Bishonen's Blog - Postmortem
Yet another software developemnt blog.
Zola
2025-01-27T00:00:00+00:00
https://bshn.rs/tags/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/blog/2025-01-03-okxlivro-post-mortem/
<p>Hello! Today I’m sharing my thoughts on writing convenient Rust libraries. This is the first post in the “Post Mortem” series, where I’ll be dissecting different projects.</p>
<p>Today on our table is a technical assignment I was given at one company after an interview. I don’t like wasting my personal time, so I usually refuse to go through this stage, but this project seemed interesting to me, so I completed it. I also received a rejection and feedback. Let’s try to fix what didn’t please the reviewer and discuss the changes along the way.</p>
<p>As with the previous one, I’ll start this post with a brief clarification of terminology. If you’re confident in your knowledge of exchange trading specifics, feel free to skip to <a href="https://bshn.rs/blog/2025-01-03-okxlivro-post-mortem/#core">the core</a>.</p>
<h2 id="portfolios-order-books-and-orders"><a class="zola-anchor" href="#portfolios-order-books-and-orders" aria-label="Anchor link for: portfolios-order-books-and-orders"><i class="icon"></i></a>
Portfolios, order books, and orders</h2>
<blockquote>
<p>If you’re not familiar with trading, I recommend studying <a rel="external" href="https://www.youtube.com/watch?v=Kl4-VJ2K8Ik">this short video</a> or <a rel="external" href="https://en.wikipedia.org/wiki/Order_book">this Wikipedia article</a> before continuing reading. Below I’m presenting my understanding of the topic, which may be inaccurate or incomplete.</p>
</blockquote>
<p>So, in Trading we have:</p>
<ul>
<li>Portfolio of orders
<ul>
<li>Sell orders (Ask side Order)
<ul>
<li>Trading pair identifier (what we’re exchanging for what), volume, and price</li>
</ul>
</li>
<li>Buy orders (Bid side Order)</li>
</ul>
</li>
</ul>
<p>This results in an order book or book where we record all orders, and if they intersect (we have someone willing to sell one egg for a kilogram of potatoes, and another willing to buy one egg for a kilogram of potatoes), we can execute both orders.</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="Order book" loading="lazy" decoding="async" /></p>
<h2 id="core"><a class="zola-anchor" href="#core" aria-label="Anchor link for: core"><i class="icon"></i></a>
Core</h2>
<p>We’re trying to apply the <a href="/blog/2024-12-13-rust-micro-structure">Module Visibility-Based Structure</a>. The idea and main goal is to write a library for working with the OKX exchange, the API should be convenient to use, and the implementation should be extensible and maintainable.</p>
<blockquote>
<p>I decided it’s worth trying to write idiomatic but modern Rust code - using an asynchronous model, strict typing, and implementation hiding.</p>
</blockquote>
<p>Here everything is fine, no issues were identified.</p>
<h3 id=""><a class="zola-anchor" href="#" aria-label="Anchor link for: "><i class="icon"></i></a>
REST (in peace =)</h3>
<p>Initially I made a fairly simple implementation:</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>And received a remark - that this is a brute force solution and data parsing goes simply through <code>Value</code>. Let’s rewrite this with strict types:</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>Details can be viewed in the <a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro/-/blob/master/src/rest.rs">git repository</a>, but the implementation itself is almost standard.</p>
<p>The difference is that I don’t do direct deserialization into public library types, but use <code>mod inner {...}</code>. This is done out of experience-based concerns that:</p>
<ol>
<li>The exchange has an unstable API, despite versioning, documentation description differs from reality, especially when there are no formal schemas;</li>
<li>The exchange representation is not optimal, for example, an array of data is returned, but the element is always one, or the actual bids and asks are an array of four elements, one of which: <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>Let’s start with the simple - we use all standard library capabilities. There’s a requirement for order lists, they should be sorted from best to worst.</p>
<p>But depending on the order side (buying/selling), we need to sort either by ascending (better to buy cheaper) or descending (better to sell more expensive) price.</p>
<p>Initially I implemented them such that the price difference was in using the <a rel="external" href="https://doc.rust-lang.org/std/cmp/struct.Reverse.html">Reverse</a> wrapper:</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>The remark indicated that extending and maintaining would be inconvenient due to logic duplication when there’s no difference (only <code>Reverse</code>) between bids and asks.</p>
<p>I think the reviewer wanted something else, but I decided to go all in and sometimes duplicate logic, but further separate bids and asks:</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>Let’s make different prices, as well as structures for single bids and asks that we use in the <code>realtime</code> module:</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>I’m countering the reviewer’s remark about “logic duplication” by saying that general logic needs to be implemented at the <code>Price</code> level, and logic differences can be implemented separately for <code>Bid</code> and <code>Ask</code>. And the presence of strict typing at the library API level provides good user experience, since it won’t be possible to accidentally confuse bids and asks.</p>
<h3 id="-2"><a class="zola-anchor" href="#-2" aria-label="Anchor link for: -2"><i class="icon"></i></a>
Stream</h3>
<p>Initially I used the approach through message sending channels, but then rewrote it to a version more ergonomic for library clients to use: <a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro/-/merge_requests/1/diffs?diff_id=1224257646&start_sha=dcb0a49c106f39a254e06d2ebeabd912cc508cd0#76f9c51b493a7919f56a79c87fae8b40195e3848">changes</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>As we can see, this approach still requires additional macros, and async iterators are not native to the standard library. We continue to hope and wait.</p>
<p>The remark received here refers to the problem of connection management:</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>It was necessary to extract this logic from the method, which is very logical. I love the pattern where all “resources” are passed as method arguments in minimal necessary forms. This of course forced me to struggle a bit with generics. But after ten minutes of jumping through the tungstenite code, I found the correct error types and brought the method signature to the following form, while splitting one method into two:</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>I also changed the return type to support extending to all possible data types for different subscriptions:</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>I can say that I find Rust enums convenient and practical. The only thing I’m really missing is that enum variants don’t have “first-class” support in the language’s type system.</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>For example, implementation of messages from the exchange - through a WebSocket connection to us can be delivered information both about portfolio updates and its snapshot state.</p>
<p>If we don’t use an enum, then the data itself are identical and the user can confuse them. In the implementation, I not only split them into variants, but also created new wrapper types for greater safety when using.</p>
<h3 id="-3"><a class="zola-anchor" href="#-3" aria-label="Anchor link for: -3"><i class="icon"></i></a>
Error</h3>
<p>I love the simple but incredibly useful <a rel="external" href="https://docs.rs/derive_more/latest/derive_more/index.html">derive_more</a> library with procedural macros for all occasions, for example for creating error types:</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>Here, thanks to the macros, the enum becomes a Rust error, can be displayed as a string and converted from low-level errors - all this without extra hand-written code. It exists - but is generated automatically.</p>
<h2 id="-4"><a class="zola-anchor" href="#-4" aria-label="Anchor link for: -4"><i class="icon"></i></a>
Additional Materials</h2>
<p>If you’re interested in “playing around” with the example from this article, here’s the <a rel="external" href="https://gitlab.com/personal1196/trainings/okxlivro">full project code</a>.</p>
<p>I’ll also be grateful for feedback, please write your suggestions for improving the project in issues on GitLab.</p>