Crate crypto_crawler

Expand description

A rock-solid cryprocurrency crawler.

Crawl realtime trades

use crypto_crawler::{crawl_trade, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl realtime trades for all symbols of binance inverse_swap markets, only run for 5 seconds
crawl_trade("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl realtime level2 orderbook incremental updates

use crypto_crawler::{crawl_l2_event, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl realtime level2 incremental updates for all symbols of binance inverse_swap markets, only run for 5 seconds
crawl_l2_event("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl level2 orderbook full snapshots from RESTful API

use crypto_crawler::{crawl_l2_snapshot, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl level2 full snapshots for all symbols of binance inverse_swap markets, only run for 5 seconds
crawl_l2_snapshot("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl realtime level2 orderbook top-K snapshots

use crypto_crawler::{crawl_l2_topk, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl realtime level2 top-k snapshots for all symbols of binance inverse_swap markets, only run for 5 seconds
crawl_l2_topk("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl realtime level3 orderbook incremental updates

use crypto_crawler::{crawl_l3_event, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl realtime level3 updates for all symbols of CoinbasePro spot market, only run for 5 seconds
crawl_l3_event("coinbase_pro", MarketType::Spot, None, tx, Some(5));

Crawl level3 orderbook full snapshots from RESTful API

use crypto_crawler::{crawl_l3_snapshot, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl level3 orderbook full snapshots for all symbols of CoinbasePro spot markets, only run for 5 seconds
crawl_l3_snapshot("coinbase_pro", MarketType::Spot, None, tx, Some(5));

Crawl realtime BBO

use crypto_crawler::{crawl_bbo, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl realtime best bid and ask messages for all symbols of binance COIN-margined perpetual markets, only run for 5 seconds
crawl_bbo("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl 24hr rolling window tickers

use crypto_crawler::{crawl_ticker, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl 24hr rolling window tickers for all symbols of binance COIN-margined perpetual markets, only run for 5 seconds
crawl_ticker("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl candlesticks(i.e., OHLCV)

use crypto_crawler::{crawl_candlestick, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl candlesticks from 1 minute to 3 minutes for all symbols of binance COIN-margined perpetual markets, only run for 5 seconds
crawl_candlestick("binance", MarketType::InverseSwap, None, tx, Some(5));

Crawl funding rates

use crypto_crawler::{crawl_funding_rate, MarketType, Message};

let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
    for msg in rx {
        println!("{}", msg);
    }
});

// Crawl funding rates for all symbols of binance COIN-margined perpetual markets, only run for 5 seconds
crawl_funding_rate("binance", MarketType::InverseSwap, None, tx, Some(5));