market_param

examples/binance/market_futures.rs

@@ -1,21 +1,25 @@
 use std::env;
 
-use v_exchanges::{binance::Binance, core::Exchange};
+use v_exchanges::{
+	binance::{self},
+	core::{Exchange, MarketTrait as _},
+};
 
 #[tokio::main]
 async fn main() {
 	color_eyre::install().unwrap();
 	v_utils::utils::init_subscriber(v_utils::utils::LogDestination::xdg("v_exchanges"));
 
-	let mut bn = Binance::default();
+	let m = binance::Market::Futures;
+	let mut bn = m.client();
 
-	let klines = bn.futures_klines(("BTC", "USDT").into(), "1m".into(), 2.into()).await.unwrap();
-	let price = bn.futures_price(("BTC", "USDT").into()).await.unwrap();
+	let klines = bn.klines(("BTC", "USDT").into(), "1m".into(), 2.into(), m).await.unwrap();
+	let price = bn.price(("BTC", "USDT").into(), m).await.unwrap();
 	dbg!(&klines, price);
 
 	if let (Ok(key), Ok(secret)) = (env::var("BINANCE_TIGER_READ_KEY"), env::var("BINANCE_TIGER_READ_SECRET")) {
 		bn.auth(key, secret);
-		let balance = bn.futures_asset_balance("USDT".into()).await.unwrap();
+		let balance = bn.asset_balance("USDT".into(), m).await.unwrap();
 		dbg!(&balance);
 	} else {
 		eprintln!("BINANCE_TIGER_READ_KEY or BINANCE_TIGER_READ_SECRET is missing, skipping private API methods.");

examples/binance/market_spot.rs

@@ -1,14 +1,19 @@
-use v_exchanges::{binance::Binance, core::Exchange};
+use v_exchanges::{
+	binance::{self},
+	core::{Exchange, MarketTrait as _},
+};
 
 #[tokio::main]
 async fn main() {
 	color_eyre::install().unwrap();
 	v_utils::utils::init_subscriber(v_utils::utils::LogDestination::xdg("v_exchanges"));
-	let bn = Binance::default();
 
-	let spot_klines = bn.spot_klines(("BTC", "USDT").into(), "1m".into(), 2.into()).await.unwrap();
+	let m = binance::Market::Spot;
+	let bn = m.client();
+
+	let spot_klines = bn.klines(("BTC", "USDT").into(), "1m".into(), 2.into(), m).await.unwrap();
 	dbg!(&spot_klines);
 
-	let spot_prices = bn.spot_prices(None).await.unwrap();
+	let spot_prices = bn.prices(None, m).await.unwrap();
 	dbg!(&spot_prices[..5]);
 }

examples/bybit/market.rs

@@ -1,13 +1,15 @@
 use std::env;
 
-use v_exchanges::{bybit::Bybit, core::Exchange};
+use v_exchanges::{bybit::{self, Bybit}, core::{Exchange, MarketTrait as _}};
 
 #[tokio::main]
 async fn main() {
 	color_eyre::install().unwrap();
 	v_utils::utils::init_subscriber(v_utils::utils::LogDestination::xdg("v_exchanges"));
 
-	let mut bb = Bybit::default();
+	//let m: Market = "Bybit/Linear".into(); // would be nice to be able to do it like this
+	let m =  bybit::Market::Linear;
+	let mut bb = m.client();	
 
 	//let ticker: serde_json::Value =
 	//bb.get("/v5/market/tickers", &[("category", "spot"), ("symbol", "BTCUSDT")], [BybitOption::Default])
@@ -17,22 +19,22 @@ async fn main() {
 
