1use std::{
30 fmt::Debug,
31 sync::{
32 Arc,
33 atomic::{AtomicBool, AtomicU64, Ordering},
34 },
35};
36
37use ahash::AHashMap;
38use nautilus_network::{RECONNECTED, websocket::WebSocketClient};
39use tokio_tungstenite::tungstenite::Message;
40
41use super::{
42 client::BINANCE_WS_RATE_LIMIT_KEY_ORDER,
43 error::{BinanceWsApiError, BinanceWsApiResult},
44 messages::{
45 BinanceSpotWsTradingCommand, BinanceSpotWsTradingMessage, BinanceSpotWsTradingRequest,
46 BinanceSpotWsTradingRequestMeta, method,
47 },
48};
49use crate::{
50 common::credential::{SigningCredential, canonical_ws_query_string},
51 spot::{
52 enums::BinanceSpotUserDataEventType,
53 http::parse,
54 sbe::spot::{
55 ReadBuf,
56 error_response_codec::ErrorResponseDecoder,
57 message_header_codec,
58 web_socket_response_codec::{SBE_TEMPLATE_ID, WebSocketResponseDecoder},
59 },
60 },
61};
62
63pub struct BinanceSpotWsTradingHandler {
69 signal: Arc<AtomicBool>,
70 inner: Option<WebSocketClient>,
71 cmd_rx: tokio::sync::mpsc::UnboundedReceiver<BinanceSpotWsTradingCommand>,
72 raw_rx: tokio::sync::mpsc::UnboundedReceiver<Message>,
73 out_tx: tokio::sync::mpsc::UnboundedSender<BinanceSpotWsTradingMessage>,
74 credential: Arc<SigningCredential>,
75 pending_requests: AHashMap<String, BinanceSpotWsTradingRequestMeta>,
76 request_id_counter: AtomicU64,
77 recv_window_ms: Option<u64>,
78}
79
80impl Debug for BinanceSpotWsTradingHandler {
81 fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
82 f.debug_struct(stringify!(BinanceSpotWsTradingHandler))
83 .field("inner", &self.inner.as_ref().map(|_| "<client>"))
84 .field(
85 "pending_requests",
86 &format!("{} pending", self.pending_requests.len()),
87 )
88 .finish_non_exhaustive()
89 }
90}
91
92impl BinanceSpotWsTradingHandler {
93 #[must_use]
95 pub fn new(
96 signal: Arc<AtomicBool>,
97 cmd_rx: tokio::sync::mpsc::UnboundedReceiver<BinanceSpotWsTradingCommand>,
98 raw_rx: tokio::sync::mpsc::UnboundedReceiver<Message>,
99 out_tx: tokio::sync::mpsc::UnboundedSender<BinanceSpotWsTradingMessage>,
100 credential: Arc<SigningCredential>,
101 ) -> Self {
102 Self {
103 signal,
104 inner: None,
105 cmd_rx,
106 raw_rx,
107 out_tx,
108 credential,
109 pending_requests: AHashMap::new(),
110 request_id_counter: AtomicU64::new(1000),
111 recv_window_ms: None,
112 }
113 }
114
115 #[must_use]
117 pub const fn with_recv_window(mut self, recv_window_ms: Option<u64>) -> Self {
118 self.recv_window_ms = recv_window_ms;
119 self
120 }
121
122 pub async fn run(&mut self) -> bool {
127 loop {
128 if self.signal.load(Ordering::Relaxed) {
129 return false;
130 }
131
132 tokio::select! {
133 Some(cmd) = self.cmd_rx.recv() => {
134 match cmd {
135 BinanceSpotWsTradingCommand::SetClient(client) => {
136 log::debug!("Handler received WebSocket client");
137 self.inner = Some(client);
138 self.emit(BinanceSpotWsTradingMessage::Connected);
139 }
140 BinanceSpotWsTradingCommand::Disconnect => {
141 log::debug!("Handler disconnecting WebSocket client");
142 self.inner = None;
143 return false;
144 }
145 BinanceSpotWsTradingCommand::PlaceOrder { id, params } => {
146 if let Err(e) = self.handle_place_order(id.clone(), params).await {
147 log::debug!("Failed to handle place order command: {e}");
148 self.pending_requests.remove(&id);
149 self.emit(BinanceSpotWsTradingMessage::RequestFailed {
150 request_id: id,
151 msg: e.to_string(),
152 });
153 }
154 }
155 BinanceSpotWsTradingCommand::CancelOrder { id, params } => {
156 if let Err(e) = self.handle_cancel_order(id.clone(), params).await {
157 log::debug!("Failed to handle cancel order command: {e}");
158 self.pending_requests.remove(&id);
159 self.emit(BinanceSpotWsTradingMessage::RequestFailed {
160 request_id: id,
161 msg: e.to_string(),
162 });
163 }
164 }
165 BinanceSpotWsTradingCommand::CancelReplaceOrder { id, params } => {
166 if let Err(e) = self.handle_cancel_replace_order(id.clone(), params).await {
167 log::debug!("Failed to handle cancel replace command: {e}");
168 self.pending_requests.remove(&id);
169 self.emit(BinanceSpotWsTradingMessage::RequestFailed {
170 request_id: id,
171 msg: e.to_string(),
172 });
173 }
174 }
175 BinanceSpotWsTradingCommand::CancelAllOrders { id, symbol } => {
176 if let Err(e) = self.handle_cancel_all_orders(id.clone(), symbol).await {
177 log::debug!("Failed to handle cancel all command: {e}");
178 self.pending_requests.remove(&id);
179 self.emit(BinanceSpotWsTradingMessage::RequestFailed {
180 request_id: id,
181 msg: e.to_string(),
182 });
183 }
184 }
185 BinanceSpotWsTradingCommand::SessionLogon => {
186 if let Err(e) = self.handle_session_logon().await {
187 log::error!("Session logon failed: {e}");
188 self.emit(BinanceSpotWsTradingMessage::AuthenticationRejected(
189 format!("Session logon failed: {e}"),
190 ));
191 }
192 }
193 BinanceSpotWsTradingCommand::SubscribeUserData => {
