect(无法连接): {}", err);
  335. // // 返回一个默认的 WebSocket 对象或其他适当的值
  336. // // 或者根据需要触发 panic 或返回错误信息
  337. // }
  338. // };
  339. // }
  340. // trace!("退出来咯");
  341. //
  342. // let bool_v1_clone = Arc::clone(&bool_v1);
  343. // let bool_v1_v = bool_v1_clone.load(Ordering::SeqCst);
  344. // if !bool_v1_v {
  345. // break;
  346. // }
  347. // }
  348. // }
  349. //
  350. // //代理
  351. // async fn proxy_subscription(&self, bool_v1: Arc<AtomicBool>, mut web_socket: WebSocket<ProxyAutoStream>,
  352. // subscription: String)
  353. // {
  354. // let lable = self.label.clone();
  355. // /*****登陆***/
  356. // let login_str = self.log_in_to_str();
  357. // if login_str != "" {
  358. // let _ = web_socket.write_message(Message::Text(login_str));
  359. // thread::sleep(Duration::from_secs(3));
  360. // }
  361. // /*****订阅***/
  362. // web_socket.write_message(Message::Text(subscription))
  363. // .unwrap();
  364. // /*****消息溜***/
  365. // let mut ping_timeout = chrono::Utc::now().timestamp_millis();
  366. // loop {
  367. // tokio::time::sleep(Duration::from_millis(1)).await;
  368. // let msg = web_socket.read_message();
  369. // match msg {
  370. // Ok(Message::Text(text)) => {
  371. // let get_time = chrono::Utc::now().timestamp_millis();
  372. // if (get_time - ping_timeout) >= (1000 * 30) {
  373. // trace!("30s 一次主动发送心跳包!");
  374. // let _ = web_socket.write_message(Message::Ping(Vec::from("ping")));
  375. // ping_timeout = get_time;
  376. // }
  377. //
  378. // let mut res_data = Self::ok_text(lable.to_string(), text);
  379. // res_data.time = get_time_microsecond();
  380. // if res_data.code == "-201" {
  381. // trace!("登陆成功!");
  382. // } else if res_data.code == "-200" {
  383. // trace!("订阅成功:{:?}", res_data.data);
  384. // } else {
  385. // self.sender.send(res_data).await.unwrap();
  386. // }
  387. // }
  388. // Ok(Message::Ping(s)) => {
  389. // trace!( "Ping-响应--{:?}", String::from_utf8(s.clone()));
  390. // let _ = web_socket.write_message(Message::Pong(Vec::from("pong")));
  391. // trace!( "回应-pong---{:?}", String::from_utf8(s.clone()));
  392. // }
  393. // Ok(Message::Pong(s)) => {
  394. // // trace!("Pong-响应--{:?}", String::from_utf8(s));
  395. // trace!( "Pong-响应--{:?}", String::from_utf8(s.clone()));
  396. // }
  397. // Ok(Message::Close(_)) => {
  398. // // trace!("socket 关闭: ");
  399. // trace!( "Close-响应");
  400. // }
  401. // Err(e) => {
  402. // // trace!("Error receiving message: {}", error);
  403. // trace!("Err-响应{}", e);
  404. // error!( "Err-响应{}", e);
  405. // break;
  406. // }
  407. // _ => {}
  408. // }
  409. //
  410. // let bool_v1_v = bool_v1.load(Ordering::SeqCst);
  411. // if !bool_v1_v {
  412. // break;
  413. // }
  414. // }
  415. // web_socket.close(None).unwrap();
  416. // }
  417. //
  418. // //非代理
  419. // async fn subscription(&self, bool_v1: Arc<AtomicBool>, mut web_socket: WebSocket<AutoStream>,
  420. // subscription: String)
  421. // {
  422. // let lable = self.label.clone();
  423. // /*****订阅***/
  424. // web_socket.write_message(Message::Text(subscription))
  425. // .unwrap();
  426. // /*****消息溜***/
  427. // let mut ping_timeout = chrono::Utc::now().timestamp_millis();
  428. // loop {
  429. // tokio::time::sleep(Duration::from_millis(1)).await;
  430. // let msg = web_socket.read_message();
  431. // match msg {
  432. // Ok(Message::Text(text)) => {
  433. // let get_time = chrono::Utc::now().timestamp_millis();
  434. // if (get_time - ping_timeout) >= (1000 * 30) {
  435. // trace!("30s 一次主动发送心跳包!");
  436. // let _ = web_socket.write_message(Message::Ping(Vec::from("ping")));
  437. // ping_timeout = get_time;
  438. // }
  439. //
  440. // let mut res_data = Self::ok_text(lable.to_string(), text);
  441. // res_data.time = get_time_microsecond();
