thalex_rust_sdk 0.1.21

Trading client for Thalex exchange
Documentation
# Thalex Rust SDK

This is a community-driven Rust SDK for interacting with the Thalex API, providing tools for real-time data streaming and market analysis.

## Features
- WebSocket client for real-time data streaming
- Support for various market data types (OHLC, trades, quotes)
- Easy integration with Rust applications
- Callback based event handling

Note, this SDK is not officially maintained by Thalex but is developed and supported by the community. It is a work in progress, and contributions are welcome!

## Getting Started
To get started with the Thalex Rust SDK, install the crate via Cargo:

```bash
cargo add thalex_rust_sdk
```

A client can be either public or private, depending on whether you need to access authenticated endpoints. For public access, you can create a `WsClient` without any authentication parameters.

```rust
use thalex_rust_sdk::ws_client::WsClient;
#[tokio::main]
async fn main() {
    let ws_client = WsClient::new_public().await.unwrap();
    // Use the client...
}
```

For private access, you will need to get an API key and secret from your Thalex account and create a `WsClient` with those credentials.

A helpful instantiation method is provided to create a private client using the following environment variables:

`THALEX_PRIVATE_KEY_PATH`
`THALEX_KEY_ID`
`THALEX_ACCOUNT_ID`

```rust
use thalex_rust_sdk::ws_client::WsClient;
#[tokio::main]
async fn main
{
    let ws_client = WsClient::from_env().await.unwrap();
    // Use the client...
}
```

## Subscribing to Data Streams
Once you have a `WsClient` instance, you can subscribe to various data streams. 

A callback based approach is used to handle incoming messages.

For example, to subscribe to ticker OHLC data:

```rust

let _ = client
    .subscriptions()
    .market_data()
    .ticker("BTC-PERPETUAL", Delay::Variant1000ms, |msg| {
        // Parses into a json value initally
        async move {
        let best_bid_price: f64 = msg.best_bid_price.unwrap();
        let best_ask_price: f64 = msg.best_ask_price.unwrap();
        let index_price = msg.index.unwrap();

        // Check if all non-optional fields are present
        let spread = best_ask_price - best_bid_price;

        let index_delta = msg.mark_price.unwrap() - index_price;
        let index_delta_bps = if index_price != 0.0 {
            (index_delta / index_price) * 10000.0
        } else {
            0.0
        };
        info!(
            "Ticker update - Bid: {best_bid_price}, Ask: {best_ask_price} spread: {spread} index: {index_price} index_delta_bps: {index_delta_bps}"
        );
    }
})
    .await;

client.wait_for_connection().await;
info!("Starting receive loop!");
loop {
    match client.run_till_event().await {
        ExternalEvent::Connected => {
            client.resubscribe_all().await.ok();
        }
        ExternalEvent::Disconnected => continue,
        ExternalEvent::Exited => break,
    }
}
```


## Examples
The SDK includes several example applications demonstrating its capabilities. You can find them in the `examples`
directory. To run an example, use the following command:

```bashcargo run --example <example_name>```
Replace `<example_name>` with the name of the example file (without the `.rs` extension).

## Documentation

The client is generated automatically from the Thalex OpenAPI specification using `openapi-generator-cli`.

The api is fully documented and available [here](https://thalex.com/docs).

## Roadmap

- [x] Initial release with WebSocket support for public data streams.
- [x] Add support for private data streams and authenticated endpoints.
- [x] Implement callback based event handling.
- [x] Improve error handling and reconnection logic.
- [ ] Expand support for additional rpc endpoints.
- - [x] market data
- - [x] account management
- - [x] trading
- - [x] historical data
- - [ ] market maker protection
- - [ ] notifications
- - [ ] bot management
- - [ ] wallet operations
- - [ ] rfq management
- [ ] Add more examples and documentation.

## Contributing
Contributions are welcome! Please feel free to submit issues and pull requests on the GitHub repository.

## License
This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

## Development
To build and test the SDK locally, clone the repository and run:

```bash
make test
```
This will run the test suite to ensure everything is working correctly.

For formatting and linting, use:

```bash
make fmt
make lint
```

Codegen is used to regenerate the API client from the OpenAPI specification. To do this, ensure you have `openapi-generator-cli` installed and run:

```bash
make all
```

This will update the generated code in the `src/` directory.
## Acknowledgements
This SDK is inspired by and builds upon the work of various open-source projects in the Rust ecosystem and the Thalex community.
Special thanks to the team at Thalex for their support and for providing a robust API.