Module upbit_websocket_trading

Upbit WebSocket Trading Implementation

This module provides a high-performance WebSocket trading client for Upbit’s private endpoints with JWT authentication, real-time order updates, and asset tracking.

Features

• JWT authentication: Support for Upbit’s JWT-based WebSocket authentication
• Private channels: Real-time myOrder and myAsset data streams
• Order management: Integration with REST API for order placement
• Asset tracking: Real-time balance and position updates
• Connection health monitoring: Real-time metrics and health status
• Automatic reconnection: Configurable backoff strategy with exponential delays
• Zero-copy message processing: Optimized for low-latency trading

Connection Management

The client maintains connection health through:

• WebSocket ping/pong frames sent every 2 minutes (Upbit recommendation)
• Automatic reconnection on connection loss
• JWT token refresh before expiration
• Configurable timeout handling

Private Channels

Supports Upbit’s private WebSocket channels:

• myOrder: Real-time order updates (creation/execution/cancellation)
• myAsset: Real-time asset/balance updates
• Event-driven updates only (no snapshot data)

Usage Example

use rusty_common::auth::exchanges::upbit::{UpbitAuth, UpbitAuthConfig};
use rusty_ems::exchanges::upbit_websocket_trading::UpbitWebSocketTrader;
use std::sync::Arc;

#[tokio::main]
async fn main() -> Result<()> {
    let config = UpbitAuthConfig::new("access_key".into(), "secret_key".into());
    let auth = Arc::new(UpbitAuth::new(config));

    let trader = UpbitWebSocketTrader::new(auth);
    let (report_tx, report_rx) = flume::bounded(100);

    // Connect and authenticate
    trader.connect(report_tx).await?;

    Ok(())
}

Structs

ConnectionHealth

Connection health information

UpbitWebSocketTrader

Upbit WebSocket Trading Client

Enums

UpbitConnectionState

Upbit-specific connection state for proper state machine tracking