feat: recv_window handling

Author: valeratrades

README.md

@@ -2,7 +2,7 @@
 ![Minimum Supported Rust Version](https://img.shields.io/badge/nightly-1.85+-ab6000.svg)
 [<img alt="crates.io" src="https://img.shields.io/crates/v/v_exchanges.svg?color=fc8d62&logo=rust" height="20" style=flat-square>](https://crates.io/crates/v_exchanges)
 [<img alt="docs.rs" src="https://img.shields.io/badge/docs.rs-66c2a5?style=for-the-badge&labelColor=555555&logo=docs.rs&style=flat-square" height="20">](https://docs.rs/v_exchanges)
-![Lines Of Code](https://img.shields.io/badge/LoC-4631-lightblue)
+![Lines Of Code](https://img.shields.io/badge/LoC-4655-lightblue)
 <br>
 [<img alt="ci errors" src="https://img.shields.io/github/actions/workflow/status/valeratrades/v_exchanges/errors.yml?branch=master&style=for-the-badge&style=flat-square&label=errors&labelColor=420d09" height="20">](https://github.com/valeratrades/v_exchanges/actions?query=branch%3Amaster) <!--NB: Won't find it if repo is private-->
 [<img alt="ci warnings" src="https://img.shields.io/github/actions/workflow/status/valeratrades/v_exchanges/warnings.yml?branch=master&style=for-the-badge&style=flat-square&label=warnings&labelColor=d16002" height="20">](https://github.com/valeratrades/v_exchanges/actions?query=branch%3Amaster) <!--NB: Won't find it if repo is private-->

examples/binance/market_futures.rs

@@ -21,6 +21,7 @@ async fn main() {
 
 	if let (Ok(key), Ok(secret)) = (env::var("BINANCE_TIGER_READ_KEY"), env::var("BINANCE_TIGER_READ_SECRET")) {
 		c.auth(key, secret.into());
+		c.set_recv_window(10000);
 		let balance_usdt = c.asset_balance("USDT".into(), m).await.unwrap();
 		dbg!(&balance_usdt);
 		let balances = c.balances(m).await.unwrap();

examples/data.rs

@@ -1,4 +1,4 @@
-use v_exchanges::{binance::Binance, bitmex::Bitmex};
+use v_exchanges::{adapters::binance::BinanceOption, binance::Binance, bitmex::Bitmex};
 
 /// things in here are not on [Exchange](v_exchanges::core::Exchange) trait, so can't use generics, must specify exact exchange client methods are referenced from.
 #[tokio::main]

v_exchanges/src/binance/mod.rs

@@ -32,6 +32,10 @@ impl Exchange for Binance {
 		self.update_default_option(BinanceOption::Secret(secret));
 	}
 
+	fn set_recv_window(&mut self, recv_window: u16) {
+		self.update_default_option(BinanceOption::RecvWindow(recv_window));
+	}
+
 	async fn exchange_info(&self, am: AbsMarket) -> Result<ExchangeInfo> {
 		match am {
 			AbsMarket::Binance(m) => match m {

v_exchanges/src/bybit/mod.rs

@@ -38,6 +38,10 @@ impl Exchange for Bybit {
 		self.update_default_option(BybitOption::Secret(secret));
 	}
 
+	fn set_recv_window(&mut self, recv_window: u16) {
+		self.update_default_option(BybitOption::RecvWindow(recv_window));
+	}
+
 	async fn exchange_info(&self, am: AbsMarket) -> Result<ExchangeInfo> {
 		match am {
 			AbsMarket::Bybit(_) => todo!(),

v_exchanges/src/core.rs

@@ -12,13 +12,19 @@ use v_utils::{
 
 #[async_trait::async_trait]
 pub trait Exchange: std::fmt::Debug + Send {
+	// dev {{{
 	/// will always be `Some` when created from `AbsMarket`. When creating client manually could lead to weird errors from this method being used elsewhere, like displaying a `AbsMarket` object.
 	fn source_market(&self) -> AbsMarket;
 	fn exchange_name(&self) -> &'static str {
 		self.source_market().exchange_name()
 	}
+	//,}}}
 
+	// Config {{{
 	fn auth(&mut self, key: String, secret: SecretString);
+	/// Set number of **milliseconds** the request is valid for. Recv Window of over a minute does not make sense, thus it's expressed as u16.
+	fn set_recv_window(&mut self, recv_window: u16);
+	//,}}}
 
 	async fn exchange_info(&self, m: AbsMarket) -> Result<ExchangeInfo>;
 

v_exchanges/src/mexc/mod.rs

@@ -38,6 +38,10 @@ impl Exchange for Mexc {
 		self.update_default_option(MexcOption::Secret(secret));
 	}
 
