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Merge PR #20 from webwarrior-ws/websocket-to-grpc-squashed
Replace Websockets with GRPC.
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| Original file line number | Diff line number | Diff line change |
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| <Project> | ||
| <PropertyGroup> | ||
| <TreatWarningsAsErrors>true</TreatWarningsAsErrors> | ||
| </PropertyGroup> | ||
| </Project> |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,29 @@ | ||
| <Project Sdk="Microsoft.NET.Sdk"> | ||
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| <PropertyGroup> | ||
| <TargetFramework>net8.0</TargetFramework> | ||
| <ImplicitUsings>enable</ImplicitUsings> | ||
| <Nullable>enable</Nullable> | ||
| <!-- CS8981 is triggered by auto-generated protobuf types --> | ||
| <WarningsNotAsErrors>$(WarningsNotAsErrors);CS8981</WarningsNotAsErrors> | ||
| </PropertyGroup> | ||
|
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| <ItemGroup> | ||
| <PackageReference Include="Google.Protobuf" /> | ||
| <PackageReference Include="Grpc.Net.ClientFactory" /> | ||
| <PackageReference Include="Grpc.Tools"> | ||
| <PrivateAssets>all</PrivateAssets> | ||
| <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets> | ||
| </PackageReference> | ||
| </ItemGroup> | ||
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| <ItemGroup> | ||
| <ProjectReference Include="..\FX.GrpcModels\FX.GrpcModels.fsproj" /> | ||
| </ItemGroup> | ||
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| <ItemGroup> | ||
| <Protobuf Include="..\FX.GrpcService\Protos\fx.proto" GrpcServices="Client"> | ||
| <Link>Protos\fx.proto</Link> | ||
| </Protobuf> | ||
| </ItemGroup> | ||
| </Project> |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,51 @@ | ||
| using System; | ||
| using System.Threading.Tasks; | ||
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| using Grpc.Core; | ||
| using Grpc.Net.Client; | ||
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| using GrpcService; | ||
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| using GrpcModels; | ||
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| namespace GrpcClient | ||
| { | ||
| public class Instance | ||
| { | ||
| private static string serverFqdn = | ||
| "localhost"; | ||
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| public static readonly int Port = 5178; | ||
| public static readonly int HttpsPort = 7178; | ||
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| public FXGrpcService.FXGrpcServiceClient Connect() | ||
| { | ||
| var channel = GrpcChannel.ForAddress($"https://{serverFqdn}:{HttpsPort}"); | ||
| var client = new FXGrpcService.FXGrpcServiceClient(channel); | ||
| return client; | ||
| } | ||
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| public async Task<string> SendMessage(string message) | ||
| { | ||
| var client = Connect(); | ||
| var reply = await client.GenericMethodAsync( | ||
| new GenericInputParam { MsgIn = message } | ||
| ); | ||
| Console.WriteLine($"Got response: {reply.MsgOut}"); | ||
| return reply.MsgOut; | ||
| } | ||
|
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| public async Task<string> SendMessage<TMessage>(TMessage message) | ||
| { | ||
| var text = Marshaller.Serialize(message); | ||
| return await SendMessage(text); | ||
| } | ||
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| public async Task<TResponse> SendMessage<TMessage, TResponse>(TMessage message) | ||
| { | ||
| var text = Marshaller.Serialize(message); | ||
| var responseText = await SendMessage(text); | ||
| return Marshaller.Deserialize<TResponse>(responseText); | ||
| } | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,22 @@ | ||
| <Project Sdk="Microsoft.NET.Sdk"> | ||
|
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| <PropertyGroup> | ||
| <TargetFramework>netstandard2.0</TargetFramework> | ||
| <GenerateDocumentationFile>true</GenerateDocumentationFile> | ||
| </PropertyGroup> | ||
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| <ItemGroup> | ||
| <Compile Include="Models.fs" /> | ||
| <Compile Include="ModelSerialization.fs" /> | ||
| <Compile Include="Marshalling.fs" /> | ||
| </ItemGroup> | ||
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| <ItemGroup> | ||
| <PackageReference Include="System.Text.Json" /> | ||
| </ItemGroup> | ||
|
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| <ItemGroup> | ||
| <ProjectReference Include="..\FX.Core\FX.Core.fsproj" /> | ||
| </ItemGroup> | ||
|
|
||
| </Project> |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,74 @@ | ||
| namespace GrpcModels | ||
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| open System | ||
| open System.Reflection | ||
| open System.Text.Json | ||
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| open ModelSerialization | ||
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| module VersionHelper = | ||
| let CURRENT_VERSION = | ||
| Assembly | ||
| .GetExecutingAssembly() | ||
| .GetName() | ||
| .Version.ToString() | ||
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| type IMarshallingWrapper = | ||
| abstract member Value: obj | ||
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| type MarshallingWrapper<'T> = | ||
| { | ||
| Version: string | ||
| TypeName: string | ||
| Value: 'T | ||
| } | ||
|
