WEEX Rust SDK

Professional-grade async Rust SDK for WEEX Exchange - Built for HFT bots, AI trading strategies, and production systems.

Features

Core Trading

• ✅ Place/Cancel Orders - Spot & Futures with type-safe enums
• ✅ Batch Orders - Execute multiple orders atomically
• ✅ Position Management - Real-time position tracking
• ✅ Leverage/Margin Control - Configure risk parameters

Market Data

• ✅ Real-time Ticker - Live price feeds
• ✅ Klines/Candlesticks - OHLCV data for TA
• ✅ Orderbook Depth - Level 2 market data
• ✅ Funding Rates - Futures funding info

Production Infrastructure

• ✅ Rate Limiter - Token bucket (10 req/sec)
• ✅ Retry Middleware - Exponential backoff
• ✅ WebSocket - Auto-reconnect with heartbeat
• ✅ Position Sizing - Fixed %, Kelly Criterion
• ✅ State Persistence - Trade logging, PnL tracking
• ✅ Telegram Alerts - Trade notifications

Installation

[dependencies]
weex_rust_sdk = "0.5"
tokio = { version = "1", features = ["full"] }
rust_decimal = "1.33"

Quick Start

use weex_rust_sdk::WeexClient;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let client = WeexClient::builder()
        .base_url("https://api-contract.weex.com")
        .api_key("YOUR_API_KEY")
        .secret_key("YOUR_SECRET_KEY")
        .passphrase("YOUR_PASSPHRASE")
        .build()?;

    // Get BTC price
    let ticker = client.get_ticker("cmt_btcusdt").await?;
    println!("BTC: ${}", ticker.last);

    // Place futures order
    use weex_rust_sdk::types::{Side, OrderType};
    let response = client.place_futures_order(
        "cmt_btcusdt",
        "0.001",
        Side::Buy,
        OrderType::Limit,
        Some("50000"),
        Some("my_order_1"),
    ).await?;

    Ok(())
}

Risk Management

use weex_rust_sdk::{RiskConfig, PositionSizer};
use rust_decimal::Decimal;

let sizer = PositionSizer::new(RiskConfig::default());

// Fixed percentage (2% risk per trade)
let size = sizer.fixed_percentage(
    Decimal::from(10000),  // $10k account
    Decimal::from(90000),  // $90k BTC
    Decimal::from_str("0.02").unwrap(), // 2% stop loss
);

// Kelly Criterion
let kelly_size = sizer.kelly_criterion(
    Decimal::from(10000),
    Decimal::from_str("0.55").unwrap(), // 55% win rate
    Decimal::from(200),  // avg win
    Decimal::from(100),  // avg loss
);

State Persistence

use weex_rust_sdk::{StateManager, TradeRecord};

let state = StateManager::new("./bot_data");

// Log trade
state.log_trade(&TradeRecord { /* ... */ })?;

// Get statistics
let stats = state.calculate_stats()?;
println!("Win Rate: {:.1}%", stats.win_rate * 100.0);

Telegram Alerts

use weex_rust_sdk::{TelegramAlerter, TelegramConfig};

let alerter = TelegramAlerter::new(TelegramConfig::new(
    "YOUR_BOT_TOKEN",
    "YOUR_CHAT_ID",
));

alerter.notify_trade("BTCUSDT", "BUY", 0.001, 90000.0).await?;

API Coverage

Architecture

weex_rust_sdk/
├── src/
│   ├── client.rs       # WeexClient (main entry point)
│   ├── types.rs        # Side, OrderType enums
│   ├── risk.rs         # Position sizing
│   ├── engine.rs       # Strategy orchestration
│   ├── state.rs        # Trade persistence
│   ├── alerts.rs       # Telegram notifications
│   ├── rate_limiter.rs # Token bucket
│   ├── retry.rs        # Exponential backoff
│   └── ws/             # WebSocket handlers

Examples

See examples/ for:

• full_test.rs - API endpoint verification
• v6_integration_test.rs - Production bot features
• market_maker.rs - Strategy template

License

MIT