nautilus_bitmex/websocket/
handler.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! WebSocket message handler for BitMEX.
17
18use std::sync::{
19    Arc,
20    atomic::{AtomicBool, Ordering},
21};
22
23use nautilus_network::{
24    RECONNECTED,
25    retry::{RetryManager, create_websocket_retry_manager},
26    websocket::{AuthTracker, SubscriptionState, WebSocketClient},
27};
28use tokio_tungstenite::tungstenite::Message;
29
30use super::{
31    enums::{BitmexWsAuthAction, BitmexWsOperation},
32    error::BitmexWsError,
33    messages::{BitmexHttpRequest, BitmexWsFrame, BitmexWsMessage},
34};
35
36/// Commands sent from the outer client to the inner message handler.
37#[derive(Debug)]
38pub enum HandlerCommand {
39    /// Set the WebSocketClient for the handler to use.
40    SetClient(WebSocketClient),
41    /// Disconnect the WebSocket connection.
42    Disconnect,
43    /// Send authentication payload to the WebSocket.
44    Authenticate { payload: String },
45    /// Subscribe to the given topics.
46    Subscribe { topics: Vec<String> },
47    /// Unsubscribe from the given topics.
48    Unsubscribe { topics: Vec<String> },
49}
50
51pub(super) struct BitmexWsFeedHandler {
52    signal: Arc<AtomicBool>,
53    inner: Option<WebSocketClient>,
54    cmd_rx: tokio::sync::mpsc::UnboundedReceiver<HandlerCommand>,
55    raw_rx: tokio::sync::mpsc::UnboundedReceiver<Message>,
56    out_tx: tokio::sync::mpsc::UnboundedSender<BitmexWsMessage>,
57    auth_tracker: AuthTracker,
58    subscriptions: SubscriptionState,
59    retry_manager: RetryManager<BitmexWsError>,
60}
61
62impl BitmexWsFeedHandler {
63    /// Creates a new [`BitmexWsFeedHandler`] instance.
64    pub(super) fn new(
65        signal: Arc<AtomicBool>,
66        cmd_rx: tokio::sync::mpsc::UnboundedReceiver<HandlerCommand>,
67        raw_rx: tokio::sync::mpsc::UnboundedReceiver<Message>,
68        out_tx: tokio::sync::mpsc::UnboundedSender<BitmexWsMessage>,
69        auth_tracker: AuthTracker,
70        subscriptions: SubscriptionState,
71    ) -> Self {
72        Self {
73            signal,
74            inner: None,
75            cmd_rx,
76            raw_rx,
77            out_tx,
78            auth_tracker,
79            subscriptions,
80            retry_manager: create_websocket_retry_manager(),
81        }
82    }
83
84    pub(super) fn is_stopped(&self) -> bool {
85        self.signal.load(Ordering::Relaxed)
86    }
87
88    pub(super) fn send(&self, msg: BitmexWsMessage) -> Result<(), ()> {
89        self.out_tx.send(msg).map_err(|_| ())
90    }
91
92    /// Sends a WebSocket message with retry logic.
