Trait crypto_ws_client::WSClient[−][src]

pub trait WSClient<'a> {
    fn new(
        on_msg: Arc<Mutex<dyn FnMut(String) + Send + 'a>>, 
        url: Option<&str>
    ) -> Self;
    fn subscribe_trade(&self, pairs: &[String]);
    fn subscribe_bbo(&self, pairs: &[String]);
    fn subscribe_orderbook(&self, pairs: &[String]);
    fn subscribe_orderbook_snapshot(&self, pairs: &[String]);
    fn subscribe_ticker(&self, pairs: &[String]);
    fn subscribe_candlestick(&self, pairs: &[String], interval: u32);
    fn subscribe(&self, raw_channels: &[String]);
    fn unsubscribe(&self, raw_channels: &[String]);
    fn run(&self, duration: Option<u64>);
    fn close(&self);
}

The public interface of every WebSocket client.

Required methods

`fn new( on_msg: Arc<Mutex<dyn FnMut(String) + Send + 'a>>, url: Option<&str> ) -> Self`[src]

Creates a new client.

Arguments

on_msg - A callback function to process original JSON messages
url - Optional server url, usually you don’t need specify it

`fn subscribe_trade(&self, pairs: &[String])`[src]

Subscribes to trade channels.

A trade channel sends tick-by-tick trade data, which is the complete copy of a market’s trading information.

Each exchange has its own pair formats, for example:

BitMEX XBTUSD, XBTM21
Binance btcusdt, btcusd_perp
OKEx BTC-USDT

`fn subscribe_bbo(&self, pairs: &[String])`[src]

Subscribes to BBO(best bid & offer) channels.

BBO represents best bid and offer, which is also refered to as level1 data. It is the top 1 bid and ask from the orginal orderbook, so BBO is updated per tick and non-aggregated.

Not all exchanges have the BBO channel, calling this function with these exchanges will panic.

Binance, BitMEX, Huobi and Kraken have BBO directly.
Bitfinex uses book channel with len=1 and prec="R0" to get BBO data.

`fn subscribe_orderbook(&self, pairs: &[String])`[src]

Subscribes to incremental level2 orderbook channels.

An incremental level2 orderbook channel sends a snapshot followed by tick-by-tick updates.

Level2 orderbook is the raw orderbook(Level3) aggregated by price level, it is also refered to as “market by price level” data.

This function subscribes to exchange specific channels as the following:

Binance depth@100ms
Bitfinex book channel with prec=P0, frec=F0 and len=25
BitMEX orderBookL2_25
Bitstamp diff_order_book, top 100
CoinbasePro level2
Huobi depth.size_150.high_freq with data_type=incremental for contracts, mbp.150 for Spot
Kraken book with depth=25
MXC depth for Swap, symbol for Spot
OKEx depth_l2_tbt, top 100

`fn subscribe_orderbook_snapshot(&self, pairs: &[String])`[src]

Subscribes to level2 orderbook snapshot channels.

A level2 orderbook snapshot channel sends a complete snapshot every interval.

This function subscribes to exchange specific channels as the following:

Binance depth20, every 1000ms
Bitfinex has no snapshot channel
BitMEX orderBook10, top 10, every tick
Bitstamp order_book, top 100, every 100ms
CoinbasePro has no snapshot channel
Huobi depth.step0, top 150, every 1s
Kraken has no snapshot channel
MXC depth.full for Swap, top 20, every 100ms; get.depth for Spot, full, every 26s
OKEx depth5, top 5, every 100ms

`fn subscribe_ticker(&self, pairs: &[String])`[src]

Subscribes to ticker channels.

A ticker channel pushes realtime 24hr rolling window ticker messages, which contains OHLCV information.

Not all exchanges have the ticker channel, for example, BitMEX, Bitstamp, MXC Spot, etc.

`fn subscribe_candlestick(&self, pairs: &[String], interval: u32)`[src]

Subscribes to candlestick channels.

The candlestick channel sends OHLCV messages at interval.

interval specifies the interval of candlesticks in seconds.

Not all exchanges have candlestick channels, for example, Bitstamp and CoinbasePro.

`fn subscribe(&self, raw_channels: &[String])`[src]

Subscribes to raw channels, lower level API.

A raw_channel can be:

A plain string, supported by Binance, BitMEX, Bitstamp, Bybit, Deribit, Huobi, OKEx, ZBG. For example, Binance btcusdt@aggTrade, BitMEX trade:XBTUSD, instrument, Bitstamp live_trades_btcusd, Huobi market.btcusdt.trade.detail, market.overview, OKEx spot/trade:BTC-USDT`.
channel:pair. For exchanges not supporting plain string channels, this library will split this kind of raw_channel by :, then compose a JSON string. For example, Bitfinex trades:tBTCUST, CoinbasePro matches:BTC-USD, Kraken trade:XBT/USD
A JSON string, supported by all exchanges. If a raw_channel starts with {, which means it is the final JSON string, thus it will be sent out directly without parsing.