Блог Бишонена - Postmortem
Ещё один блог о разработке программного обеспечения.
Zola
2025-01-27T00:00:00+00:00
https://bshn.rs/ru/categories/postmortem/atom.xml
Okxlivro - Post Mortem
2025-01-27T00:00:00+00:00
2025-01-27T00:00:00+00:00
Nikita Bishonen
https://bshn.rs/ru/blog/2025-01-03-okxlivro-post-mortem/
<p>Привет! Сегодня я делюсь своими мыслями о написании удобных Раст библиотек. Это первый пост из серии “Post Mortem”, где я буду препарировать разные проекты.
Сегодня на нашем столе будет техническое задание, которое мне дали в одной из компаний после собеседования. Я не люблю тратить своё личное время,
поэтому обычно отказываюсь от прохождения этого этапа, но здесь проект показался мне интересным и я его выполнил. А также получил отказ и обратную связь.
Попробуем исправить то, что не понравилось проверяющему и заодно обсудить изменения.</p>
<p>Как и предыдущий, этот пост я начну с небольшой ликвидации безграмотности. Если вы уверены в своих знаниях специфики биржевой торговли, то смело прыгайте к <a href="https://bshn.rs/ru/blog/2025-01-03-okxlivro-post-mortem/#%D1%81%D1%83%D1%82%D1%8C">сути</a>.</p>
<h2 id="portfeli-stakany-i-zakazy"><a class="zola-anchor" href="#portfeli-stakany-i-zakazy" aria-label="Anchor link for: portfeli-stakany-i-zakazy"><i class="icon"></i></a>
Портфели, стаканы и заказы</h2>
<blockquote>
<p>Если вы не знакомы с торгами, то рекомендую перед дальнейшим прочтением изучить <a rel="external" href="https://www.youtube.com/watch?v=Kl4-VJ2K8Ik">небольшое видео об этом</a> или <a rel="external" href="https://ru.wikipedia.org/wiki/%D0%91%D0%B8%D1%80%D0%B6%D0%B5%D0%B2%D0%BE%D0%B9_%D1%81%D1%82%D0%B0%D0%BA%D0%B0%D0%BD">статью на Википедии</a>. Далее я излагаю своё понимание темы, которoe может оказаться неточным или неполным.</p>
</blockquote>
<p>Итак, в Торгах мы имеем:</p>
<ul>
<li>Портфель заказов
<ul>
<li>Заказы на продажу (Ask side Order)
<ul>
<li>Идентификатор торговой пары (что на что меняю), объём и цена</li>
</ul>
</li>
<li>Заказы на покупку (Bid side Order)</li>
</ul>
</li>
</ul>
<p>Получается такая книга или стакан где мы записываем все заказы и если они пересекаются (у нас есть желающий продать одно яйцо за килограм картошки и другой желающий купить одно яйцо за килограм картошки),
то мы можем исполнить оба заказа.</p>
<p><img src="https://upload.wikimedia.org/wikipedia/commons/thumb/1/14/Order_book_depth_chart.gif/250px-Order_book_depth_chart.gif" alt="Стакан" loading="lazy" decoding="async" /></p>
<h2 id="суть"><a class="zola-anchor" href="#суть" aria-label="Anchor link for: суть"><i class="icon"></i></a>
Суть</h2>
<p>Пробуем применять <a href="/blog/2024-12-13-rust-micro-structure">Структуру на Основе Видимости Модулей</a>. Идеей и основной задачей является написание библиотеки для работы с OKX биржей, API должен быть удобен в использовании, а реализация в расширении и поддержкe.</p>
<blockquote>
<p>Я решил что стоит пробовать писать идеоматичный, но современный Раст код - использующий асинхронную модель, строгую типизацию и сокрытие реализации.</p>
</blockquote>
<p>Здесь всё хорошо, никаких замечаний выявлено не было.</p>
<h3 id=""><a class="zola-anchor" href="#" aria-label="Anchor link for: "><i class="icon"></i></a>
REST (in peace =)</h3>
<p>Изначально я сделал довольно простую реализацию:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> async</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> orderbook_snapshot</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">instrument_id</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;">str</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Result</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Orderbook</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RestError</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> response</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #565869);"> serde_json</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Value</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Client</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">new</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">get</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">format!</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">{</span><span style="color: light-dark(#A6D189, #CF9C00);">MARKET_BOOKS_REST_URL</span><span style="color: light-dark(#949CBB, #ADB1C2);">}</span><span style="color: light-dark(#A6D189, #CF9C00);">?instId=</span><span style="color: light-dark(#949CBB, #ADB1C2);">{</span><span style="color: light-dark(#A6D189, #CF9C00);">instrument_id</span><span style="color: light-dark(#949CBB, #ADB1C2);">}</span><span style="color: light-dark(#A6D189, #CF9C00);">&sz=5</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">send</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">json</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> asks</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> response</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#A6D189, #CF9C00);">data</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#EF9F76, #FF5C57);">0</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#A6D189, #CF9C00);">asks</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">as_array</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">unwrap_or</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#81C8BE, #ADB1C2);">&</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">vec!</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">iter</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">map</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #565869);">Order</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span>try_from</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">try_collect</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> bids</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> response</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#A6D189, #CF9C00);">data</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#EF9F76, #FF5C57);">0</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#A6D189, #CF9C00);">bids</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">as_array</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">unwrap_or</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#81C8BE, #ADB1C2);">&</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">vec!</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">iter</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">map</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #565869);">Order</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span>try_from</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">try_collect</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#CA9EE6, #F767BB);"> mut</span><span> orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">default</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span> orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">apply_snapshot</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">SnapshotData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>asks</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span> bids</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Ok</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>orderbook</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span></code></pre>