 	//let klines = bb.futures_klines(("BTC", "USDT").into(), "1m".into(), 2.into()).await.unwrap();
 	//dbg!(&klines);
-	let price = bb.futures_price(("BTC", "USDT").into()).await.unwrap();
+	let price = bb.price(("BTC", "USDT").into(), m).await.unwrap();
 	dbg!(&price);
 
 	if let (Ok(key), Ok(secret)) = (env::var("BYBIT_TIGER_READ_KEY"), env::var("BYBIT_TIGER_READ_SECRET")) {
 		bb.auth(key, secret);
-		private(&mut bb).await;
+		private(&mut bb, m).await;
 	} else {
 		eprintln!("BYBIT_TIGER_READ_KEY or BYBIT_TIGER_READ_SECRET is missing, skipping private API methods.");
 	}
 }
 
-async fn private(bb: &mut Bybit) {
+async fn private(bb: &mut Bybit, m: bybit::Market) {
 	//let key_permissions: serde_json::Value = bb.get_no_query("/v5/user/query-api", [BybitOption::HttpAuth(BybitHttpAuth::V3AndAbove)])
 	//	.await
 	//	.unwrap();
 
-	let balances = bb.futures_balances().await.unwrap();
+	let balances = bb.balances(m).await.unwrap();
 	dbg!(&balances);
 }

v_exchanges/src/binance/mod.rs

@@ -15,37 +15,44 @@ pub struct Binance(pub Client);
 
 //? currently client ends up importing this from crate::binance, but could it be possible to lift the [Client] reexport up, and still have the ability to call all exchange methods right on it?
 impl Exchange for Binance {
+	type M = Market;
+
 	fn auth<S: Into<String>>(&mut self, key: S, secret: S) {
 		self.update_default_option(BinanceOption::Key(key.into()));
 		self.update_default_option(BinanceOption::Secret(secret.into()));
 	}
 
-	async fn spot_klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange) -> Result<Klines> {
-		market::klines(&self.0, pair, tf, range, Market::Spot).await
-	}
-
-	async fn spot_prices(&self, pairs: Option<Vec<Pair>>) -> Result<Vec<(Pair, f64)>> {
-		spot::market::prices(&self.0, pairs).await
+	async fn klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange, m: Self::M) -> Result<Klines> {
+		market::klines(&self.0, pair, tf, range, m).await
 	}
 
-	async fn spot_price(&self, pair: Pair) -> Result<f64> {
-		spot::market::price(&self.0, pair).await
+	async fn prices(&self, pairs: Option<Vec<Pair>>, m: Self::M) -> Result<Vec<(Pair, f64)>> {
+		match m {
+			Market::Spot => spot::market::prices(&self.0, pairs).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn futures_klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange) -> Result<Klines> {
-		market::klines(&self.0, pair, tf, range, Market::Futures).await
+	async fn price(&self, pair: Pair, m: Self::M) -> Result<f64> {
+		match m {
+			Market::Spot => spot::market::price(&self.0, pair).await,
+			Market::Futures => futures::market::price(&self.0, pair).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn futures_price(&self, pair: Pair) -> Result<f64> {
-		futures::market::price(&self.0, pair).await
+	async fn asset_balance(&self, asset: Asset, m: Self::M) -> Result<AssetBalance> {
+		match m {
+			Market::Futures => futures::account::asset_balance(self, asset).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn futures_asset_balance(&self, asset: Asset) -> Result<AssetBalance> {
-		futures::account::asset_balance(&self.0, asset).await
-	}
-
-	async fn futures_balances(&self) -> Result<Vec<AssetBalance>> {
-		futures::account::balances(&self.0).await
+	async fn balances(&self, m: Self::M) -> Result<Vec<AssetBalance>> {
+		match m {
+			Market::Futures => futures::account::balances(&self.0).await,
+			_ => unimplemented!(),
+		}
 	}
 }
 
@@ -56,3 +63,9 @@ pub enum Market {
 	Spot,
 	Margin,
 }
+impl crate::core::MarketTrait for Market {
+	type Client = Binance;
+	fn client(&self) -> Binance {
+		Binance::default()
+	}
+}

v_exchanges/src/bybit/mod.rs

@@ -15,40 +15,44 @@ pub struct Bybit(pub Client);
 
