crypto-crawler

一个稳健的加密货币爬虫。

爬取实时交易

use crypto_crawler::{crawl_trade, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl realtime trades for all symbols of binance inverse_swap markets
    crawl_trade("binance", MarketType::InverseSwap, None, tx).await;
}

爬取实时二级订单簿增量更新

use crypto_crawler::{crawl_l2_event, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl realtime level2 incremental updates for all symbols of binance inverse_swap markets
    crawl_l2_event("binance", MarketType::InverseSwap, None, tx).await;
}

通过RESTful API爬取二级订单簿完整快照

use crypto_crawler::{crawl_l2_snapshot, MarketType};

fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    std::thread::spawn(move || {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl level2 full snapshots for all symbols of binance inverse_swap markets
    crawl_l2_snapshot("binance", MarketType::InverseSwap, None, tx);
}

爬取实时二级订单簿前K快照

use crypto_crawler::{crawl_l2_topk, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl realtime level2 top-k snapshots for all symbols of binance inverse_swap markets
    crawl_l2_topk("binance", MarketType::InverseSwap, None, tx).await;
}

爬取实时三级订单簿增量更新

use crypto_crawler::{crawl_l3_event, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl realtime level3 updates for all symbols of CoinbasePro spot market
    crawl_l3_event("coinbase_pro", MarketType::Spot, None, tx).await;
}

通过RESTful API爬取三级订单簿完整快照

use crypto_crawler::{crawl_l3_snapshot, MarketType};

fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    std::thread::spawn(move || {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl level3 orderbook full snapshots for all symbols of CoinbasePro spot markets
    crawl_l3_snapshot("coinbase_pro", MarketType::Spot, None, tx);
}

爬取实时买卖报价

use crypto_crawler::{crawl_bbo, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl realtime best bid and ask messages for all symbols of binance COIN-margined perpetual markets
    crawl_bbo("binance", MarketType::InverseSwap, None, tx).await;
}

爬取24小时滚动窗口的报价

use crypto_crawler::{crawl_ticker, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl 24hr rolling window tickers for all symbols of binance COIN-margined perpetual markets
    crawl_ticker("binance", MarketType::InverseSwap, None, tx).await;
}

爬取蜡烛图（即OHLCV）

use crypto_crawler::{crawl_candlestick, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl candlesticks from 1 minute to 3 minutes for all symbols of binance COIN-margined perpetual markets
    crawl_candlestick("binance", MarketType::InverseSwap, None, tx).await;
}

爬取资金费率

use crypto_crawler::{crawl_funding_rate, MarketType};

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    let (tx, rx) = std::sync::mpsc::channel();
    tokio::task::spawn(async move {
        for msg in rx {
            println!("{}", msg);
        }
    });

    // Crawl funding rates for all symbols of binance COIN-margined perpetual markets
    crawl_funding_rate("binance", MarketType::InverseSwap, None, tx).await;
}