kucoin_arbitrage 0.0.6

Event-Driven Kucoin Arbitrage Framework in Async Rust
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52

/// Test WebSocket Message Rate
/// Subscribe to messages, run for 10 seconds, get the rate respectively
extern crate kucoin_api;
use kucoin_api::failure;
use kucoin_api::futures::TryStreamExt;
use kucoin_api::{
    client::{Kucoin, KucoinEnv},
    model::websocket::{KucoinWebsocketMsg, WSTopic, WSType},
    websocket::KucoinWebsocket,
};

/// main function
#[tokio::main]
async fn main() -> Result<(), failure::Error> {
    // provide logging format
    kucoin_arbitrage::logger::log_init();
    log::info!("Testing Kucoin WS Message Rate");
    let credentials = kucoin_arbitrage::globals::config::credentials();
    log::info!("{credentials:#?}");
    // Initialize the Kucoin API struct
    let api = Kucoin::new(KucoinEnv::Live, Some(credentials))?;
    let url = api.get_socket_endpoint(WSType::Public).await?;
    let mut ws = api.websocket();
    let symbols = [
        "ETH-BTC".to_string(),
        "BTC-USDT".to_string(),
        "ETH-USDT".to_string(),
    ];
    let subs = vec![WSTopic::OrderBook(symbols.to_vec())];
    ws.subscribe(url, subs).await?;

    log::info!("Async polling");
    tokio::spawn(async move { sync_tickers(ws).await });
    kucoin_arbitrage::tasks::background_routine().await
}

async fn sync_tickers(mut ws: KucoinWebsocket) -> Result<(), failure::Error> {
    while let Some(msg) = ws.try_next().await? {
        match msg {
            KucoinWebsocketMsg::OrderBookMsg(_msg) => {
                // TODO make counter more generic
                kucoin_arbitrage::globals::performance::increment();
            }
            KucoinWebsocketMsg::PongMsg(_) => continue,
            KucoinWebsocketMsg::WelcomeMsg(_) => continue,
            _ => {
                panic!("unexpected msgs received: {msg:?}")
            }
        }
    }
    Ok(())
}