Skip to main content Crate v_exchanges Copy item path Source adapters binance bitmex bybit core error orders prelude yahoo bail Return early with an error. debug Constructs an event at the debug level. define_provider_timeframe error Constructs an event at the error level. eyre Construct an ad-hoc error from a string. info Constructs an event at the info level. json Construct a serde_json::Value from a JSON literal. trace Constructs an event at the trace level. warn Constructs an event at the warn level. ApiKeyInfo Arc A thread-safe reference-counting pointer. ‘Arc’ stands for ‘Atomically
Reference Counted’. Asset AssetBalance BTreeMap An ordered map based on a B-Tree . BTreeSet An ordered set based on a B-Tree. Balances BatchTrades Batched trade stream event. All trades share prec. Binance Bitmex BookShape (price, qty) levels for both sides of an orderbook, keyed by raw price.
Both BTreeMaps are ascending; consumers reverse bids for best-bid. Bybit Close Unlike Kline, timestamp signifies the end of the period, not the start. As another difference - Vec<Close> can have uneven spacing between measured points. Empty An empty field. ExchangeInfo ExchangeOrder An order bound to a specific exchange and ticker, ready to be placed. HashMap A hash map implemented with quadratic probing and SIMD lookup. HashSet A hash set implemented as a HashMap where the value is (). InvalidPairError Kline Standard candlestick data unit. Can only ever be full, - if an exchange returns partial data for an ongoing candle, or if trading/exchange is down leading to the associated data being cut, the Kline object is NOT created. Klines Does not have any gaps in the data, (as klines are meant to be indexed naively when used). TODO: enforce this. LimitOrder Exchange-agnostic limit order. Lsr Lsrs MarketOrder Exchange-agnostic market order. Mutex A mutual exclusion primitive useful for protecting shared data Ohlc OpenInterest most exchanges default to returning OI value in asset quantity, not quote. Exception would be Inverse on Bybit.
Which actually makes sense, as same endpoints accept things like “BTCETH”, where quote value would be irrelevant. OrderId OrderPlaced Unified response from placing any order. OutOfRangeError Pair PairInfo PersonalInfo Pin A pointer which pins its pointee in place. PrecisionPriceQty Per-batch precision shared across all levels / trades in a BookShapeBatchTrades Price Fixed-point price. Signed to support spreads and options. raw = value × 10^precision Qty Fixed-point quantity. Non-negative. raw = value × 10^precision Report The core error reporting type of the library, a wrapper around a dynamic error reporting type. RetryConfig Configuration for retry behavior. RwLock A reader-writer lock Span A handle representing a span, with the capability to enter the span if it
exists. StopLimitOrder Stop-limit order: a limit order that activates when the trigger price is hit. StopMarketOrder Stop-market order: a market order that activates when the trigger price is hit. Symbol Ticker Timeframe Implemented over the number of milliseconds TimeframeDesignatorIter An iterator over the variants of TimeframeDesignator TrailingStopOrder Trailing stop-market order. Trigger Trigger configuration for conditional orders (stop-limit, stop-market, take-profit, etc.) UnsupportedTimeframeError Usd A struct representing USD (in future, inflation-adjusted) value. That’s it. Just a newtype. But extremely powerful. VecDeque A double-ended queue implemented with a growable ring buffer. YahooTimeframe BookUpdate Distinguishes full snapshots from incremental deltas.
For deltas: qty=0 means remove that price level. Contingency Contingency linkage between orders. Error ExchangeError ExchangeName Instrument KeyPermission MethodError OrderStatus RequestRange RequestRangeError SelfTradePreventionMode Binance: EXPIRE_MAKER/EXPIRE_TAKER/EXPIRE_BOTH; OKX: cancel_maker/cancel_taker/cancel_both Side TimeInForce TimeframeDesignator TrailingCallback Trailing stop callback specification. TriggerPriceType What price feed triggers the conditional order. Value Represents any valid JSON value. BookPersistor Pluggable sink that captures book updates as they fly through the WS connection. The connection
invokes on_snapshot/on_delta synchronously on every event, before returning from next().
Implementations are expected to be cheap; heavy I/O should be batched internally. Deserialize A data structure that can be deserialized from any data format supported
by Serde. DeserializeOwned A data structure that can be deserialized without borrowing any data from
the deserializer. Deserializer A data format that can deserialize any data structure supported by
Serde. Exchange Main trait for all standardized exchange interactions. ExchangeStream Concerns itself with exact types. Sequence Per-exchange book-event ordering token. Used internally by the WS connection to detect gaps
in the per-pair delta chain. Not persisted; the result (gapped: bool) is. Serialize A data structure that can be serialized into any data format supported
by Serde. Serializer A data format that can serialize any data structure supported by Serde. SubscribeOrder Timestamped Three timestamps describing a piece of data’s lifecycle across a communication chain. _ A trait for writing or formatting into Unicode-accepting buffers or streams. guess_timestamp_unsafe Doesn’t support negative timestamps join_all Creates a future which represents a collection of the outputs of the futures
given. mock_p_to_ohlc take a price-series, and imagine that entries are constantly spaced p_to_ohlc vix vix_change ExchangeResult Result type alias for Result<T, Report> instrument Instruments a function to create and enter a tracing span every time
the function is called. Deserialize Error Serialize