Add GrpcModels project for server/client interop

Added GrpcModels project for server/client interop which
includes message models (that were in WebSocketApp), as well
as Marshalling module (code from RIM).

Directory.Packages.props

@@ -12,6 +12,7 @@
     <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="TaskBuilder.fs" Version="2.1.0" />
     <PackageVersion Include="FSharp.Core" Version="8.0.101" />
     <PackageVersion Include="Grpc.AspNetCore" Version="2.40.0" />

FX.sln

@@ -12,6 +12,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "FX.GrpcService", "src\FX.Gr
 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
 		Debug|Any CPU = Debug|Any CPU
@@ -38,6 +40,10 @@ Global
 		{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

src/FX.GrpcClient/FX.GrpcClient.csproj

@@ -16,6 +16,10 @@
     </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>

src/FX.GrpcClient/Instance.cs

@@ -6,6 +6,8 @@
 
 using GrpcService;
 
+using GrpcModels;
+
 namespace GrpcClient
 {
     public class Instance
@@ -32,5 +34,12 @@ public async Task<string> SendMessage(string message)
             Console.WriteLine($"Got response: {reply.MsgOut}");
             return reply.MsgOut;
         }
+
+        public async Task<Message> SendMessage<TMessage>(TMessage message)
+        {
+            var text = Marshaller.Serialize(message);
+            var answer = await SendMessage(text);
+            return new Message(answer);
+        }
     }
 }

src/FX.GrpcModels/FX.GrpcModels.fsproj

@@ -0,0 +1,17 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>netstandard2.0</TargetFramework>
+    <GenerateDocumentationFile>true</GenerateDocumentationFile>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Compile Include="Models.fs" />
+    <Compile Include="Marshalling.fs" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <PackageReference Include="System.Text.Json" />
+  </ItemGroup>
+
+</Project>

src/FX.GrpcModels/Marshalling.fs

@@ -0,0 +1,72 @@
+namespace GrpcModels
+
+open System
+open System.Reflection
+open System.Text.Json
+
+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>.FullName
+        }
+
+    interface IMarshallingWrapper with
+        member this.Value = this.Value :> obj
+
+module Marshaller =
+
+    let ExtractMetadata(json: string) : Type * Version =
+        let wrapper = JsonSerializer.Deserialize<MarshallingWrapper<obj>> json
+        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
+
+    let Deserialize<'T>(json: string) : 'T =
+        if isNull json then
+            raise <| ArgumentNullException "json"
+
+        let wrapper = JsonSerializer.Deserialize<MarshallingWrapper<'T>> json
+        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)
+
+        if isNull wrapperObj then
+            failwith "Deserialization failed: result is null"
+        elif wrapperObj.GetType() <> wrapperType then
+            failwithf
+                "Deserialization failed, resulting type: %s"
+                (wrapperObj.GetType().FullName)
+
+        let wrapper = wrapperObj :?> IMarshallingWrapper
+        wrapper.Value

src/FX.GrpcModels/Models.fs

@@ -0,0 +1,27 @@
+namespace GrpcModels
+
+open System
+
+type Message =
+    {
+        Text : string
+    }
+
+type LimitOrder =
+    {
+        Price: decimal
+        Side: string
+        Quantity: decimal
+    }
+
+type MarketOrder =
+    {
+        Side: string
+        Quantity: decimal
+    }
+
+type CancelOrderRequest =
+    {
+        OrderId: Guid
+        // TODO: add Market
+    }

src/FX.GrpcService/FX.GrpcService.csproj

@@ -12,6 +12,12 @@
   </ItemGroup>
 
   <ItemGroup>
+    <PackageReference Include="FSharp.Core" />
     <PackageReference Include="Grpc.AspNetCore" />
   </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\FX.Core\FX.Core.fsproj" />
+    <ProjectReference Include="..\FX.GrpcModels\FX.GrpcModels.fsproj" />
+  </ItemGroup>
 </Project>

src/FX.GrpcService/Services/FXService.cs

@@ -5,15 +5,59 @@
 
 using Grpc.Core;
 
