https://github.com/inv2004/coinbase-pro-rs
See Objectives [more] below...
This repo/project has the following objective (which differs from those of the original):
- One mechanism to rule them all.
- No (significant) exposure of REST sync versus async or websocket functionality.
- All functionality is exposed in one async mechanism.
- REST or websockets are used as appropriate.
- All responses have a consistent return (whether delivered in response to a RESTful HTTP request or to a Websocket subscription).
- Supports async data only
- Public/private feeds are supported
The following are not intended to be supported:
- REST calls that are better serviced by WS (e.g. Ticker).
Cargo.toml:
[dependencies]
coinbase-pro-one-rs = "0.0.1"See /src/book/mod.rs.
The original author's @ https://github.com/inv2004/orderbook-rs (for coinbase-pro-rs).
See /examples.
Run against the sandbox: cargo run --example one or ./run_one.sh.
Note: time() is HTTPS; heartbeat() and status() are Websocket.
/examples/one.rs:
#[macro_use]
extern crate log;
use async_std::{task,
sync::{Arc, Mutex}};
use coinbase_pro_one_rs::*;
use coinbase_pro_one_rs::book::OrderBook;
fn main() -> std::result::Result<(), Box<dyn std::error::Error + Send + Sync>> {
// Sync
env_logger::init();
debug!("One: starting");
// Async so that conduit methods aren't wait-y.
task::block_on(async {
let (mut conduit, mailbox) = client::Conduit::new(
SANDBOX_URL, WS_SANDBOX_URL, None).await;
let order_book = Arc::new(Mutex::new(OrderBook::new()));
let product_ids = vec!("BTC-USD".to_string());
conduit.level2().await; // WS
conduit.ticker(product_ids).await; // WS
conduit.time().await; // HTTP
conduit.heartbeat().await; //WS
loop {
order_book.lock().await.harvest(&mailbox).await.map(|msg: structs::Message| {
debug!("One: receiver.next: {:?}\n", &msg);
});
}
});
println!("EXITING...");
Ok(())
}
(The logging output is constantly changing (yay, debug printfs) so it might not look exactly like this...)
[examples/one.rs:11] "One: starting" = "One: starting"
[src/client.rs:52] "Conduit.new: {:?} {:?} {:?}" = "Conduit.new: {:?} {:?} {:?}"
[src/client.rs:52] http_uri = "https://api-public.sandbox.pro.coinbase.com"
[src/client.rs:52] ws_uri = "wss://ws-feed-public.sandbox.pro.coinbase.com"
[src/client.rs:52] _creds = None
[src/client.rs:183] "Conduit: time sent..." = "Conduit: time sent..."
[src/client.rs:166] "Conduit: heartbeat..." = "Conduit: heartbeat..."
[src/client.rs:785] "Conduit: **not** calculating auth... " = "Conduit: **not** calculating auth... "
[src/client.rs:115] "Conduit: subscription: sending {:?}" = "Conduit: subscription: sending {:?}"
[src/client.rs:115] serde_json::to_string(&msg).unwrap() = "{\"type\":\"Subscribe\",\"type\":\"subscribe\",\"channels\":[{\"name\":\"heartbeat\",\"product_ids\":[\"BTC-USD\"]}]}"
[src/client.rs:177] "Conduit: status..." = "Conduit: status..."
[src/client.rs:785] "Conduit: **not** calculating auth... " = "Conduit: **not** calculating auth... "
[src/client.rs:115] "Conduit: subscription: sending {:?}" = "Conduit: subscription: sending {:?}"
[examples/one.rs:22] "One: next: {:?}" = "One: next: {:?}"
[examples/one.rs:22] resp = Some(
Time(
Time {
iso: "2020-08-01T15:32:55.618Z",
epoch: 1596295975.618,
},
),
)
[src/client.rs:799] &msg = "{\"type\":\"subscribe\",\"channels\":[{\"name\":\"heartbeat\",\"product_ids\":[\"BTC-USD\"]}]}"
[src/client.rs:799] &msg = "{\"type\":\"Subscribe\",\"type\":\"subscribe\",\"channels\":[\"status\"]}"
[src/client.rs:808] "Conduit. _websocket_handler._handle_incoming: received {:?}" = "Conduit. _websocket_handler._handle_incoming: received {:?}"
[src/client.rs:808] &tmsg = Ok(
Some(
Text(
"{\"type\":\"subscriptions\",\"channels\":[{\"name\":\"heartbeat\",\"product_ids\":[\"BTC-USD\"]}]}",
),
),
)
[src/client.rs:808] &tmsg = Ok(
Some(
Text(
