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
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
//! A rock-solid cryprocurrency crawler.
//!
//! ## Crawl realtime trades
//!
//! ```rust
//! use std::sync::{Arc, Mutex};
//! use crypto_crawler::{crawl_trade, MarketType, Message};
//!
//! let on_msg = Arc::new(Mutex::new(|msg: Message| {
//!     println!("{}", msg);
//! }));
//!
//! // Crawl BitMEX inverse_swap market, for all symbols, only run for 5 seconds
//! crawl_trade("bitmex", MarketType::InverseSwap, None, on_msg, Some(5));
//! ```
//!
//! ## Crawl level2 orderbook update events
//!
//! ```rust
//! use std::sync::{Arc, Mutex};
//! use crypto_crawler::{crawl_l2_event, MarketType, Message};
//!
//! let on_msg = Arc::new(Mutex::new(|msg: Message| {
//!     println!("{}", msg);
//! }));
//!
//! // Crawl BitMEX inverse_swap market, for all symbols, only run for 5 seconds
//! crawl_l2_event("bitmex", MarketType::InverseSwap, None, on_msg, Some(5));
//! ```
//!
//! ## Crawl level2 orderbook snapshots
//!
//! ```rust
//! use std::sync::{Arc, Mutex};
//! use crypto_crawler::{crawl_l2_snapshot, MarketType, Message};
//!
//! let on_msg = Arc::new(Mutex::new(|msg: Message| {
//!     println!("{}", msg);
//! }));
//!
//! // Crawl BitMEX inverse_swap market level2 orderbook snapshots every 60 seconds, for all symbols, only run for 5 seconds
//! crawl_l2_snapshot("bitmex", MarketType::InverseSwap, None, on_msg, Some(60), Some(5));
//! ```
//!
//! ## Crawl level3 orderbook update events
//!
//! ```rust
//! use std::sync::{Arc, Mutex};
//! use crypto_crawler::{crawl_l3_event, MarketType, Message};
//!
//! let on_msg = Arc::new(Mutex::new(|msg: Message| {
//!     println!("{}", msg);
//! }));
//!
//! // Crawl CoinbasePro spot market, for all symbols, only run for 5 seconds
//! crawl_l3_event("coinbase_pro", MarketType::Spot, None, on_msg, Some(5));
//! ```
//!
//! ## Crawl level3 orderbook snapshots
//!
//! ```rust
//! use std::sync::{Arc, Mutex};
//! use crypto_crawler::{crawl_l3_snapshot, MarketType, Message};
//!
//! let on_msg = Arc::new(Mutex::new(|msg: Message| {
//!     println!("{}", msg);
//! }));
//!
//! // Crawl CoinbasePro spot market level2 orderbook snapshots every 60 seconds, for all symbols, only run for 5 seconds
//! crawl_l3_snapshot("coinbase_pro", MarketType::Spot, None, on_msg, Some(60), Some(5));
//! ```
mod crawlers;
mod msg;

pub use crypto_markets::MarketType;
use std::sync::{Arc, Mutex};

pub use msg::*;

/// Crawl realtime trades.
///
/// If `symbols` is None, this function will crawl all trading symbols in the `market_type`,
/// and fetch the latest symbols every hour.
pub fn crawl_trade(
    exchange: &str,
    market_type: MarketType,
    symbols: Option<&[String]>,
    on_msg: Arc<Mutex<dyn FnMut(Message) + 'static + Send>>,
    duration: Option<u64>,
) {
    let func = match exchange {
        "binance" => crawlers::binance::crawl_trade,
        "bitfinex" => crawlers::bitfinex::crawl_trade,
        "bitmex" => crawlers::bitmex::crawl_trade,
        "bitstamp" => crawlers::bitstamp::crawl_trade,
        "coinbase_pro" => crawlers::coinbase_pro::crawl_trade,
        "deribit" => crawlers::deribit::crawl_trade,
        "huobi" => crawlers::huobi::crawl_trade,
        "kraken" => crawlers::kraken::crawl_trade,
        "mxc" => crawlers::mxc::crawl_trade,
        "okex" => crawlers::okex::crawl_trade,
        _ => panic!("Unknown exchange {}", exchange),
    };
    let handle = func(market_type, symbols, on_msg, duration);
    if let Some(h) = handle {
        h.join().expect("The thread panicked");
    }
}

