High-performance, low-level framework for composing flexible web integrations.
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, Http, etc.), any input/output model, and any user defined transformations.
Core abstractions include: - RestClient providing configurable signed Http communication between client & server. - ExchangeStream providing configurable communication over any asynchronous stream protocols (WebSocket, FIX, etc.).
Both core abstractions provide the robust glue you need to conveniently translate between server & client data models.
See: [Barter], [Barter-Data] & [Barter-Execution]
[API Documentation] | [Chat]
Barter-Integration is a high-performance, low-level, configurable framework for composing flexible web integrations.
(sync private & public Http communication)
At a high level, a RestClient is has a few major components that allow it to execute RestRequests:
* RequestSigner with configurable signing logic on the target API.
* HttpParser that translates API specific responses into the desired output types.
(async communication using streaming protocols such as WebSocket and FIX)
At a high level, an ExchangeStream is made up of a few major components:
* Inner Stream/Sink socket (eg/ WebSocket, FIX, etc).
* StreamParser that is capable of parsing input protocol messages (eg/ WebSocket, FIX, etc.) as exchange
specific messages.
* Transformer that transforms from exchange specific message into an iterator of the desired outputs type.
```rust,norun use barterintegration::{ error::SocketError, metric::Tag, model::Symbol, protocol::http::{ private::{encoder::HexEncoder, RequestSigner, Signer}, rest::{client::RestClient, RestRequest}, HttpParser, }, }; use bytes::Bytes; use chrono::{DateTime, Utc}; use hmac::{digest::KeyInit, Hmac}; use reqwest::{RequestBuilder, StatusCode}; use serde::Deserialize; use thiserror::Error; use tokio::sync::mpsc;
struct FtxSigner { api_key: String, }
// Configuration required to sign every Ftx RestRequest
struct FtxSignConfig<'a> {
api_key: &'a str,
time: DateTime
impl Signer for FtxSigner { type Config<'a> = FtxSignConfig<'a> where Self: 'a;
fn config<'a, Request>(
&'a self,
_: Request,
_: &RequestBuilder,
) -> Result<Self::Config<'a>, SocketError>
where
Request: RestRequest,
{
Ok(FtxSignConfig {
api_key: self.api_key.as_str(),
time: Utc::now(),
method: Request::method(),
path: Request::path(),
})
}
fn bytes_to_sign<'a>(config: &Self::Config<'a>) -> Bytes {
Bytes::copy_from_slice(
format!("{}{}{}", config.time, config.method, config.path).as_bytes(),
)
}
fn build_signed_request<'a>(
config: Self::Config<'a>,
builder: RequestBuilder,
signature: String,
) -> Result<reqwest::Request, SocketError> {
// Add Ftx required Headers & build reqwest::Request
builder
.header("FTX-KEY", config.api_key)
.header("FTX-TS", &config.time.timestamp_millis().to_string())
.header("FTX-SIGN", &signature)
.build()
.map_err(SocketError::from)
}
}
struct FtxParser;
impl HttpParser for FtxParser { type ApiError = serde_json::Value; type OutputError = ExecutionError;
fn parse_api_error(&self, status: StatusCode, api_error: Self::ApiError) -> Self::OutputError {
// For simplicity, use serde_json::Value as Error and extract raw String for parsing
let error = api_error.to_string();
// Parse Ftx error message to determine custom ExecutionError variant
match error.as_str() {
message if message.contains("Invalid login credentials") => {
ExecutionError::Unauthorised(error)
}
_ => ExecutionError::Socket(SocketError::HttpResponse(status, error)),
}
}
}
enum ExecutionError { #[error("request authorisation invalid: {0}")] Unauthorised(String),
#[error("SocketError: {0}")]
Socket(#[from] SocketError),
}
struct FetchBalancesRequest;
impl RestRequest for FetchBalancesRequest { type Response = FetchBalancesResponse; // Define Response type type QueryParams = (); // FetchBalances does not require any QueryParams type Body = (); // FetchBalances does not require any Body
fn path() -> &'static str {
"/api/wallet/balances"
}
fn method() -> reqwest::Method {
reqwest::Method::GET
}
fn metric_tag() -> Tag {
Tag::new("method", "fetch_balances")
}
}
struct FetchBalancesResponse {
success: bool,
result: Vec
struct FtxBalance { #[serde(rename = "coin")] symbol: Symbol, total: f64, }
/// See Barter-Execution for a comprehensive real-life example, as well as code you can use out of the /// box to execute trades on many exchanges.