194 if let Err(e) = self.handle_subscribe_user_data().await {
195 log::error!("User data subscribe failed: {e}");
196 self.emit(
197 BinanceSpotWsTradingMessage::UserDataSubscriptionRejected(
198 format!("User data subscribe failed: {e}"),
199 ),
200 );
201 }
202 }
203 }
204 }
205 Some(msg) = self.raw_rx.recv() => {
206 if let Message::Text(ref text) = msg
207 && text.as_str() == RECONNECTED
208 {
209 log::debug!("Handler received reconnection signal");
210
211 self.fail_pending_requests();
213
214 self.emit(BinanceSpotWsTradingMessage::Reconnected);
215 continue;
216 }
217
218 self.handle_message(msg);
219 }
220 else => {
221 return false;
223 }
224 }
225 }
226 }
227
228 fn emit(&self, msg: BinanceSpotWsTradingMessage) {
230 if let Err(e) = self.out_tx.send(msg) {
231 log::error!("Failed to send message to output channel: {e}");
232 }
233 }
234
235 fn fail_pending_requests(&mut self) {
237 if self.pending_requests.is_empty() {
238 return;
239 }
240
241 let count = self.pending_requests.len();
242 log::warn!("Failing {count} pending requests after reconnection");
243
244 let pending = std::mem::take(&mut self.pending_requests);
245 for (request_id, _meta) in pending {
246 self.emit(BinanceSpotWsTradingMessage::RequestFailed {
247 request_id,
248 msg: "Connection lost before response received".to_string(),
249 });
250 }
251 }
252
253 async fn handle_place_order(
254 &mut self,
255 id: String,
256 params: crate::spot::http::query::NewOrderParams,
257 ) -> BinanceWsApiResult<()> {
258 let params_json = serde_json::to_value(¶ms)
259 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?;
260 let signed_params = self.sign_params(params_json)?;
261
262 let request = BinanceSpotWsTradingRequest::new(&id, method::ORDER_PLACE, signed_params);
263 self.pending_requests
264 .insert(id.clone(), BinanceSpotWsTradingRequestMeta::PlaceOrder);
265 self.send_request(request).await
266 }
267
268 async fn handle_cancel_order(
269 &mut self,
270 id: String,
271 params: crate::spot::http::query::CancelOrderParams,
272 ) -> BinanceWsApiResult<()> {
273 let params_json = serde_json::to_value(¶ms)
274 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?;
275 let signed_params = self.sign_params(params_json)?;
276
277 let request = BinanceSpotWsTradingRequest::new(&id, method::ORDER_CANCEL, signed_params);
278 self.pending_requests
279 .insert(id.clone(), BinanceSpotWsTradingRequestMeta::CancelOrder);
280 self.send_request(request).await
281 }
282
283 async fn handle_cancel_replace_order(
284 &mut self,
285 id: String,
286 params: crate::spot::http::query::CancelReplaceOrderParams,
287 ) -> BinanceWsApiResult<()> {
288 let params_json = serde_json::to_value(¶ms)
289 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?;
290 let signed_params = self.sign_params(params_json)?;
291
292 let request =
293 BinanceSpotWsTradingRequest::new(&id, method::ORDER_CANCEL_REPLACE, signed_params);
294 self.pending_requests.insert(
295 id.clone(),
296 BinanceSpotWsTradingRequestMeta::CancelReplaceOrder,
297 );
298 self.send_request(request).await
299 }
300
301 async fn handle_cancel_all_orders(
302 &mut self,
303 id: String,
304 symbol: String,
305 ) -> BinanceWsApiResult<()> {
306 let params_json = serde_json::json!({ "symbol": symbol });
307 let signed_params = self.sign_params(params_json)?;
308
309 let request =
310 BinanceSpotWsTradingRequest::new(&id, method::OPEN_ORDERS_CANCEL_ALL, signed_params);
311 self.pending_requests
312 .insert(id.clone(), BinanceSpotWsTradingRequestMeta::CancelAllOrders);
313 self.send_request(request).await
314 }
315
316 async fn handle_session_logon(&mut self) -> BinanceWsApiResult<()> {
317 let id = self.next_request_id();
318 let params_json = serde_json::json!({});
319 let signed_params = self.sign_params(params_json)?;
320
321 let request = BinanceSpotWsTradingRequest::new(&id, method::SESSION_LOGON, signed_params);
322 self.pending_requests
323 .insert(id, BinanceSpotWsTradingRequestMeta::SessionLogon);
324 self.send_request(request).await
325 }
326
327 async fn handle_subscribe_user_data(&mut self) -> BinanceWsApiResult<()> {
328 let id = self.next_request_id();
329 let request = BinanceSpotWsTradingRequest::new(
330 &id,
331 "userDataStream.subscribe",
332 serde_json::json!({}),
333 );
334 self.pending_requests
335 .insert(id, BinanceSpotWsTradingRequestMeta::SubscribeUserData);
336 self.send_request(request).await
337 }
338
339 fn next_request_id(&self) -> String {
340 let id = self.request_id_counter.fetch_add(1, Ordering::Relaxed);
341 format!("ws-{id}")
342 }
343
344 fn sign_params(&self, mut params: serde_json::Value) -> BinanceWsApiResult<serde_json::Value> {
345 let timestamp = std::time::SystemTime::now()
346 .duration_since(std::time::UNIX_EPOCH)
347 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?