<p>И получил замечание - что решение в лоб и парсинг данных идёт просто через <code>Value</code>. Перепишем это на строгие типы:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> async</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> orderbook_snapshot</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">instrument_id</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;">str</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#EA999C, #565869);"> client</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Client</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Result</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Orderbook</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RestError</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> response</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #565869);"> inner</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">ApiResponse</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> client</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">get</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">format!</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">{</span><span style="color: light-dark(#A6D189, #CF9C00);">MARKET_BOOKS_REST_URL</span><span style="color: light-dark(#949CBB, #ADB1C2);">}</span><span style="color: light-dark(#A6D189, #CF9C00);">?instId=</span><span style="color: light-dark(#949CBB, #ADB1C2);">{</span><span style="color: light-dark(#A6D189, #CF9C00);">instrument_id</span><span style="color: light-dark(#949CBB, #ADB1C2);">}</span><span style="color: light-dark(#A6D189, #CF9C00);">&sz=5</span><span style="color: light-dark(#A6D189, #ADB1C2);">"</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">send</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">json</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#949CBB, #ADB1C2);"> [</span><span>data</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> response</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span>data</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> asks</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> data</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span>asks</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">into_iter</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">map</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #565869);">Ask</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span>from</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">collect</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span> bids</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> data</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span>bids</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">into_iter</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">map</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #565869);">Bid</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span>from</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">collect</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#CA9EE6, #F767BB);"> mut</span><span> orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">default</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span> orderbook</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">apply_snapshot</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">SnapshotData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>asks</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span> bids</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Ok</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>orderbook</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span></code></pre>
<p>Детали можно посмотреть в <a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro/-/blob/master/src/rest.rs">git</a>, но сама реализация почти стандартная.
Отличие в том, что я не делаю прямую десериализацию в публичные типы библиотеки, а использую <code>mod inner {...}</code>. Это сделано из основанного на опыте опасения что:</p>
<ol>
<li>Биржа имеет нестабильный API, несмотря на версионирование, описание в документации и реальность различаются, особенно когда нету никаких формальных схем;</li>
<li>Биржевое представление неоптимально, например там возвращается массив данных, но элемент всегда один, или сами ставки и предложения это массив из четырёх элементов
один из которых: <code>"0" is part of a deprecated feature and it is always "0"</code>.</li>
</ol>
<h3 id="-1"><a class="zola-anchor" href="#-1" aria-label="Anchor link for: -1"><i class="icon"></i></a>
Asks & Bids</h3>
<p>Начну с простого, используем все возможности стандартной библиотеки. Есть требование к спискам заказов, они должны быть отсортированы от лучшего к худшему.
Но в зависимости от стороны заказа (покупаем\продаем), сортировать нужно либо по возрастанию (лучше купить дешевле), либо по убыванию (лучше продать дороже) цены.</p>
<p>Изначально я реализовал их таким образом, что различие цен было в использовании обёртки <a rel="external" href="https://doc.rust-lang.org/std/cmp/struct.Reverse.html">Reverse</a>:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;">///</span><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;"> Low to high price ordered Map ([`Price`], [`Amount`]) of Asks.</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Asks</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">BTreeMap</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Price</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Amount</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;">//</span><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;"> High to low price ordered Map ([`Price`], [`Amount`]) of Bids.</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Bids</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">BTreeMap</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Reverse</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Price</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Amount</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span></code></pre>
<p>Замечание указывало на то, что расширять и поддерживать будет неудобно из-за дублирования логики при отсутствии различий (только <code>Reverse</code>) между ставками и предложениями.
