ferr
Rust library for market data and order management on crypto CEXs -- Binance, Bybit, OKX and Bitget. Made for personal use, open source in case someone finds it useful
Features
WS Data
- Tick, trade, funding rate, open interest
- Top of orderbook, mark price, index price, bid/ask/mid/last
- Private channel support
- Auto-reconnect and resubscription
REST API Data
- Order placement, modification, cancellation
- Account balance, positions, trade history
- Kline/OHLCV
Other
- Per-exchange rate limit tracking