- connect to two exchanges' websocket feeds simultaneously
- pull the current order books over those streaming connections for a given traded market, from each exchange
- merge and sort the order books to create a combined order book
- from the combined book, publish the spread (top 10 bids and asks) as gRPC stream
spreadget 0.1.0
USAGE:
spreadget [FLAGS] [OPTIONS] [symbol]
FLAGS:
-h, --help Prints help information
--tui Run a TUI dashboard instead of showing log output
-V, --version Prints version information
OPTIONS:
-a, --address <address> Address on which to serve gRPC streams of order books [default: 0.0.0.0:54321]
ARGS:
<symbol> Market symbol to examine [default: ethbtc]
This program logs events of interest, as configured by env_logger. See that documentation
for examples of how to configure the log filters. For basic use sufficient to see incoming order books, use
$ RUST_LOG=info cargo run --
...
[2022-03-24T20:40:56Z INFO spreadget] aggregator received new order book data from binance
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from binance
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from binance
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from binance
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from bitstamp
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from binance
[2022-03-24T20:40:57Z INFO spreadget] aggregator received new order book data from bitstamp
The simplest way to observe the full system behavior is to use two terminals. In the first, we run spreadget:
RUST_LOG=info cargo run -- --address '0.0.0.0:54321'In the second, we can use the grpcurl tool to observe the output:
grpcurl -plaintext -import-path src -proto orderbook.proto 127.0.0.1:54321 orderbook.OrderbookAggregator/BookSummaryNote that grpcurl requires access to the .proto definition in order to function properly. If not running from within
the spreadget root directory, adjust the -import-path argument appropriately.
When built with feature ticker (enabled by default), the executable gains a --tui flag. This flag, when set, enables a
dashboard which streams the most current summaries via gRPC.
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