93    async fn send_with_retry(&self, payload: String) -> anyhow::Result<()> {
94        if let Some(client) = &self.inner {
95            self.retry_manager
96                .execute_with_retry(
97                    "websocket_send",
98                    || {
99                        let payload = payload.clone();
100                        async move {
101                            client.send_text(payload, None).await.map_err(|e| {
102                                BitmexWsError::ClientError(format!("Send failed: {e}"))
103                            })
104                        }
105                    },
106                    should_retry_bitmex_error,
107                    create_bitmex_timeout_error,
108                )
109                .await
110                .map_err(|e| anyhow::anyhow!("{e}"))
111        } else {
112            Err(anyhow::anyhow!("No active WebSocket client"))
113        }
114    }
115
116    pub(super) async fn next(&mut self) -> Option<BitmexWsMessage> {
117        loop {
118            tokio::select! {
119                Some(cmd) = self.cmd_rx.recv() => {
120                    match cmd {
121                        HandlerCommand::SetClient(client) => {
122                            log::debug!("WebSocketClient received by handler");
123                            self.inner = Some(client);
124                        }
125                        HandlerCommand::Disconnect => {
126                            log::debug!("Disconnect command received");
127
128                            if let Some(client) = self.inner.take() {
129                                client.disconnect().await;
130                            }
131                        }
132                        HandlerCommand::Authenticate { payload } => {
133                            log::debug!("Authenticate command received");
134
135                            if let Err(e) = self.send_with_retry(payload).await {
136                                log::error!("Failed to send authentication after retries: {e}");
137                            }
138                        }
139                        HandlerCommand::Subscribe { topics } => {
140                            for topic in topics {
141                                log::debug!("Subscribing to topic: {topic}");
142                                if let Err(e) = self.send_with_retry(topic.clone()).await {
143                                    log::error!("Failed to send subscription after retries: topic={topic}, error={e}");
144                                }
145                            }
146                        }
147                        HandlerCommand::Unsubscribe { topics } => {
148                            for topic in topics {
149                                log::debug!("Unsubscribing from topic: {topic}");
150                                if let Err(e) = self.send_with_retry(topic.clone()).await {
151                                    log::error!("Failed to send unsubscription after retries: topic={topic}, error={e}");
152                                }
153                            }
154                        }
155                    }
156                }
157
158                () = tokio::time::sleep(std::time::Duration::from_millis(100)) => {
159                    if self.signal.load(std::sync::atomic::Ordering::Relaxed) {
160                        log::debug!("Stop signal received during idle period");
161                        return None;
162                    }
163                }
164
165                msg = self.raw_rx.recv() => {
166                    let msg = match msg {
167                        Some(msg) => msg,
168                        None => {
169                            log::debug!("WebSocket stream closed");
170                            return None;
171                        }
172                    };
173
174                    // Handle ping frames directly for minimal latency
175                    if let Message::Ping(data) = &msg {
176                        log::trace!("Received ping frame with {} bytes", data.len());
177
178                        if let Some(client) = &self.inner
179                            && let Err(e) = client.send_pong(data.to_vec()).await
180                        {
181                            log::warn!("Failed to send pong frame: {e}");
182                        }
183                        continue;
184                    }
185
186                    let event = match Self::parse_raw_message(msg) {
187                        Some(event) => event,
188                        None => continue,
189                    };
190
191                    if self.signal.load(std::sync::atomic::Ordering::Relaxed) {
192                        log::debug!("Stop signal received");
193                        return None;
194                    }
195
196                    match event {
197                        BitmexWsFrame::Reconnected => {
198                            return Some(BitmexWsMessage::Reconnected);
199                        }
200                        BitmexWsFrame::Subscription {
201                            success,
202                            subscribe,
203                            request,
204                            error,
205                        } => {
206                            if let Some(msg) = self.handle_subscription_message(
207                                success,
208                                subscribe.as_ref(),
209                                request.as_ref(),
210                                error.as_deref(),
211                            ) {
212                                return Some(msg);
213                            }
214                        }
215                        BitmexWsFrame::Table(table_msg) => {
216                            return Some(BitmexWsMessage::Table(table_msg));
217                        }
218                        BitmexWsFrame::Welcome { .. } | BitmexWsFrame::Error { .. } => {}
219                    }
220                }
221
222                // Handle shutdown - either channel closed or stream ended
223                else => {
224                    log::debug!("Handler shutting down: stream ended or command channel closed");
225                    return None;
226                }
227            }
228        }
229    }
230
231    fn parse_raw_message(msg: Message) -> Option<BitmexWsFrame> {
232        match msg {
233            Message::Text(text) => {
234                if text == RECONNECTED {
235                    log::info!("Received WebSocket reconnected signal");
236                    return Some(BitmexWsFrame::Reconnected);
237                }
238
239                log::trace!("Raw websocket message: {text}");
240
241                if Self::is_heartbeat_message(&text) {
242                    log::trace!("Ignoring heartbeat control message: {text}");
243                    return None;
244                }
245
246                match serde_json::from_str(&text) {
247                    Ok(msg) => match &msg {
248                        BitmexWsFrame::Welcome {
249                            version,
250                            heartbeat_enabled,
251                            limit,
252                            ..
