bian-rs

币安API Rust async SDK

完成情况

接口	现货	U本位合约	币本位合约	欧式期权
http	🚧 开发中	🆗	🚧 开发中	未开始
websocket	🚧 开发中	🆗	🚧 开发中	未开始

使用

在 Cargo.toml 中添加依赖

[dependencies]
tokio = { version = "1", features = ["full"] }
bian-rs = { git = "https://github.com/PrivateRookie/bian-rs.git", branch = "main" }

在国内使用需要设置代理，bian-rs 通过 HTTP_PROXY 和 HTTPS_PROXY 环境变量自动设置代理。

http 接口

use bian_rs::client::UFuturesHttpClient;
use std::env;

#[tokio::main]
async fn main() {
    let api_key = "your api key";
    let secret_key = "your secret key";
    // 默认 endpoint
    let client = UFuturesHttpClient::default_endpoint(api_key.to_string(), secret_key.to_string());
    // 测试是否连通
    client.ping().await.unwrap();
}

websocket 接口

fn init_client() -> UFuturesWSClient {
    dotenv::dotenv().unwrap();
    let proxy = env::var("WS_PROXY").expect("cant not find WS_PROXY env variable");
    let proxy = Some(proxy.to_socket_addrs().unwrap().next().unwrap());
    UFuturesWSClient::default_endpoint(proxy, base_url)
}

#[test]
fn test_ws_kline() {
    let client = init_client();
    let mut stream = client
        .kline("btcusdt".to_string(), enums::Interval::Min1)
        .unwrap();
    for _ in 0..5 {
        dbg!(stream.read_stream_single().unwrap());
    }
}

贡献代码

因为币安 API 接口众多，若是 bian-rs 还没有实现, 可能需要自己实现。不过好在bian-rs 使用过程宏 bian-proc::api 辅助生成 API 请求函数，你只需要定义API 请求类型，返回数据类型，接着共通过 #[api( url)] 即可。

如获取账户余额。

首先在 src/params.rs 定义请求参数类型

use serde::Serialize;

#[derive(Debug, Serialize)]
pub struct AccountBalanceV2 {
    pub recv_window: Option<i64>,
    pub timestamp: i64,
}

接着在 src/response.rs 定义返回数据类型

#[derive(Debug, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct AccountBalance {
    pub account_alias: String,
    pub asset: String,
    #[serde(deserialize_with = "string_as_f64")]
    pub balance: f64,
    #[serde(deserialize_with = "string_as_f64")]
    pub cross_wallet_balance: f64,
    #[serde(deserialize_with = "string_as_f64")]
    pub cross_un_pnl: f64,
    #[serde(deserialize_with = "string_as_f64")]
    pub available_balance: f64,
    #[serde(deserialize_with = "string_as_f64")]
    pub max_withdraw_amount: f64,
}

币安返回的数据字段名为 camelCase, 需要通过 serde(rename_all) 将其重命名为符合 Rust lint 的 snake_case。另外币安的某些数据是以字符的保存的浮点数或整数，可以通过 #[serde(deserialize_with = "string_as_f64")] 或 #[serde(deserialize_with = "string_as_usize")] 将其直接转换为 f64 或 usize。

接着在 impl UFuturesHttpClient 块中使用 api! 来实现函数。

api! 接受两个参数，http 方法和 url. http 方法除了 GET, POST, PUT, DELETE 外，对于需要签名的请求，可以在前面加上 S，如 SGET。

 BianResult> {
}
">
/// 账户余额V2
#[api(SGET "fapi/v2/balance")]
pub async fn account_balance_v2(
    &self,
    param: params::AccountBalanceV2,
) -> BianResult<Vec> {
}

接着编写测试用例，确保 url, 请求参数和返回值类型都已定义正确。

#[tokio::test]
async fn test_balance() {
    let (api_key, secret_key) = init_test();
    let client = UFuturesHttpClient::new(&api_key, &secret_key, BASE_URL);
    let now = chrono::Utc::now();
    let params = params::AccountBalanceV2 {
        timestamp: now.timestamp_millis(),
        recv_window: None,
    };
    client.account_balance_v2(params).await.unwrap();
}

TO DO

websocket 客户端
API 限速处理
更多API...

Comments

cargo添加依赖后无法fetch head，导致无法正确下载为依赖

Caused by:
  process didn't exit successfully: `git fetch --force --update-head-ok https://github.com/PrivateRookie/bian-rs.git refs/heads/master:refs/remotes/origin/master HEAD:refs/remotes/origin/HEAD` (exit code: 128)
  --- stderr
  fatal: couldn't find remote ref refs/heads/master

opened by veink-y 4

一个结构体需要更新
``SpotExchangeInfo>SpotSymbolFilter>MAX_POSITION

thread 'main' panicked at 'called `Result::unwrap()` on an `Err` value: DecodeError("missing field `max_position` at line 1 column 942330")'

可能是需要添加一个

#[serde(rename = "maxPosition")]
opened by veink-y 0