Adjust SDKs for new WebSocket openapi definitions

[nikita-seedlabs]

PR Type

Enhancement, Bug fix, Documentation, Tests

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Description

• Introduced AccountAggregatedTradeUpdate model for aggregated trade details.

  • Added support for AccountAggregatedTradeUpdate in TypeScript, Rust, and Python SDKs.
  • Updated WebSocket event handling to include AccountAggregatedTradeUpdate.

• Replaced Side with PositionSide and TradeSide for better clarity.

  • Updated related models and schemas in TypeScript, Rust, and Python SDKs.

• Removed redundant models like RecentTradesUpdate and Side.

  • Consolidated trade-related data into the Trade model.

• Updated documentation to reflect schema and model changes.

  • Added new documentation for AccountAggregatedTradeUpdate.

• Added unit tests for AccountAggregatedTradeUpdate in Python SDK.

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Changes walkthrough 📝

	Relevant files
Enhancement	13 files api.ts Added AccountAggregatedTradeUpdate and updated trade-related models. +25/-182 account_aggregated_trade_update.rs Added `AccountAggregatedTradeUpdate` model in Rust.            +29/-0    account_data_stream.rs Added `AccountAggregatedTradeUpdate` to `AccountDataStream` enum. +3/-0      account_event_type.rs Added `AccountAggregatedTradeUpdate` to `AccountEventType` enum. +3/-0      account_stream_message.rs Added `AccountAggregatedTradeUpdate` to `AccountStreamMessage`. +8/-1      account_stream_message_payload.rs Added AccountAggregatedTradeUpdate to AccountStreamMessagePayload. +1/-0      account_trade_update.rs Refactored `AccountTradeUpdate` to use `Trade` model.        +4/-58    recent_trades_updates.rs Replaced `RecentTradesUpdate` with `Trade` in `RecentTradesUpdates`. +4/-4      trade.rs Simplified `Trade` model by removing redundant enums.        +1/-17    account_aggregated_trade_update.py Added `AccountAggregatedTradeUpdate` model in Python SDK. +91/-0    account_trade_update.py Refactored `AccountTradeUpdate` to use `Trade` model in Python SDK. +9/-35    listener.py Added WebSocket handling for `AccountAggregatedTradeUpdate`. +2/-0      common.yaml Simplified `Trade` schema by removing redundant enums.      +1/-5
Bug fix	2 files account_position_update.rs Replaced `Side` with `PositionSide` in `AccountPositionUpdate`. +2/-2      active_order_update.rs Replaced `Side` with `TradeSide` in `ActiveOrderUpdate`.  +2/-2
Configuration changes	2 files mod.rs Registered `AccountAggregatedTradeUpdate` model in Rust module. +2/-6      __init__.py Added `AccountAggregatedTradeUpdate` to Python SDK imports. +1/-3
Tests	1 files test_account_aggregated_trade_update.py Added unit tests for `AccountAggregatedTradeUpdate`.          +86/-0
Documentation	2 files bluefin-api.yaml Updated OpenAPI spec to include `AccountAggregatedTradeUpdate`. +0/-48    websocket-api.yaml Updated WebSocket API spec for `AccountAggregatedTradeUpdate`. +21/-105
Additional files	30 files FILES +3/-6      AccountAggregatedTradeUpdate.md +30/-0    AccountDataStream.md +2/-0      AccountEventType.md +2/-0      AccountOrderUpdate.md +1/-1      AccountPositionUpdate.md +1/-1      AccountStreamMessagePayload.md +7/-13    AccountTradeUpdate.md +1/-15    ActiveOrderUpdate.md +1/-1      MarketStreamMessagePayload.md +1/-1      RecentTradesUpdates.md +1/-1      __init__.py +1/-3      account_data_stream.py +1/-0      account_event_type.py +1/-0      account_position_update.py +2/-2      account_stream_message_payload.py +26/-12  active_order_update.py +2/-2      recent_trades_updates.py +11/-11  trade.py +1/-11    openapi_client_README.md +1/-3      FILES +2/-6      README.md +1/-3      AccountAggregatedTradeUpdate.md +11/-0    AccountDataStream.md +1/-0      AccountEventType.md +1/-0      AccountPositionUpdate.md +1/-1      AccountStreamMessagePayload.md +1/-0      AccountTradeUpdate.md +1/-15    ActiveOrderUpdate.md +1/-1      RecentTradesUpdates.md +1/-1

