Rust Rithmic R | Protocol API client

Unofficial rust client for connecting to Rithmic's R | Protocol API.

rithmic protocol version: 0.84.0.0

Not all functionality has been implemented, but this is currently being used to trade live capital through Rithmic.

Only order_plant, ticker_plant, pnl_plant, history_plant are provided. Each plant uses the actor pattern so you'll want to start a plant, and communicate / call commands with it using it's handle. The crate is setup to be used with tokio channels.

The history_plant supports loading both historical tick data and time bar data (1-second, 1-minute, 5-minute, daily, and weekly bars).

Installation

You can install it from crates.io

$ cargo add rithmic-rs

Or manually add it to your Cargo.toml file.

[dependencies]
rithmic-rs = "0.5.1"

Breaking Changes

Version 0.6.0 (Latest)

Removed deprecated connection_info module (use RithmicConfig instead)
Removed return_heartbeat_response() method (connection health now automatic)
Updated to dotenvy crate (from deprecated dotenv)
Plant constructors use connect() with explicit connection strategies
Connection health events delivered through subscription channel

📖 See MIGRATION_0.6.0.md for migration guide from 0.4.x or 0.5.x.

Also see CHANGELOG.md for complete list of changes.

Usage

Configuration

Rithmic supports three types of account environments: RithmicEnv::Demo for paper trading, RithmicEnv::Live for funded accounts, and RithmicEnv::Test for the test environment before app approval.

Configure your connection using the builder pattern:

use rithmic_rs::{RithmicConfig, RithmicEnv};

let config = RithmicConfig::builder()
    .user("your_username".to_string())
    .password("your_password".to_string())
    .system_name("Rithmic Paper Trading".to_string())
    .env(RithmicEnv::Demo)
    .build()?;

Alternatively, you can load from environment variables using from_env():

let config = RithmicConfig::from_env(RithmicEnv::Demo)?;

Required environment variables for from_env():

# For Demo environment
RITHMIC_DEMO_USER=your_username
RITHMIC_DEMO_PW=your_password

# For Live environment
RITHMIC_LIVE_USER=your_username
RITHMIC_LIVE_PW=your_password

# For Test environment
RITHMIC_TEST_USER=your_username
RITHMIC_TEST_PW=your_password

Connection Strategies

The library provides three connection strategies:

Simple: Single connection attempt (recommended default, fast-fail)
Retry: Indefinite retries with exponential backoff capped at 60 seconds
AlternateWithRetry: Alternates between primary and beta URLs with retries

Quick Start

To use this crate, create a configuration and connect to a plant with your chosen strategy. Each plant uses the actor pattern and spawns a task that listens to commands via a handle. Plants like the ticker plant also include a broadcast channel for real-time updates.

use rithmic_rs::{RithmicConfig, RithmicEnv, ConnectStrategy, RithmicTickerPlant};

async fn stream_live_ticks() -> Result<(), Box<dyn std::error::Error>> {
    // Load configuration from environment variables
    let config = RithmicConfig::from_env(RithmicEnv::Demo)?;

    // Connect with retry strategy (indefinite retries with 60s max backoff)
    let ticker_plant = RithmicTickerPlant::connect(&config, ConnectStrategy::Retry).await?;
    let handle = ticker_plant.get_handle();

    // Login and subscribe
    handle.login().await?;
    handle.subscribe("ESU5", "CME").await?;

    // Process real-time updates
    loop {
        match handle.subscription_receiver.recv().await {
            Ok(update) => {
                // Check for errors on all messages
                if let Some(error) = &update.error {
                    eprintln!("Error from {}: {}", update.source, error);
                }

                // Handle connection health issues
                match update.message {
                    RithmicMessage::HeartbeatTimeout => {
                        eprintln!("Connection timeout - must reconnect");
                        break;
                    }
                    RithmicMessage::ForcedLogout(_) => {
                        eprintln!("Forced logout - must reconnect");
                        break;
                    }
                    RithmicMessage::ConnectionError => {
                        eprintln!("Connection error - must reconnect");
                        break;
                    }
                    _ => {}
                }

                // Process market data
                match update.message {
                    RithmicMessage::LastTrade(trade) => {
                        println!("Trade: {} @ {}", trade.trade_size.unwrap(), trade.trade_price.unwrap());
                    }
                    RithmicMessage::BestBidOffer(bbo) => {
                        println!("BBO: {}@{} / {}@{}",
                            bbo.bid_size.unwrap(), bbo.bid_price.unwrap(),
                            bbo.ask_price.unwrap(), bbo.ask_size.unwrap());
                    }
                    _ => {}
                }
            }
            Err(e) => {
                eprintln!("Channel error: {}", e);
                break;
            }
        }
    }

    Ok(())
}

Connection Health Monitoring

Connection health is monitored automatically via WebSocket ping/pong. Monitor the subscription channel for health events:

loop {
    match handle.subscription_receiver.recv().await {
        Ok(update) => {
            // Check for errors on all messages
            if let Some(error) = &update.error {
                eprintln!("Error: {}", error);
            }

            // Handle connection health issues
            match update.message {
                RithmicMessage::HeartbeatTimeout => {
                    eprintln!("Connection timeout - reconnection needed");
                    break;
                }
                RithmicMessage::ForcedLogout(_) => {
                    eprintln!("Forced logout - reconnection needed");
                    break;
                }
                RithmicMessage::ConnectionError => {
                    eprintln!("Connection error - reconnection needed");
                    break;
                }
                _ => {}
            }

            // Process market data
            // ...
        }
        Err(e) => {
            eprintln!("Channel closed: {}", e);
            break;
        }
    }
}

Connection Health Events:

HeartbeatTimeout: Server heartbeat error or WebSocket ping timeout
ForcedLogout: Server-initiated disconnection
ConnectionError: WebSocket connection failure

Examples

The repository includes several examples to help you get started. Examples use environment variables for configuration - set the required variables (listed above) in your environment or use a .env file.

Basic Connection

cargo run --example connect

Historical Data

# Load historical tick data
cargo run --example load_historical_ticks

# Load historical time bars (1-minute, 5-minute, daily)
cargo run --example load_historical_bars

Contribution

Contributions encouraged and welcomed!

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

License

Licensed under either of Apache License, Version 2.0 or MIT license at your option.

rithmic-rs 0.6.0