"{\"type\":\"subscriptions\",\"channels\":[{\"name\":\"heartbeat\",\"product_ids\":[\"BTC-USD\"]},{\"name\":\"status\",\"product_ids\":[]}]}",
),
),
)
[src/client.rs:808] &tmsg = Ok(
Some(
Text(
"{\"type\":\"status\",\"currencies\":[{\"id\":\"BAT\",\"name\":\"Basic Attention Token\",\"min_size\":\"1.00000000\",\"status\":\"online\",\"funding_account_id\":\"bd60dff8-14c5-45e1-a000-766db4a01a2c\",\"status_message\":\"\",\"max_precision\":\"1.0000000000000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"crypto\",\"symbol\":\"\",\"network_confirmations\":35,\"sort_order\":10,\"crypto_address_link\":\"https://etherscan.io/token/0x0d8775f648430679a709e98d2b0cb6250d2887ef?a={{address}}\",\"crypto_transaction_link\":\"https://etherscan.io/tx/0x{{txId}}\",\"push_payment_methods\":[\"crypto\"]}},{\"id\":\"LINK\",\"name\":\"Chainlink\",\"min_size\":\"1.00000000\",\"status\":\"online\",\"funding_account_id\":\"d74a25fa-bcf2-43b6-9528-6b30243d2baf\",\"status_message\":\"\",\"max_precision\":\"0.0000000100000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"crypto\",\"symbol\":\"Ξ\",\"network_confirmations\":35,\"sort_order\":67,\"crypto_address_link\":\"https://etherscan.io/token/0x514910771af9ca656af840dff83e8264ecf986ca?a={{address}}\",\"crypto_transaction_link\":\"https://etherscan.io/tx/0x{{txId}}\",\"push_payment_methods\":[\"crypto\"]}},{\"id\":\"USD\",\"name\":\"United States Dollar\",\"min_size\":\"0.01000000\",\"status\":\"online\",\"funding_account_id\":\"a5fd5069-cd04-490d-a7c5-750efabc1b1e\",\"status_message\":\"\",\"max_precision\":\"0.0100000000000000000000000000000000000000\",\"convertible_to\":[\"USDC\"],\"details\":{\"type\":\"fiat\",\"symbol\":\"$\",\"network_confirmations\":0,\"sort_order\":0,\"crypto_address_link\":\"\",\"crypto_transaction_link\":\"\",\"push_payment_methods\":[\"bank_wire\",\"swift_bank_account\",\"intra_bank_account\"],\"group_types\":[\"fiat\",\"usd\"],\"display_name\":\"US Dollar\"}},{\"id\":\"BTC\",\"name\":\"Bitcoin\",\"min_size\":\"0.00000001\",\"status\":\"online\",\"funding_account_id\":\"e0c38e21-b711-4d5d-b046-c686259167ae\",\"status_message\":\"\",\"max_precision\":\"0.0000000100000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"crypto\",\"symbol\":\"\",\"network_confirmations\":6,\"sort_order\":3,\"crypto_address_link\":\"https://live.blockcypher.com/btc/address/{{address}}\",\"crypto_transaction_link\":\"https://live.blockcypher.com/btc/tx/{{txId}}\",\"push_payment_methods\":[\"crypto\"],\"group_types\":[\"btc\",\"crypto\"]}},{\"id\":\"GBP\",\"name\":\"British Pound\",\"min_size\":\"0.01000000\",\"status\":\"online\",\"funding_account_id\":\"e845fc0c-4cd5-4d9f-8f43-06418bd5dd76\",\"status_message\":\"\",\"max_precision\":\"0.0100000000000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"fiat\",\"symbol\":\"£\",\"network_confirmations\":0,\"sort_order\":2,\"crypto_address_link\":\"\",\"crypto_transaction_link\":\"\",\"push_payment_methods\":[\"uk_bank_account\",\"swift_lhv\"],\"group_types\":[\"fiat\",\"gbp\"]}},{\"id\":\"EUR\",\"name\":\"Euro\",\"min_size\":\"0.01000000\",\"status\":\"online\",\"funding_account_id\":\"07525075-9845-4e99-b68c-defec9334fd4\",\"status_message\":\"\",\"max_precision\":\"0.0100000000000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"fiat\",\"symbol\":\"€\",\"network_confirmations\":0,\"sort_order\":1,\"crypto_address_link\":\"\",\"crypto_transaction_link\":\"\",\"push_payment_methods\":[\"sepa_bank_account\"],\"group_types\":[\"fiat\",\"eur\"]}},{\"id\":\"ETH\",\"name\":\"Ether\",\"min_size\":\"0.00000001\",\"status\":\"online\",\"funding_account_id\":\"bdd1f924-bb79-493f-bffd-2633ce013a89\",\"status_message\":\"\",\"max_precision\":\"0.0000000100000000000000000000000000000000\",\"convertible_to\":[],\"details\":{\"type\":\"crypto\",\"symbol\":\"\",\"network_confirmations\":35,\"sort_order\":7,\"crypto_address_link\":\"https://etherscan.io/address/{{address}}\",\"crypto_transaction_link\":\"https://etherscan.io/tx/0x{{txId}}\",\"push_payment_methods\":[\"crypto\"],\"group_types\":[\"eth\",\"crypto\"]}},{\"id\":\"USDC\",\"name\":\"USD