digdigdig3 0.1.21

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, DEX connectors, and prediction markets.

Version: 0.1.20 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 three levels describing data depth, and two access tiers within L3 describing registration requirements.

Level Description Auth Required Count
L1 Price / OHLCV data feeds — klines, ticker, trades. No orderbook. No or API key 7
L2 L1 + orderbook data (depth snapshots, delta streams). No execution. No or API key 3
L3 open Full stack (L1 + L2 + execution). Market data publicly accessible. No for data; API key for trading 22
L3 gated Full stack. All data requires account/API key. KYC may be required. Yes 11

Total connectors: 43

Development focus: L3/open — these are the connectors actively used and tested by the primary consumer (mylittlechart). L3/gated, L1, and L2 connectors are structurally complete but untested against real APIs.

Module Hierarchy

digdigdig3/src/
├── l1/                              # Data feeds (OHLCV, ticker — no orderbook)
│   ├── free/   yahoo, krx, finnhub
│   └── paid/   alphavantage, tiingo, twelvedata, jquants
│
├── l2/                              # L1 + orderbook data (no execution)
│   ├── free/   moex
│   └── paid/   polygon, cryptocompare
│
├── l3/                              # Full stack (L1 + L2 + execution)
│   ├── open/                        # Market data requires no registration
│   │   ├── crypto/cex/  18 CEX
│   │   ├── crypto/dex/  dydx, lighter, paradex
│   │   └── prediction/  polymarket
│   └── gated/                       # Account/KYC required for all data
│       ├── stocks/us/    alpaca
│       ├── stocks/india/ zerodha, upstox, angel_one, dhan, fyers
│       ├── stocks/china/ futu
│       ├── stocks/russia/ tinkoff
│       ├── forex/        oanda, dukascopy
│       └── multi/        ib
│
├── core/                            # Traits, types, utils, HTTP, WebSocket
└── connector_manager/               # ConnectorHandle, ConnectorRegistry, ConnectorPool

Adding as a Dependency

[dependencies]

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

# or

digdigdig3 = { git = "https://github.com/ZENG3LD/digdigdig3", tag = "v0.1.20" }

With specific feature flags:

[dependencies]

digdigdig3 = { version = "0.1.20", features = ["grpc", "k256-signing"] }

L1: Data Feeds (no orderbook)

L1 connectors provide OHLCV klines, ticker, and trades. No orderbook depth. No execution.

All L1 connectors are structurally complete and compile. None have been validated against real APIs.

L1 free

Provider Klines Ticker WebSocket Auth
Yahoo Finance Yes Yes Yes No auth
KRX (Korea) Yes Yes No API key
Finnhub Yes Yes Yes API key

L1 paid

Provider Klines Ticker WebSocket Auth Region
Alpha Vantage Yes No No API key US / Forex
Tiingo Yes Yes Yes Bearer token US
TwelveData Yes Yes Yes API key US
J-Quants Yes Yes No Refresh/ID token Japan

All L1 connectors return UnsupportedOperation for trading and account methods. They are data providers only.

L2: Orderbook Data (no execution)

L2 connectors add full orderbook depth (snapshots and delta streams) on top of L1 capabilities. No trading or account operations.

All L2 connectors are structurally complete and compile. None have been validated against real APIs.

L2 free

Provider Klines Orderbook WebSocket Auth
MOEX (Russia) Yes Yes Yes No auth (ISS)

L2 paid

Provider Klines Orderbook WebSocket Auth
Polygon Yes Yes Yes API key
CryptoCompare Yes Yes Yes API key

L3 Open: Full Stack (no registration needed for market data)

L3 open connectors provide complete market data publicly, and support execution once API keys are configured. Public data (orderbook, trades, klines, ticker) does not require credentials.

These are the connectors actively used and tested by mylittlechart.

L3 open — Crypto CEX (18 connectors)

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
Bitfinex Untested Untested Untested N/A Untested Untested Untested Untested
Bitstamp Untested Untested Untested N/A Untested Untested Untested Untested
Deribit Untested Untested Untested N/A Untested Untested Untested Untested
HyperLiquid Untested Untested Untested N/A Untested Untested Untested Untested

Notes:

  • Gemini supplements WebSocket ticker with a REST poll fallback (15s interval).
  • get_recent_trades (REST trades column) is implemented only for Lighter (DEX). All CEX 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.

Disabled CEX

Exchange Issue Status
Vertex Exchange shut down 2025-08-14, acquired by Ink Foundation Permanently disabled. Code retained as reference.

