Install the rust toolchain and protoc
$ cargo run --bin server -- -q btc -b eth
Finished dev [unoptimized + debuginfo] target(s) in 0.27s
Running `target/debug/server -q btc -b eth`
$ cargo run --bin client
Finished dev [unoptimized + debuginfo] target(s) in 0.21s
Running `target/debug/client`
Spread: -0.00002
Asks Bids
----------------------------------------------------------------------------------------
Exchange Price Amount Exchange Price Amount
-------- -------- -------- -------- -------- --------
Binance 0.05434 13.6222 Bitstamp 0.05436 0.004795
Binance 0.054353 2.9 Binance 0.054339 34.5398
Binance 0.054356 0.3791 Binance 0.054338 2.3396
Binance 0.054358 0.039 Binance 0.054337 11.9173
Binance 0.05436 0.0049 Binance 0.05433 13.6704
Binance 0.054362 0.6875 Binance 0.054328 0.1465
Binance 0.05437 1.1036 Binance 0.054324 5.9858
Binance 0.054371 1.7084 Binance 0.054323 6.0949
Binance 0.054374 0.025 Bitstamp 0.05432218 0.02562994
Binance 0.054377 0.0032 Binance 0.054322 27.94
For both the server and the client, press Ctrl+C to quit.
$ cargo run --bin server -- -h
Finished dev [unoptimized + debuginfo] target(s) in 0.56s
Running `target/debug/server -h`
market-data-aggregator 0.1.0
A basic example
USAGE:
server --base <base> --quote <quote>
FLAGS:
-h, --help Prints help information
-V, --version Prints version information
OPTIONS:
-b, --base <base> [possible values: aave, ada, algo, alpha, amp, ant, audio, avax, axs, band, bat, bch, btc,
cel, chz, comp, crv, ctsi, cvx, dai, dydx, enj, ens, eth, eth2, eur, eurt, fet, ftm, ftt,
gala, gbp, gods, grt, gusd, hbar, imx, inj, knc, link, lrc, ltc, mana, matic, mkr, nexo, omg,
1inch, pax, perp, rad, rgt, rly, rndr, sand, sgb, shib, skl, slp, snx, storj, sushi, sxp,
uma, uni, usd, usdc, usdt, ust, vega, wbtc, xlm, xrp, yfi, zrx, aca, ach, acm, adx, ae,
aergo, agi, agix, agld, aion, akro, alcx, alice, alpaca, alpine, amb, anc, ankr, any, ape,
api3, appc, ar, ardr, ark, arn, arpa, asr, ast, astr, ata, atm, atom, auction, aud, auto,
ava, b, badger, bake, bal, bar, bcc, bcd, bcha, bchabc, bchsv, bcn, bcpt, bdot, beam, bear,
bel, beta, beth, bico, bidr, bifi, bkrw, blz, bnb, bnt, bnx, bond, bot, bqx, brd, brl, bsw,
btcb, btcst, btg, bts, btt, bttc, bull, burger, busd, bvnd, bzrx, c98, cake, cdt, celo, celr,
cfx, chat, chess, chr, city, ckb, cloak, clv, cmt, cnd, cocos, cos, coti, cover, cream, ctk,
ctxc, cvc, cvp, dar, dash, data, dcr, dego, dent, dexe, df, dgb, dgd, dia, dlt, dnt, dock,
dodo, doge, dot, down, drep, dusk, easy, edo, egld, elf, eng, eos, eps, epx, erd, ern, etc,
evx, ez, farm, fida, fil, fio, firo, fis, flm, flow, flux, for, forth, front, fuel, fun, fxs,
gal, gas, ghst, glm, glmr, gmt, gno, gnt, go, grs, gtc, gto, gvt, gxs, gyen, hard, hc, hegic,
high, hive, hnt, hot, hsr, icn, icp, icx, idex, idrt, ilv, ins, iost, iota, iotx, iq, iris,
jasmy, joe, jst, juv, kava, kda, keep, key, klay, kmd, kp3r, ksm, lazio, ldo, lend, lina,
lit, loka, loom, lpt, lsk, lto, lun, luna, lunc, mask, mbl, mbox, mc, mco, mda, mdt, mdx,
mft, mina, mir, mith, mln, mob, mod, movr, mth, mtl, multi, nano, nas, nav, nbs, nbt, ncash,
near, nebl, neo, ngn, nkn, nmr, npxs, nu, nuls, nxs, oax, ocean, og, ogn, om, one, ong, ont,
ooki, op, orn, ost, oxt, paxg, people, perl, pha, phb, phx, pivx, pla, pnt, poa, poe, pols,
poly, pond, porto, powr, ppt, prom, pros, psg, pundix, pyr, qi, qkc, qlc, qnt, qsp, qtum,
quick, ramp, rare, ray, rcn, rdn, reef, rei, ren, rep, req, rif, rlc, rose, rpx, rsr, rub,
rune, rvn, salt, santos, sc, scrt, sfp, sky, sngls, snm, snt, sol, sparta, spell, srm, ssv,
steem, stmx, storm, stpt, strat, strax, stx, sub, sun, super, susd, swrv, sys, t, tct, tfuel,
theta, tko, tlm, tnb, tnt, tomo, torn, trb, tribe, trig, troy, tru, trx, try, tusd, tvk, twt,
