Crate crypto_ws_client

A versatile websocket client that supports many cryptocurrency exchanges.

Example

use std::sync::{Arc, Mutex};
use crypto_ws_client::{BinanceSpotWSClient, WSClient};

let mut ws_client = BinanceSpotWSClient::new(Arc::new(Mutex::new(|msg| println!("{}", msg))), None);
let channels = vec!["btcusdt@aggTrade".to_string(), "btcusdt@depth".to_string(),];
ws_client.subscribe(&channels);
ws_client.run(Some(2)); // run for 2 seconds

High Level APIs

The following APIs are high-level APIs with ease of use:

• subscribe_trade(&mut self, pairs: &[String])
• subscribe_bbo(&mut self, pairs: &[String])
• subscribe_orderbook(&mut self, pairs: &[String])
• subscribe_ticker(&mut self, pairs: &[String])
• subscribe_candlestick(&mut self, pairs: &[String], interval: u32)

They are easier to use and cover mostly used scenarios.

Low Level APIs

Sometimes high-level APIs can NOT meet our needs, this package provides two low-level APIs:

• subscribe(&mut self, raw_channels: &[String])
• unsubscribe(&mut self, raw_channels: &[String])

A raw_channel can be:

• A plain string, supported by Binance, BitMEX, Bitstamp, Huobi, OKEx. For example, Binance btcusdt@aggTrade, BitMEX trade:XBTUSD, instrument, Bitstamp live_trades_btcusd, Huobi market.btcusdt.trade.detail, market.overview, OKEx spot/trade:BTC-USDT`.
• channel:pair. For exchanges not supporting plain string channels, this library will split this kind of raw_channel by :, then compose a JSON string. For example, Bitfinex trades:tBTCUST, CoinbasePro matches:BTC-USD, Kraken trade:XBT/USD
• A JSON string, supported by all exchanges. If a raw_channel starts with {, which means it is the final JSON string, thus it will be sent out directly without parsing.

OrderBook Data Categories

Each orderbook has three properties: aggregation, frequency and depth.

	Aggregated	Non-Aggregated
Updated per Tick	Inremental Level2	Level3
Updated per Interval	Snapshot Level2	Not Usefull

• Level1 data is non-aggregated, updated per tick, top 1 bid & ask from the original orderbook.
• Level2 data is aggregated by price level, updated per tick.
• Level3 data is the original orderbook, which is not aggregated.

Structs

BinanceFutureWSClient	Binance Coin-margined Future market.
BinanceInverseSwapWSClient	Binance Coin-margined Perpetual Swap market
BinanceLinearSwapWSClient	Binance USDT-margined Perpetual Swap market.
BinanceOptionWSClient	Binance Option market
BinanceSpotWSClient	Binance Spot market.
BitfinexWSClient	The WebSocket client for Bitfinex, including all markets.
BitmexWSClient	The WebSocket client for BitMEX.
BitstampWSClient	The WebSocket client for Bitstamp Spot market.
CoinbaseProWSClient	The WebSocket client for CoinbasePro.
HuobiFutureWSClient	Huobi Future market.
HuobiInverseSwapWSClient	Huobi Inverse Swap market.
HuobiLinearSwapWSClient	Huobi Linear Swap market.
HuobiOptionWSClient	Huobi Option market.
HuobiSpotWSClient	Huobi Spot market.
KrakenWSClient	The WebSocket client for Kraken.
MxcSpotWSClient	MXC Spot market.
MxcSwapWSClient	MXC Swap market.
OkexWSClient	The WebSocket client for OKEx.

Traits

Level3OrderBook	Level3 orderbook data.
WSClient	The public interface of every WebSocket client.