+	fn set_recv_window(&mut self, recv_window: u16) {
+		self.update_default_option(MexcOption::RecvWindow(recv_window));
+	}
+
 	async fn exchange_info(&self, am: AbsMarket) -> Result<ExchangeInfo> {
 		match am {
 			AbsMarket::Mexc(_) => todo!(),

v_exchanges_adapters/src/exchanges/binance.rs

@@ -26,6 +26,8 @@ pub enum BinanceOption {
 	Key(String),
 	/// Api secret
 	Secret(SecretString),
+	/// Number of milliseconds the request is valid for. Only applicable for signed requests.
+	RecvWindow(u16),
 	/// Base url for HTTP requests
 	HttpUrl(BinanceHttpUrl),
 	/// Authentication type for HTTP requests
@@ -49,6 +51,8 @@ pub struct BinanceOptions {
 	/// see [BinanceOption::Secret]
 	#[debug("[REDACTED]")]
 	pub secret: Option<SecretString>,
+	// see [BinanceOption::RecvWindow]
+	pub recv_window: Option<u16>,
 	/// see [BinanceOption::HttpUrl]
 	pub http_url: BinanceHttpUrl,
 	/// see [BinanceOption::HttpAuth]
@@ -62,7 +66,7 @@ pub struct BinanceOptions {
 }
 
 /// A `enum` that represents the base url of the Binance REST API.
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 #[non_exhaustive]
 pub enum BinanceHttpUrl {
 	/// `https://api.binance.com`
@@ -88,11 +92,12 @@ pub enum BinanceHttpUrl {
 	/// `https://eapi.binance.com`
 	EuropeanOptions,
 	/// The url will not be modified by [BinanceRequestHandler]
+	#[default]
 	None,
 }
 
 /// A `enum` that represents the base url of the Binance WebSocket API
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 #[non_exhaustive]
 pub enum BinanceWebSocketUrl {
 	/// `wss://stream.binance.com:9443`
@@ -120,13 +125,15 @@ pub enum BinanceWebSocketUrl {
 	/// `wss://nbstream.binance.com`
 	EuropeanOptions,
 	/// The url will not be modified by [BinanceRequestHandler]
+	#[default]
 	None,
 }
 
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 pub enum BinanceAuth {
 	Sign,
 	Key,
+	#[default]
 	None,
 }
 
@@ -173,7 +180,6 @@ where
 		config
 	}
 
-	//XXX: could print creds
 	#[tracing::instrument(skip_all, fields(?builder))]
 	fn build_request(&self, mut builder: RequestBuilder, request_body: &Option<B>, _: u8) -> Result<Request, Self::BuildError> {
 		if let Some(body) = request_body {
@@ -191,6 +197,9 @@ where
 				let timestamp = time.as_millis();
 
 				builder = builder.query(&[("timestamp", timestamp)]);
+				if let Some(recv_window) = self.options.recv_window {
+					builder = builder.query(&[("recvWindow", recv_window)]);
+				}
 
 				let secret = self.options.secret.as_ref().map(|s| s.expose_secret()).ok_or("API secret not set")?;
 				let mut hmac = Hmac::<Sha256>::new_from_slice(secret.as_bytes()).unwrap(); // hmac accepts key of any length
@@ -323,6 +332,7 @@ impl HandlerOptions for BinanceOptions {
 		match option {
 			BinanceOption::Default => (),
 			BinanceOption::Key(v) => self.key = Some(v),
+			BinanceOption::RecvWindow(v) => self.recv_window = Some(v),
 			BinanceOption::Secret(v) => self.secret = Some(v),
 			BinanceOption::HttpUrl(v) => self.http_url = v,
 			BinanceOption::HttpAuth(v) => self.http_auth = v,
@@ -345,10 +355,11 @@ impl Default for BinanceOptions {
 		Self {
 			key: None,
 			secret: None,
-			http_url: BinanceHttpUrl::None,
-			http_auth: BinanceAuth::None,
+			recv_window: None,
+			http_url: BinanceHttpUrl::default(),
+			http_auth: BinanceAuth::default(),
 			request_config: RequestConfig::default(),
-			websocket_url: BinanceWebSocketUrl::None,
+			websocket_url: BinanceWebSocketUrl::default(),
 			websocket_config,
 		}
 	}

