Rust加密货币数据爬虫库crypto-crawler的使用：高效获取实时市场行情与交易数据

crypto-crawler是一个可靠的加密货币爬虫库，提供了多种获取加密货币市场数据的功能。

爬取实时交易数据

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);
        }
    });

    // 爬取binance inverse_swap市场所有symbol的实时交易数据
    crawl_t trade("binance", MarketType::InverseSwap, None, tx).await;
}

爬取实时level2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);
        }
    });

    // 爬取binance inverse_swap市场所有symbol的实时level2增量更新
    crawl_l2_event("binance", MarketType::InverseSwap, None, tx).await;
}

从RESTful API爬取level2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);
        }
    });

    // 爬取binance inverse_swap市场所有symbol的level2完整快照
    crawl_l2_snapshot("binance", MarketType::InverseSwap, None, tx);
}

爬取实时level2订单簿top-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);
        }
    });

    // 爬取binance inverse_swap市场所有symbol的实时level2 top-K快照
    crawl_l2_topk("binance", MarketType::InverseSwap, None, tx).await;
}

爬取实时level3订单簿增量更新

use crypto_crawler::{crawl_l3_event, MarketType};

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

    // 爬取CoinbasePro现货市场所有symbol的实时level3更新
    crawl_l3_event("coinbase_pro", MarketType::Spot, None, tx).await;
}

从RESTful API爬取level3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);
        }
    });

    // 爬取CoinbasePro现货市场所有symbol的level3订单簿完整快照
    crawl_l3_snapshot("coinbase_pro", MarketType::Spot, None, tx);
}

爬取实时BBO数据

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);
        }
    });

    // 爬取binance COIN-margined永续市场所有symbol的实时最优买卖价消息
    crawl_bbo("binance", MarketType::InverseSwap, None, tx).await;
}

爬取24小时滚动窗口行情

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);
        }
    });

    // 爬取binance COIN-margined永续市场所有symbol的24小时滚动窗口行情
    crawl_ticker("binance", MarketType::InverseSwap, None, tx).await;
}

爬取K线数据(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);
        }
    });

    // 爬取binance COIN-margined永续市场所有symbol的1分钟到3分钟K线数据
    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);
        }
    });

    // 爬取binance COIN-margined永续市场所有symbol的资金费率
    crawl_funding_rate("binance", MarketType::InverseSwap, None, tx).await;
}

完整示例

以下是一个更完整的示例，展示如何使用crypto-crawler获取Binance交易所的实时交易数据并进行处理：

use crypto_crawler::{crawl_trade, MarketType};
use tokio::sync::mpsc;
use serde_json::Value;
use std::collections::HashMap;

#[tokio::main(flavor = "multi_thread")]
async fn main() {
    // 创建通道用于接收数据
    let (tx, mut rx) = mpsc::unbounded_channel();
    
    // 启动数据处理任务
    tokio::spawn(async move {
        let mut trade_counts = HashMap::new();
        
        while let Some(msg) = rx.recv().await {
            // 解析JSON交易数据
            let trade: Value = serde_json::from_str(&msg).unwrap();
            
            // 获取交易对symbol
            let symbol = trade["symbol"].as_str().unwrap();
            
            // 统计各symbol的交易数量
            *trade_counts.entry(symbol.to_string()).or_insert(0) += 1;
            
            // 打印交易数据
            println!("[{}] 价格: {}, 数量: {}", 
                symbol,
                trade["price"].as_f64().unwrap(),
                trade["quantity"].as_f64().unwrap()
            );
            
            // 每100条交易打印一次统计信息
            if trade_counts.values().sum::<i32>() % 100 == 0 {
                println!("当前交易统计: {:?}", trade_counts);
            }
        }
    });

    // 开始爬取Binance InverseSwap市场的实时交易数据
    println!("开始爬取Binance InverseSwap市场交易数据...");
    crawl_trade("binance", MarketType::InverseSwap, None, tx).await;
}

Cargo.toml需要添加的依赖：

[dependencies]
crypto-crawler = "4.7.9"
tokio = { version = "1", features = ["full"] }
serde_json = "1.0"

这个库提供了多种获取加密货币市场数据的方式，包括实时交易数据、订单簿更新、行情数据等，是开发加密货币相关应用的强大工具。