 //? currently client ends up importing this from crate::binance, but could it be possible to lift the [Client] reexport up, and still have the ability to call all exchange methods right on it?
 impl Exchange for Bybit {
+	type M = Market;
+
 	fn auth<S: Into<String>>(&mut self, key: S, secret: S) {
 		self.update_default_option(BybitOption::Key(key.into()));
 		self.update_default_option(BybitOption::Secret(secret.into()));
 	}
 
-	async fn spot_klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange) -> Result<Klines> {
-		todo!();
+	async fn klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange, m: Self::M) -> Result<Klines> {
+		match m {
+			Market::Linear => market::klines(&self.0, pair, tf, range).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn spot_prices(&self, pairs: Option<Vec<Pair>>) -> Result<Vec<(Pair, f64)>> {
-		todo!();
+	async fn price(&self, pair: Pair, m: Self::M) -> Result<f64> {
+		match m {
+			Market::Linear => market::price(&self.0, pair).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn spot_price(&self, symbol: Pair) -> Result<f64> {
+	async fn prices(&self, pairs: Option<Vec<Pair>>, m: Self::M) -> Result<Vec<(Pair, f64)>> {
 		todo!();
 	}
 
-	async fn futures_klines(&self, symbol: Pair, tf: Timeframe, range: KlinesRequestRange) -> Result<Klines> {
-		market::klines(&self.0, symbol, tf, range).await
-	}
-
-	async fn futures_price(&self, symbol: Pair) -> Result<f64> {
-		market::price(&self.0, symbol).await
+	async fn asset_balance(&self, asset: Asset, m: Self::M) -> Result<AssetBalance> {
+		match m {
+		Market::Linear => account::asset_balance(&self.0, asset).await,
+			_ => unimplemented!(),
+		}
 	}
 
-	async fn futures_asset_balance(&self, asset: Asset) -> Result<AssetBalance> {
-		account::asset_balance(&self.0, asset).await
+	async fn balances(&self, m: Self::M) -> Result<Vec<AssetBalance>> {
+		match m{
+			Market::Linear => account::balances(&self.0).await,
+			_ => unimplemented!(),
+		}
 	}
-
-	async fn futures_balances(&self) -> Result<Vec<AssetBalance>> {
-		account::balances(&self.0).await
-	}
-
-	//DO: async fn balance(&self,
 }
 
 
@@ -59,3 +63,9 @@ pub enum Market {
 	Spot,
 	Inverse,
 }
+impl crate::core::MarketTrait for Market {
+	type Client = Bybit;
+	fn client(&self) -> Bybit {
+		Bybit::default()
+	}
+}

v_exchanges/src/core.rs

@@ -8,24 +8,24 @@ use v_utils::trades::{Asset, Kline, Pair, Timeframe};
 //TODO!!!!!!!!!!!!!: klines switch to defining the range via an Enum over either limit either start and end times
 
 pub trait Exchange {
-	fn auth<S: Into<String>>(&mut self, key: S, secret: S);
+	type M: MarketTrait;
 
-	fn spot_klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange) -> impl std::future::Future<Output = Result<Klines>> + Send;
-	fn spot_price(&self, pair: Pair) -> impl std::future::Future<Output = Result<f64>> + Send;
-	/// If no symbols are specified, returns all spot prices.
-	fn spot_prices(&self, pairs: Option<Vec<Pair>>) -> impl std::future::Future<Output = Result<Vec<(Pair, f64)>>> + Send;
+	fn auth<S: Into<String>>(&mut self, key: S, secret: S);
 
