Crate crypto_ws_client

Expand description

A versatile websocket client that supports many cryptocurrency exchanges.

Example

use crypto_ws_client::{BinanceSpotWSClient, WSClient};

#[tokio::main]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        let symbols = vec!["BTCUSDT".to_string(), "ETHUSDT".to_string()];
        let ws_client = BinanceSpotWSClient::new(tx, None).await;
        ws_client.subscribe_trade(&symbols).await;
        // run for 5 seconds
        let _ = tokio::time::timeout(std::time::Duration::from_secs(5), ws_client.run()).await;
        ws_client.close();
    });

    let mut messages = Vec::new();
    for msg in rx {
        messages.push(msg);
    }
    assert!(!messages.is_empty());
}

High Level APIs

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

subscribe_trade(&self, symbols: &[String])
subscribe_bbo(&self, symbols: &[String])
subscribe_orderbook(&self, symbols: &[String])
subscribe_ticker(&self, symbols: &[String])
subscribe_candlestick(&self, symbol_interval_list: &[(String, usize)])

They are easier to use and cover most user scenarios.

Low Level APIs

Sometimes high-level APIs can NOT meet users’ requirements, this package provides three low-level APIs:

subscribe(&self, topics: &[(String, String)])
unsubscribe(&self, topics: &[(String, String)])
send(&self, commands: &[String])

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.