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⏱️ Estimated effort to review: 3 🔵🔵🔵⚪⚪

🧪 PR contains tests

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⚡ Recommended focus areas for review Type Validation The validation logic for AccountStreamMessagePayload has multiple type checks that will always fail because they're checking if an object is multiple types simultaneously. This could cause runtime errors when processing WebSocket messages. # validate data type: AccountAggregatedTradeUpdate if not isinstance(v, AccountAggregatedTradeUpdate): error_messages.append(f"Error! Input type `{type(v)}` is not `AccountAggregatedTradeUpdate`") else: match += 1 # validate data type: AccountOrderUpdate if not isinstance(v, AccountOrderUpdate): error_messages.append(f"Error! Input type `{type(v)}` is not `AccountOrderUpdate`") Documentation Gap The new AccountAggregatedTradeUpdate interface is added but its trade property lacks detailed documentation compared to the removed AccountTradeUpdate fields, which might make it harder for developers to understand the data structure. export interface AccountAggregatedTradeUpdate { /** * * @type {Trade} * @memberof AccountAggregatedTradeUpdate */ 'trade': Trade;

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PR Code Suggestions ✨

Explore these optional code suggestions:

Category	Suggestion	Impact
Possible issue	Restore original default implementation The default implementation was changed from AccountCommandFailureUpdate to AccountAggregatedTradeUpdate, which might cause unexpected behavior in existing code that relies on the previous default. Consider keeping the original default or ensuring all code that depends on this default is updated. rust/gen/bluefin_api/src/models/account_stream_message.rs [71-74] impl Default for AccountStreamMessage { fn default() -> Self { - Self::AccountAggregatedTradeUpdate { + Self::AccountCommandFailureUpdate { reason: Default::default(), payload: Default::default(), } } } [To ensure code accuracy, apply this suggestion manually] Suggestion importance[1-10]: 8 __ Why: This is an important catch. Changing the default implementation from AccountCommandFailureUpdate to AccountAggregatedTradeUpdate could break existing code that relies on the previous default behavior, potentially causing runtime errors or unexpected behavior.	Medium
	Align type order with validation The order of types in the union type doesn't match the order used in the validation code elsewhere. For consistency and to avoid potential issues with type checking, align the order of types in this union with the order used in the validation logic. ts/sdk/src/api.ts [591] -export type AccountStreamMessagePayload = AccountAggregatedTradeUpdate | AccountCommandFailureUpdate | AccountOrderUpdate | AccountPositionUpdate | AccountTradeUpdate | AccountTransactionUpdate | AccountUpdate; +export type AccountStreamMessagePayload = AccountUpdate | AccountTradeUpdate | AccountAggregatedTradeUpdate | AccountOrderUpdate | AccountPositionUpdate | AccountTransactionUpdate | AccountCommandFailureUpdate; [To ensure code accuracy, apply this suggestion manually] Suggestion importance[1-10]: 5 __ Why: The suggestion correctly identifies a potential consistency issue where the order of types in the union doesn't match the validation code elsewhere. While this won't cause functional bugs, aligning the order improves code maintainability and reduces confusion.	Low
Update

[alawrenc]

I'm confused, what happened to all of these?

[nikita-seedlabs]

Context: we use bluefin-api as our "main" file, which contains all the endpoint routes. Openapi generator will generate message types according to the requests and responses used by the endpoint paths in the bluefin-api.yaml file.

BUT for web sockets, it's a special case, since the endpoint routes return multiple types for the same route, so I initially added all the response types into this file, so that openapi generator picks them up.

HOWEVER, while working on it last night, I realized that I only need to add the top most level message types, and since we define all our response types in the top level messages through enums, openapi generator will pick all the needed types up. So we only really need to include the top level messages, which we only have 4-5: subscriptions, subscription response and data stream message main enum

[alawrenc]

Heck yes! Getting out of the way and letting the tool do work for us! 🎉

[kevin-ip]

Guess we'll merge TradeSide and PositionSide some other time

[kevin-ip]

Nice to merge them all into one