348 .as_millis() as i64;
349
350 if let Some(obj) = params.as_object_mut() {
351 obj.insert("timestamp".to_string(), serde_json::json!(timestamp));
352 obj.insert(
353 "apiKey".to_string(),
354 serde_json::json!(self.credential.api_key()),
355 );
356
357 if let Some(recv_window_ms) = self.recv_window_ms {
358 obj.insert("recvWindow".to_string(), serde_json::json!(recv_window_ms));
359 }
360 }
361
362 let query_string = canonical_ws_query_string(
366 params
367 .as_object()
368 .into_iter()
369 .flatten()
370 .map(|(k, v)| (k.as_str(), v)),
371 )
372 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?;
373 let signature = self.credential.sign(&query_string);
374
375 if let Some(obj) = params.as_object_mut() {
376 obj.insert("signature".to_string(), serde_json::json!(signature));
377 }
378
379 Ok(params)
380 }
381
382 async fn send_request(
383 &mut self,
384 request: BinanceSpotWsTradingRequest,
385 ) -> BinanceWsApiResult<()> {
386 let client = self.inner.as_mut().ok_or_else(|| {
387 BinanceWsApiError::ConnectionError("WebSocket not connected".to_string())
388 })?;
389
390 let json = serde_json::to_string(&request)
391 .map_err(|e| BinanceWsApiError::ClientError(e.to_string()))?;
392
393 log::debug!(
394 "Sending WebSocket API request id={} method={}",
395 request.id,
396 request.method
397 );
398
399 let keys = Some(BINANCE_WS_RATE_LIMIT_KEY_ORDER.as_slice());
400
401 let is_session_setup = matches!(
402 self.pending_requests.get(&request.id),
403 Some(
404 BinanceSpotWsTradingRequestMeta::SessionLogon
405 | BinanceSpotWsTradingRequestMeta::SubscribeUserData
406 )
407 );
408
409 let result = if is_session_setup {
410 client
411 .send_text_on_connection(json, keys, client.connection_epoch())
412 .await
413 } else {
414 client.send_text(json, keys).await
415 };
416
417 result.map_err(|e| {
418 BinanceWsApiError::ConnectionError(format!("Failed to send request: {e}"))
419 })?;
420
421 Ok(())
422 }
423
424 fn handle_message(&mut self, msg: Message) {
425 match msg {
426 Message::Binary(data) => self.handle_binary_response(&data),
427 Message::Text(text) => self.handle_text_response(&text),
428 Message::Ping(_) | Message::Pong(_) => {}
429 Message::Close(frame) => {
430 log::debug!("WebSocket closed: {frame:?}");
431 }
432 Message::Frame(_) => {}
433 }
434 }
435
436 fn handle_binary_response(&mut self, data: &[u8]) {
437 match self.decode_ws_api_response(data) {
438 Ok(response) => self.emit(response),
439 Err(e) => {
440 log::error!("Failed to decode WebSocket API response: {e}");
441 self.emit(BinanceSpotWsTradingMessage::Error(e.to_string()));
442 }
443 }
444 }
445
446 fn handle_text_response(&mut self, text: &str) {
447 let json: serde_json::Value = match serde_json::from_str(text) {
448 Ok(j) => j,
449 Err(e) => {
450 log::warn!("Failed to parse text response as JSON: {e}");
451 return;
452 }
453 };
454
455 if let Some(event) = json.get("event") {
457 self.handle_user_data_event(event);
458 return;
459 }
460
461 if json.get("e").is_some() {
463 self.handle_user_data_event(&json);
464 return;
465 }
466
467 if let Some(id) = json.get("id") {
469 let id_str = match id {
470 serde_json::Value::String(s) => s.clone(),
471 serde_json::Value::Number(n) => n.to_string(),
472 _ => return,
473 };
474
475 if let Some(meta) = self.pending_requests.remove(&id_str) {
476 let error_info = json
479 .get("error")
480 .map(|e| {
481 (
482 e.get("code")
483 .and_then(|v| v.as_i64())
484 .and_then(|code| i32::try_from(code).ok()),
485 e.get("msg")
486 .and_then(|v| v.as_str())
487 .unwrap_or("Unknown error")
488 .to_string(),
489 )
490 })
491 .or_else(|| {
492 json.get("code").and_then(|c| c.as_i64()).map(|code| {
493 let msg = json
494 .get("msg")
495 .and_then(|v| v.as_str())
496 .unwrap_or("Unknown error")
497 .to_string();
498 (i32::try_from(code).ok(), msg)
499 })
500 });
501
502 if let Some((code, msg)) = error_info {
503 let status = json
504 .get("status")
505 .and_then(|v| v.as_u64())
506 .map(|s| s as u16);
507 let rejection = match code {
508 Some(code) => {
509 self.create_rejection(id_str, status.unwrap_or(0), code, msg, meta)
510 }
511 None => BinanceSpotWsTradingMessage::RequestFailed {
512 request_id: id_str,
513 msg: format!("Missing or invalid venue error code: {msg}"),
514 },
515 };
516 self.emit(rejection);
517 return;
518 }
519
520 match meta {
522 BinanceSpotWsTradingRequestMeta::SessionLogon => {
523 log::debug!("Session authenticated");
524 self.emit(BinanceSpotWsTradingMessage::Authenticated);
525 }
526 BinanceSpotWsTradingRequestMeta::SubscribeUserData => {
527 let subscription_id = json
528 .get("result")
529 .and_then(|r| r.get("subscriptionId"))
530 .map(|v| v.to_string())
531 .unwrap_or_default();
532 log::debug!("User data stream subscribed: id={subscription_id}");
533 self.emit(BinanceSpotWsTradingMessage::UserDataSubscribed {
534 subscription_id,
