Crate crypto_ws_client

Expand description

A versatile websocket client that supports many cryptocurrency exchanges.

§Example

use crypto_ws_client::{BinanceSpotWSClient, WSClient};

#[tokio::main]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        let symbols = vec!["BTCUSDT".to_string(), "ETHUSDT".to_string()];
        let ws_client = BinanceSpotWSClient::new(tx, None).await;
        ws_client.subscribe_trade(&symbols).await;
        // run for 5 seconds
        let _ = tokio::time::timeout(std::time::Duration::from_secs(5), ws_client.run()).await;
        ws_client.close();
    });

    let mut messages = Vec::new();
    for msg in rx {
        messages.push(msg);
    }
    assert!(!messages.is_empty());
}

§High Level APIs

The following APIs are high-level APIs with ease of use:

subscribe_trade(&self, symbols: &[String])
subscribe_bbo(&self, symbols: &[String])
subscribe_orderbook(&self, symbols: &[String])
subscribe_ticker(&self, symbols: &[String])
subscribe_candlestick(&self, symbol_interval_list: &[(String, usize)])

They are easier to use and cover most user scenarios.

§Low Level APIs

Sometimes high-level APIs can NOT meet users’ requirements, this package provides three low-level APIs:

subscribe(&self, topics: &[(String, String)])
unsubscribe(&self, topics: &[(String, String)])
send(&self, commands: &[String])

§OrderBook Data Categories

Each orderbook has three properties: aggregation, frequency and depth.

	Aggregated	Non-Aggregated
Updated per Tick	Inremental Level2	Level3
Updated per Interval	Snapshot Level2	Not Usefull

Level1 data is non-aggregated, updated per tick, top 1 bid & ask from the original orderbook.
Level2 data is aggregated by price level, updated per tick.
Level3 data is the original orderbook, which is not aggregated.

Structs§

BinanceOptionWSClient: Binance Option market
BinanceWSClient
BitfinexWSClient: The WebSocket client for Bitfinex, including all markets.
BitgetSpotWSClient: The WebSocket client for Bitget Spot market.
BitgetSwapWSClient: The WebSocket client for Bitget swap markets.
BithumbWSClient: The WebSocket client for Bithumb.
BitmexWSClient: The WebSocket client for BitMEX.
BitstampWSClient: The WebSocket client for Bitstamp Spot market.
BitzSpotWSClient: The WebSocket client for Bitz spot market.
BybitInverseWSClient: Bybit Inverses markets.
BybitLinearSwapWSClient: Bybit LinearSwap market.
CoinbaseProWSClient: The WebSocket client for CoinbasePro.
DeribitWSClient: The WebSocket client for Deribit.
DydxSwapWSClient: The WebSocket client for dYdX perpetual markets.
FtxWSClient: The WebSocket client for FTX.
GateInverseFutureWSClient: The WebSocket client for Gate InverseFuture market.
GateInverseSwapWSClient: The WebSocket client for Gate InverseSwap market.
GateLinearFutureWSClient: The WebSocket client for Gate LinearFuture market.
GateLinearSwapWSClient: The WebSocket client for Gate LinearSwap market.
GateSpotWSClient: The WebSocket client for Gate spot market.
HuobiWSClient
KrakenFuturesWSClient: The WebSocket client for Kraken Futures market.
KrakenSpotWSClient: The WebSocket client for Kraken Spot market.
KuCoinSpotWSClient: The WebSocket client for KuCoin Spot market.
KuCoinSwapWSClient: The WebSocket client for KuCoin Swap markets.
MexcSpotWSClient: MEXC Spot market.
MexcSwapWSClient: MEXC Swap market.
OkxWSClient: The WebSocket client for OKX.
ZbSpotWSClient: The WebSocket client for ZB spot market.
ZbSwapWSClient: The WebSocket client for ZB swap market.
ZbgSpotWSClient: The WebSocket client for ZBG spot market.
ZbgSwapWSClient: The WebSocket client for ZBG swap market.

Traits§

WSClient: The public interface of every WebSocket client.

Type Aliases§

BinanceInverseWSClient: Binance Coin-margined Future and Swap markets.
BinanceLinearWSClient: Binance USDT-margined Future and Swap markets.
BinanceSpotWSClient: Binance Spot market.
HuobiFutureWSClient: Huobi Future market.
HuobiInverseSwapWSClient: Huobi Inverse Swap market.
HuobiLinearSwapWSClient: Huobi Linear Swap market.
HuobiOptionWSClient: Huobi Option market.
HuobiSpotWSClient: Huobi Spot market.

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