Мне кажется проверяющий хотел бы чего-то другого, но я решил пойти all in и иногда дублировать логику, но разграничить предложения и ставки ещё больше:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> AskPrice</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Price</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> BidPrice</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Reverse</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Price</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span></code></pre>
<p>Делаем разные цены, а также структуры для единичных ставок и предложений, которые используем в модуле <code>realtime</code>:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;">//</span><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;"> lib.rs</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Ask</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> pub</span><span> price</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> AskPrice</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> pub</span><span> amount</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Amount</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Bid</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> pub</span><span> price</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> BidPrice</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> pub</span><span> amount</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Amount</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span>
<span class="giallo-l"></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;">//</span><span style="color: light-dark(#949CBB, #ADB1C2);font-style: italic;"> realtime.rs</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> SnapshotData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Ask</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Bid</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> UpdateData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Ask</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Bid</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span></code></pre>
<p>Парирую же замечание проверяющая о “дублировании логики” тем, что общую логику нужно реализовывать на уровне <code>Price</code>,
а различия логик можно реализовывать для <code>Bid</code> и <code>Ask</code> раздельно. А наличие строгой типизиации на уровне API библиотеки
даёт хороший пользовательский опыт, поскольку не получится случайно спутать местами ставку и предложение.</p>
<h3 id="-2"><a class="zola-anchor" href="#-2" aria-label="Anchor link for: -2"><i class="icon"></i></a>
Stream</h3>
<p>Изначально я использовал подход через каналы отправки сообщений, но затем переписал на вариант, более эргономичный для использования клиентами библиотеки:
<a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro/-/merge_requests/1/diffs?diff_id=1224257646&start_sha=dcb0a49c106f39a254e06d2ebeabd912cc508cd0#76f9c51b493a7919f56a79c87fae8b40195e3848">изменения</a></p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> orderbook_updates</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">instrument_id</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;">str</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Pin</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Box</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#CA9EE6, #F767BB);">impl</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Stream</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Item</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Result</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">RealtimeData</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RealtimeError</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> ...</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Box</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">pin</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">stream!</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> ...</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> while</span><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Some</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>msg</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> read</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">next</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> ...</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> yield</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Ok</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>data</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);"> }</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);"> )</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span></code></pre>
<p>как мы видим, данный подход ещё требует дополнительных макросов и асинхронные итераторы не являются чем-то родным стандартной библиотеке, продолжаем надееться и ждать.
Замечание полученное здесь относится к проблеме управления соединениями:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> orderbook_updates</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">instrument_id</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;">str</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Pin</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Box</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#CA9EE6, #F767BB);">impl</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Stream</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Item</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Result</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">RealtimeData</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RealtimeError</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> ..</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Box</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">pin</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">stream!</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span>ws_stream</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span> _</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #565869);"> tokio_tungstenite</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">connect_async</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EF9F76, #2DAE58);">WS_URL</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span style="color: light-dark(#CA9EE6, #F767BB);">mut</span><span> write</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#CA9EE6, #F767BB);"> mut</span><span> read</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> ws_stream</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">split</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span> write</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">send</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #565869);">Message</span><span style="color: light-dark(#81C8BE, #ADB1C2);">::</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">Text</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>message_string</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">into</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);"> .</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#81C8BE, #ADB1C2);">?</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);"> while</span><span style="color: light-dark(#CA9EE6, #F767BB);"> let</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> Some</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span>msg</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span> read</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;">next</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);">.</span><span style="color: light-dark(#CA9EE6, #F767BB);">await</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span></code></pre>