535 });
536 }
537 _ => {
538 log::debug!("Unexpected JSON success for request {id_str}");
541 }
542 }
543 return;
544 }
545
546 if let Some(code) = json.get("code").and_then(|v| v.as_i64()) {
548 let msg = json
549 .get("msg")
550 .and_then(|v| v.as_str())
551 .unwrap_or("Unknown error");
552 log::warn!(
553 "Received error response without matching request ID: code={code} msg={msg}"
554 );
555 }
556 return;
557 }
558
559 if json.get("eventStreamTerminated").is_some() {
561 log::warn!("User data stream terminated, resubscribe needed");
562 return;
563 }
564
565 log::debug!("Unhandled text message: {} bytes", text.len());
566 }
567
568 fn handle_user_data_event(&self, event: &serde_json::Value) {
569 if let Some(msg) = classify_user_data_event(event) {
570 self.emit(msg);
571 }
572 }
573
574 fn decode_ws_api_response(
575 &mut self,
576 data: &[u8],
577 ) -> Result<BinanceSpotWsTradingMessage, BinanceWsApiError> {
578 if data.len() >= message_header_codec::ENCODED_LENGTH {
580 let buf = ReadBuf::new(data);
581 let template_id = buf.get_u16_at(2);
582
583 match template_id {
586 601 => {
587 log::debug!("Received SBE BalanceUpdateEvent ({} bytes)", data.len());
588 match super::decode_sbe::decode_balance_update(data) {
589 Ok(msg) => {
590 log::debug!(
591 "SBE balance update: asset={}, delta={}",
592 msg.asset,
593 msg.delta
594 );
595 return Ok(BinanceSpotWsTradingMessage::BalanceUpdate(msg));
596 }
597 Err(e) => {
598 log::error!("Failed to decode SBE BalanceUpdateEvent: {e}");
599 return Ok(BinanceSpotWsTradingMessage::Error(format!(
600 "SBE BalanceUpdateEvent decode failed: {e}"
601 )));
602 }
603 }
604 }
605 603 => {
606 log::debug!("Received SBE ExecutionReportEvent ({} bytes)", data.len());
607 match super::decode_sbe::decode_execution_report(data) {
608 Ok(report) => {
609 log::debug!(
610 "SBE execution report: symbol={}, order_id={}, exec={:?}, status={:?}",
611 report.symbol,
612 report.order_id,
613 report.execution_type,
614 report.order_status
615 );
616 return Ok(BinanceSpotWsTradingMessage::ExecutionReport(Box::new(
617 report,
618 )));
619 }
620 Err(e) => {
621 log::error!("Failed to decode SBE ExecutionReportEvent: {e}");
622 return Ok(BinanceSpotWsTradingMessage::Error(format!(
623 "SBE ExecutionReportEvent decode failed: {e}"
624 )));
625 }
626 }
627 }
628 606 => {
629 log::debug!(
630 "Received SBE ListStatusEvent ({} bytes), not yet decoded",
631 data.len()
632 );
633 return Ok(BinanceSpotWsTradingMessage::Error(
634 "SBE ListStatusEvent decoding not yet implemented".to_string(),
635 ));
636 }
637 607 => {
638 log::debug!(
639 "Received SBE OutboundAccountPositionEvent ({} bytes)",
640 data.len()
641 );
642
643 match super::decode_sbe::decode_account_position(data) {
644 Ok(msg) => {
645 log::debug!("SBE account position: {} balance(s)", msg.balances.len());
646 return Ok(BinanceSpotWsTradingMessage::AccountPosition(msg));
647 }
648 Err(e) => {
649 log::error!("Failed to decode SBE OutboundAccountPositionEvent: {e}");
650 return Ok(BinanceSpotWsTradingMessage::Error(format!(
651 "SBE OutboundAccountPositionEvent decode failed: {e}"
652 )));
653 }
654 }
655 }
656 610 => {
657 let event_time = parse_server_shutdown_event_time_ms(data);
658 return Ok(BinanceSpotWsTradingMessage::ServerShutdown { event_time });
659 }
660 _ => {} }
662 }
663
664 let (request_id, status, result_data) = self.parse_envelope(data)?;
666
667 let meta = self.pending_requests.remove(&request_id).ok_or_else(|| {
669 BinanceWsApiError::UnknownRequestId(format!("No pending request for ID: {request_id}"))
670 })?;
671
672 if status != 200 {
674 return Ok(match Self::try_decode_sbe_error(&result_data) {
675 Some((code, msg)) => self.create_rejection(request_id, status, code, msg, meta),
676 None => BinanceSpotWsTradingMessage::RequestFailed {
678 request_id,
679 msg: format!("Request failed with status {status}; error payload undecodable"),
680 },
681 });
682 }
683
684 match meta {
686 BinanceSpotWsTradingRequestMeta::PlaceOrder => {
687 let response = parse::decode_new_order_full(&result_data)?;
688 Ok(BinanceSpotWsTradingMessage::OrderAccepted {
689 request_id,
690 response,
691 })
692 }
693 BinanceSpotWsTradingRequestMeta::CancelOrder => {
694 let response = parse::decode_cancel_order(&result_data)?;
695 Ok(BinanceSpotWsTradingMessage::OrderCanceled {
696 request_id,
697 response,
698 })
699 }
700 BinanceSpotWsTradingRequestMeta::CancelReplaceOrder => {
701 let (cancel_response, new_order_response) =
702 parse::decode_cancel_replace_orders(&result_data)?;
703 Ok(BinanceSpotWsTradingMessage::CancelReplaceAccepted {
704 request_id,
705 cancel_response,
706 new_order_response,
707 })
708 }
709 BinanceSpotWsTradingRequestMeta::CancelAllOrders => {
710 let responses = parse::decode_cancel_open_orders(&result_data)?;
711 Ok(BinanceSpotWsTradingMessage::AllOrdersCanceled {
