High-performance, low-level framework for composing flexible web integrations. The core Socket abstraction provides customisable communication over any asynchronous protocol (WebSocket, FIX, etc.), with built-in translation between server & client data models.
Utilised by other [Barter] trading ecosystem crates to build robust financial exchange integrations,
primarily for public data collection & trade execution. It is:
* Low-Level: Translates raw data streams communicated over the web into any desired data model using arbitrary data transformations.
* Flexible: Compatible with any protocol (WebSocket, FIX, etc.), any input/output model, and any user defined transformations.
See: [Barter], [Barter-Data] & [Barter-Execution]
[API Documentation] | [Chat]
Barter-Integration is a high-performance, low-level framework for composing flexible web integrations. It presents an extensible core abstraction called the ExchangeSocket. At a high level, an ExchangeSocket is made up of a few major components: * Inner Socket that implements the Stream & Sink trait. * ProtocolParser trait implementation that is capable of parsing the input messages from a given protocol (eg/ WebSocket, FIX, etc.) and deserialising into some output. * Transformer trait implementation that transforms any input into an iterator of outputs.
Binance tick-by-tick Trade consumer with Barter-Data.
```rust,norun use barterintegration::socket::{ Transformer, error::SocketError, protocol::websocket::{ExchangeWebSocket, WebSocketParser, WsMessage} }; use futures::{SinkExt, StreamExt}; use rustdecimal::Decimal; use tokiotungstenite::connectasync; use serde::Deserialize; use serdejson::json; use std::ops::Add;
enum BinanceMessage { Trade { #[serde(rename = "q")] quantity: Decimal, }, }
struct StatefulTransformer { sumofvolume: Decimal, }
impl Transformer
fn transform(&mut self, input: Self::Input) -> Self::OutputIter {
// Add new input Trade quantity to sum
match input {
BinanceMessage::Trade { quantity, .. } => self.sum_of_volume.add(quantity)
};
// Return IntoIterator of length 1 containing the running sum of volume
vec![Ok(self.sum_of_volume)]
}
}
async fn main() { // Establish Sink/Stream communication with desired WebSocket server let binanceconn = connectasync("wss://fstream.binance.com/ws/") .await .map(|(wsconn, _)| wsconn) .expect("failed to connect");
// Instantiate some arbitrary Transformer to apply to data parsed from the WebSocket protocol
let transformer = StatefulTransformer { sum_of_volume: Decimal::ZERO };
// ExchangeWebSocket includes pre-defined WebSocket Sink/Stream & WebSocket ProtocolParser
let mut websocket = ExchangeWebSocket::new(
binance_conn, WebSocketParser, transformer
);
// Send something over the socket (eg/ Binance trades subscriptoin)
websocket
.send(WsMessage::Text(
json!({"method": "SUBSCRIBE","params": ["btcusdt@aggTrade"],"id": 1}).to_string()
))
.await
.expect("failed to send WsMessage over socket");
// Receive a stream of your desired OutputData model from the socket
while let Some(Ok(trade_price)) = websocket.next().await {
// Do something with your data
println!("{:?}", trade_price);
}
}
``
**For a larger, "real world" example, see the [Barter-Data`] repository.**
Firstly, see if the answer to your question can be found in the [API Documentation]. If the answer is not there, I'd be happy to help to [Chat] and try answer your question via Discord.
Thanks for your help in improving the Barter ecosystem! Please do get in touch on the discord to discuss development, new features, and the future roadmap.
In addition to the Barter-Integration crate, the Barter project also maintains:
* [Barter]: High-performance, extensible & modular trading components with batteries-included. Contains a
pre-built trading Engine that can serve as a live-trading or backtesting system.
* [Barter-Data]: A high-performance WebSocket integration library for streaming public data from leading
cryptocurrency exchanges - batteries included. It is:
* [Barter-Execution]: Financial exchange integrations for trade execution - yet to be released!
This project is licensed under the [MIT license].
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in Barter-Integration by you, shall be licensed as MIT, without any additional terms or conditions.