digdigdig3 0.1.17

Unified async Rust API for 44 exchange connectors — crypto, stocks, forex. REST + WebSocket.
Documentation

digdigdig3

Multi-exchange connector library — unified async Rust API for crypto exchanges, stock brokers, forex providers, intelligence feeds, and DEX/on-chain query providers.

Version: 0.1.17 Edition: Rust 2021 License: MIT OR Apache-2.0 Repository: https://github.com/ZENG3LD/digdigdig3

Note: On-chain monitoring (Solana, Bitcoin, TON, Sui, Aptos chain watchers, OnChainEvent types, EventProducer trait, and all transaction builders) was extracted to the dig2chain workspace. digdigdig3 retains only the on-chain providers needed by DEX connectors for query and signing (EVM via alloy, Cosmos via cosmrs, StarkNet via starknet-crypto).

Overview

digdigdig3 is organized around capability levels. Each level describes what a connector can do and what it requires.

Level Description Auth Required Count
1a Market data feed — klines, orderbook, ticker, trades No 14 CEX + 7 DEX/other
1b Extended data feed — intelligence, aggregators, analytics No or API key ~95
2 Authenticated data feed — order history, account info, positions Yes ~50
3 Execution — place/cancel orders, manage positions Yes ~30
4a On-chain transport — signing and submitting transactions for DEX connectors Yes (private key) 3 providers

Total connectors: ~120+ Blockchain chain monitoring: moved to dig2chain

Adding as a Dependency

[dependencies]

digdigdig3 = { path = "../digdigdig3" }

# or

digdigdig3 = { git = "https://github.com/ZENG3LD/digdigdig3", tag = "v0.1.17" }

With specific feature flags:

[dependencies]

digdigdig3 = { version = "0.1.17", features = ["grpc", "k256-signing"] }

Level 1a: Market Data Feed (no auth required)

Public endpoints — price, orderbook, klines, ticker, trades. No credentials needed.

These connectors implement ExchangeIdentity + MarketData + WebSocketConnector.

Crypto CEX — Tested on real data via live bridge

Legend:

  • Tested — data flowed through the live bridge in production
  • Untested — code exists and compiles, never validated on real data
  • N/A — method not implemented (returns UnsupportedOperation)
Exchange REST klines REST ticker REST orderbook REST trades WS trades WS ticker WS orderbook WS klines
Binance Tested Untested Untested N/A Tested Tested Untested Untested
Bybit Tested Untested Untested N/A Tested Tested Untested Untested
OKX Tested Untested Untested N/A Tested Tested Untested Untested
KuCoin Tested Untested Untested N/A Tested Tested Untested Untested
Kraken Tested Untested Untested N/A Tested Tested Untested Untested
Coinbase Tested Untested Untested N/A Tested Tested Untested Untested
Gate.io Tested Untested Untested N/A Tested Tested Untested Untested
Gemini Tested Tested (poll/15s) Untested N/A Tested Tested Untested Untested
MEXC Tested Untested Untested N/A Tested Tested Untested Untested
HTX Tested Untested Untested N/A Tested Tested Untested Untested
Bitget Tested Untested Untested N/A Tested Tested Untested Untested
BingX Tested Untested Untested N/A Tested Tested Untested Untested
Crypto.com Tested Untested Untested N/A Tested Tested Untested Untested
Upbit Tested Untested Untested N/A Tested Tested Untested Untested

Notes:

  • Gemini supplements WebSocket ticker with a REST poll fallback (15s interval). That REST get_ticker call was exercised in production.
  • get_recent_trades (REST trades column) is implemented only for Lighter. All other connectors return UnsupportedOperation and are marked N/A.
  • WS orderbook and WS klines channels exist in code for most connectors but were never subscribed to in a live session.