712 request_id,
713 responses,
714 })
715 }
716 BinanceSpotWsTradingRequestMeta::SessionLogon => {
717 log::debug!("Session authenticated (SBE response)");
718 Ok(BinanceSpotWsTradingMessage::Authenticated)
719 }
720 BinanceSpotWsTradingRequestMeta::SubscribeUserData => {
721 log::debug!("User data stream subscribed (SBE response)");
722 Ok(BinanceSpotWsTradingMessage::UserDataSubscribed {
723 subscription_id: request_id,
724 })
725 }
726 }
727 }
728
729 fn parse_envelope(&self, data: &[u8]) -> Result<(String, u16, Vec<u8>), BinanceWsApiError> {
733 if data.len() < message_header_codec::ENCODED_LENGTH {
734 return Err(BinanceWsApiError::DecodeError(
735 crate::spot::sbe::error::SbeDecodeError::BufferTooShort {
736 expected: message_header_codec::ENCODED_LENGTH,
737 actual: data.len(),
738 },
739 ));
740 }
741
742 let buf = ReadBuf::new(data);
743
744 let block_length = buf.get_u16_at(0);
746 let template_id = buf.get_u16_at(2);
747
748 if template_id != SBE_TEMPLATE_ID {
749 return Err(BinanceWsApiError::DecodeError(
750 crate::spot::sbe::error::SbeDecodeError::UnknownTemplateId(template_id),
751 ));
752 }
753
754 let version = buf.get_u16_at(6);
755
756 let decoder = WebSocketResponseDecoder::default().wrap(
758 buf,
759 message_header_codec::ENCODED_LENGTH,
760 block_length,
761 version,
762 );
763
764 let status = decoder.status();
766
767 let mut rate_limits = decoder.rate_limits_decoder();
769 while rate_limits.advance().unwrap_or(None).is_some() {}
770 let mut decoder = rate_limits.parent().map_err(|e| {
771 BinanceWsApiError::ClientError(format!("Failed to get parent from rate_limits: {e}"))
772 })?;
773
774 let id_coords = decoder.id_decoder();
776 let id_bytes = decoder.id_slice(id_coords);
777 let request_id = String::from_utf8_lossy(id_bytes).to_string();
778
779 let result_coords = decoder.result_decoder();
781 let result_data = decoder.result_slice(result_coords).to_vec();
782
783 Ok((request_id, status, result_data))
784 }
785
786 fn create_rejection(
787 &self,
788 request_id: String,
789 status: u16,
790 code: i32,
791 msg: String,
792 meta: BinanceSpotWsTradingRequestMeta,
793 ) -> BinanceSpotWsTradingMessage {
794 match meta {
795 BinanceSpotWsTradingRequestMeta::PlaceOrder => {
796 BinanceSpotWsTradingMessage::OrderRejected {
797 request_id,
798 status,
799 code,
800 msg,
801 }
802 }
803 BinanceSpotWsTradingRequestMeta::CancelOrder => {
804 BinanceSpotWsTradingMessage::CancelRejected {
805 request_id,
806 status,
807 code,
808 msg,
809 }
810 }
811 BinanceSpotWsTradingRequestMeta::CancelReplaceOrder => {
812 BinanceSpotWsTradingMessage::CancelReplaceRejected {
813 request_id,
814 status,
815 code,
816 msg,
817 }
818 }
819 BinanceSpotWsTradingRequestMeta::CancelAllOrders => {
820 BinanceSpotWsTradingMessage::CancelRejected {
821 request_id,
822 status,
823 code,
824 msg,
825 }
826 }
827 BinanceSpotWsTradingRequestMeta::SessionLogon => {
828 BinanceSpotWsTradingMessage::AuthenticationRejected(format!("code={code}: {msg}"))
829 }
830 BinanceSpotWsTradingRequestMeta::SubscribeUserData => {
831 BinanceSpotWsTradingMessage::UserDataSubscriptionRejected(format!(
832 "code={code}: {msg}"
833 ))
834 }
835 }
836 }
837
838 fn try_decode_sbe_error(data: &[u8]) -> Option<(i32, String)> {
840 const HEADER_LEN: usize = 8;
841
842 if data.len()
843 < HEADER_LEN + crate::spot::sbe::spot::error_response_codec::SBE_BLOCK_LENGTH as usize
844 {
845 return None;
846 }
847
848 let buf = ReadBuf::new(data);
849 let header = message_header_codec::MessageHeaderDecoder::default().wrap(buf, 0);
850 if header.template_id() != crate::spot::sbe::spot::error_response_codec::SBE_TEMPLATE_ID {
851 return None;
852 }
853
854 let mut decoder = ErrorResponseDecoder::default().header(header, 0);
855 let code = i32::from(decoder.code());
856 let msg_coords = decoder.msg_decoder();
857 let msg_bytes = decoder.msg_slice(msg_coords);
858 let msg = String::from_utf8_lossy(msg_bytes).into_owned();
859
860 Some((code, msg))
861 }
862}
863
864pub(crate) fn classify_user_data_event(
869 event: &serde_json::Value,
870) -> Option<BinanceSpotWsTradingMessage> {
871 let event_type = event
872 .get("e")
873 .and_then(|v| serde_json::from_value::<BinanceSpotUserDataEventType>(v.clone()).ok())
874 .unwrap_or(BinanceSpotUserDataEventType::Unknown);
875
876 match event_type {
877 BinanceSpotUserDataEventType::ExecutionReport => {
878 match serde_json::from_value::<super::user_data::BinanceSpotExecutionReport>(
879 event.clone(),
880 ) {
881 Ok(report) => {
882 log::debug!(
883 "Execution report: symbol={}, order_id={}, exec={:?}, status={:?}",
884 report.symbol,
885 report.order_id,
886 report.execution_type,
887 report.order_status
888 );
889 Some(BinanceSpotWsTradingMessage::ExecutionReport(Box::new(
890 report,
891 )))
892 }
893 Err(e) => {
894 log::warn!("Failed to parse execution report: {e}");