Coin\",\"min_size\":\"0.00000100\",\"status\":\"online\",\"funding_account_id\":\"224b8e2d-45d3-4376-ad89-28eae8ecb4bb\",\"status_message\":\"\",\"max_precision\":\"0.0000010000000000000000000000000000000000\",\"convertible_to\":[\"USD\"],\"details\":{\"type\":\"crypto\",\"symbol\":\"$\",\"network_confirmations\":35,\"sort_order\":9,\"crypto_address_link\":\"https://etherscan.io/token/0xa0b86991c6218b36c1d19d4a2e9eb0ce3606eb48?a={{address}}\",\"crypto_transaction_link\":\"https://etherscan.io/tx/0x{{txId}}\",\"push_payment_methods\":[\"crypto\"],\"group_types\":[\"stablecoin\",\"usdc\",\"crypto\"]}}],\"products\":[{\"id\":\"LINK-USDC\",\"base_currency\":\"LINK\",\"quote_currency\":\"USDC\",\"base_min_size\":\"1\",\"base_max_size\":\"800000\",\"base_increment\":\"1\",\"quote_increment\":\"0.000001\",\"display_name\":\"LINK/USDC\",\"status\":\"online\",\"margin_enabled\":false,\"status_message\":\"\",\"min_market_funds\":\"10\",\"max_market_funds\":\"100000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"},{\"id\":\"BTC-EUR\",\"base_currency\":\"BTC\",\"quote_currency\":\"EUR\",\"base_min_size\":\"0.001\",\"base_max_size\":\"10000\",\"base_increment\":\"0.00000001\",\"quote_increment\":\"0.01\",\"display_name\":\"BTC/EUR\",\"status\":\"online\",\"margin_enabled\":false,\"status_message\":\"\",\"min_market_funds\":\"10\",\"max_market_funds\":\"600000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"},{\"id\":\"BAT-USDC\",\"base_currency\":\"BAT\",\"quote_currency\":\"USDC\",\"base_min_size\":\"1\",\"base_max_size\":\"300000\",\"base_increment\":\"1\",\"quote_increment\":\"0.000001\",\"display_name\":\"BAT/USDC\",\"status\":\"online\",\"margin_enabled\":false,\"status_message\":\"\",\"min_market_funds\":\"1\",\"max_market_funds\":\"100000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"},{\"id\":\"ETH-BTC\",\"base_currency\":\"ETH\",\"quote_currency\":\"BTC\",\"base_min_size\":\"0.01\",\"base_max_size\":\"1000000\",\"base_increment\":\"0.00000001\",\"quote_increment\":\"0.00001\",\"display_name\":\"ETH/BTC\",\"status\":\"online\",\"margin_enabled\":false,\"status_message\":\"\",\"min_market_funds\":\"0.001\",\"max_market_funds\":\"80\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"},{\"id\":\"BTC-USD\",\"base_currency\":\"BTC\",\"quote_currency\":\"USD\",\"base_min_size\":\"0.001\",\"base_max_size\":\"10000\",\"base_increment\":\"0.00000001\",\"quote_increment\":\"0.01\",\"display_name\":\"BTC/USD\",\"status\":\"online\",\"margin_enabled\":true,\"status_message\":\"\",\"min_market_funds\":\"10\",\"max_market_funds\":\"1000000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"},{\"id\":\"BTC-GBP\",\"base_currency\":\"BTC\",\"quote_currency\":\"GBP\",\"base_min_size\":\"0.001\",\"base_max_size\":\"10000\",\"base_increment\":\"0.00000001\",\"quote_increment\":\"0.01\",\"display_name\":\"BTC/GBP\",\"status\":\"online\",\"margin_enabled\":false,\"status_message\":\"\",\"min_market_funds\":\"10\",\"max_market_funds\":\"200000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"type\":\"spot\"}]}",
),
),
)
[src/client.rs:808] &tmsg = Ok(
Some(
Text(
"{\"type\":\"heartbeat\",\"last_trade_id\":0,\"product_id\":\"BTC-USD\",\"sequence\":187217268,\"time\":\"2020-08-01T15:32:56.183755Z\"}",
),
),
)
[src/client.rs:808] &tmsg = Ok(
Some(
Text(
"{\"type\":\"heartbeat\",\"last_trade_id\":0,\"product_id\":\"BTC-USD\",\"sequence\":187217268,\"time\":\"2020-08-01T15:32:57.183778Z\"}",
),
),
)
See the original author @ https://github.com/inv2004/coinbase-pro-rs for FIX requests.
JetBrains for a complimentary Open Source License for:
