Binance WebSocket Real-Time Market Data Client

A Rust-based WebSocket client that connects to Binance's public WebSocket API to receive real-time market data. This client specifically handles mini ticker data for all trading pairs.

Features

• Real-time connection to Binance WebSocket streams
• Processes mini ticker data for all trading pairs
• Microsecond precision timestamp handling
• Automatic JSON deserialization into strongly-typed structures
• Error handling and connection monitoring
• Clean and efficient data processing

Prerequisites

• Rust (latest stable version)
• Cargo package manager

Dependencies

[dependencies]
tokio = { version = "1.0", features = ["full"] }
tokio-tungstenite = { version = "0.20", features = ["native-tls"] }
futures-util = "0.3"
url = "2.4"
serde = { version = "1.0", features = ["derive"] }
serde_json = "1.0"
chrono = "0.4"

Installation

1. Clone the repository:

git clone https://github.com/leopard627/binance_ws
cd binance_ws

2. Build the project:

cargo build --release

3. Run the client:

cargo run --release

Usage

The client connects to Binance's WebSocket stream and processes mini ticker data in real-time. By default, it connects to:

wss://stream.binance.com:9443/stream?streams=!miniTicker@arr&timeUnit=MICROSECOND

The received data includes:

• Symbol name
• Current price
• Trading volume
• High/Low prices
• Timestamp (microsecond precision)

Example output:

Symbol: BTCUSDT, Price: 50000.00, Time: 2024-03-17T10:30:15.123456Z, Volume: 100.50

Data Structure

The client processes the following data structure:

struct MiniTicker {
    e: String,    // Event type
    E: i64,       // Event time
    s: String,    // Symbol
    c: String,    // Close price
    o: String,    // Open price
    h: String,    // High price
    l: String,    // Low price
    v: String,    // Total traded base asset volume
    q: String,    // Total traded quote asset volume
}

Error Handling

The client includes comprehensive error handling for:

• WebSocket connection issues
• JSON parsing errors
• Message processing failures

Contributing

1. Fork the repository
2. Create your feature branch (git checkout -b feature/amazing-feature)
3. Commit your changes (git commit -m 'Add some amazing feature')
4. Push to the branch (git push origin feature/amazing-feature)
5. Open a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Acknowledgments

• Binance for providing the WebSocket API
• The Rust community for excellent WebSocket and async runtime libraries

Disclaimer

This project is not affiliated with Binance. Please review Binance's terms of service and API documentation before using this client in a production environment.