895 None
896 }
897 }
898 }
899 BinanceSpotUserDataEventType::OutboundAccountPosition => {
900 match serde_json::from_value::<super::user_data::BinanceSpotAccountPositionMsg>(
901 event.clone(),
902 ) {
903 Ok(msg) => {
904 log::debug!("Account position update: {} balance(s)", msg.balances.len());
905 Some(BinanceSpotWsTradingMessage::AccountPosition(msg))
906 }
907 Err(e) => {
908 log::warn!("Failed to parse account position: {e}");
909 None
910 }
911 }
912 }
913 BinanceSpotUserDataEventType::BalanceUpdate => {
914 match serde_json::from_value::<super::user_data::BinanceSpotBalanceUpdateMsg>(
915 event.clone(),
916 ) {
917 Ok(msg) => {
918 log::debug!("Balance update: asset={}, delta={}", msg.asset, msg.delta);
919 Some(BinanceSpotWsTradingMessage::BalanceUpdate(msg))
920 }
921 Err(e) => {
922 log::warn!("Failed to parse balance update: {e}");
923 None
924 }
925 }
926 }
927 BinanceSpotUserDataEventType::ServerShutdown => {
928 let event_time = event.get("E").and_then(|v| v.as_i64()).unwrap_or_default();
929 Some(BinanceSpotWsTradingMessage::ServerShutdown { event_time })
930 }
931 BinanceSpotUserDataEventType::ListenKeyExpired
932 | BinanceSpotUserDataEventType::ExternalLockUpdate
933 | BinanceSpotUserDataEventType::EventStreamTerminated
934 | BinanceSpotUserDataEventType::Unknown => {
935 log::debug!("Unhandled user data event type: {event_type:?}");
936 None
937 }
938 }
939}
940
941pub(crate) fn parse_server_shutdown_event_time_ms(data: &[u8]) -> i64 {
947 if data.len() < message_header_codec::ENCODED_LENGTH + 8 {
948 return 0;
949 }
950 let buf = ReadBuf::new(data);
951 buf.get_i64_at(message_header_codec::ENCODED_LENGTH) / 1_000
952}
953
954#[cfg(test)]
955mod tests {
956 use std::time::Duration;
957
958 use futures_util::StreamExt;
959 use nautilus_common::testing::wait_until_async;
960 use nautilus_network::{
961 error::SendError,
962 websocket::{AuthTracker, WebSocketConfig},
963 };
964 use rstest::rstest;
965
966 use super::*;
967 use crate::spot::sbe::spot::{
968 cancel_order_response_codec::CancelOrderResponseDecoder,
969 new_order_full_response_codec::NewOrderFullResponseDecoder,
970 self_trade_prevention_mode::SelfTradePreventionMode,
971 };
972
973 #[tokio::test]
974 async fn test_authentication_with_full_replay_buffer() {
975 let listener = tokio::net::TcpListener::bind("127.0.0.1:0").await.unwrap();
976 let address = listener.local_addr().unwrap();
977 let (replayed_tx, replayed_rx) = tokio::sync::oneshot::channel();
978
979 let server = tokio::spawn(async move {
980 let (first, _) = listener.accept().await.unwrap();
981 let _first = tokio_tungstenite::accept_async(first).await.unwrap();
982 let (replacement, _) = listener.accept().await.unwrap();
983 let mut replacement = tokio_tungstenite::accept_async(replacement).await.unwrap();
984 let auth = replacement.next().await.unwrap().unwrap();
985 let auth: serde_json::Value = serde_json::from_str(auth.to_text().unwrap()).unwrap();
986 assert_eq!(auth["method"], method::SESSION_LOGON);
987 assert_eq!(auth["id"], "ws-1000");
988 assert_eq!(auth["params"]["apiKey"], "api-key");
989 let subscribe = replacement.next().await.unwrap().unwrap();
990 let subscribe: serde_json::Value =
991 serde_json::from_str(subscribe.to_text().unwrap()).unwrap();
992 assert_eq!(subscribe["method"], "userDataStream.subscribe");
993 assert_eq!(subscribe["id"], "ws-1001");
994 assert_eq!(subscribe["params"], serde_json::json!({}));
995 assert_eq!(
996 replacement.next().await.unwrap().unwrap(),
997 Message::text("held")
998 );
999 replayed_tx.send(()).unwrap();
1000 std::future::pending::<()>().await;
1001 });
1002
1003 let tracker = AuthTracker::new();
1004 let (_cmd_tx, cmd_rx) = tokio::sync::mpsc::unbounded_channel();
1005 let (_raw_tx, raw_rx) = tokio::sync::mpsc::unbounded_channel();
1006 let (out_tx, _out_rx) = tokio::sync::mpsc::unbounded_channel();
1007
1008 let mut handler = BinanceSpotWsTradingHandler::new(
1009 Arc::new(AtomicBool::new(false)),
1010 cmd_rx,
1011 raw_rx,
1012 out_tx,
1013 Arc::new(SigningCredential::new(
1014 "api-key".to_string(),
1015 "secret".to_string(),
1016 )),
1017 );
1018 let config = WebSocketConfig::builder()
1019 .url(format!("ws://{address}"))
1020 .writer_capacity(1)
1021 .reconnect_delay_initial_ms(1)
1022 .reconnect_delay_max_ms(1)
1023 .reconnect_jitter_ms(0)
1024 .build()
1025 .unwrap();
1026 let client = WebSocketClient::builder()
1027 .config(config)
1028 .message_handler(Arc::new(|_| {}))
1029 .connect()
1030 .await
1031 .unwrap();
1032 client.set_auth_tracker(tracker.clone(), true);
1033
1034 client.send_text("held".to_string(), None).await.unwrap();
1036 assert!(client.request_reconnect());
1037 wait_until_async(
1038 || async { client.is_active() && client.connection_epoch() == 1 },
1039 Duration::from_secs(5),
1040 )
1041 .await;
1042 assert!(matches!(
