Trait crypto_ws_client::WSClient

source · 
pub trait WSClient {
    // Required methods
    fn subscribe_trade<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_bbo<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_orderbook<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_orderbook_topk<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_l3_orderbook<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_ticker<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbols: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe_candlestick<'life0, 'life1, 'async_trait>(
        &'life0 self,
        symbol_interval_list: &'life1 [(String, usize)]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn subscribe<'life0, 'life1, 'async_trait>(
        &'life0 self,
        topics: &'life1 [(String, String)]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn unsubscribe<'life0, 'life1, 'async_trait>(
        &'life0 self,
        topics: &'life1 [(String, String)]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn send<'life0, 'life1, 'async_trait>(
        &'life0 self,
        commands: &'life1 [String]
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn run<'life0, 'async_trait>(
        &'life0 self
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn close<'life0, 'async_trait>(
        &'life0 self
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
}
Expand description

The public interface of every WebSocket client.

Required Methods§

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fn subscribe_trade<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

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 symbol formats, for example:

  • BitMEX XBTUSD, XBTM21
  • Binance btcusdt, btcusd_perp
  • OKEx BTC-USDT
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fn subscribe_bbo<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

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.
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fn subscribe_orderbook<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

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
  • 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_20.high_freq with data_type=incremental for contracts, mbp.20 for Spot
  • Kraken book with depth=25
  • MEXC depth for Swap, symbol for Spot
  • OKEx depth_l2_tbt, top 100
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fn subscribe_orderbook_topk<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

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 depth5, every 1000ms
  • Bitfinex has no snapshot channel
  • BitMEX orderBook10, top 10, every tick
  • Bitstamp order_book, top 10, every 100ms
  • CoinbasePro has no snapshot channel
  • Huobi depth.step1 and depth.step7, top 20, every 1s
  • Kraken has no snapshot channel
  • MEXC depth.full for Swap, top 20, every 100ms; get.depth for Spot, full, every 26s
  • OKEx depth5, top 5, every 100ms
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fn subscribe_l3_orderbook<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Subscribes to level3 orderebook channels.

Only bitfinex, bitstamp, coinbase_pro and kucoin have level3 orderbook channels.

The level3 orderbook is the orginal orderbook of an exchange, it is non-aggregated by price level and updated tick-by-tick.

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fn subscribe_ticker<'life0, 'life1, 'async_trait>( &'life0 self, symbols: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

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, MEXC Spot, etc.

source

fn subscribe_candlestick<'life0, 'life1, 'async_trait>( &'life0 self, symbol_interval_list: &'life1 [(String, usize)] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Subscribes to candlestick channels.

The candlestick channel sends OHLCV messages at interval.

symbol_interval_list is a list of symbols and intervals of candlesticks in seconds.

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

source

fn subscribe<'life0, 'life1, 'async_trait>( &'life0 self, topics: &'life1 [(String, String)] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Subscribe to multiple topics.

topic = channel + symbol, a topic will be converted to an exchange-specific channel(called raw channel).

The channel string supports SYMBOL as a placeholder, for example, ("market.SYMBOL.trade.detail", "btcusdt") will be converted to a raw channel "market.btcusdt.trade.detail".

Examples:

  • Binance: vec![("aggTrade".to_string(), "BTCUSDT".to_string()),("ticker".to_string(), "BTCUSDT".to_string())]
  • Deribit: vec![(trades.SYMBOL.100ms".to_string(),"BTC-PERPETUAL". to_string()),(trades.SYMBOL.100ms".to_string(),"ETH-PERPETUAL". to_string())]
  • Huobi: vec![("trade.detail".to_string(), "btcusdt".to_string()),("trade.detail".to_string(), "ethusdt".to_string())]
  • OKX: vec![("trades".to_string(), "BTC-USDT".to_string()),("trades".to_string(), "ETH-USDT".to_string())]
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fn unsubscribe<'life0, 'life1, 'async_trait>( &'life0 self, topics: &'life1 [(String, String)] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Unsubscribes multiple topics.

topic = channel + symbol

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fn send<'life0, 'life1, 'async_trait>( &'life0 self, commands: &'life1 [String] ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Send raw JSON commands.

This is a low-level API for advanced users only.

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fn run<'life0, 'async_trait>( &'life0 self ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

Starts the infinite event loop.

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fn close<'life0, 'async_trait>( &'life0 self ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

Close the connection and break the loop in Run().

Implementors§