Exchange Observer is a utility to track prices on various crypto exchanges in a incredibly fast multithreaded way.
exch_observer is suitable to be used in various trading bots (because of low
latency) and data-tracking (because of high throughput) applications. It can be
used as a library as well as using local (or remote) server through RPC client.
The exch_observer design allows to subscribe to high amount of trading pairs
at once (>1300 on Binance and all pairs on Kraken and Huobi), getting
updates using (where exists) WebSocket APIs.
Trading bots is where exch_observer stands out, it can be used both as a
separate server (to avoid initializing WS connections every time on startup) or
within the bot (to reduce latency to minimum).
To create server you would first compile the CLI:
$ cargo run build
After that you would need to prepare configurations in your ~/.exch_observer.
Scripts from debug repo might be used
for that.
Next, launch the observer:
$ RUST_LOG=$LOG_VERBOSITY ./target/exch_cli launch
To test it, either use the CLI:
$ exch_cli fetch-symbol --base eth --quote usdt --network huobi
Or run use CLI from exch_observer's debug repo.
exch_observer is still in active development, so ABIs and APIs is still a concept of
change. But contributing implementations of observers as well as proposals for
handling DEXs are greatly appreciated.