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new 0.1.3 Nov 12, 2024
0.1.2 Oct 30, 2024
0.1.1 Mar 29, 2024

#35 in Finance

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MIT license

220KB
3.5K SLoC

XTB-Client

The XTB-Client library provides typed and simple to use implementation of a connector to the API of the XTB broker.

  • programming style: async
  • framework: tokio
  • XTB API version: 2.5
  • Request/response API: supported
  • Stream API: supported

Warning

This library is still under development. The library api can be changed and some bugs are maybe living in the code.

How to use

The XTB interface is provided by the XtbClient struct implementing the XtbApi and XtbStreamApi traits. The struct can be created by the XtbClientBuilder struct and when created, it is automatically connected to the server and the login command is performed. If both is success, the XtbClient instance is returned.

Configuration

The XtbClient is configured by the XtbClientBuilder. The builder has three initialization methods:

  • new(api_url: &str, stream_api_url: &str) - create new instance with custom urls.
  • new_real() - create new instance with real account servers preset.
  • new_demo() - create new instance with demo account servers preset.
  • new_bare() - create new instance without any value set.

The setters (prefixed by with_ and options are flattened to underlying type) and getters (not prefixed) can be used to override following attributes:

  • api_url: Option<String> - URL of the request/response api server.
  • stream_api_url: Option<String> - URL of the stream api server.
  • app_id: Option<String> - optional application id (marked as deprecated in the official documentation).
  • app_name: Option<String> - optional application name (marked as deprecated in the official documentation).
  • ping_period: Option<u64> - time period between ping requests (default is 30s)

When a builder instance is configured, the build method can be called. The method accepts two &str params: username and password.

When the method is called, server connections are created, user is logged in and ping tokio green threads are spawned.

use xtb_client::XtbClientBuilder;


#[tokio::main]
fn main() {
  let real_builder = XtbClientBuilder::new_real();
  let demo_builder = XtbClientBuilder::new_demo();
  let custom_builder = XtbClientBuilder::new("wss://my-server.com/api", "wss://my-server.com/apiStream").with_ping_period(20u64);
  let bare_builder = XtbClientBuilder::new_bare().with_api_url("wss://my-server.com/api").with_stream_api_url("wss://my-server.com/apiStream");
  
  let client = custom_builder.build("12345", "reallySecretPassword");
}

Request/response API

The simplest way how to communicate with the server is a request/response API. This api always returns a response to a request.

Methods names corresponds with the command names transformed to snake_case. Examples:

  • getAllSymbols -> get_all_symbols
  • getCalendar -> get_calendar
  • getVersion -> get_version

Several commands are not implemented in public interface of the trait:

  • login - performed automatically by XtbClient creation process
  • logout - performed automatically when XtbClient instance is dropped
  • ping - performed periodically by the XtbClient instance every 30s (can be configured).

Stream API

The stream api feed a consumer by stream of messages delivered to a consumer by the DataStream struct. The subscription is cancelled automatically when a DataStream instance is dropped.

The stream API implementation uses internal subscription counter so if two subscribers are subscribed for same messages (e.g. USDEUR tick prices), unsubscription of the first one does not cut off the second one from the messages.

Methods names corresponds with the command names transformed to snake_case and with subscribe_ prefix instead of the get_ prefix. Examples:

  • getCandles -> subscribe_candles
  • getTrades -> subscribe_trades
  • getProfits -> subscribe_profits

Several commands are not implemented in public interface of the trait:

  • ping - performed periodically by the XtbClient instance every 30s (can be configured).

Low level interface

The library exposes low level connections too.

Request/response connection

The XtbConnection trait and its implementor BasicXtbConnection provides low level connection to the XTB server for the request-response commands.

The trait provides the send_command method. This method accepts command name (for example getNews) and payload used as a command arguments. When the command has no arguments, pass None.

After the method is called, the ResponsePromise struct instance is returned. It is awaitable returning response from the server. The result is Ok(Response) if command was successful or Err(ErrorResponse) if command fails.

Stream connection

The XtbStreamConnection trait and its implementor BasicStreamConnection provides low level connection to the XTB stream server for data streaming.

The trait provides subscribe, unsubscribe and make_message_stream methods.

