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controller,
description,
HttpStatus,
inject,
MapExt,
MicroserviceRequest,
MicroserviceStream,
queryParameter,
responseBody,
summary,
websocket
} from "@waytrade/microservice-core";
import {
WaytradeEventMessage,
WaytradeEventMessageType
} from "@waytrade/microservice-core/dist/vendor/waytrade";
import {firstValueFrom, Subject, Subscription} from "rxjs";
import {
RealtimeDataError,
RealtimeDataMessage,
RealtimeDataMessagePayload,
RealtimeDataMessageType
} from "../models/realtime-data-message.model";
import {IBApiService} from "../services/ib-api.service";
import {SecurityUtils} from "../utils/security.utils";
/** Send an error to the stream */
function sendError(
stream: MicroserviceStream,
topic: string,
error: RealtimeDataError,
): void {
stream.send(
JSON.stringify({
topic,
error,
} as RealtimeDataMessage),
);
}
/** Send a response to the stream */
function sendReponse(
stream: MicroserviceStream,
topic: string,
data?: RealtimeDataMessagePayload,
type?: RealtimeDataMessageType,
): void {
stream.send(
JSON.stringify({
type,
topic,
data,
} as RealtimeDataMessage),
);
}
/** The Real-time Data controller. */
@controller("Real-time Data", "/realtime")
export class RealtimeDataController {
@inject("IBApiService")
private apiService!: IBApiService;
/** Shutdown signal */
private shutdown = new Subject<void>();
/** Shutdown the controller. */
stop(): void {
this.shutdown.next();
}
@websocket("/stream")
@summary("Create a stream to receive real-time data.")
@description(
"Upgrade the connection to a WebSocket to send and receive real-time data messages.</br></br>" +
"To subscribe on a message topic, send a LiveDataMessage with a valid topic attribute and type='subscribe'.</br>" +
"To unsubscribe from a message topic, send a LiveDataMessage with a valid topic attribute and type='unsubscribe'</br>" +
"</br>Avaiable message topics:</br><ul>" +
"<li>accountSummary/#</li>" +
"<li>accountSummary/<account<</li>" +
"<li>position/#</li>" +
"<li>marketdata/<conId></li>" +
"</ul>",
)
@queryParameter("auth", String, false, "The authorization token.")
@responseBody(RealtimeDataMessage)
@responseBody(RealtimeDataMessage)
createStream(stream: MicroserviceStream): void {
// enusre authorization
const authTokenOverwrite = new URL(
stream.url,
"http://127.0.0.1",
).searchParams.get("auth");
const requestHeader = new Map<string, string>(stream.requestHeader);
if (authTokenOverwrite) {
requestHeader.set("authorization", authTokenOverwrite);
}
if (!requestHeader.has("authorization")) {
sendError(stream, "", {
code: HttpStatus.UNAUTHORIZED,
desc: "Authorization header or auth argument missing",
});
stream.close();
return;
}
try {
SecurityUtils.ensureAuthorization({
headers: requestHeader,
} as MicroserviceRequest);
} catch (e) {
sendError(stream, "", {
code: HttpStatus.UNAUTHORIZED,
desc: "Not authorized",
});
stream.close();
return;
}
this.processMessages(stream);
}
/** Process messages on a realtime data stream. */
private processMessages(stream: MicroserviceStream): void {
const subscriptionCancelSignals = new MapExt<string, Subject<void>>();
// handle incomming messages
stream.onReceived = (data: string): void => {
let msg: WaytradeEventMessage;
try {
msg = JSON.parse(data) as WaytradeEventMessage;
} catch (e) {
sendError(stream, "", {
code: HttpStatus.BAD_REQUEST,
desc: (e as Error).message,
});
return;
}
if (msg.type === WaytradeEventMessageType.Subscribe && msg.topic) {
// handle subscribe requests
let subscriptionCancelSignal = subscriptionCancelSignals.get(msg.topic);
const previousSubscriptionCancelSignal = subscriptionCancelSignal;
Eif (!subscriptionCancelSignal) {
subscriptionCancelSignal = new Subject<void>();
}
subscriptionCancelSignals.set(msg.topic, subscriptionCancelSignal);
previousSubscriptionCancelSignal?.next();
firstValueFrom(this.shutdown).then(() =>
subscriptionCancelSignal?.next(),
);
this.startSubscription(
msg.topic,
stream,
subscriptionCancelSignal,
subscriptionCancelSignals,
);
} else if (msg.type === WaytradeEventMessageType.Unsubscribe) {
// handle unsubscribe requests
subscriptionCancelSignals.get(msg.topic)?.next();
subscriptionCancelSignals.delete(msg.topic);
} else {
sendError(stream, msg.topic, {
code: HttpStatus.BAD_REQUEST,
desc: `Invalid message type: ${msg.type}`,
});
}
};
// cancel all subscriptions on connection drop
stream.closed.then(() => {
subscriptionCancelSignals.forEach(s => s.next());
});
}
/** Start a realtime data subscription. */
private startSubscription(
topic: string,
stream: MicroserviceStream,
cancel: Subject<void>,
subscriptionMap: MapExt<string, Subject<void>>,
): void {
function handleSubscriptionError(desc: string): void {
subscriptionMap.delete(topic);
sendError(stream, topic, {
code: HttpStatus.BAD_REQUEST,
desc,
});
}
// handle subscription requests:
const topicTokens = topic.split("/");
let sub$: Subscription | undefined = undefined;
// account summariies
if (topicTokens[0] === "accountSummary") {
const accountId = topicTokens[1];
if (!accountId) {
handleSubscriptionError("invalid topic, account argument missing");
return;
}
if (accountId == "#") {
sub$ = this.apiService.accountSummaries.subscribe({
next: update => {
update.forEach(summary => {
sendReponse(stream, topicTokens[0] + "/" + summary.account, {
accountSummary: summary,
});
});
}
});
} else {
sub$ = this.apiService.getAccountSummary(accountId).subscribe({
next: update => {
sendReponse(stream, topicTokens[0] + "/" + accountId, {
accountSummary: update,
});
}
});
}
}
// position
else if (topicTokens[0] === "position") {
const posId = topicTokens[1];
if (posId !== "#") {
handleSubscriptionError(
"invalid topic, only 'position/#' wildcard supported",
);
return;
}
sub$ = this.apiService.positions.subscribe({
next: update => {
update.changed?.forEach(position => {
sendReponse(stream, topicTokens[0] + "/" + position.id, {
position,
});
});
update.closed?.forEach(position => {
sendReponse(
stream,
topicTokens[0] + "/" + position.id,
undefined,
RealtimeDataMessageType.Unpublish,
);
});
}
});
}
// marketdata
else if (topicTokens[0] == "marketdata") {
const conId = Number(topicTokens[1]);
if (isNaN(conId)) {
handleSubscriptionError("conId is not a number");
return;
}
sub$ = this.apiService.getMarketData(conId).subscribe({
next: update =>
sendReponse(stream, topic, {
marketdata: update,
}),
error: err => handleSubscriptionError((<Error>err).message),
});
}
// invalid topic
else {
handleSubscriptionError("invalid topic");
}
firstValueFrom(cancel).then(() => sub$?.unsubscribe());
}
}
|