Crypto CEX — Disabled

Exchange Issue Status
Bithumb SSL timeouts and HTTP 403 geo-blocking. 26 test files exist but are disabled Temporarily disabled
Vertex Exchange shut down 2025-08-14. 20 test files disabled Permanently disabled — code retained for reference

DEX / On-Chain Connectors

Connector Chain Feature Flag Notes
Uniswap EVM onchain-evm Swap via Trading API + on-chain exactInputSingle
GMX EVM onchain-evm Positions/orders via Subsquid GraphQL, funding rates from REST
dYdX v4 Cosmos onchain-cosmos + grpc Full trading trait via Cosmos gRPC
Paradex StarkNet onchain-starknet Full trading trait, StarkNet ECDSA signing
Jupiter Solana (no extra feature) Swap via Ultra API + Trigger + Recurring. No klines/orderbook (AMM)
Raydium Solana (no extra feature) Swap quote + transaction builder. No klines/orderbook (AMM)
Lighter.xyz Custom — Full trading trait, native ECgFp5+Poseidon2+Schnorr signing (zero third-party crates)

Notes:

  • GMX WebSocket removed from live watchlist (no real-time WS API — internally polls REST).
  • Paradex WebSocket removed from live watchlist (per-symbol attribution unreliable — exchange uses a global channel).
  • Jupiter and Raydium get_klines / get_orderbook return UnsupportedOperation by design — these are AMM aggregators with no historical data endpoint.

Level 1b: Extended Data Feed

These connectors expose data that does not fit the standard klines/orderbook/ticker API. They implement ExchangeIdentity + MarketData for basic identity, but their real value is in domain-specific methods (e.g., get_series(), get_liquidations(), get_articles()).

None of this was tested against real APIs. All connectors compile and are structurally complete, but no live data validation has been done.

Crypto Intelligence

Provider Domain Methods Auth
CoinGecko Market cap, coin details, trending, global stats API key optional
CoinMarketCap Price ranking, listings, metadata API key
Coinglass Liquidation data, open interest, long/short ratios, funding rates, fear and greed API key optional
CryptoCompare Multi-exchange price aggregation, historical OHLCV, social stats API key
DeFiLlama TVL by protocol/chain, yield pools, stablecoin data No auth (public)

On-Chain Analytics

Provider Domain Methods Transport Auth
BitQuery Multi-chain GraphQL queries — transfers, DEX trades, token holders REST + GraphQL + WebSocket OAuth2
Whale Alert Large transaction alerts (cross-chain), blockchain monitoring REST + WebSocket API key
Etherscan Block explorer queries — transactions, tokens, contracts, gas REST API key

Financial Data Aggregators

Provider Klines Ticker WebSocket Notes
CryptoCompare Yes Yes Yes Multi-exchange aggregate
Yahoo Finance Yes Yes Yes No auth, scraping-based
Interactive Brokers Web API Yes Yes Yes Aggregator mode only — no brokerage execution wired
DeFiLlama No Yes No TVL/price only, no candles

Stock Data Providers (data-only, no trading)

Provider Region Klines Ticker WebSocket Auth
Polygon US Yes Yes Yes API key
Finnhub US Yes Yes Yes API key
Tiingo US Yes Yes Yes Bearer token
TwelveData US Yes Yes Yes API key
Alpha Vantage Forex/US Yes No No API key
J-Quants Japan Yes Yes No Refresh/ID token
KRX Korea Yes Yes No API key
Dukascopy Forex Yes Yes No No auth (public)

Polygon, Finnhub, Tiingo, TwelveData, J-Quants, and KRX implement the trading trait interface but all trading methods return UnsupportedOperation — they are data providers, not brokers.

Intelligence Feeds (85 connectors)

85 connectors organized across 21 domain categories. All are REST-only unless noted. All standard trading/market-data trait methods return UnsupportedOperation — domain-specific methods are the real surface area. No test files exist for any of these.

