Replace Websockets with GRPC

.github/workflows/CI.yml

@@ -31,6 +31,12 @@ jobs:
           apt install --yes --no-install-recommends ca-certificates
 
           apt install --yes --no-install-recommends dotnet8
+
+          # Trust ASP.NET Core HTTPS development certificate so that GRPC server can be contacted through HTTPS.
+          # HTTPS connection is used in end-to-end GRPC tests.
+          dotnet dev-certs https
+          sudo -E dotnet dev-certs https --export-path /usr/local/share/ca-certificates/aspnet/https.crt --format PEM
+          sudo update-ca-certificates
 
       - name: Restore nuget dependencies
         run: dotnet restore

Directory.Build.props

@@ -0,0 +1,5 @@
+<Project>
+  <PropertyGroup>
+    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
+  </PropertyGroup>
+</Project>

Directory.Packages.props

@@ -11,8 +11,12 @@
     <PackageVersion Include="Giraffe" Version="3.1.0" />
     <PackageVersion Include="Giraffe.Razor" Version="1.3.0" />
     <PackageVersion Include="Microsoft.AspNetCore.WebSockets" Version="2.1.1" />
-    <PackageVersion Include="System.Text.Json" Version="8.0.1" />
+    <PackageVersion Include="System.Text.Json" Version="8.0.4" />
     <PackageVersion Include="TaskBuilder.fs" Version="2.1.0" />
     <PackageVersion Include="FSharp.Core" Version="8.0.101" />
+    <PackageVersion Include="Grpc.AspNetCore" Version="2.40.0" />
+    <PackageVersion Include="Google.Protobuf" Version="3.18.0" />
+    <PackageVersion Include="Grpc.Net.ClientFactory" Version="2.40.0" />
+    <PackageVersion Include="Grpc.Tools" Version="2.40.0" />
   </ItemGroup>
 </Project>

FX.sln

@@ -1,13 +1,18 @@
-
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 2012
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "FX.Tests", "src\FX.Tests\FX.Tests.csproj", "{984CE32C-454B-4FF1-B388-203DFD2CEAD8}"
+# Visual Studio Version 17
+VisualStudioVersion = 17.8.34511.84
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "FX.Tests", "src\FX.Tests\FX.Tests.csproj", "{984CE32C-454B-4FF1-B388-203DFD2CEAD8}"
 EndProject
-Project("{f2a71f9b-5d33-465a-a702-920d77279786}") = "FX.Core", "src\FX.Core\FX.Core.fsproj", "{10A328B6-51E8-40DD-B6D8-361AFAEFABFA}"
+Project("{6EC3EE1D-3C4E-46DD-8F32-0CC8E7565705}") = "FX.Core", "src\FX.Core\FX.Core.fsproj", "{10A328B6-51E8-40DD-B6D8-361AFAEFABFA}"
 EndProject
-Project("{f2a71f9b-5d33-465a-a702-920d77279786}") = "FX.Console", "src\FX.Console\FX.Console.fsproj", "{E741A563-9A64-49B9-8506-DEEB03DB340C}"
+Project("{6EC3EE1D-3C4E-46DD-8F32-0CC8E7565705}") = "FX.Console", "src\FX.Console\FX.Console.fsproj", "{E741A563-9A64-49B9-8506-DEEB03DB340C}"
 EndProject
-Project("{f2a71f9b-5d33-465a-a702-920d77279786}") = "WebSocketApp", "src\WebSocketApp\WebSocketApp.fsproj", "{E41ECB40-3CD7-473B-9B73-6BDE00BD74B4}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "FX.GrpcService", "src\FX.GrpcService\FX.GrpcService.csproj", "{FB1AC151-A54A-4047-BAD6-424EC4CF3F28}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "FX.GrpcClient", "src\FX.GrpcClient\FX.GrpcClient.csproj", "{578D4048-175B-41BC-8EC3-FC83FF137139}"
+EndProject
+Project("{F2A71F9B-5D33-465A-A702-920D77279786}") = "FX.GrpcModels", "src\FX.GrpcModels\FX.GrpcModels.fsproj", "{11B2E30C-FCFE-41EB-A76D-CF9E95A844C4}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -27,9 +32,23 @@ Global
 		{E741A563-9A64-49B9-8506-DEEB03DB340C}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{E741A563-9A64-49B9-8506-DEEB03DB340C}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{E741A563-9A64-49B9-8506-DEEB03DB340C}.Release|Any CPU.Build.0 = Release|Any CPU
-		{E41ECB40-3CD7-473B-9B73-6BDE00BD74B4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{E41ECB40-3CD7-473B-9B73-6BDE00BD74B4}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{E41ECB40-3CD7-473B-9B73-6BDE00BD74B4}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{E41ECB40-3CD7-473B-9B73-6BDE00BD74B4}.Release|Any CPU.Build.0 = Release|Any CPU
+		{FB1AC151-A54A-4047-BAD6-424EC4CF3F28}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{FB1AC151-A54A-4047-BAD6-424EC4CF3F28}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{FB1AC151-A54A-4047-BAD6-424EC4CF3F28}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{FB1AC151-A54A-4047-BAD6-424EC4CF3F28}.Release|Any CPU.Build.0 = Release|Any CPU
+		{578D4048-175B-41BC-8EC3-FC83FF137139}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{578D4048-175B-41BC-8EC3-FC83FF137139}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{578D4048-175B-41BC-8EC3-FC83FF137139}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{578D4048-175B-41BC-8EC3-FC83FF137139}.Release|Any CPU.Build.0 = Release|Any CPU
+		{11B2E30C-FCFE-41EB-A76D-CF9E95A844C4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{11B2E30C-FCFE-41EB-A76D-CF9E95A844C4}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{11B2E30C-FCFE-41EB-A76D-CF9E95A844C4}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{11B2E30C-FCFE-41EB-A76D-CF9E95A844C4}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {8FD72DED-1012-4D35-8BEF-548FC4396131}
 	EndGlobalSection
 EndGlobal

