rustrade-data
Integration library for streaming public market data from exchanges and data providers.
Supported Exchanges
| Exchange | Constructor | InstrumentKinds | SubscriptionKinds |
|---|---|---|---|
| BinanceSpot | BinanceSpot::default() |
Spot | PublicTrades, Quotes, OrderBooksL1, OrderBooksL2 |
| BinanceFuturesUsd | BinanceFuturesUsd::default() |
Perpetual | PublicTrades, Quotes, OrderBooksL1, OrderBooksL2, Liquidations |
| Bitfinex | Bitfinex |
Spot | PublicTrades |
| Bitmex | Bitmex |
Perpetual | PublicTrades |
| BybitSpot | BybitSpot::default() |
Spot | PublicTrades, OrderBooksL1, OrderBooksL2 |
| BybitPerpetualsUsd | BybitPerpetualsUsd::default() |
Perpetual | PublicTrades, OrderBooksL1, OrderBooksL2 |
| Coinbase | Coinbase |
Spot | PublicTrades |
| GateioSpot | GateioSpot::default() |
Spot | PublicTrades |
| GateioFuturesUsd | GateioFuturesUsd::default() |
Future | PublicTrades |
| GateioFuturesBtc | GateioFuturesBtc::default() |
Future | PublicTrades |
| GateioPerpetualsUsd | GateioPerpetualsUsd::default() |
Perpetual | PublicTrades |
| GateioPerpetualsBtc | GateioPerpetualsBtc::default() |
Perpetual | PublicTrades |
| GateioOptions | GateioOptions::default() |
Option | PublicTrades |
| Kraken | Kraken |
Spot | PublicTrades, OrderBooksL1 |
| Okx | Okx |
Spot, Future, Perpetual, Option | PublicTrades |
| Hyperliquid | Hyperliquid::default() |
Perpetual | PublicTrades, OrderBooksL2 |
| HyperliquidSpot | HyperliquidSpot::default() |
Spot | PublicTrades, OrderBooksL2 |
| IBKR | IbkrMarketStream::connect() |
Spot, Future, Option | PublicTrades, Quotes, OrderBooksL1, OrderBooksL2, Candles, OptionGreeks |
| AlpacaIex | AlpacaIex::new(credentials) |
Spot (Equities) | PublicTrades, Quotes |
| AlpacaSip | AlpacaSip::new(credentials) |
Spot (Equities) | PublicTrades, Quotes |
| AlpacaCrypto | AlpacaCrypto::new(credentials) |
Spot (Crypto) | PublicTrades, Quotes |
| AlpacaOptionsClient | AlpacaOptionsClient::new(credentials) |
Option | Quotes, OptionGreeks (REST snapshots) |
Data Providers
| Provider | Constructor | InstrumentKinds | SubscriptionKinds |
|---|---|---|---|
| Massive | MassiveRestClient / MassiveLive |
Spot, Future, Option | PublicTrades, Quotes, Candles |
| Databento | DatabentoHistorical / DatabentoLive |
Spot, Future, Option | PublicTrades, Quotes |
See the workspace README for documentation, examples, and contributing guidelines.