Module market 

Market module for peg and order book health analysis.

Fetches level-2 order book data from exchange APIs and runs configurable health checks for stablecoin markets.

Market Module

Provides peg and order book health analysis for stablecoin markets. Fetches level-2 order book data from exchange APIs (e.g., Biconomy) and runs configurable health checks: peg deviation, spread, bid/ask balance, and minimum depth thresholds.

Supported Exchanges

• Binance: Spot REST depth API (public, no auth)
• Biconomy: CEX-style REST depth API
• Ethereum DEX: Synthesized from DexScreener liquidity
• Solana DEX: Synthesized from DexScreener liquidity

Usage

use scope::market::{OrderBookClient, MarketSummary, HealthThresholds};

#[tokio::main]
async fn main() -> scope::Result<()> {
    let client = scope::market::BiconomyClient::new("https://api.biconomy.com");
    let book = client.fetch_order_book("PUSD_USDT").await?;
    let summary = MarketSummary::from_order_book(&book, 1.0, &HealthThresholds::default(), None);
    print!("{}", summary.format_text(Some("biconomy")));
    Ok(())
}

Structs

BiconomyClient

Biconomy exchange order book client.

BinanceClient

Binance Spot order book client.

ExecutionEstimate

Result of execution simulation for a given notional size.

HealthThresholds

Health check thresholds for order book validation.

MarketSummary

Aggregated market summary with order book snapshot and health results.

OrderBook

Full order book snapshot with bids and asks.

OrderBookLevel

A single price level in the order book.

Enums

ExecutionSide

Side of execution (buy = hit asks, sell = hit bids).

HealthCheck

Outcome of a single health check.

MarketVenue

Supported market venues for order book data.

Traits

OrderBookClient

Trait for fetching order book data from exchange APIs.

Functions

order_book_from_analytics

Builds a synthetic order book from DEX analytics (used for Ethereum/Solana venues).