<p>Необходимо было выносить эту логику из метода, что очень логично, я люблю паттерн, когда все “ресурсы” передаются как аргументы метода,
в минимально необходимых формах. Это конечно заставило меня немного помучаться с обобщениями. Но спустя десять минут прыганий по коду
tungstenite я нашёл верные типы для ошибок и привёл сигнатуру метода к следующему виду, параллельно разбив один метод на два:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> async</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> subscribe</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">S</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">channels_with_criterias</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">ChannelWithCriteria</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#EA999C, #565869);"> write</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#CA9EE6, #F767BB);">mut</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> S</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Result</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RealtimeError</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span></span>
<span class="giallo-l"><span style="color: light-dark(#81C8BE, #ADB1C2);">...</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> fn</span><span style="color: light-dark(#EA999C, #565869);"> transform_stream</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">T</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#EA999C, #565869);">read</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> &</span><span style="color: light-dark(#CA9EE6, #F767BB);">mut</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> T</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> -></span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Pin</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Box</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#CA9EE6, #F767BB);">impl</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Stream</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Item</span><span style="color: light-dark(#81C8BE, #ADB1C2);"> =</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Item</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span></span></code></pre>
<p>Также я изменил возвращаемый тип, чтобы поддержать расширение на все возможные типы данных для разных подписок:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> enum</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> RealtimeData</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> Books</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">BooksChannelData</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span></code></pre>
<p>Могу сказать что перечисления в Раст я нахожу удобными и практичными, единственное чего мне сильно не хватает - чтобы варианты перечислений имели “перво классную” поддержку в системе типов языка.</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> enum</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> BooksChannelDelta</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> Snapshot</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">SnapshotData</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#8CAAEE, #09A1ED);font-style: italic;"> Update</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">UpdateData</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> SnapshotData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Ask</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Bid</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> struct</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> UpdateData</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#949CBB, #ADB1C2);"> (</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Ask</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Vec</span><span style="color: light-dark(#99D1DB, #ADB1C2);"><</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Bid</span><span style="color: light-dark(#99D1DB, #ADB1C2);">></span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">;</span></span></code></pre>
<p>Например реализация сообщений от биржи - по WebSocket соединению к нам может быть доставлена информация как об обновлении портфеля, так и слепок его состояния.
Если не использовать перечисление, то сами данные идентичны и пользователь может перепутать их. В реализации я не только разбил их на варианты,
но и создал новые типы-обёртки для большей безопасности при использовании.</p>
<h3 id="-3"><a class="zola-anchor" href="#-3" aria-label="Anchor link for: -3"><i class="icon"></i></a>
Error</h3>
<p>Обожаю простую, но безумно полезную библиотеку <a rel="external" href="https://docs.rs/derive_more/latest/derive_more/index.html">derive_more</a> с процедурными макросами вывода на все случаи жизни, например для создания типов ошибок:</p>
<pre class="giallo" style="color-scheme: light dark; color: light-dark(#C6D0F5, #565869); background-color: light-dark(#303446, #FAFBFC);"><code data-lang="rust"><span class="giallo-l"><span style="color: light-dark(#E5C890, #ADB1C2);font-style: italic;">#</span><span style="color: light-dark(#949CBB, #ADB1C2);">[</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;">derive</span><span style="color: light-dark(#949CBB, #ADB1C2);">(</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;">Debug</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Display</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Error</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> From</span><span style="color: light-dark(#949CBB, #ADB1C2);">)</span><span style="color: light-dark(#949CBB, #ADB1C2);">]</span></span>
<span class="giallo-l"><span style="color: light-dark(#CA9EE6, #F767BB);">pub</span><span style="color: light-dark(#CA9EE6, #F767BB);"> enum</span><span style="color: light-dark(#E5C890, #565869);font-style: italic;"> CompoundError</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Realtime</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span><span> source</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RealtimeError</span><span style="color: light-dark(#949CBB, #ADB1C2);"> }</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> Rest</span><span style="color: light-dark(#949CBB, #ADB1C2);"> {</span><span> source</span><span style="color: light-dark(#81C8BE, #ADB1C2);">:</span><span style="color: light-dark(#E5C890, #13BBB7);font-style: italic;"> RestError</span><span style="color: light-dark(#949CBB, #ADB1C2);"> }</span><span style="color: light-dark(#949CBB, #ADB1C2);">,</span></span>
<span class="giallo-l"><span style="color: light-dark(#949CBB, #ADB1C2);">}</span></span></code></pre>
<p>Здесь, благодаря макросам, перечисление становится Раст ошибкой, может быть выведено в виде строки и сконвертировано из низкоуровневых ошибок - всё это без лишнего кода
написанного от руки. Он есть - но генерируется автоматически.</p>
<h2 id="-4"><a class="zola-anchor" href="#-4" aria-label="Anchor link for: -4"><i class="icon"></i></a>
Дополнительные материалы</h2>
<p>Если вам интересно “поиграть” с примером из данной статьи, то вот <a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro">полный код проекта</a>.
Также буду благодарен за обратную связь, пожалуйста пишите своим предложения по улучшению проекта в issues на gitlab.</p>