L3 open — Crypto DEX (3 connectors)

Connector Chain Feature Flag Execution
dYdX v4 Cosmos onchain-cosmos + grpc Full trading trait via Cosmos gRPC
Lighter.xyz Custom — Full trading trait, native ECgFp5+Poseidon2+Schnorr signing (zero third-party crates)
Paradex StarkNet onchain-starknet Full trading trait, StarkNet ECDSA signing

Notes:

  • Paradex WebSocket removed from live watchlist — per-symbol attribution is unreliable (exchange uses a global channel).
  • Solana interaction (previously Jupiter/Raydium) is handled via dig2chain. These connectors were removed from digdigdig3.

L3 open — Prediction Markets (1 connector)

Connector Type Execution
Polymarket Binary options on events Full trading trait — place/cancel/resolve

L3 Gated: Full Stack (account/KYC required)

All data — including public market data — requires API keys or account credentials. Structurally complete, untested against real APIs.

L3 gated — Stocks US (1 connector)

Broker Klines Trading WebSocket Auth Method
Alpaca Yes Yes Yes API key header

L3 gated — Stocks India (5 connectors)

Broker Klines Trading WebSocket Auth Method
Zerodha (Kite) No* Yes No OAuth2 token
Upstox Yes Yes No OAuth2 token
Angel One Yes Yes No JWT + TOTP
Dhan Yes Yes Yes Access token
Fyers Yes Yes No JWT OAuth2

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

L3 gated — Stocks China (1 connector)

Broker Klines Trading Auth Method
Futu OpenD Yes Partial OpenD proto (requires local daemon)

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

L3 gated — Stocks Russia (1 connector)

Broker Klines Trading Auth Method
Tinkoff Invest Yes Yes Bearer token + gRPC

L3 gated — Forex (2 connectors)

Provider Klines Streaming Trading Auth
OANDA Yes Yes (server-sent) Yes Bearer token
Dukascopy Yes No No No auth (public data)

Note: Dukascopy is placed in gated/ because the connection model requires an API account context — it is not a fully open feed like L3 open connectors.

L3 gated — Multi-asset (1 connector)

Broker Klines Trading WebSocket Auth
Interactive Brokers (IB) Yes Yes Yes OAuth2 / Bearer

Execution Coverage

CEX — Optional Trading Traits

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
Lighter Full trading trait — native ECgFp5+Poseidon2+Schnorr signing
Paradex Full trading trait, StarkNet signing via onchain-starknet feature

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:

  • 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
  • VaultManager — vault deposit/withdraw
  • StakingDelegation — delegate/undelegate, claim rewards
  • BlockTradeOtc — OTC block trade creation and execution
  • MarketMakerProtection — MMP config, mass quoting
  • TriggerOrders — conditional order placement
  • PredictionMarket — prediction market order flow

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
dYdX v4 full book No No sequence
Lighter full book No No sequence
Paradex full book No No sequence
Polymarket N/A (binary market) N/A N/A N/A

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 to 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/{level}/{tier}/{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/l3/open/crypto/cex/kucoin/ — most complete example with all optional traits.

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 (legacy)
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 is implemented in dig2chain. No solana-sdk dependency in digdigdig3.

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
On-chain EVM RPC onchain-evm EvmProvider
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, OANDA, IB
EIP-712 (Ethereum typed data) EvmProvider (Uniswap/GMX)
Cosmos SDK wallet dYdX
StarkNet ECDSA (STARK key) Paradex
Native ECgFp5+Schnorr Lighter
API key in header Polygon, Finnhub, Tiingo, TwelveData, Alpha Vantage, CryptoCompare
No auth MOEX ISS, Yahoo Finance, Dukascopy

Feature Flags

Feature Dependencies Enabled Notes
default onchain-evm EVM provider included by default
onchain-evm alloy (provider-ws, rpc-types) EVM chain provider
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.
GMX No real-time WebSocket API — websocket.rs polls REST internally Removed from live watchlist. REST data works.
Paradex Per-symbol WebSocket attribution unreliable (exchange uses a global channel) WebSocket removed from live watchlist. REST works.
Futu Requires OpenD local daemon All methods return UnsupportedOperation until OpenD binary is running.

Test Coverage

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/
Vertex 20 tests Disabled (shut down)

All 18 active CEX connectors have zero test files. This is the primary quality gap.

Audit date: 2026-04-16. Version 0.1.20.