  442. // if res_data.code == "-201" {
  443. // trace!("登陆成功!");
  444. // } else if res_data.code == "-200" {
  445. // trace!("订阅成功:{:?}", res_data.data);
  446. // } else {
  447. // self.sender.send(res_data).await.unwrap();
  448. // }
  449. // }
  450. // Ok(Message::Ping(s)) => {
  451. // trace!( "Ping-响应--{:?}", String::from_utf8(s.clone()));
  452. // let _ = web_socket.write_message(Message::Pong(Vec::from("pong")));
  453. // trace!( "回应-pong---{:?}", String::from_utf8(s.clone()));
  454. // }
  455. // Ok(Message::Pong(s)) => {
  456. // // trace!("Pong-响应--{:?}", String::from_utf8(s));
  457. // trace!( "Pong-响应--{:?}", String::from_utf8(s.clone()));
  458. // }
  459. // Ok(Message::Close(_)) => {
  460. // // trace!("socket 关闭: ");
  461. // trace!( "Close-响应");
  462. // }
  463. // Err(e) => {
  464. // // trace!("Error receiving message: {}", error);
  465. // trace!("Err-响应{}", e);
  466. // error!( "Err-响应{}", e);
  467. // break;
  468. // }
  469. // _ => {}
  470. // }
  471. //
  472. // let bool_v1_v = bool_v1.load(Ordering::SeqCst);
  473. // if !bool_v1_v {
  474. // break;
  475. // }
  476. // }
  477. // web_socket.close(None).unwrap();
  478. // }
  479. /*******************************************************************************************************/
  480. /*****************************************数据解析*****************************************************/
  481. /*******************************************************************************************************/
  482. //数据解析-Text
  483. pub fn message_text(text: String) -> Option<ResponseData> {
  484. let mut response_data = Self::ok_text(text);
  485. response_data.time = get_time_microsecond();
  486. match response_data.code.as_str() {
  487. "200" => Option::from(response_data),
  488. "-200" => {
  489. trace!("订阅成功:{:?}", response_data);
  490. None
  491. }
  492. "-201" => {
  493. trace!("登录成功:{:?}", response_data);
  494. None
  495. }
  496. _ => None
  497. }
  498. }
  499. //数据解析-ping
  500. pub fn message_ping(_pi: Vec<u8>) -> Option<ResponseData> {
  501. trace!("服务器响应-ping");
  502. return None;
  503. }
  504. //数据解析-pong
  505. pub fn message_pong(_po: Vec<u8>) -> Option<ResponseData> {
  506. trace!("服务器响应-pong");
  507. return None;
  508. }
  509. //数据解析
  510. pub fn ok_text(text: String) -> ResponseData
  511. {
  512. // trace!("元数据:{}",text);
  513. let mut res_data = ResponseData::new("".to_string(), "200".to_string(), "success".to_string(), "".to_string());
  514. let json_value: serde_json::Value = serde_json::from_str(&text).unwrap();
  515. if json_value.get("event").is_some() {//订阅返回
  516. if json_value["event"].as_str() == Option::from("login") &&
  517. json_value["code"].as_str() == Option::from("0") {
  518. res_data.code = "-201".to_string();
  519. res_data.message = format!("登陆成功!");
  520. } else if json_value["event"].as_str() == Option::from("error") {
  521. res_data.code = json_value["code"].to_string();
  522. res_data.message = format!("订阅失败:{}", json_value["msg"].to_string());
  523. } else if json_value["event"].as_str() == Option::from("subscribe") {
  524. res_data.code = "-200".to_string();
  525. res_data.data = text;
  526. res_data.message = format!("订阅成功!");
  527. } else {
  528. res_data.data = text;
  529. }
  530. } else {
  531. if json_value.get("arg").is_some() && json_value.get("data").is_some() {
  532. res_data.channel = format!("{}", json_value["arg"]["channel"].as_str().unwrap());
  533. res_data.data = json_value["data"].to_string();
  534. // res_data.reach_time = json_value["data"][0]["ts"].as_str().unwrap().parse().unwrap()
  535. } else {
  536. res_data.data = text;
  537. res_data.channel = "未知频道".to_string();
  538. }
  539. }
  540. res_data
  541. }
  542. }