async fn main() { // Construct Metric channel to send Http execution metrics over let (httpmetrictx, httpmetricrx) = mpsc::unboundedchannel();
// HMAC-SHA256 encoded account API secret used for signing private http requests
let mac: Hmac<sha2::Sha256> = Hmac::new_from_slice("api_secret".as_bytes()).unwrap();
// Build Ftx configured RequestSigner for signing http requests with hex encoding
let request_singer = RequestSigner::new(
FtxSigner {
api_key: "api_key".to_string(),
},
mac,
HexEncoder,
);
// Build RestClient with Ftx configuration
let rest_client = RestClient::new("https://ftx.com", http_metric_tx, request_singer, FtxParser);
// Fetch Result<FetchBalancesResponse, ExecutionError>
let _response = rest_client.execute(FetchBalancesRequest).await;
} ```
```rust,norun use barterintegration::{ error::SocketError, protocol::websocket::{WebSocket, WebSocketParser, WsMessage}, ExchangeStream, Transformer, }; use futures::{SinkExt, StreamExt}; use serde::{de, Deserialize}; use serdejson::json; use std::str::FromStr; use tokiotungstenite::connect_async; use tracing::debug;
// Convenient type alias for an ExchangeStream utilising a tungstenite WebSocket
type ExchangeWsStream
// Communicative type alias for what the VolumeSum the Transformer is generating type VolumeSum = f64;
enum BinanceMessage {
SubResponse {
result: Option
struct StatefulTransformer { sumofvolume: VolumeSum, }
impl Transformer
fn transform(&mut self, input: Self::Input) -> Self::OutputIter {
// Add new input Trade quantity to sum
match input {
BinanceMessage::SubResponse { result, id } => {
debug!("Received SubResponse for {}: {:?}", id, result);
// Don't care about this for the example
}
BinanceMessage::Trade { quantity, .. } => {
// Add new Trade volume to internal state VolumeSum
self.sum_of_volume += quantity;
}
};
// Return IntoIterator of length 1 containing the running sum of volume
vec![Ok(self.sum_of_volume)]
}
}
/// See Barter-Data for a comprehensive real-life example, as well as code you can use out of the /// box to collect real-time public market data from many exchanges.
async fn main() { // Establish Sink/Stream communication with desired WebSocket server let mut binanceconn = connectasync("wss://fstream.binance.com/ws/") .await .map(|(wsconn, _)| wsconn) .expect("failed to connect");
// Send something over the socket (eg/ Binance trades subscription)
binance_conn
.send(WsMessage::Text(
json!({"method": "SUBSCRIBE","params": ["btcusdt@aggTrade"],"id": 1}).to_string(),
))
.await
.expect("failed to send WsMessage over socket");
// Instantiate some arbitrary Transformer to apply to data parsed from the WebSocket protocol
let transformer = StatefulTransformer { sum_of_volume: 0.0 };
// ExchangeWsStream includes pre-defined WebSocket Sink/Stream & WebSocket StreamParser
let mut ws_stream = ExchangeWsStream::new(binance_conn, transformer);
// Receive a stream of your desired Output data model from the ExchangeStream
while let Some(volume_result) = ws_stream.next().await {
match volume_result {
Ok(cumulative_volume) => {
// Do something with your data
println!("{cumulative_volume:?}");
}
Err(error) => {
// React to any errors produced by the internal transformation
eprintln!("{error}")
}
}
}
}
/// Deserialize a String as the desired type.
fn destr<'de, D, T>(deserializer: D) -> Result
**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.
* [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.