src/FX.Core/RedisStorageLayer.fs

@@ -34,10 +34,39 @@ module Serialization =
         override this.Write(writer, value, _options ) =
             writer.WriteStringValue(value.ToString())
 
+    // code from https://gist.github.com/mbuhot/c224f15e0266adf5ba8ca4e882f88a75
+    // Converts Option<T> to/from JSON by projecting to null or T
+    type OptionValueConverter<'T>() =
+        inherit JsonConverter<Option<'T>>()
+
+        override this.Read (reader: byref<Utf8JsonReader>, _typ: Type, options: JsonSerializerOptions) =
+            match reader.TokenType with
+            | JsonTokenType.Null -> None
+            | _ -> Some <| JsonSerializer.Deserialize<'T>(&reader, options)
+
+        override this.Write (writer: Utf8JsonWriter, value: Option<'T>, options: JsonSerializerOptions) =
+            match value with
+            | None -> writer.WriteNullValue ()
+            | Some value -> JsonSerializer.Serialize(writer, value, options)
+
+    // Instantiates the correct OptionValueConverter<T>
+    type OptionConverter() =
+        inherit JsonConverterFactory()
+            override this.CanConvert(typ: Type) : bool =
+                typ.IsGenericType &&
+                typ.GetGenericTypeDefinition() = typedefof<Option<_>>
+
+            override this.CreateConverter(typeToConvert: Type,
+                                          _options: JsonSerializerOptions) : JsonConverter =
+                let typ = typeToConvert.GetGenericArguments() |> Array.head
+                let converterType = typedefof<OptionValueConverter<_>>.MakeGenericType(typ)
+                Activator.CreateInstance(converterType) :?> JsonConverter
+
     let serializationOptions =
         let options = JsonSerializerOptions()
         options.Converters.Add(SideTypeConverter())
-        options.Converters.Add(CurrencyTypeConverter())
+        options.Converters.Add(CurrencyTypeConverter()) 
+        options.Converters.Add(OptionConverter())
         options
 
 

src/FX.GrpcClient/FX.GrpcClient.csproj

@@ -0,0 +1,29 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+    <!-- CS8981 is triggered by auto-generated protobuf types -->
+    <WarningsNotAsErrors>$(WarningsNotAsErrors);CS8981</WarningsNotAsErrors>
+  </PropertyGroup>
+
+  <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>
+
+  <ItemGroup>
+    <ProjectReference Include="..\FX.GrpcModels\FX.GrpcModels.fsproj" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <Protobuf Include="..\FX.GrpcService\Protos\fx.proto" GrpcServices="Client">
+      <Link>Protos\fx.proto</Link>
+    </Protobuf>
+  </ItemGroup>
+</Project>