1043 client.send_text("overflow".to_string(), None).await,
1044 Err(SendError::BufferFull)
1045 ));
1046 handler.inner = Some(client);
1047 tokio::time::timeout(Duration::from_secs(5), handler.handle_session_logon())
1048 .await
1049 .unwrap()
1050 .unwrap();
1051 tokio::time::timeout(Duration::from_secs(5), handler.handle_subscribe_user_data())
1052 .await
1053 .unwrap()
1054 .unwrap();
1055 tracker.succeed();
1056 tokio::time::timeout(Duration::from_secs(5), replayed_rx)
1057 .await
1058 .unwrap()
1059 .unwrap();
1060 handler.inner.as_ref().unwrap().disconnect().await;
1061 server.abort();
1062 }
1063
1064 #[rstest]
1065 fn test_cancel_replace_response_decodes_both_orders() {
1066 let (_cmd_tx, cmd_rx) = tokio::sync::mpsc::unbounded_channel();
1067 let (_raw_tx, raw_rx) = tokio::sync::mpsc::unbounded_channel();
1068 let (out_tx, _out_rx) = tokio::sync::mpsc::unbounded_channel();
1069 let mut handler = BinanceSpotWsTradingHandler::new(
1070 Arc::new(AtomicBool::new(false)),
1071 cmd_rx,
1072 raw_rx,
1073 out_tx,
1074 Arc::new(SigningCredential::new(
1075 "api-key".to_string(),
1076 "secret".to_string(),
1077 )),
1078 );
1079 let placed = include_bytes!(
1080 "../../../../test_data/spot/user_data_sbe/mainnet/web_socket_response_1.sbe"
1081 );
1082 let canceled = include_bytes!(
1083 "../../../../test_data/spot/user_data_sbe/mainnet/web_socket_response_2.sbe"
1084 );
1085 let (request_id, _, replacement) = handler.parse_envelope(placed).unwrap();
1086 let (_, _, cancellation) = handler.parse_envelope(canceled).unwrap();
1087 let expected_new = parse::decode_new_order_full(&replacement).unwrap();
1088 let expected_cancel = parse::decode_cancel_order(&cancellation).unwrap();
1089 let mut payload = Vec::new();
1090
1091 for field in [
1092 2_u16,
1093 crate::spot::sbe::spot::cancel_replace_order_response_codec::SBE_TEMPLATE_ID,
1094 crate::spot::sbe::spot::SBE_SCHEMA_ID,
1095 crate::spot::sbe::spot::SBE_SCHEMA_VERSION,
1096 ] {
1097 payload.extend_from_slice(&field.to_le_bytes());
1098 }
1099 let success =
1100 crate::spot::sbe::spot::cancel_replace_status::CancelReplaceStatus::Success as u8;
1101 payload.extend_from_slice(&[success, success]);
1102 payload.extend_from_slice(&(cancellation.len() as u16).to_le_bytes());
1103 payload.extend_from_slice(&cancellation);
1104 payload.extend_from_slice(&(replacement.len() as u32).to_le_bytes());
1105 payload.extend_from_slice(&replacement);
1106 let mut response = placed[..placed.len() - replacement.len() - 4].to_vec();
1107 response.extend_from_slice(&(payload.len() as u32).to_le_bytes());
1108 response.extend_from_slice(&payload);
1109 handler.pending_requests.insert(
1110 request_id.clone(),
1111 BinanceSpotWsTradingRequestMeta::CancelReplaceOrder,
1112 );
1113
1114 let decoded = handler.decode_ws_api_response(&response).unwrap();
1115
1116 let BinanceSpotWsTradingMessage::CancelReplaceAccepted {
1117 request_id: actual_id,
1118 cancel_response,
1119 new_order_response,
1120 } = decoded
1121 else {
1122 panic!("Expected cancel-replace acceptance");
1123 };
1124 assert_eq!(actual_id, request_id);
1125 assert_eq!(cancel_response, expected_cancel);
1126 assert_eq!(new_order_response, expected_new);
1127 assert!(handler.pending_requests.is_empty());
1128 }
1129
1130 #[rstest]
1131 fn test_mainnet_order_responses_match_generated_decoders() {
1132 let (_cmd_tx, cmd_rx) = tokio::sync::mpsc::unbounded_channel();
1133 let (_raw_tx, raw_rx) = tokio::sync::mpsc::unbounded_channel();
1134 let (out_tx, _out_rx) = tokio::sync::mpsc::unbounded_channel();
1135 let handler = BinanceSpotWsTradingHandler::new(
1136 Arc::new(AtomicBool::new(false)),
1137 cmd_rx,
1138 raw_rx,
1139 out_tx,
1140 Arc::new(SigningCredential::new(
1141 "api-key".to_string(),
1142 "secret".to_string(),
1143 )),
1144 );
1145 let placed = include_bytes!(
1146 "../../../../test_data/spot/user_data_sbe/mainnet/web_socket_response_1.sbe"
1147 );
1148 let canceled = include_bytes!(
1149 "../../../../test_data/spot/user_data_sbe/mainnet/web_socket_response_2.sbe"
1150 );
1151 let (_, _, replacement) = handler.parse_envelope(placed).unwrap();
1152 let (_, _, cancellation) = handler.parse_envelope(canceled).unwrap();
1153 let placed_header = message_header_codec::MessageHeaderDecoder::default()
1154 .wrap(ReadBuf::new(&replacement), 0);
1155 let placed_decoder = NewOrderFullResponseDecoder::default().header(placed_header, 0);
1156 let canceled_header = message_header_codec::MessageHeaderDecoder::default()
1157 .wrap(ReadBuf::new(&cancellation), 0);
1158 let canceled_decoder = CancelOrderResponseDecoder::default().header(canceled_header, 0);
1159
1160 let new_order = parse::decode_new_order_full(&replacement).unwrap();
1161 let cancel = parse::decode_cancel_order(&cancellation).unwrap();
1162
1163 assert_eq!(
1164 new_order.self_trade_prevention_mode,
