Module exchange_client

Exchange client for connecting to individual exchanges

This module handles the connection and data streaming from individual exchanges using the rusty-feeder provider infrastructure.

Structs

ExchangeClient

Client for managing connection to a specific exchange

Enums

ExchangeProvider

Provider wrapper that abstracts over different exchange providers

Functions

convert_binance_orderbook

Convert Binance OrderbookMessage to rusty-bin OrderBookRecord

convert_binance_trade

Convert Binance AggTradeMessage to rusty-bin TradeRecord

convert_orderbook

Convert rusty-model OrderBookSnapshot to rusty-bin OrderBookRecord

convert_trade

Convert rusty-model MarketTrade to rusty-bin TradeRecord