Category Connectors Streaming Sample Domain
Economic fred, ecb, imf, worldbank, oecd, bis, boe, bundesbank, cbr, dbnomics, eurostat, ecos No Macro data, interest rates, GDP series
US Government sec_edgar, bls, bea, census, eia, usaspending, congress, fbi_crime, sam_gov No SEC filings, employment, energy, federal contracts
Cyber Intelligence shodan, virustotal, alienvault_otx, censys, nvd, abuseipdb, urlhaus, ripe_ncc, cloudflare_radar No CVEs, IP reputation, threat indicators
Environment noaa, usgs_earthquake, nasa_firms, nasa_eonet, gdacs, openaq, open_weather_map, global_forest_watch, nws_alerts No Weather, earthquakes, fires, air quality
Space nasa, space_track, launch_library, spacex, sentinel_hub No Orbital data, launches, satellite imagery
Conflict/Geopolitical gdelt, acled, ucdp, reliefweb, unhcr No Conflict events, displacement, humanitarian
Maritime ais, aisstream, imf_portwatch, nga_warnings aisstream only Vessel tracking, port data, safety warnings
Aviation adsb_exchange, opensky, aviationstack, wingbits No Live aircraft tracking, flight status
Sanctions ofac, opensanctions, interpol No Sanctions lists, wanted persons
Demographics un_population, who, wikipedia, un_ocha No Population, health, statistical data
Corporate gleif, opencorporates, uk_companies_house No Legal entity identifiers, company registry
Governance eu_parliament, uk_parliament No Parliamentary voting, legislative data
Financial Intel newsapi, openfigi, finnhub (news), alpha_vantage No News, fundamentals, ticker lookup
Academic arxiv, semantic_scholar No Research papers, citations
Trade comtrade, eu_ted No International trade flows, EU tenders
Prediction (intel) predictit No Political prediction market prices
Standalone feeds faa_status, feodo_tracker, hacker_news, c2intel_feeds, rss_proxy No NOTAM, botnet IPs, HN posts, RSS aggregation

aisstream is the only intelligence feed with WebSocket streaming.

Level 2: Authenticated Data Feed

Same connector structs as Level 1a, but methods that require credentials. Includes: order history, account balances, positions, funding rate history, transfer history.

No connector in this category was tested against real credentials. All implementations are complete — they call the correct endpoints with signed requests — but have not been validated against live accounts.

Crypto CEX (auth-required read methods)

All 14 active CEX connectors listed in Level 1a also implement these authenticated read methods:

  • get_open_orders() — open orders for symbol or all symbols
  • get_order_history() — historical orders with filters
  • get_order() — single order by ID
  • get_account_info() — account snapshot
  • get_balance() — asset balances across account types
  • get_positions() — open derivatives positions
  • get_funding_rate() / get_funding_rate_history()
  • get_open_interest()
  • get_mark_price()
  • get_closed_pnl()

Private WebSocket streams are also implemented for order updates, balance changes, and position updates.

Stock Brokers (auth-required)

Broker Region Klines Trading WebSocket Auth Method
Alpaca US Yes Yes Yes API key header
Zerodha (Kite) India No* Yes No OAuth2 token
Upstox India Yes Yes No OAuth2 token
Angel One India Yes Yes No JWT + TOTP
Dhan India Yes Yes Yes Access token
Fyers India Yes Yes No JWT OAuth2
Tinkoff Invest Russia Yes Yes No Bearer token + gRPC
Futu OpenD China Yes Partial No OpenD proto (requires local daemon)

*Zerodha get_klines requires a separate Historical API subscription — returns UnsupportedOperation without it.

Futu requires the OpenD binary running locally. All methods return UnsupportedOperation until OpenD is connected.

Forex (auth-required)

Provider Klines Streaming Trading Auth
OANDA Yes Yes (server-sent) Yes Bearer token

Test Coverage Summary

Connector Test Count Type
Fyers 31 tests Unit tests in src/
MOEX 24 tests Unit tests in src/
Tinkoff 28 tests Unit tests in src/
KRX 32 tests Unit tests in src/
Futu 6 tests Unit tests in src/
Alpha Vantage 10 tests Unit tests in src/
Bithumb 26 tests Disabled (geo-block)
Vertex 20 tests Disabled (shut down)

All 14 active CEX connectors have zero test files. This is the primary quality gap.

Level 3: Execution

Order placement, cancellation, amendment, and account management. Always requires credentials. None of this was tested against real accounts.