253                        } => {
254                            log::debug!(
255                                "Welcome to the BitMEX Realtime API: version={}, heartbeat={}, rate_limit={:?}",
256                                version,
257                                heartbeat_enabled,
258                                limit.as_ref().and_then(|l| l.remaining),
259                            );
260                        }
261                        BitmexWsFrame::Subscription { .. } => return Some(msg),
262                        BitmexWsFrame::Error { status, error, .. } => {
263                            if Self::is_already_subscribed_error(error) {
264                                log::debug!(
265                                    "Ignoring duplicate BitMEX subscription: status={status}, error={error}",
266                                );
267                            } else {
268                                log::error!(
269                                    "Received error from BitMEX: status={status}, error={error}",
270                                );
271                            }
272                        }
273                        _ => return Some(msg),
274                    },
275                    Err(e) => {
276                        log::error!("Failed to parse WebSocket message: {e}: {text}");
277                    }
278                }
279            }
280            Message::Binary(msg) => {
281                log::debug!("Raw binary frame ({} bytes)", msg.len());
282                log::trace!("Raw binary: {msg:?}");
283            }
284            Message::Close(_) => {
285                log::debug!("Received close message, waiting for reconnection");
286            }
287            Message::Ping(data) => {
288                // Handled in select! loop before parse_raw_message
289                log::trace!("Ping frame with {} bytes (already handled)", data.len());
290            }
291            Message::Pong(data) => {
292                log::trace!("Received pong frame with {} bytes", data.len());
293            }
294            Message::Frame(frame) => {
295                log::debug!("Received raw frame: {frame:?}");
296            }
297        }
298
299        None
300    }
301
302    fn is_heartbeat_message(text: &str) -> bool {
303        let trimmed = text.trim();
304
305        if !trimmed.starts_with('{') || trimmed.len() > 64 {
306            return false;
307        }
308
309        trimmed.contains("\"op\":\"ping\"") || trimmed.contains("\"op\":\"pong\"")
310    }
311
312    fn is_already_subscribed_error(error: &str) -> bool {
313        error.contains("already subscribed to this topic")
314    }
315
316    fn handle_subscription_ack(
317        &self,
318        success: bool,
319        request: Option<&BitmexHttpRequest>,
320        subscribe: Option<&String>,
321        error: Option<&str>,
322    ) {
323        let topics = Self::topics_from_request(request, subscribe);
324
325        if topics.is_empty() {
326            log::debug!("Subscription acknowledgement without topics");
327            return;
328        }
329
330        for topic in topics {
331            if success {
332                self.subscriptions.confirm_subscribe(topic);
333                log::debug!("Subscription confirmed: topic={topic}");
334            } else {
335                self.subscriptions.mark_failure(topic);
336                let reason = error.unwrap_or("Subscription rejected");
337                log::error!("Subscription failed: topic={topic}, error={reason}");
338            }
339        }
340    }
341
342    fn handle_unsubscribe_ack(
343        &self,
344        success: bool,
345        request: Option<&BitmexHttpRequest>,
346        subscribe: Option<&String>,
347        error: Option<&str>,
348    ) {
349        let topics = Self::topics_from_request(request, subscribe);
350
351        if topics.is_empty() {
352            log::debug!("Unsubscription acknowledgement without topics");
353            return;
354        }
355
356        for topic in topics {
357            if success {
358                log::debug!("Unsubscription confirmed: topic={topic}");
359                self.subscriptions.confirm_unsubscribe(topic);
360            } else {
361                let reason = error.unwrap_or("Unsubscription rejected");
362                log::error!(
363                    "Unsubscription failed - restoring subscription: topic={topic}, error={reason}",
364                );
365                // Venue rejected unsubscribe, so we're still subscribed. Restore state:
