candles-rs

A Rust library for fetching candlestick (OHLCV) data from multiple cryptocurrency exchanges. Built by Flicker Finance, this library provides a unified interface to access market data from major exchanges.

Features

Multi-Exchange Support: Fetch candlestick data from:
- Binance (Spot & Derivatives)
- OKX
- Bybit
- BloFin
- BingX
Unified Interface: Common API across all exchanges
Multiple Timeframes: Support for 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M intervals
Async/Await: Built with async Rust for efficient data fetching
Type Safety: Strongly typed with comprehensive error handling

Installation

Add this to your Cargo.toml:

[dependencies]
candles-rs = "0.1.0"

Quick Start

use candles_rs::{
    connections::Connection,
    types::{Instrument, MarketType, Timeframe},
};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Create an instrument configuration
    let instrument = Instrument {
        asset_id: "bitcoin".to_string(),
        pair: "BTCUSDT".to_string(),
        connection: Connection::Binance,
        market_type: MarketType::Spot,
        timeframe: Timeframe::H1,
    };

    // Fetch candlestick data
    let candles = instrument.connection.get_candles(instrument).await?;

    for candle in candles {
        println!(
            "Time: {}, Open: {}, High: {}, Low: {}, Close: {}, Volume: {}",
            candle.timestamp, candle.open, candle.high,
            candle.low, candle.close, candle.volume
        );
    }

    Ok(())
}

Supported Exchanges

Binance

Spot Markets: https://www.binance.com/api/v3/klines
Derivatives: https://fapi.binance.com/fapi/v1/klines

OKX

All Markets: https://www.okx.com/api/v5/market/candles

Bybit

All Markets: Exchange-specific implementation

BloFin

All Markets: Exchange-specific implementation

BingX

All Markets: Exchange-specific implementation

Data Types

Timeframe

pub enum Timeframe {
    M3,   // 3 minutes
    M5,   // 5 minutes
    M15,  // 15 minutes
    M30,  // 30 minutes
    H1,   // 1 hour
    H4,   // 4 hours
    D1,   // 1 day
    W1,   // 1 week
    MN1,  // 1 month
}

MarketType

pub enum MarketType {
    Spot,        // Spot trading
    Derivatives, // Futures/derivatives
}

Candle

pub struct Candle {
    pub timestamp: i64,  // Unix timestamp
    pub open: f64,       // Opening price
    pub high: f64,       // Highest price
    pub low: f64,        // Lowest price
    pub close: f64,      // Closing price
    pub volume: f64,     // Volume in base asset
}

Error Handling

The library uses a comprehensive error system:

pub enum CandlesError {
    ConnectionNotFound(String),  // Invalid exchange connection
    ApiError(String),           // API request failures
    Reqwest(reqwest::Error),    // HTTP client errors
    Other(String),              // General errors
}

Examples

Fetching from Different Exchanges

use candles_rs::{connections::Connection, types::*};

// Fetch from OKX
let okx_instrument = Instrument {
    asset_id: "BTC-USDT".to_string(),
    pair: "BTC-USDT".to_string(),
    connection: Connection::OKX,
    market_type: MarketType::Spot,
    timeframe: Timeframe::H4,
};

let candles = okx_instrument.connection.get_candles(okx_instrument).await?;

Multiple Timeframes

let timeframes = vec![
    Timeframe::M15,
    Timeframe::H1,
    Timeframe::D1,
];

for timeframe in timeframes {
    let instrument = Instrument {
        asset_id: "ETHUSDT".to_string(),
        pair: "ETHUSDT".to_string(),
        connection: Connection::Binance,
        market_type: MarketType::Spot,
        timeframe,
    };

    let candles = instrument.connection.get_candles(instrument).await?;
    println!("Fetched {} candles for {:?}", candles.len(), timeframe);
}

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

License

This project is open source and available under the MIT License.

About Flicker Finance

This library is developed and maintained by Flicker Finance, a platform for cryptocurrency trading and market analysis.

Note: This library is for educational and development purposes. Always ensure you comply with each exchange's terms of service and rate limits when using their APIs.

candles-rs 0.1.0