Module exchange 

Connector implementations for each exchange.

Modules

alpaca

Alpaca market data stream (behind alpaca feature). Alpaca market data connectors for US equities and crypto.

binance

BinanceSpot & BinanceFuturesUsd Connector and StreamSelector implementations.

bitfinex

Bitfinex Connector and StreamSelector implementations.

bitmex

Bitmex [Connector] and [StreamSelector`] implementations.

bybit

Bybit [‘Connector’] and [‘StreamSelector’] implementation

coinbase

Coinbase Connector and StreamSelector implementations.

databento

Databento historical and live market data (behind databento feature). Databento market data connectors for historical and live data.

gateio

GateioSpot, GateioFuturesUsd & GateioFuturesBtc Connector and StreamSelector implementations.

hyperliquid

Hyperliquid and HyperliquidSpot Connector and StreamSelector implementations (behind hyperliquid feature). Hyperliquid market data connectors for perpetual futures and spot trading.

ibkr

Ibkr market data stream (behind ibkr feature). Interactive Brokers market data connector.

kraken

Kraken Connector and StreamSelector implementations.

lse

London Strategic Edge market data (behind the lse feature) — ⚠️ the retrieved data is not redistributable.

massive

Massive (formerly Polygon.io) market data (behind massive feature). Massive (formerly Polygon.io) market data connectors.

okx

Okx Connector and StreamSelector implementations.

subscription

Defines the generic ExchangeSub containing a market and channel combination used by an exchange Connector to build WsMessage subscription payloads.

Structs

PingInterval

Defines the frequency and construction function for custom WebSocket pings - used for exchanges that require additional application-level pings.

Constants

DEFAULT_SUBSCRIPTION_TIMEOUT

Default Duration the Connector::SubValidator will wait to receive all success responses to actioned Subscription requests.

Traits

Connector

Primary exchange abstraction. Defines how to translate Barter types into exchange specific types, as well as connecting, subscribing, and interacting with the exchange server.

ExchangeServer

Used when an exchange has servers different InstrumentKind market data on distinct servers, allowing all the Connector logic to be identical apart from what this trait provides.

StreamSelector

Defines the MarketStream kind associated with an exchange Subscription SubscriptionKind.