 	//? should I have Self::Pair too? Like to catch the non-existent ones immediately? Although this would increase the error surface on new listings.
-	fn futures_klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange) -> impl std::future::Future<Output = Result<Klines>> + Send;
-	fn futures_price(&self, pair: Pair) -> impl std::future::Future<Output = Result<f64>> + Send;
+	fn klines(&self, pair: Pair, tf: Timeframe, range: KlinesRequestRange, m: Self::M) -> impl std::future::Future<Output = Result<Klines>> + Send;
+
+	/// If no pairs are specified, returns for all;
+	fn prices(&self, pairs: Option<Vec<Pair>>, m: Self::M) -> impl std::future::Future<Output = Result<Vec<(Pair, f64)>>> + Send;
+	fn price(&self, pair: Pair, m: Self::M) -> impl std::future::Future<Output = Result<f64>> + Send;
 
 	// Defined in terms of actors
 	//TODO!!!: fn spawn_klines_listener(&self, symbol: Pair, tf: Timeframe) -> mpsc::Receiver<Kline>;
 
 	/// balance of a specific asset
-	fn futures_asset_balance(&self, asset: Asset) -> impl std::future::Future<Output = Result<AssetBalance>> + Send;
+	fn asset_balance(&self, asset: Asset, m: Self::M) -> impl std::future::Future<Output = Result<AssetBalance>> + Send;
 	/// vec of balances of specific assets
-	fn futures_balances(&self) -> impl std::future::Future<Output = Result<Vec<AssetBalance>>> + Send;
+	fn balances(&self, m: Self::M) -> impl std::future::Future<Output = Result<Vec<AssetBalance>>> + Send;
 	//? potentially `total_balance`? Would return precompiled USDT-denominated balance of a (bybit::wallet/binance::account)
 	// balances are defined for each margin type: [futures_balance, spot_balance, margin_balance], but note that on some exchanges, (like bybit), some of these may point to the same exact call
 	// to negate confusion could add a `total_balance` endpoint
@@ -147,3 +147,70 @@ pub struct AssetBalance {
 	//margin_available: bool,
 	pub timestamp: i64,
 }
+
+pub trait MarketTrait {
+	type Client: Exchange;
+	fn client(&self) -> Self::Client;
+}
+
+//#[derive(Debug, Clone, Copy)]
+//pub enum Market {
+//	Binance(binance::Market),
+//	Bybit(bybit::Market),
+//	//TODO
+//}
+//impl Default for Market {
+//	fn default() -> Self {
+//		Self::Binance(binance::Market::default())
+//	}
+//}
+//
+//impl std::fmt::Display for Market {
+//	fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+//		match self {
+//			Market::Binance(m) => write!(f, "Binance/{}", m),
+//			Market::Bybit(m) => write!(f, "Bybit/{}", m),
+//		}
+//	}
+//}
+//
+//impl std::str::FromStr for Market {
+//	type Err = eyre::Error;
+//
+//	fn from_str(s: &str) -> Result<Self> {
+//		let parts: Vec<&str> = s.split('/').collect();
+//		if parts.len() != 2 {
+//			return Err(eyre::eyre!("Invalid market string: {}", s));
+//		}
+//		let exchange = parts[0];
+//		let sub_market = parts[1];
+//		match exchange.to_lowercase().as_str() {
+//			"binance" => Ok(Self::Binance(sub_market.parse()?)),
+//			"bybit" => Ok(Self::Bybit({
+//				match sub_market.parse() {
+//					Ok(m) => m,
+//					Err(e) => match sub_market.to_lowercase() == "futures" {
+//						true => bybit::Market::Linear,
+//						false => bail!(e),
+//					}
+//				}
+//			})),
+//			_ => bail!("Invalid market string: {}", s),
+//		}
+//	}
+//}
+//impl From<Market> for String {
+//	fn from(value: Market) -> Self {
+//		value.to_string()
+//	}
+//}
+//impl From<String> for Market {
+//	fn from(value: String) -> Self {
+//		value.parse().unwrap()
+//	}
+//}
+//impl From<&str> for Market {
+//	fn from(value: &str) -> Self {
+//		value.parse().unwrap()
+//	}
+//}