uah, uft, unfi, up, usdp, usds, usdsb, ustc, utk, vai, ven, vet, vgx, via, vib, vibe, vidt,
vite, voxel, vtho, wabi, wan, waves, waxp, win, wing, wings, wnxm, woo, wpr, wrx, wtc, xec,
xem, xmr, xno, xtz, xvg, xvs, xzc, yfii, ygg, yoyo, zar, zec, zen, zil]
-q, --quote <quote> [possible values: aave, ada, algo, alpha, amp, ant, audio, avax, axs, band, bat, bch, btc,
cel, chz, comp, crv, ctsi, cvx, dai, dydx, enj, ens, eth, eth2, eur, eurt, fet, ftm, ftt,
gala, gbp, gods, grt, gusd, hbar, imx, inj, knc, link, lrc, ltc, mana, matic, mkr, nexo, omg,
1inch, pax, perp, rad, rgt, rly, rndr, sand, sgb, shib, skl, slp, snx, storj, sushi, sxp,
uma, uni, usd, usdc, usdt, ust, vega, wbtc, xlm, xrp, yfi, zrx, aca, ach, acm, adx, ae,
aergo, agi, agix, agld, aion, akro, alcx, alice, alpaca, alpine, amb, anc, ankr, any, ape,
api3, appc, ar, ardr, ark, arn, arpa, asr, ast, astr, ata, atm, atom, auction, aud, auto,
ava, b, badger, bake, bal, bar, bcc, bcd, bcha, bchabc, bchsv, bcn, bcpt, bdot, beam, bear,
bel, beta, beth, bico, bidr, bifi, bkrw, blz, bnb, bnt, bnx, bond, bot, bqx, brd, brl, bsw,
btcb, btcst, btg, bts, btt, bttc, bull, burger, busd, bvnd, bzrx, c98, cake, cdt, celo, celr,
cfx, chat, chess, chr, city, ckb, cloak, clv, cmt, cnd, cocos, cos, coti, cover, cream, ctk,
ctxc, cvc, cvp, dar, dash, data, dcr, dego, dent, dexe, df, dgb, dgd, dia, dlt, dnt, dock,
dodo, doge, dot, down, drep, dusk, easy, edo, egld, elf, eng, eos, eps, epx, erd, ern, etc,
evx, ez, farm, fida, fil, fio, firo, fis, flm, flow, flux, for, forth, front, fuel, fun, fxs,
gal, gas, ghst, glm, glmr, gmt, gno, gnt, go, grs, gtc, gto, gvt, gxs, gyen, hard, hc, hegic,
high, hive, hnt, hot, hsr, icn, icp, icx, idex, idrt, ilv, ins, iost, iota, iotx, iq, iris,
jasmy, joe, jst, juv, kava, kda, keep, key, klay, kmd, kp3r, ksm, lazio, ldo, lend, lina,
lit, loka, loom, lpt, lsk, lto, lun, luna, lunc, mask, mbl, mbox, mc, mco, mda, mdt, mdx,
mft, mina, mir, mith, mln, mob, mod, movr, mth, mtl, multi, nano, nas, nav, nbs, nbt, ncash,
near, nebl, neo, ngn, nkn, nmr, npxs, nu, nuls, nxs, oax, ocean, og, ogn, om, one, ong, ont,
ooki, op, orn, ost, oxt, paxg, people, perl, pha, phb, phx, pivx, pla, pnt, poa, poe, pols,
poly, pond, porto, powr, ppt, prom, pros, psg, pundix, pyr, qi, qkc, qlc, qnt, qsp, qtum,
quick, ramp, rare, ray, rcn, rdn, reef, rei, ren, rep, req, rif, rlc, rose, rpx, rsr, rub,
rune, rvn, salt, santos, sc, scrt, sfp, sky, sngls, snm, snt, sol, sparta, spell, srm, ssv,
steem, stmx, storm, stpt, strat, strax, stx, sub, sun, super, susd, swrv, sys, t, tct, tfuel,
theta, tko, tlm, tnb, tnt, tomo, torn, trb, tribe, trig, troy, tru, trx, try, tusd, tvk, twt,
uah, uft, unfi, up, usdp, usds, usdsb, ustc, utk, vai, ven, vet, vgx, via, vib, vibe, vidt,
vite, voxel, vtho, wabi, wan, waves, waxp, win, wing, wings, wnxm, woo, wpr, wrx, wtc, xec,
xem, xmr, xno, xtz, xvg, xvs, xzc, yfii, ygg, yoyo, zar, zec, zen, zil]
- Logging
- Error reporting
- Maybe use
anyhowandthiserrorinstead of adhocdyn std::error::Error - I ignore errors when reading from the web socket streams. I should report them instead
- Maybe use
- Handle ping/heartbeat, reconnect request etc. in the exchange connectors
- Support more than two exchanges
- Share code between the exchange connector modules
- Graceful shutdown
- Validate currency pairs instead of individual currencies in the command line arguments
One alternative design would be to split the server into different services for each of the exchange connectors and one service for the aggregator server. Connection maintenance and configuration, for example, would be much simpler in case of the exchange connectors in that design.