List of all items

Structs

• NoInitialSnapshots
• books::Asks
• books::Bids
• books::Level
• books::OrderBook
• books::OrderBookSide
• books::manager::OrderBookL2Manager
• books::map::OrderBookMapMulti
• books::map::OrderBookMapSingle
• event::MarketEvent
• event::MarketIter
• exchange::PingInterval
• exchange::binance::Binance
• exchange::binance::book::BinanceLevel
• exchange::binance::book::l1::BinanceOrderBookL1
• exchange::binance::book::l2::BinanceOrderBookL2Meta
• exchange::binance::book::l2::BinanceOrderBookL2Snapshot
• exchange::binance::channel::BinanceChannel
• exchange::binance::futures::BinanceServerFuturesUsd
• exchange::binance::futures::l2::BinanceFuturesOrderBookL2Update
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBookL2Sequencer
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBooksL2SnapshotFetcher
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBooksL2Transformer
• exchange::binance::futures::liquidation::BinanceLiquidation
• exchange::binance::futures::liquidation::BinanceLiquidationOrder
• exchange::binance::market::BinanceMarket
• exchange::binance::spot::BinanceServerSpot
• exchange::binance::spot::l2::BinanceSpotOrderBookL2Sequencer
• exchange::binance::spot::l2::BinanceSpotOrderBookL2Update
• exchange::binance::spot::l2::BinanceSpotOrderBooksL2SnapshotFetcher
• exchange::binance::spot::l2::BinanceSpotOrderBooksL2Transformer
• exchange::binance::subscription::BinanceSubResponse
• exchange::binance::trade::BinanceTrade
• exchange::bitfinex::Bitfinex
• exchange::bitfinex::channel::BitfinexChannel
• exchange::bitfinex::market::BitfinexMarket
• exchange::bitfinex::message::BitfinexMessage
• exchange::bitfinex::subscription::BitfinexChannelId
• exchange::bitfinex::subscription::BitfinexError
• exchange::bitfinex::subscription::BitfinexPlatformStatus
• exchange::bitfinex::subscription::BitfinexSubResponse
• exchange::bitfinex::trade::BitfinexTrade
• exchange::bitfinex::validator::BitfinexWebSocketSubValidator
• exchange::bitmex::Bitmex
• exchange::bitmex::channel::BitmexChannel
• exchange::bitmex::market::BitmexMarket
• exchange::bitmex::message::BitmexMessage
• exchange::bitmex::subscription::BitmexSubResponse
• exchange::bitmex::trade::BitmexTradeInner
• exchange::bybit::Bybit
• exchange::bybit::book::BybitLevel
• exchange::bybit::book::BybitOrderBookInner
• exchange::bybit::book::l2::BybitOrderBookL2Meta
• exchange::bybit::book::l2::BybitOrderBooksL2Transformer
• exchange::bybit::channel::BybitChannel
• exchange::bybit::futures::BybitServerPerpetualsUsd
• exchange::bybit::market::BybitMarket
• exchange::bybit::message::BybitPayload
• exchange::bybit::spot::BybitServerSpot
• exchange::bybit::subscription::BybitResponse
• exchange::bybit::trade::BybitTradeInner
• exchange::coinbase::Coinbase
• exchange::coinbase::channel::CoinbaseChannel
• exchange::coinbase::market::CoinbaseMarket
• exchange::coinbase::subscription::CoinbaseChannels
• exchange::coinbase::trade::CoinbaseTrade
• exchange::gateio::Gateio
• exchange::gateio::channel::GateioChannel
• exchange::gateio::future::GateioServerFuturesBtc
• exchange::gateio::future::GateioServerFuturesUsd
• exchange::gateio::market::GateioMarket
• exchange::gateio::message::GateioError
• exchange::gateio::message::GateioMessage
• exchange::gateio::option::GateioServerOptions
• exchange::gateio::perpetual::GateioServerPerpetualsBtc
• exchange::gateio::perpetual::GateioServerPerpetualsUsd
• exchange::gateio::perpetual::trade::GateioFuturesTradeInner
• exchange::gateio::spot::GateioServerSpot
• exchange::gateio::spot::trade::GateioSpotTradeInner
• exchange::gateio::subscription::GateioSubResult
• exchange::kraken::Kraken
• exchange::kraken::book::l1::KrakenOrderBookL1Inner
• exchange::kraken::book::l1::KrakenSpread
• exchange::kraken::channel::KrakenChannel
• exchange::kraken::market::KrakenMarket
• exchange::kraken::message::KrakenError
• exchange::kraken::trade::KrakenTrade
• exchange::kraken::trade::KrakenTradesInner
• exchange::okx::Okx
• exchange::okx::channel::OkxChannel
• exchange::okx::market::OkxMarket
• exchange::okx::trade::OkxMessage
• exchange::okx::trade::OkxTrade
• exchange::subscription::ExchangeSub
• instrument::MarketInstrumentData
• streams::Streams
• streams::builder::StreamBuilder
• streams::builder::dynamic::DynamicStreams
• streams::builder::multi::MultiStreamBuilder
• streams::consumer::StreamKey
• streams::reconnect::stream::ReconnectionBackoffPolicy
• subscriber::Subscribed
• subscriber::WebSocketSubscriber
• subscriber::mapper::WebSocketSubMapper
• subscriber::validator::WebSocketSubValidator
• subscription::Map
• subscription::Subscription
• subscription::SubscriptionMeta
• subscription::book::OrderBookL1
• subscription::book::OrderBooksL1
• subscription::book::OrderBooksL2
• subscription::book::OrderBooksL3
• subscription::candle::Candle
• subscription::candle::Candles
• subscription::liquidation::Liquidation
• subscription::liquidation::Liquidations
• subscription::trade::PublicTrade
• subscription::trade::PublicTrades
• transformer::stateless::StatelessTransformer

