soqa-sdk

Ultra-fast, unified market data for HFT & algo-traders — powered by Rust ⚡

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soqa-sdk is an open-source Rust-based tool designed to empower algo-traders and HFT teams by aggregating and normalizing market data from multiple exchanges. Our mission is to simplify access to clean, low-latency data, enabling traders to build high-performance strategies without the hassle of inconsistent APIs.

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✨ Features

• 🚀 Ultra-low latency: Real-time L1 orderbook data from top crypto exchanges
• 🦀 Rust-powered: Safe, fast, and reliable
• 🔗 Unified API: One interface for all supported exchanges
• 🛠️ Easy to extend: Add new exchanges in minutes
• 📦 Async & modern: Built on Tokio, reqwest, and tungstenite
• 🧩 Open-source: MIT licensed, PRs welcome!

🌍 Supported Exchanges

• Binance
• Bybit
• OKX
• Kraken
• KuCoin

🚀 Quick Start

Requirements

• Rust (latest stable recommended)
• Tokio (async runtime)
• reqwest (HTTP client)
• tokio-tungstenite (WebSocket)
• serde/serde_json (JSON parsing)

Build

cargo build --release

Run

Example: Get ETHUSDT data from KuCoin:

cargo run --release -- start --exchange kucoin --symbol ETHUSDT

Parameters:

• --exchange — exchange name (binance, bybit, okx, kraken, kucoin)
• --symbol — trading pair (e.g., BTCUSDT, ETHUSDT)

📊 Example Output

The console prints OrderBookL1 objects:

OrderBookL1 {
    exchange: "bybit",
    symbol: "ETHUSDT",
    bid: 2498.57,
    bid_volume: 0.38006,
    ask: 2498.58,
    ask_volume: 7.90089,
    timestamp: SystemTime { tv_sec: 1749926167, tv_nsec: 147185000 }
}

🗂️ Project Structure

soqa-sdk/
├── src/
│   ├── exchanges/
│   │   ├── binance.rs
│   │   ├── bybit.rs
│   │   ├── okx.rs
│   │   ├── kraken.rs
│   │   ├── kucoin.rs
│   │   └── mod.rs
│   ├── models.rs
│   ├── error.rs
│   └── main.rs
├── Cargo.toml
└── README.md

🛠️ How It Works

• Each exchange has a dedicated client that connects to its WebSocket API.
• After connecting, a subscription message is sent for the selected trading pair.
• Incoming messages are parsed, and L1 orderbook data (bid/ask) is extracted and passed to a callback.
• For KuCoin and some other exchanges, a REST API token is required before connecting to WebSocket.

💡 Example Usage in Code

let client = KuCoinClient::new(config);
client.subscribe_l1(|orderbook| {
    println!("{:?}", orderbook);
}).await?;

🏁 Example Commands for Each Exchange

• Binance

  cargo run --release -- start --exchange binance --symbol BTCUSDT

• Bybit

  cargo run --release -- start --exchange bybit --symbol ETHUSDT

• OKX

  cargo run --release -- start --exchange okx --symbol BTC-USDT

• Kraken

  cargo run --release -- start --exchange kraken --symbol XBT/USD

• KuCoin

  cargo run --release -- start --exchange kucoin --symbol ETHUSDT

🤔 FAQ

Q: Why am I not receiving data from KuCoin?

• Check the symbol format (e.g., ETH-USDT).
• Make sure you are subscribing to the correct topic (/market/ticker:SYMBOL).
• Check logs — sometimes the exchange does not send data if there is no activity.

Q: How do I add my own exchange?

• Implement a client structure and subscription method similar to the existing ones.
• Register the new module in mod.rs and add handling in the main match statement.

Q: What data can I get?

• Only L1 orderbook (bid/ask) for the selected trading pair.

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Contact & Support:
Issues and suggestions — via GitHub Issues
Pull Requests are welcome!
LinkedIn: SOQA