#market-data #data #trading #crypto

bin+lib haggl

Ingest and visualise market data feeds

1 unstable release

0.1.0 Oct 3, 2023

#26 in #market-data

MIT license

130KB
524 lines

haggl: visualise market data streams

Quickstart

To dump BTC spot trade data from Binance to the console run

cargo run -- inspect btc  # or eth, sol, xrp

Or, to display the trades in a gui, run

cargo run --release -- gui btc  # or eth, sol, xrp

Version 0.1.0

Red dots are seller initated trades, green are buyer initiated. If you want to know the size... that's a damn shame - version 0.1.0 is dead simple.

What's next?

The next milestone is to display timeseries and market depth data for a single pair (out of a few options) across multiple venues, along with some diagnostic information about the exchange connections and summary statistics about the data.

Something like this:

Version 0.2.0

Beyond that there are many interesting directions to extend but I don't want to make any specific promises.

Key dependencies

haggl uses actix to manage the data flow from exchanges into the app, and egui for presentation.

Dependencies

~21–39MB
~728K SLoC