v_exchanges_adapters/src/exchanges/bybit.rs

@@ -32,7 +32,7 @@ pub enum BybitOption {
 	/// Type of authentication used for HTTP requests.
 	HttpAuth(BybitHttpAuth),
 	/// receive window parameter used for requests
-	RecvWindow(i32),
+	RecvWindow(u16),
 	/// [RequestConfig] used when sending requests.
 	/// `url_prefix` will be overridden by [HttpUrl](Self::HttpUrl) unless `HttpUrl` is [BybitHttpUrl::None].
 	RequestConfig(RequestConfig),
@@ -61,7 +61,7 @@ pub struct BybitOptions {
 	/// see [BybitOption::HttpAuth]
 	pub http_auth: BybitHttpAuth,
 	/// see [BybitOption::RecvWindow]
-	pub recv_window: Option<i32>,
+	pub recv_window: Option<u16>,
 	/// see [BybitOption::RequestConfig]
 	pub request_config: RequestConfig,
 	/// see [BybitOption::WebSocketUrl]
@@ -75,9 +75,10 @@ pub struct BybitOptions {
 }
 
 /// A `enum` that represents the base url of the Bybit REST API.
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 pub enum BybitHttpUrl {
 	/// `https://api.bybit.com`
+	#[default]
 	Bybit,
 	/// `https://api.bytick.com`
 	Bytick,
@@ -88,9 +89,10 @@ pub enum BybitHttpUrl {
 }
 
 /// A `enum` that represents the base url of the Bybit WebSocket API.
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 pub enum BybitWebSocketUrl {
 	/// `wss://stream.bybit.com`
+	#[default]
 	Bybit,
 	/// `wss://stream.bytick.com`
 	Bytick,
@@ -101,7 +103,7 @@ pub enum BybitWebSocketUrl {
 }
 
 /// Represents the auth type.
-#[derive(Debug, Eq, PartialEq, Copy, Clone)]
+#[derive(Debug, Eq, PartialEq, Copy, Clone, Default)]
 pub enum BybitHttpAuth {
 	/// [Spot V1](https://bybit-exchange.github.io/docs-legacy/spot/v1/#t-introduction)
 	SpotV1,
@@ -115,6 +117,7 @@ pub enum BybitHttpAuth {
 	/// [V3](https://bybit-exchange.github.io/docs/v3/intro) and [V5](https://bybit-exchange.github.io/docs/v5/intro)
 	V3AndAbove,
 	/// No authentication (for public APIs)
+	#[default]
 	None,
 }
 
@@ -215,7 +218,7 @@ where
 		timestamp: u128,
 		mut hmac: Hmac<Sha256>,
 		spot: bool,
-		window: Option<i32>,
+		window: Option<u16>,
 	) -> Result<Request, <BybitRequestHandler<'a, R> as RequestHandler<B>>::BuildError>
 	where
 		B: Serialize, {
@@ -315,7 +318,7 @@ where
 		timestamp: u128,
 		mut hmac: Hmac<Sha256>,
 		version_header: bool,
-		window: Option<i32>,
+		window: Option<u16>,
 	) -> Result<Request, <BybitRequestHandler<'a, R> as RequestHandler<B>>::BuildError>
 	where
 		B: Serialize, {
@@ -470,6 +473,26 @@ impl BybitWebSocketUrl {
 	}
 }
 
+impl Default for BybitOptions {
+	fn default() -> Self {
+		let mut websocket_config = WebSocketConfig::new();
+		websocket_config.ignore_duplicate_during_reconnection = true;
+
+		Self {
+			websocket_config,
+			key: None,
+			secret: None,
+			http_url: BybitHttpUrl::default(),
+			http_auth: BybitHttpAuth::default(),
+			recv_window: None,
+			request_config: Default::default(),
+			websocket_url: BybitWebSocketUrl::default(),
+			websocket_auth: false,
+			websocket_topics: Vec::new(),
+		}
+	}
+}
+
 impl HandlerOptions for BybitOptions {
 	type OptionItem = BybitOption;
 
@@ -494,25 +517,6 @@ impl HandlerOptions for BybitOptions {
 	}
 }
 
-impl Default for BybitOptions {
-	fn default() -> Self {
-		let mut websocket_config = WebSocketConfig::new();
-		websocket_config.ignore_duplicate_during_reconnection = true;
-		Self {
-			key: None,
-			secret: None,
-			http_url: BybitHttpUrl::Bybit,
-			http_auth: BybitHttpAuth::None,
-			recv_window: None,
-			request_config: RequestConfig::default(),
-			websocket_url: BybitWebSocketUrl::Bybit,
-			websocket_auth: false,
-			websocket_topics: vec![],
-			websocket_config,
-		}
-	}
-}
-
 impl<'a, R, B> HttpOption<'a, R, B> for BybitOption
 where
 	R: DeserializeOwned + 'a,