+using FsharpExchangeDotNetStandard;
+using System.IO;
+
 namespace GrpcService.Services
 {
     public class FXService : FXGrpcService.FXGrpcServiceBase
     {
+        private readonly Exchange exchange = new Exchange(Persistence.Redis);
+
         public override async Task<GenericOutputParam> GenericMethod(GenericInputParam request, ServerCallContext context)
         {
             Console.WriteLine($"Received {request.MsgIn}");
 
-            return await Task.FromResult(new GenericOutputParam { MsgOut = "received " + request.MsgIn });
+            var (type, _version) = GrpcModels.Marshaller.ExtractMetadata(request.MsgIn);
+
+            var deserializedRequest = GrpcModels.Marshaller.DeserializeAbstract(request.MsgIn, type);
+
+            if (deserializedRequest is GrpcModels.Message message)
+            {
+                return await Task.FromResult(new GenericOutputParam { MsgOut = "received " + message.Text });
+            }
+            else if (deserializedRequest is GrpcModels.LimitOrder { } limitOrder)
+            {
+                var orderInfo = new OrderInfo(Guid.NewGuid(), Side.Parse(limitOrder.Side), limitOrder.Quantity);
+                var exchangeLimitOrder = new LimitOrder(orderInfo, limitOrder.Price);
+                var limitOrderReq = new LimitOrderRequest(exchangeLimitOrder, LimitOrderRequestType.Normal);
+                var marketForLimitOrder = new Market(Currency.BTC, Currency.USD);
+
+                // TODO: make async
+                var matchType = exchange.SendLimitOrder(limitOrderReq, marketForLimitOrder);
+                return await Task.FromResult(new GenericOutputParam { MsgOut = GrpcModels.Marshaller.Serialize(matchType) });
+            }
+            else if (deserializedRequest is GrpcModels.MarketOrder { } marketOrder)
+            {
+                var orderInfo = new OrderInfo(Guid.NewGuid(), Side.Parse(marketOrder.Side), marketOrder.Quantity);
+                var marketForMarketOrder = new Market(Currency.BTC, Currency.USD);
+
+                // TODO: make async
+                exchange.SendMarketOrder(orderInfo, marketForMarketOrder);
+                // return empty string?
+                return await Task.FromResult(new GenericOutputParam { MsgOut = String.Empty });
+            }
+            else if (deserializedRequest is GrpcModels.CancelOrderRequest { } cancelOrderRequest)
+            {
+                // TODO: make async
+                exchange.CancelLimitOrder(cancelOrderRequest.OrderId);
+                // return empty string?
+                return await Task.FromResult(new GenericOutputParam { MsgOut = String.Empty });
+            }
+            else
+            {
+                throw new InvalidOperationException("Unable to deserialize request: " + request.MsgIn);
+            }
         }
 
         public override async Task GenericStreamOutputMethod(GenericInputParam request, IServerStreamWriter<GenericOutputParam> responseStream, ServerCallContext context)

src/FX.Tests/E2ETests.cs

@@ -49,9 +49,9 @@ async public Task GrpcE2ETest()
             client.Connect();
 
             var message = "hello";
-            var response = await client.SendMessage(message);
+            var response = await client.SendMessage(new GrpcModels.Message{ Text = message });
 
-            Assert.That(response, Is.EqualTo("received " + message));
+            Assert.That(response.Text, Is.EqualTo("received " + message));
         }
     }
 }

src/FX.Tests/FX.Tests.csproj

@@ -18,5 +18,6 @@
   <ItemGroup>
     <ProjectReference Include="..\FX.Core\FX.Core.fsproj" />
     <ProjectReference Include="..\FX.GrpcClient\FX.GrpcClient.csproj" />
+    <ProjectReference Include="..\FX.GrpcService\FX.GrpcService.csproj" />
   </ItemGroup>
 </Project>