/// Crawl level2 orderbook update events.
pub fn crawl_l2_event(
    exchange: &str,
    market_type: MarketType,
    symbols: Option<&[String]>,
    on_msg: Arc<Mutex<dyn FnMut(Message) + 'static + Send>>,
    duration: Option<u64>,
) {
    let func = match exchange {
        "binance" => crawlers::binance::crawl_l2_event,
        "bitfinex" => crawlers::bitfinex::crawl_l2_event,
        "bitmex" => crawlers::bitmex::crawl_l2_event,
        "bitstamp" => crawlers::bitstamp::crawl_l2_event,
        "coinbase_pro" => crawlers::coinbase_pro::crawl_l2_event,
        "deribit" => crawlers::deribit::crawl_l2_event,
        "huobi" => crawlers::huobi::crawl_l2_event,
        "kraken" => crawlers::kraken::crawl_l2_event,
        "mxc" => crawlers::mxc::crawl_l2_event,
        "okex" => crawlers::okex::crawl_l2_event,
        _ => panic!("Unknown exchange {}", exchange),
    };
    let handle = func(market_type, symbols, on_msg, duration);
    if let Some(h) = handle {
        h.join().expect("The thread panicked");
    }
}

/// Crawl level2 orderbook snapshots through RESTful APIs.
pub fn crawl_l2_snapshot(
    exchange: &str,
    market_type: MarketType,
    symbols: Option<&[String]>,
    on_msg: Arc<Mutex<dyn FnMut(Message) + 'static + Send>>,
    interval: Option<u64>,
    duration: Option<u64>,
) {
    let func = match exchange {
        "binance" => crawlers::binance::crawl_l2_snapshot,
        "bitfinex" => crawlers::bitfinex::crawl_l2_snapshot,
        "bitmex" => crawlers::bitmex::crawl_l2_snapshot,
        "bitstamp" => crawlers::bitstamp::crawl_l2_snapshot,
        "coinbase_pro" => crawlers::coinbase_pro::crawl_l2_snapshot,
        "deribit" => crawlers::deribit::crawl_l2_snapshot,
        "huobi" => crawlers::huobi::crawl_l2_snapshot,
        "kraken" => crawlers::kraken::crawl_l2_snapshot,
        "mxc" => crawlers::mxc::crawl_l2_snapshot,
        "okex" => crawlers::okex::crawl_l2_snapshot,
        _ => panic!("Unknown exchange {}", exchange),
    };
    func(market_type, symbols, on_msg, interval, duration);
}

/// Crawl level3 orderbook update events.
pub fn crawl_l3_event(
    exchange: &str,
    market_type: MarketType,
    symbols: Option<&[String]>,
    on_msg: Arc<Mutex<dyn FnMut(Message) + 'static + Send>>,
    duration: Option<u64>,
) {
    let func = match exchange {
        "binance" => panic!("Binance does NOT provide level3 orderbook data"),
        "bitfinex" => crawlers::bitfinex::crawl_l3_event,
        "bitstamp" => crawlers::bitstamp::crawl_l3_event,
        "coinbase_pro" => crawlers::coinbase_pro::crawl_l3_event,
        _ => panic!("Unknown exchange {}", exchange),
    };
    let handle = func(market_type, symbols, on_msg, duration);
    if let Some(h) = handle {
        h.join().expect("The thread panicked");
    }
}

/// Crawl level3 orderbook snapshots through RESTful APIs.
pub fn crawl_l3_snapshot(
    exchange: &str,
    market_type: MarketType,
    symbols: Option<&[String]>,
    on_msg: Arc<Mutex<dyn FnMut(Message) + 'static + Send>>,
    interval: Option<u64>,
    duration: Option<u64>,
) {
    let func = match exchange {
        "binance" => panic!("Binance does NOT provide level3 orderbook data"),
        "bitfinex" => crawlers::bitfinex::crawl_l3_snapshot,
        "bitstamp" => crawlers::bitstamp::crawl_l3_snapshot,
        "coinbase_pro" => crawlers::coinbase_pro::crawl_l3_snapshot,
        _ => panic!("Unknown exchange {}", exchange),
    };
    func(market_type, symbols, on_msg, interval, duration);
}