366                self.subscriptions.confirm_unsubscribe(topic); // Clear pending_unsubscribe
367                self.subscriptions.mark_subscribe(topic); // Mark as subscribing
368                self.subscriptions.confirm_subscribe(topic); // Confirm subscription
369            }
370        }
371    }
372
373    fn topics_from_request<'a>(
374        request: Option<&'a BitmexHttpRequest>,
375        fallback: Option<&'a String>,
376    ) -> Vec<&'a str> {
377        if let Some(req) = request
378            && !req.args.is_empty()
379        {
380            return req.args.iter().filter_map(|arg| arg.as_str()).collect();
381        }
382
383        fallback.into_iter().map(|topic| topic.as_str()).collect()
384    }
385
386    fn handle_subscription_message(
387        &self,
388        success: bool,
389        subscribe: Option<&String>,
390        request: Option<&BitmexHttpRequest>,
391        error: Option<&str>,
392    ) -> Option<BitmexWsMessage> {
393        if let Some(req) = request {
394            if req
395                .op
396                .eq_ignore_ascii_case(BitmexWsAuthAction::AuthKeyExpires.as_ref())
397            {
398                if success {
399                    log::debug!("WebSocket authenticated");
400                    self.auth_tracker.succeed();
401                    return Some(BitmexWsMessage::Authenticated);
402                } else {
403                    let reason = error.unwrap_or("Authentication rejected").to_string();
404                    log::error!("WebSocket authentication failed: {reason}");
405                    self.auth_tracker.fail(reason);
406                }
407                return None;
408            }
409
410            if req
411                .op
412                .eq_ignore_ascii_case(BitmexWsOperation::Subscribe.as_ref())
413            {
414                self.handle_subscription_ack(success, request, subscribe, error);
415                return None;
416            }
417
418            if req
419                .op
420                .eq_ignore_ascii_case(BitmexWsOperation::Unsubscribe.as_ref())
421            {
422                self.handle_unsubscribe_ack(success, request, subscribe, error);
423                return None;
424            }
425        }
426
427        if subscribe.is_some() {
428            self.handle_subscription_ack(success, request, subscribe, error);
429            return None;
430        }
431
432        if let Some(error) = error {
433            log::warn!("Unhandled subscription control message: success={success}, error={error}");
434        }
435
436        None
437    }
438}
439
440/// Returns `true` when a BitMEX error should be retried.
441pub(crate) fn should_retry_bitmex_error(error: &BitmexWsError) -> bool {
442    match error {
443        BitmexWsError::TungsteniteError(_) => true, // Network errors are retryable
444        BitmexWsError::ClientError(msg) => {
445            // Retry on timeout and connection errors (case-insensitive)
446            let msg_lower = msg.to_lowercase();
447            msg_lower.contains("timeout")
448                || msg_lower.contains("timed out")
449                || msg_lower.contains("connection")
450                || msg_lower.contains("network")
451        }
452        _ => false,
453    }
454}
455
456/// Creates a timeout error for BitMEX retry logic.
457pub(crate) fn create_bitmex_timeout_error(msg: String) -> BitmexWsError {
458    BitmexWsError::ClientError(msg)
459}
460
461#[cfg(test)]
462mod tests {
463    use rstest::rstest;
464
465    use super::*;
466
467    #[rstest]
468    fn test_is_heartbeat_message_detection() {
469        assert!(BitmexWsFeedHandler::is_heartbeat_message(
470            "{\"op\":\"ping\"}"
471        ));
472        assert!(BitmexWsFeedHandler::is_heartbeat_message(
473            "{\"op\":\"pong\"}"
474        ));
475        assert!(!BitmexWsFeedHandler::is_heartbeat_message(
476            "{\"op\":\"subscribe\",\"args\":[\"trade:XBTUSD\"]}"
477        ));
478    }
479
480    #[rstest]
481    fn test_is_already_subscribed_error() {
482        let duplicate_error = concat!(
483            "You are already subscribed to this topic:instrument.",
484            " Please see the documentation at https://www.bitmex.com/app/wsAPI."
485        );
486
487        assert!(BitmexWsFeedHandler::is_already_subscribed_error(
488            duplicate_error
489        ));
490        assert!(!BitmexWsFeedHandler::is_already_subscribed_error(
491            "Invalid subscription request"
492        ));
493    }
494}
nautilus_bitmex/websocket/handler.rs

nautilus_bitmex/websocket/
handler.rs