Enums

• error::DataError
• event::DataKind
• exchange::bitfinex::message::BitfinexPayload
• exchange::bitfinex::subscription::BitfinexPlatformEvent
• exchange::bitfinex::subscription::Status
• exchange::bybit::message::BybitPayloadKind
• exchange::bybit::subscription::BybitReturnMessage
• exchange::coinbase::subscription::CoinbaseSubResponse
• exchange::kraken::message::KrakenEvent
• exchange::kraken::message::KrakenMessage
• exchange::kraken::subscription::KrakenSubResponse
• exchange::okx::subscription::OkxSubResponse
• streams::reconnect::Event
• subscription::SubKind
• subscription::book::OrderBookEvent

Traits

• Identifier
• MarketStream
• SnapshotFetcher
• books::map::OrderBookMap
• exchange::Connector
• exchange::ExchangeServer
• exchange::StreamSelector
• instrument::InstrumentData
• streams::reconnect::stream::ReconnectingStream
• subscriber::Subscriber
• subscriber::mapper::SubscriptionMapper
• subscriber::validator::SubscriptionValidator
• subscription::SubscriptionKind
• transformer::ExchangeTransformer

Functions

• books::manager::init_multi_order_book_l2_manager
• books::mid_price
• books::volume_weighted_mid_price
• distribute_messages_to_exchange
• exchange::binance::book::l1::de_ob_l1_subscription_id
• exchange::binance::book::l2::de_ob_l2_subscription_id
• exchange::binance::futures::liquidation::de_liquidation_subscription_id
• exchange::binance::trade::de_side_from_buyer_is_maker
• exchange::binance::trade::de_trade_subscription_id
• exchange::bybit::message::de_message_subscription_id
• exchange::coinbase::trade::de_trade_subscription_id
• process_buffered_events
• schedule_pings_to_exchange
• streams::builder::dynamic::indexed::generate_indexed_market_data_subscription_batches
• streams::builder::dynamic::indexed::index_market_data_subscription_batches
• streams::builder::dynamic::indexed::init_indexed_multi_exchange_market_stream
• streams::builder::dynamic::validate_batches
• streams::builder::dynamic::validate_subscriptions
• streams::consumer::init_market_stream
• streams::reconnect::stream::init_reconnecting_stream
• subscription::display_subscriptions_without_exchange
• subscription::exchange_supports_instrument_kind
• subscription::exchange_supports_instrument_kind_sub_kind
• test_utils::market_event_trade_buy

Type Aliases

• ExchangeWsStream
• exchange::binance::futures::BinanceFuturesUsd
• exchange::binance::spot::BinanceSpot
• exchange::bitmex::trade::BitmexTrade
• exchange::bybit::book::BybitOrderBookMessage
• exchange::bybit::futures::BybitPerpetualsUsd
• exchange::bybit::spot::BybitSpot
• exchange::bybit::trade::BybitTrade
• exchange::gateio::future::GateioFuturesBtc
• exchange::gateio::future::GateioFuturesUsd
• exchange::gateio::option::GateioOptions
• exchange::gateio::perpetual::GateioPerpetualsBtc
• exchange::gateio::perpetual::GateioPerpetualsUsd
• exchange::gateio::perpetual::trade::GateioFuturesTrades
• exchange::gateio::spot::GateioSpot
• exchange::gateio::spot::trade::GateioSpotTrade
• exchange::gateio::subscription::GateioSubResponse
• exchange::kraken::book::l1::KrakenOrderBookL1
• exchange::kraken::trade::KrakenTrades
• exchange::okx::trade::OkxTrades
• streams::builder::SubscribeFuture
• streams::builder::multi::BuilderInitFuture
• streams::consumer::MarketStreamEvent
• streams::consumer::MarketStreamResult

Constants

• exchange::DEFAULT_SUBSCRIPTION_TIMEOUT
• exchange::binance::futures::WEBSOCKET_BASE_URL_BINANCE_FUTURES_USD
• exchange::binance::futures::l2::HTTP_BOOK_L2_SNAPSHOT_URL_BINANCE_FUTURES_USD
• exchange::binance::spot::WEBSOCKET_BASE_URL_BINANCE_SPOT
• exchange::binance::spot::l2::HTTP_BOOK_L2_SNAPSHOT_URL_BINANCE_SPOT
• exchange::bitfinex::BASE_URL_BITFINEX
• exchange::bitmex::BASE_URL_BITMEX
• exchange::bybit::futures::WEBSOCKET_BASE_URL_BYBIT_PERPETUALS_USD
• exchange::bybit::spot::WEBSOCKET_BASE_URL_BYBIT_SPOT
• exchange::coinbase::BASE_URL_COINBASE
• exchange::gateio::future::WEBSOCKET_BASE_URL_GATEIO_FUTURES_BTC
• exchange::gateio::future::WEBSOCKET_BASE_URL_GATEIO_FUTURES_USD
• exchange::gateio::option::WEBSOCKET_BASE_URL_GATEIO_OPTIONS_USD
• exchange::gateio::perpetual::WEBSOCKET_BASE_URL_GATEIO_PERPETUALS_BTC
• exchange::gateio::perpetual::WEBSOCKET_BASE_URL_GATEIO_PERPETUALS_USD
• exchange::gateio::spot::WEBSOCKET_BASE_URL_GATEIO_SPOT
• exchange::kraken::BASE_URL_KRAKEN
• exchange::okx::BASE_URL_OKX
• exchange::okx::PING_INTERVAL_OKX
• streams::consumer::STREAM_RECONNECTION_POLICY