src/FX.GrpcClient/Instance.cs

@@ -0,0 +1,51 @@
+using System;
+using System.Threading.Tasks;
+
+using Grpc.Core;
+using Grpc.Net.Client;
+
+using GrpcService;
+
+using GrpcModels;
+
+namespace GrpcClient
+{
+    public class Instance
+    {
+        private static string serverFqdn =
+            "localhost";
+
+        public static readonly int Port = 5178;
+        public static readonly int HttpsPort = 7178;
+
+        public FXGrpcService.FXGrpcServiceClient Connect()
+        {
+            var channel = GrpcChannel.ForAddress($"https://{serverFqdn}:{HttpsPort}");
+            var client = new FXGrpcService.FXGrpcServiceClient(channel);
+            return client;
+        }
+
+        public async Task<string> SendMessage(string message)
+        {
+            var client = Connect();
+            var reply = await client.GenericMethodAsync(
+                new GenericInputParam { MsgIn = message }
+            );
+            Console.WriteLine($"Got response: {reply.MsgOut}");
+            return reply.MsgOut;
+        }
+
+        public async Task<string> SendMessage<TMessage>(TMessage message)
+        {
+            var text = Marshaller.Serialize(message);
+            return await SendMessage(text);
+        }
+
+        public async Task<TResponse> SendMessage<TMessage, TResponse>(TMessage message)
+        {
+            var text = Marshaller.Serialize(message);
+            var responseText = await SendMessage(text);
+            return Marshaller.Deserialize<TResponse>(responseText);
+        }
+    }
+}

src/FX.GrpcModels/FX.GrpcModels.fsproj

@@ -0,0 +1,22 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>netstandard2.0</TargetFramework>
+    <GenerateDocumentationFile>true</GenerateDocumentationFile>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Compile Include="Models.fs" />
+    <Compile Include="ModelSerialization.fs" />
+    <Compile Include="Marshalling.fs" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <PackageReference Include="System.Text.Json" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\FX.Core\FX.Core.fsproj" />
+  </ItemGroup>
+
+</Project>

src/FX.GrpcModels/Marshalling.fs

@@ -0,0 +1,74 @@
+namespace GrpcModels
+
+open System
+open System.Reflection
+open System.Text.Json
+
+open ModelSerialization
+
+module VersionHelper =
+    let CURRENT_VERSION =
+        Assembly
+            .GetExecutingAssembly()
+            .GetName()
+            .Version.ToString()
+
+type IMarshallingWrapper =
+    abstract member Value: obj
+
+type MarshallingWrapper<'T> =
+    {
+        Version: string
+        TypeName: string
+        Value: 'T
+    }
+
+    static member New(value: 'T) =
+        {
+            Value = value
+            Version = VersionHelper.CURRENT_VERSION
+            TypeName = typeof<'T>.ToString()
+        }
+
+    interface IMarshallingWrapper with
+        member this.Value = this.Value :> obj
+
+module Marshaller =
+
+    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
+
+    let Serialize<'T>(object: 'T) : string =
+        let wrapper = MarshallingWrapper.New object
+        JsonSerializer.Serialize(wrapper, serializationOptions)
+
+    let Deserialize<'T>(json: string) : 'T =
+        if isNull json then
+            raise <| ArgumentNullException "json"
+
+        let wrapper = JsonSerializer.Deserialize<MarshallingWrapper<'T>>(json, serializationOptions)
+        wrapper.Value
+
+    let DeserializeAbstract (json: string) (targetType: Type) : obj =
+        if isNull json then
+            raise <| ArgumentNullException "json"
+
+        let wrapperGenericType = typedefof<MarshallingWrapper<_>>
+
+        let wrapperType =
+            wrapperGenericType.MakeGenericType(Array.singleton targetType)
+
+        let wrapperObj = JsonSerializer.Deserialize(json, wrapperType, serializationOptions)
+
+        if isNull wrapperObj then
+            failwith "Deserialization failed: result is null"
+        elif wrapperObj.GetType() <> wrapperType then
+            failwithf
+                "Deserialization failed, resulting type: %s"
+                (wrapperObj.GetType().ToString())
+
+        let wrapper = wrapperObj :?> IMarshallingWrapper
+        wrapper.Value

src/FX.GrpcModels/ModelSerialization.fs

@@ -0,0 +1,57 @@
+namespace GrpcModels
+
+open System.Text.Json
+open System.Text.Json.Serialization
+
+open FsharpExchangeDotNetStandard
+
+module ModelSerialization =
+    type MatchTypeConverter() =
+        inherit JsonConverter<Match>()
+
+        override this.Read(reader, _typeToConvert, _options) =
+            if reader.TokenType <> JsonTokenType.StartObject then
+                raise <| JsonException()
+
+            // "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)
+
+        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()
+
+    let serializationOptions = 
+        let options = JsonSerializerOptions(Redis.Serialization.serializationOptions)
+        options.Converters.Add(MatchTypeConverter())
+        options

src/FX.GrpcModels/Models.fs

@@ -0,0 +1,22 @@
+namespace GrpcModels
+
+open System
+
+type LimitOrder =
+    {
+        Price: decimal
+        Side: string
+        Quantity: decimal
+    }
+
+type MarketOrder =
+    {
+        Side: string
+        Quantity: decimal
+    }
+
+type CancelOrderRequest =
+    {
+        OrderId: Guid
+        // TODO: add Market
+    }