barter-data-rs
barter-data-rs copied to clipboard
barter-rs
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
Some deprecated functions have been replaced with recommended versions.
- Added Bybit Candles Stream for Spot and Perpetual instrument kinds (only confirmed candles go to a stream) - Added working example to examples folder
As part of Barter feature request (https://github.com/barter-rs/barter-rs/issues/21) to implement strategies utilising multiple timeframes, a precursor to a possible implementation of this is to add a time frame element to the...
Part of a series of changes to ultimately deliver https://github.com/barter-rs/barter-rs/issues/21 i.e. create strategies that utilise multiple timeframes. This is the first modification to add TimeSeries to Candle/OHLCV ticks. Also replaced...
- Add issue templates - Add CI pipeline - Add dependabot - Set additional clippy lints
Add the field `exchange_update_time` to track the exchange timestamp of orderbook events `last_update_time` is left as is representing the local timestamp of orderbook update fixes #37
hi, thanks for the crate! it seems like the `exchange_time` field of `MarketEvent` is not set to the exchange given timestamp when using Binance L2 orderbook subscriptions. https://github.com/barter-rs/barter-data-rs/blob/a6abe29e9c6195b40ba6c7c31f9586d9a534c112/src/subscription/book.rs#L278-L280 `book.last_update_time` is...
Under the current structure, implementing a new exchange requires merging new codes into the codebase, such as creating a new crate in the `exchange`, adding a new variant to the...
We can get OrderBookSide for example with a stream, and if we want to reach the inner data we can't becease it was private. I made public so we don't...