Core Trading Traits

All CEX connectors and most broker connectors implement:

Trait Methods
Trading place_order, cancel_order, get_order, get_open_orders, get_order_history
CancelAll cancel_all_orders (scope by symbol or all)
AmendOrder amend_order (in-place modification without cancel/replace)
BatchOrders place_orders_batch, cancel_orders_batch
AccountTransfers transfer (between account types), get_transfer_history
CustodialFunds get_deposit_address, withdraw, get_funds_history
SubAccounts sub_account_operation (create, transfer, list)

CEX Execution Coverage

Connector CancelAll AmendOrder BatchOrders AccountTransfers CustodialFunds SubAccounts
Binance Yes Yes Yes Yes Yes Yes
Bybit Yes Yes Yes Yes Yes Yes
OKX Yes Yes Yes Yes Yes Yes
KuCoin Yes Yes Yes Yes Yes Yes
Gate.io Yes Yes Yes Yes Yes Yes
Bitget Yes Yes Yes Yes Yes Yes
BingX Yes Yes Yes Yes Yes Yes
HTX Yes No Yes Yes Yes Yes
Crypto.com Yes Yes Yes No Yes Yes
MEXC Yes No Yes Yes Yes Yes
Kraken Yes Yes No No Yes Yes
Coinbase Yes No No No Yes No
Gemini Yes No No No Yes No
Upbit Yes Yes No No Yes No

DEX Execution

Connector Execution Notes
dYdX v4 Order placement via Cosmos gRPC — full trading trait implemented
Lighter Full trading trait — native ECgFp5+Poseidon2+Schnorr signing (zero third-party crates)
Paradex Full trading trait, StarkNet signing via onchain-starknet feature
GMX Trading trait + positions/orders via Subsquid GraphQL, funding rates from REST, ERC-20 balances
Jupiter Swap via Ultra API + Trigger API (limit orders) + Recurring API (DCA). Trading trait stubs by design (AMM)
Raydium Swap quote + transaction builder. Trading trait stubs by design (AMM)
Uniswap Swap via Trading API + on-chain exactInputSingle. Trading trait stubs by design (AMM)

Stock Broker Execution

Broker place_order cancel_order amend_order batch_orders
Alpaca Yes Yes Yes No
Zerodha Yes Yes Yes No
Upstox Yes Yes Yes No
Angel One Yes Yes Yes No
Dhan Yes Yes Yes No
Fyers Yes Yes No Yes
Tinkoff Yes Yes Yes No
Futu Partial No No No

Optional Trading Traits (defined, not yet implemented in any connector)

These traits exist in src/core/traits/operations.rs with default UnsupportedOperation implementations. They are ready for connector-level override but no connector has explicit impl blocks for them yet:

  • MarginTrading — margin borrow/repay, margin account info
  • EarnStaking — earn products, subscribe/redeem
  • ConvertSwap — convert quotes, dust conversion
  • CopyTrading — follow/unfollow traders, copy positions
  • LiquidityProvider — LP position management (Uniswap/Raydium/Jupiter)
  • VaultManager — vault deposit/withdraw (GMX/Paradex/dYdX)
  • StakingDelegation — delegate/undelegate, claim rewards
  • BlockTradeOtc — OTC block trade creation and execution
  • MarketMakerProtection — MMP config, mass quoting
  • TriggerOrders — conditional order placement

Level 4a: On-Chain Transport for DEX Connectors

Chain providers used internally by DEX connectors for transaction signing and query submission. These are not standalone chain monitors — for full blockchain event streaming, use dig2chain.

Provider Chain Feature Flag Used By
EvmProvider Ethereum/EVM onchain-evm (default) Uniswap, GMX
CosmosProvider Cosmos onchain-cosmos dYdX
StarkNetProvider StarkNet onchain-starknet Paradex

None of these have been tested end-to-end with real transaction submission.

Note: Solana chain interaction (Jupiter, Raydium) is implemented via raw WebSocket + tokio-tungstenite against the Solana RPC — no solana-sdk dependency needed.

