231 stable releases
4.7.9 | Mar 19, 2023 |
---|---|
4.7.4 | Dec 28, 2022 |
4.7.2 | Nov 13, 2022 |
4.5.7 | Jul 21, 2022 |
0.1.0 |
|
#149 in #rest
Used in wmjtyd-libstock
665KB
15K
SLoC
crypto-crawler
A rock-solid cryprocurrency crawler.
Crawl realtime trades
use crypto_crawler::{crawl_trade, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl realtime trades for all symbols of binance inverse_swap markets
crawl_trade("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl realtime level2 orderbook incremental updates
use crypto_crawler::{crawl_l2_event, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl realtime level2 incremental updates for all symbols of binance inverse_swap markets
crawl_l2_event("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl level2 orderbook full snapshots from RESTful API
use crypto_crawler::{crawl_l2_snapshot, MarketType};
fn main() {
let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
for msg in rx {
println!("{}", msg);
}
});
// Crawl level2 full snapshots for all symbols of binance inverse_swap markets
crawl_l2_snapshot("binance", MarketType::InverseSwap, None, tx);
}
Crawl realtime level2 orderbook top-K snapshots
use crypto_crawler::{crawl_l2_topk, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl realtime level2 top-k snapshots for all symbols of binance inverse_swap markets
crawl_l2_topk("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl realtime level3 orderbook incremental updates
use crypto_crawler::{crawl_l3_event, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl realtime level3 updates for all symbols of CoinbasePro spot market
crawl_l3_event("coinbase_pro", MarketType::Spot, None, tx).await;
}
Crawl level3 orderbook full snapshots from RESTful API
use crypto_crawler::{crawl_l3_snapshot, MarketType};
fn main() {
let (tx, rx) = std::sync::mpsc::channel();
std::thread::spawn(move || {
for msg in rx {
println!("{}", msg);
}
});
// Crawl level3 orderbook full snapshots for all symbols of CoinbasePro spot markets
crawl_l3_snapshot("coinbase_pro", MarketType::Spot, None, tx);
}
Crawl realtime BBO
use crypto_crawler::{crawl_bbo, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl realtime best bid and ask messages for all symbols of binance COIN-margined perpetual markets
crawl_bbo("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl 24hr rolling window tickers
use crypto_crawler::{crawl_ticker, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl 24hr rolling window tickers for all symbols of binance COIN-margined perpetual markets
crawl_ticker("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl candlesticks(i.e., OHLCV)
use crypto_crawler::{crawl_candlestick, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl candlesticks from 1 minute to 3 minutes for all symbols of binance COIN-margined perpetual markets
crawl_candlestick("binance", MarketType::InverseSwap, None, tx).await;
}
Crawl funding rates
use crypto_crawler::{crawl_funding_rate, MarketType};
#[tokio::main(flavor = "multi_thread")]
async fn main() {
let (tx, rx) = std::sync::mpsc::channel();
tokio::task::spawn(async move {
for msg in rx {
println!("{}", msg);
}
});
// Crawl funding rates for all symbols of binance COIN-margined perpetual markets
crawl_funding_rate("binance", MarketType::InverseSwap, None, tx).await;
}
Dependencies
~16–30MB
~451K SLoC