Barter-Data

A high-performance WebSocket integration library for streaming public market data from leading cryptocurrency exchanges - batteries included. It is:

Easy: Barter-Data's simple StreamBuilder interface allows for easy & quick setup (see example below!).
Normalised: Barter-Data's unified interface for consuming public WebSocket data means every Exchange returns a normalised data model.
Real-Time: Barter-Data utilises real-time WebSocket integrations enabling the consumption of normalised tick-by-tick data.
Extensible: Barter-Data is highly extensible, and therefore easy to contribute to with coding new integrations!

See: Barter, Barter-Integration

API Documentation | Chat

Overview

Barter-Data is a high-performance WebSocket integration library for streaming public market data from leading cryptocurrency exchanges. It presents an easy-to-use and extensible set of interfaces that can deliver normalised exchange data in real-time.

From a user perspective, it's major component is the StreamBuilder structures that assists in initialising an arbitrary number of exchange MarketStreams using an input Subscription. Simply build your dream set of MarketStreams and Barter-Data will do the rest!

Example

StreamBuilder subscribing to various FuturePerpetual & Spot MarketStreams from Ftx, Kraken & BinanceFuturesUsd

use barter_data::{
    builder::Streams,
    model::{MarketEvent, subscription::{Interval, SubKind}},
    ExchangeId,
};
use barter_integration::model::InstrumentKind;
use futures::StreamExt;

// StreamBuilder subscribing to various Futures & Spot MarketStreams from Ftx, Kraken,
// BinanceFuturesUsd & Coinbase
#[tokio::main]
async fn main() {
    // Initialise a `PublicTrade`, `Candle` & `OrderBook``MarketStream` for 
    // `BinanceFuturesUsd`, `Ftx`, `Kraken` & `Coinbase`
    let streams = Streams::builder()
        .subscribe_exchange(
            ExchangeId::Ftx,
            [
                ("btc", "usdt", InstrumentKind::FuturePerpetual, SubKind::Trade),
                ("eth", "usdt", InstrumentKind::FuturePerpetual, SubKind::Trade),
                ("btc", "usdt", InstrumentKind::Spot, SubKind::Trade),
                ("eth", "usdt", InstrumentKind::Spot, SubKind::Trade),
            ],
        )
        .subscribe([
            (ExchangeId::Coinbase, "btc", "usd", InstrumentKind::Spot, SubKind::Trade),
            (ExchangeId::Coinbase, "eth", "usd", InstrumentKind::Spot, SubKind::Trade),
            (ExchangeId::Kraken, "xbt", "usd", InstrumentKind::Spot, SubKind::Trade),
            (ExchangeId::Kraken, "xbt", "usd", InstrumentKind::Spot, SubKind::Candle(Interval::Minute1)),
            (ExchangeId::BinanceFuturesUsd, "btc", "usdt", InstrumentKind::FuturePerpetual, SubKind::Trade),
            (ExchangeId::BinanceFuturesUsd, "eth", "usdt", InstrumentKind::FuturePerpetual, SubKind::Trade),
            (ExchangeId::BinanceFuturesUsd, "btc", "usdt", InstrumentKind::FuturePerpetual, SubKind::OrderBook),
        ])
        .init()
        .await
        .unwrap();

    // Join all exchange streams into a StreamMap
    // Note: Use `streams.select(ExchangeId)` to interact with the individual exchange streams!
    let mut joined_stream = streams.join_map::<MarketEvent>().await;

    while let Some((exchange, event)) = joined_stream.next().await {
        println!("Exchange: {}, MarketEvent: {:?}", exchange, event);
    }
}

Getting Help

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.

Contributing

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 order to integration a new exchange or endpoint, the following main traits will have to be implemented:

Subscriber
ExchangeTransformer

Related Projects

In addition to the Barter-Data 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-Integration: High-performance, low-level framework for composing flexible web integrations.

Roadmap

Extend the existing integrations scope to include more endpoints.
Implement integrations for more exchanges.

Licence

This project is licensed under the MIT license.

Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in Barter-Data by you, shall be licensed as MIT, without any additional terms or conditions.

g-tejas/barter-data-rs