L2 Orderbook Capabilities

Each exchange declares its L2/orderbook capabilities via orderbook_capabilities(account_type):

use digdigdig3::core::traits::WebSocketConnector;
use digdigdig3::core::types::AccountType;

let ws = BinanceWebSocket::new(None, None);
let caps = ws.orderbook_capabilities(AccountType::Spot);

println!("WS depths: {:?}", caps.ws_depths);           // [5, 10, 20]
println!("REST max: {:?}", caps.rest_max_depth);        // Some(5000)
println!("Snapshot: {}", caps.supports_snapshot);        // true
println!("Delta: {}", caps.supports_delta);              // true
println!("Checksum: {:?}", caps.checksum);               // None
println!("Channels: {}", caps.ws_channels.len());        // 8

// Pick best channel for your needs
if let Some(ch) = caps.best_channel(Some(20), true) {
    println!("Use channel: {} (delta={}, depth={:?})", ch.name, !ch.is_snapshot, ch.depth);
}

Capabilities per exchange

Exchange WS Depths Checksum Aggregation Sequence
Binance 5/10/20 No No U/u (futures: +pu)
Bybit 1/50/200/1000 No No u field
OKX 1/5/50/400 CRC32 top-25 No seqId/prevSeqId
Kraken 10/25/100/500/1000 CRC32 top-10 No No (spot)
KuCoin 5/50 (snapshot) No No sequence
Coinbase full book No No sequence
GateIO 5/10/20/50/100 No No U/u
Bitfinex 1/25/100/250 CRC32 top-25 P0-P4 optional
Bitget 1/5/15/full CRC32 top-25 No seqId
HTX 5/10/20/150/400 No step0-step5 seqNum
MEXC 5/10/20 No No version
BingX 5/10/20 No No U/u
Bitstamp 100 (snap)/full (delta) No No microtimestamp
Gemini 5/10/20 (Fast API) No No socket_sequence
CryptoCom 10/50/150 CRC32 No u field
Upbit 1/5/15/30 No KRW only No
Deribit 1/10/20 No group param change_id
HyperLiquid 20 (fixed) No nSigFigs No

Architecture

Core Trait Hierarchy

ExchangeIdentity (name, id, account types)
    |--- MarketData (price, orderbook, klines, ticker, ping)
    |--- Trading (place_order, cancel_order, get_order, open_orders, order_history)
    |--- Account (balance, account_info, fees)
    |--- Positions (positions, funding_rate, open_interest, mark_price, closed_pnl)

CoreConnector = ExchangeIdentity + MarketData + Trading + Account + Positions
    (blanket impl — use as generic bound for code working with any exchange)

Optional execution traits (each requires Trading or Account supertrait):
    CancelAll, AmendOrder, BatchOrders, AccountTransfers, CustodialFunds, SubAccounts

Optional advanced traits (default UnsupportedOperation, override per-connector):
    MarginTrading, EarnStaking, ConvertSwap, CopyTrading, LiquidityProvider,
    VaultManager, StakingDelegation, BlockTradeOtc, MarketMakerProtection,
    TriggerOrders, PredictionMarket

WebSocket:
    WebSocketConnector (connect, subscribe, event_stream, active_subscriptions)
    WebSocketExt (convenience blanket: subscribe_ticker, subscribe_klines, etc.)

Precision Guard (f64 → Decimal at Execution Boundary)

All DataFeed paths use f64 for maximum performance (indicators, UI, research). At the Trading trait boundary, prices and quantities are converted to exchange-safe strings via rust_decimal:

DataFeed:  get_klines() → Vec<Kline{f64}>  → indicators/UI (fast, no overhead)
Execution: place_order(price: f64, qty: f64)
               ↓
           PrecisionCache.price(&symbol, price)  → "67543.25"
           PrecisionCache.qty(&symbol, qty)      → "0.12345"
               ↓
           Exchange API receives exact string
  • safe_price(f64, tick) — converts via Decimal::from_str(price.to_string()), rounds to nearest tick
  • safe_qty(f64, step) — same conversion, floors to step_size (never exceeds available quantity)
  • PrecisionCache — per-symbol HashMap loaded from get_exchange_info(), stores tick/step per symbol
  • Fallback: raw f64::to_string() if symbol not in cache

Connector Manager

The connector manager (src/connector_manager/) provides a runtime pool for managing multiple connectors simultaneously:

Component Purpose
ConnectorHandle Unified dynamic dispatch wrapper for any connector
ConnectorRegistry Maps ExchangeId to connector instances
ConnectorFactory Builds connectors from ConnectorConfig
ConnectorConfig Per-exchange config structs
ConnectorPool DashMap-based concurrent pool
ConnectorAggregator Multi-exchange data fan-out

Module Structure (per connector)

Every connector follows this layout:

src/{category}/{name}/
    mod.rs          — pub re-exports
    endpoints.rs    — URL constants, endpoint enum, symbol formatting
    auth.rs         — signing implementation (HMAC, JWT, EIP-712, etc.)
    parser.rs       — JSON response parsing, type mapping
    connector.rs    — trait implementations
    websocket.rs    — WebSocket connector implementation

Reference implementation: src/crypto/cex/kucoin/ — most complete example with all optional traits.

Transport Methods

Transport Feature Flag Used By
REST (reqwest) default All connectors
WebSocket websocket CEX + DEX + major stock brokers
gRPC (tonic) grpc dYdX (Cosmos gRPC), Tinkoff Invest
GraphQL default BitQuery
On-chain EVM RPC onchain-evm GMX, Uniswap
On-chain Cosmos gRPC onchain-cosmos dYdX
On-chain StarkNet onchain-starknet Paradex

HTTP client: src/core/http/client.rs — async reqwest wrapper with auth injection, retry logic, and rate limiting (SimpleRateLimiter token bucket and WeightRateLimiter).

WebSocket base: src/core/websocket/base_websocket.rs — handles reconnect, ping/pong, and subscription replay on reconnect.

Auth Methods

Method Connectors
HMAC-SHA256 Binance, Bybit, OKX, KuCoin, Gate.io, Bitget, BingX, MEXC, HTX, Crypto.com
HMAC-SHA384 Gemini
HMAC-SHA512 Kraken
HMAC + passphrase OKX, KuCoin, Bitget (additional passphrase layer on top of HMAC)
JWT ES256 (EC P-256) Coinbase, Upbit, Tinkoff, Dhan, J-Quants
JWT + TOTP Angel One
OAuth2 / Bearer token Upstox, Fyers, Zerodha, BitQuery, Whale Alert, OANDA, IB
EIP-712 (Ethereum typed data) Uniswap, GMX
Ed25519 / Solana keypair Raydium, Lighter
Cosmos SDK wallet dYdX
StarkNet ECDSA (STARK key) Paradex
API key in header Polygon, Finnhub, Tiingo, most intelligence feeds
No auth MOEX ISS, Dukascopy, DeFiLlama, most public intelligence feeds

Feature Flags

Feature Dependencies Enabled Notes
default onchain-evm EVM provider included by default
onchain-evm alloy (provider-ws, rpc-types) EVM chain provider for Uniswap/GMX
onchain-ethereum onchain-evm Backward-compat alias
onchain-cosmos cosmrs (bip32) Cosmos provider for dYdX
onchain-starknet starknet-crypto StarkNet provider for Paradex
starknet onchain-starknet Legacy alias
websocket — WebSocket enablement flag
grpc tonic (tls, tls-native-roots), prost gRPC transport
k256-signing k256 (ecdsa-core, ecdsa) k256 ECDSA signing

Removed features (extracted to dig2chain): onchain-solana, onchain-bitcoin, onchain-sui, onchain-ton, onchain-aptos.

Known Issues and Disabled Connectors

Connector Issue Status
Vertex Exchange shut down 2025-08-14, acquired by Ink Foundation Permanently disabled. Code retained as reference
Bithumb SSL handshake timeouts and HTTP 403 geo-blocking Temporarily disabled. Code complete. Re-enable when access resolves
GMX No real-time WebSocket API — websocket.rs does REST polling internally Removed from live watchlist. REST data works
Paradex Per-symbol WebSocket attribution is unreliable (exchange uses a global channel) WebSocket removed from live watchlist. REST works
Jupiter Klines and orderbook impossible by design (aggregator, no historical data) Swap APIs (Ultra, Trigger, Recurring) fully wired
GMX EvmProvider not wired — trading requires EVM wallet but provider not attached Positions/orders via Subsquid work. On-chain trading needs EvmProvider attachment
Futu Requires OpenD local daemon All methods return UnsupportedOperation until OpenD binary is running

Audit date: 2026-04-16. On-chain monitoring extracted to dig2chain. Version bumped to 0.1.17.