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Module spot

Module spot 

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Expand description

Binance Spot market adapter with full SBE (Simple Binary Encoding) support.

This module provides high-performance market data and execution clients for Binance Spot markets using SBE encoding for both REST API and WebSocket streams.

§Features

  • SBE REST API: All REST responses decoded from SBE format.
  • SBE WebSocket Streams: Market data streams with microsecond timestamps.
  • Ed25519 Authentication: Required for SBE market data streams.

§Architecture

spot/
├── http/               # REST API client (SBE encoded)
│   ├── client.rs       # BinanceSpotHttpClient
│   ├── models.rs       # Response types
│   └── query.rs        # Query parameter builders
└── websocket/          # WebSocket clients (SBE encoded)
    ├── streams/        # Market data streams (pub/sub)
    │   ├── client.rs   # BinanceSpotWebSocketClient
    │   └── handler.rs  # Message parsing and routing
    └── trading/        # Trading API (request/response)
        ├── client.rs   # BinanceSpotWsTradingClient
        └── handler.rs  # Request/response handling

Re-exports§

pub use data::BinanceSpotDataClient;
pub use enums::BinanceCancelReplaceMode;
pub use enums::BinanceOrderResponseType;
pub use enums::BinanceSpotOrderType;
pub use execution::BinanceSpotExecutionClient;
pub use http::client::BinanceSpotHttpClient;
pub use websocket::BinanceSpotWebSocketClient;
pub use websocket::BinanceSpotWsTradingClient;

Modules§

data
Live market data client implementation for the Binance Spot adapter.
enums
Binance Spot-specific enumerations.
execution
Live execution client implementation for the Binance Spot adapter.
http
Binance Spot HTTP client with SBE encoding support.
websocket
Binance Spot WebSocket clients with SBE (Simple Binary Encoding) support.