ferr

Work in Progress -- Currently in early development. Not ready for use.

A Rust library for market data and order management on crypto CEXs.

Supported Exchanges

Features

WebSocket Market Data

• Real-time trades, tickers, and orderbook (top of book)
• Funding rates and open interest
• Mark price and index price
• Automatic reconnection with exponential backoff
• Automatic subscription resumption after reconnect
• Broadcast channels for multi-consumer support

REST API

• Trading: Place, modify, and cancel orders
• Account: Balance, positions, and trade history
• Market Data: Historical klines/OHLCV

General

• Unified error types across all exchanges
• Rate limit tracking per exchange
• Testnet support
• Perpetual and spot markets (USDT pairs only)

Example usage

[dependencies]
ferr = "0.1.11"
tokio = { version = "1.50.0", features = ["full"] }

WebSocket: Stream Ticker Data

use ferr::{
    exchanges::bybit::ws::client::BybitWsClient,
    traits::ws::WsMarketData,
    types::common::MarketType,
};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let client = BybitWsClient::new();
    let mut rx = client.subscribe_ticker("BTCUSDT", MarketType::Perp).await?;

    while let Ok(ticker) = rx.recv().await {
        println!(
            "{} | last: {} | bid: {} | ask: {}",
            ticker.symbol, ticker.last, ticker.bid, ticker.ask
        );
    }

    Ok(())
}