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| static member New(value: 'T) = | ||
| { | ||
| Value = value | ||
| Version = VersionHelper.CURRENT_VERSION | ||
| TypeName = typeof<'T>.ToString() | ||
| } | ||
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| interface IMarshallingWrapper with | ||
| member this.Value = this.Value :> obj | ||
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| module Marshaller = | ||
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| let ExtractMetadata(json: string) : Type * Version = | ||
| let wrapper = JsonSerializer.Deserialize<MarshallingWrapper<obj>>(json, serializationOptions) | ||
| let typ = Type.GetType wrapper.TypeName | ||
| let version = Version wrapper.Version | ||
| typ, version | ||
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| let Serialize<'T>(object: 'T) : string = | ||
| let wrapper = MarshallingWrapper.New object | ||
| JsonSerializer.Serialize(wrapper, serializationOptions) | ||
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| let Deserialize<'T>(json: string) : 'T = | ||
| if isNull json then | ||
| raise <| ArgumentNullException "json" | ||
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| let wrapper = JsonSerializer.Deserialize<MarshallingWrapper<'T>>(json, serializationOptions) | ||
| wrapper.Value | ||
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| let DeserializeAbstract (json: string) (targetType: Type) : obj = | ||
| if isNull json then | ||
| raise <| ArgumentNullException "json" | ||
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| let wrapperGenericType = typedefof<MarshallingWrapper<_>> | ||
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| let wrapperType = | ||
| wrapperGenericType.MakeGenericType(Array.singleton targetType) | ||
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| let wrapperObj = JsonSerializer.Deserialize(json, wrapperType, serializationOptions) | ||
|
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| if isNull wrapperObj then | ||
| failwith "Deserialization failed: result is null" | ||
| elif wrapperObj.GetType() <> wrapperType then | ||
| failwithf | ||
| "Deserialization failed, resulting type: %s" | ||
| (wrapperObj.GetType().ToString()) | ||
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| let wrapper = wrapperObj :?> IMarshallingWrapper | ||
| wrapper.Value |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,57 @@ | ||
| namespace GrpcModels | ||
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| open System.Text.Json | ||
| open System.Text.Json.Serialization | ||
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| open FsharpExchangeDotNetStandard | ||
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| module ModelSerialization = | ||
| type MatchTypeConverter() = | ||
| inherit JsonConverter<Match>() | ||
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| override this.Read(reader, _typeToConvert, _options) = | ||
| if reader.TokenType <> JsonTokenType.StartObject then | ||
| raise <| JsonException() | ||
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| // "Type" key | ||
| reader.Read() |> ignore | ||
| if reader.TokenType <> JsonTokenType.PropertyName || reader.GetString() <> "Type" then | ||
| raise <| JsonException() | ||
| // "Type" value | ||
| reader.Read() |> ignore | ||
| match reader.GetString() with | ||
| | "Full" -> | ||
| reader.Read() |> ignore | ||
| if reader.TokenType <> JsonTokenType.EndObject then | ||
| raise <| JsonException() | ||
| Match.Full | ||
| | "Partial" -> | ||
| // "Amount" key | ||
| reader.Read() |> ignore | ||
| if reader.TokenType <> JsonTokenType.PropertyName || reader.GetString() <> "Amount" then | ||
| raise <| JsonException() | ||
| // "Amount" value | ||
| reader.Read() |> ignore | ||
| if reader.TokenType <> JsonTokenType.Number then | ||
| raise <| JsonException() | ||
| let amount = reader.GetDecimal() | ||
| reader.Read() |> ignore | ||
| if reader.TokenType <> JsonTokenType.EndObject then | ||
| raise <| JsonException() | ||
| Match.Partial amount | ||
| | typeName -> raise <| JsonException("Unknown Match type: " + typeName) | ||
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| override this.Write(writer, value, _options ) = | ||
| writer.WriteStartObject() | ||
| match value with | ||
| | Full -> | ||
| writer.WriteString("Type", "Full") | ||
| | Partial amount -> | ||
| writer.WriteString("Type", "Partial") | ||
| writer.WriteNumber("Amount", amount) | ||
| writer.WriteEndObject() | ||
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| let serializationOptions = | ||
| let options = JsonSerializerOptions(Redis.Serialization.serializationOptions) | ||
| options.Converters.Add(MatchTypeConverter()) | ||
| options |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,22 @@ | ||
| namespace GrpcModels | ||
|
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| open System | ||
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| type LimitOrder = | ||
| { | ||
| Price: decimal | ||
| Side: string | ||
| Quantity: decimal | ||
| } | ||
|
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| type MarketOrder = | ||
| { | ||
| Side: string | ||
| Quantity: decimal | ||
| } | ||
|
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| type CancelOrderRequest = | ||
| { | ||
| OrderId: Guid | ||
| // TODO: add Market | ||
| } |
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