The subscribe method accepts command name and optional arguments as parameter. The parameter must be None or Some(serde_json::Value::Null) for commands without arguments and Some(serde_json::Value::Object) for commands with arguments. When command is send successfully, the server should stream requested data.

The unsubscribe method is similar to the subscribe but its effect is to stop the data stream.

The make_message_stream make local subscription for messages delivered from the XTB server. It accepts DataMessageFilter enum as parameter and use it to filter incoming messages by given predicate. Available filters are following:

  • Always (default) - all messages are passed to a consumer
  • Never - no message is passed for consumer
  • Command(String) - filter messages by the command field of data message received from the server
  • FieldValue { name: String, value: serde_json::Value } - filter messages by field name of data field of the data message received from the server. The filter match if and only if data contains type of serde_json::Value::Object and the object has key named name and the field contains equal value as value.
  • Custom(Box<dyn Fn(&StreamDataMessage) -> bool + Send + Sync>) - custom filter fn
  • All(Vec<DataMessageFilter>) - container for none, one or more predicates. Matches if and only if all predicates is matching. If list of predicates is empty, returns true.
  • Any(Vec<DataMessageFilter>) - container for none, one or more predicates. Matches if any predicate is matching. If list of predicates is empty, returns false.

Note: the Not is not implemented but the Custom variant can be used to create it.

The make_message_stream returns implementor of the MessageStream trait. This trait provides the next() method returning incoming messages matching to the filter.

Examples

Example 1

Simple API call to get all available symbols.

use tracing::Level;
use xtb_client::RequestResponseApi;
use xtb_client::schema::GetAllSymbolsRequest;

#[tokio::main]
async fn main() {
    dotenvy::dotenv().unwrap_or_default();
    let subscriber = tracing_subscriber::fmt().with_max_level(Level::DEBUG).finish();
    tracing::subscriber::set_global_default(subscriber).unwrap();

    let username = dotenvy::var("XTB_USERNAME").unwrap();
    let password = dotenvy::var("XTB_PASSWORD").unwrap();
    let api_server = dotenvy::var("XTB_API_SERVER").unwrap();
    let stream_server = dotenvy::var("XTB_STREAM_SERVER").unwrap();

    let mut client = xtb_client::XtbClientBuilder::new(&api_server, &stream_server).build(&username, &password).await.unwrap();

    let symbols = client.get_all_symbols(GetAllSymbolsRequest::default()).await.unwrap();
    println!("{}", serde_json::to_string_pretty(&symbols).unwrap())
}

Example 2

Subscribe for the keppAlive messages.

use tracing::Level;
use xtb_client::{StreamApi};
use xtb_client::schema::{StreamGetKeepAliveSubscribe};

#[tokio::main]
async fn main() {
    dotenvy::dotenv().unwrap_or_default();
    let subscriber = tracing_subscriber::fmt().with_max_level(Level::DEBUG).finish();
    tracing::subscriber::set_global_default(subscriber).unwrap();

    let username = dotenvy::var("XTB_USERNAME").unwrap();
    let password = dotenvy::var("XTB_PASSWORD").unwrap();
    let api_server = dotenvy::var("XTB_API_SERVER").unwrap();
    let stream_server = dotenvy::var("XTB_STREAM_SERVER").unwrap();

    let mut client = xtb_client::XtbClientBuilder::new(&api_server, &stream_server).build(&username, &password).await.unwrap();

    let mut listener = client.subscribe_keep_alive(StreamGetKeepAliveSubscribe::default()).await.unwrap();

    while let Some(item) = listener.next().await.unwrap() {
        println!("Keep alive received: {}", item.timestamp);
    }

    println!("Stream closed");
}

TODO

The library stays in the development (version number starting with 0) until following steps won't be finished.

  • tests - test of main features is missing
  • dummy implementations - create dummy implementation of connection and client traits. Those implementations can be used for testing or demonstration examples.
  • Unknown enum variants - the MarginMode variant with value 104 and QuoteId variants with values 5 and 6 are not mentioned in the official documentation. Meaning of these variants must be known before the library will be stabilized.

Buy me a coffee beer

If you like this library, or you want to support its development, support me by one cold beer. The beer is tasty and full of vitamins :-)

Dependencies

~8–17MB
~220K SLoC