1165 placed_decoder.self_trade_prevention_mode()
1166 );
1167 assert_eq!(new_order.working_time, placed_decoder.working_time());
1168 assert_eq!(new_order.stop_price_mantissa, placed_decoder.stop_price());
1169 assert_eq!(
1170 cancel.self_trade_prevention_mode,
1171 canceled_decoder.self_trade_prevention_mode()
1172 );
1173 assert_eq!(
1174 cancel.self_trade_prevention_mode,
1175 SelfTradePreventionMode::ExpireMaker
1176 );
1177 }
1178
1179 #[rstest]
1180 #[case::missing(None)]
1181 #[case::overflow(Some(i64::MAX))]
1182 fn test_json_error_without_valid_code_is_ambiguous(#[case] code: Option<i64>) {
1183 let (_cmd_tx, cmd_rx) = tokio::sync::mpsc::unbounded_channel();
1184 let (_raw_tx, raw_rx) = tokio::sync::mpsc::unbounded_channel();
1185 let (out_tx, mut out_rx) = tokio::sync::mpsc::unbounded_channel();
1186 let mut handler = BinanceSpotWsTradingHandler::new(
1187 Arc::new(AtomicBool::new(false)),
1188 cmd_rx,
1189 raw_rx,
1190 out_tx,
1191 Arc::new(SigningCredential::new(
1192 "test-key".to_string(),
1193 "test-secret".to_string(),
1194 )),
1195 );
1196 handler.pending_requests.insert(
1197 "order-1".to_string(),
1198 BinanceSpotWsTradingRequestMeta::PlaceOrder,
1199 );
1200 let response = serde_json::json!({"id": "order-1", "status": 400, "error": {"code": code, "msg": "invalid request"}});
1201
1202 handler.handle_text_response(&response.to_string());
1203
1204 let BinanceSpotWsTradingMessage::RequestFailed { request_id, msg } =
1205 out_rx.try_recv().unwrap()
1206 else {
1207 panic!("expected ambiguous request failure");
1208 };
1209 assert_eq!(request_id, "order-1");
1210 assert_eq!(msg, "Missing or invalid venue error code: invalid request");
1211 assert!(handler.pending_requests.is_empty());
1212 assert!(out_rx.try_recv().is_err());
1213 }
1214
1215 #[rstest]
1216 #[case::microseconds_converted_to_ms(1_700_000_000_000_000_i64, 1_700_000_000_000_i64)]
1217 #[case::zero(0_i64, 0_i64)]
1218 #[case::negative(-1_000_i64, -1_i64)]
1219 fn test_parse_server_shutdown_event_time_ms(
1220 #[case] event_time_us: i64,
1221 #[case] expected_ms: i64,
1222 ) {
1223 let mut buf = vec![0u8; message_header_codec::ENCODED_LENGTH];
1224 buf.extend_from_slice(&event_time_us.to_le_bytes());
1225 assert_eq!(parse_server_shutdown_event_time_ms(&buf), expected_ms);
1226 }
1227
1228 #[rstest]
1229 fn test_parse_server_shutdown_event_time_ms_short_buffer_returns_zero() {
1230 let buf = vec![0u8; message_header_codec::ENCODED_LENGTH + 4];
1231 assert_eq!(parse_server_shutdown_event_time_ms(&buf), 0);
1232 }
1233
1234 #[rstest]
1235 fn test_classify_user_data_event_server_shutdown_emits_variant() {
1236 let event = serde_json::json!({"e": "serverShutdown", "E": 1_700_000_000_000_i64});
1237 let msg = classify_user_data_event(&event).expect("expected ServerShutdown");
1238 match msg {
1239 BinanceSpotWsTradingMessage::ServerShutdown { event_time } => {
1240 assert_eq!(event_time, 1_700_000_000_000);
1241 }
1242 other => panic!("expected ServerShutdown variant, was {other:?}"),
1243 }
1244 }
1245
1246 #[rstest]
1247 fn test_classify_user_data_event_server_shutdown_missing_event_time_defaults_to_zero() {
1248 let event = serde_json::json!({"e": "serverShutdown"});
1249 let msg = classify_user_data_event(&event).expect("expected ServerShutdown");
1250 match msg {
1251 BinanceSpotWsTradingMessage::ServerShutdown { event_time } => {
1252 assert_eq!(event_time, 0);
1253 }
1254 other => panic!("expected ServerShutdown variant, was {other:?}"),
1255 }
1256 }
1257
1258 #[rstest]
1259 fn test_classify_user_data_event_unknown_returns_none() {
1260 let event = serde_json::json!({"e": "somethingElse"});
1261 assert!(classify_user_data_event(&event).is_none());
1262 }
1263
1264 #[rstest]
1265 fn test_sign_params_includes_recv_window_in_signature() {
1266 let (_cmd_tx, cmd_rx) = tokio::sync::mpsc::unbounded_channel();
1267 let (_raw_tx, raw_rx) = tokio::sync::mpsc::unbounded_channel();
1268 let (out_tx, _out_rx) = tokio::sync::mpsc::unbounded_channel();
1269 let credential = Arc::new(SigningCredential::new(
1270 "api-key".to_string(),
1271 "hmac-secret".to_string(),
1272 ));
1273 let handler = BinanceSpotWsTradingHandler::new(
1274 Arc::new(AtomicBool::new(false)),
1275 cmd_rx,
1276 raw_rx,
1277 out_tx,
1278 credential.clone(),
1279 )
1280 .with_recv_window(Some(45_000));
1281
1282 let signed = handler
1283 .sign_params(serde_json::json!({"symbol": "BTCUSDT"}))
1284 .unwrap();
1285 let mut unsigned = signed.clone();
1286 let signature = unsigned
1287 .as_object_mut()
1288 .unwrap()
1289 .remove("signature")
1290 .unwrap();
1291 let query = canonical_ws_query_string(
1292 unsigned
1293 .as_object()
1294 .unwrap()
1295 .iter()
1296 .map(|(key, value)| (key.as_str(), value)),
1297 )
1298 .unwrap();
1299
1300 assert_eq!(signed["recvWindow"], 45_000);
1301 assert_eq!(signature, credential.sign(&query));
1302 }
1303}