Module coinbase

Coinbase exchange implementation Coinbase exchange integration for the rusty-ems system.

This module provides comprehensive integration with the Coinbase Advanced Trading API, including WebSocket trading, REST API client, and zero-allocation optimizations.

Key Components

• WebSocket Trading: Real-time order management and market data streaming
• REST Client: HTTP-based API interactions for orders and account data
• Unified Client: Combined interface for both WebSocket and REST operations
• Zero-Allocation: High-performance, memory-efficient data structures
• Models: Data structures for Coinbase API responses and requests

Authentication

All clients support Coinbase Advanced Trading API authentication using API keys, secrets, and passphrase-based signing.

Performance Optimizations

The module includes several performance optimizations:

• Zero-copy parsing for market data
• SmallString usage for reduced allocations
• SIMD-optimized JSON parsing via simd-json
• Lock-free data structures where applicable

Re-exports

pub use rest_client::CoinbaseOrderRequest;

pub use rest_client::CoinbaseRestClient;

pub use unified_client::CoinbaseProtocol;

pub use unified_client::CoinbaseUnifiedClient;

pub use unified_client::UnifiedClientConfig;

pub use websocket_trading::CoinbaseWebsocketTrading as CoinbaseWebSocketTrader;

Modules

models

Data models for Coinbase Advanced Trading API responses.

rest_client

Coinbase Advanced Trade REST API Client

unified_client

Unified Coinbase Trading Client

websocket_trading

Coinbase WebSocket Trading Implementation

zero_alloc_coinbase

Zero-allocation message processing for Coinbase WebSocket