#spread #broker #forex #market-data #pair #symbols #tracking

bin+lib spread_tracker

Spread tracker for forex pairs

1 unstable release

0.1.0 Apr 8, 2024

#789 in Web programming

Apache-2.0

64KB
898 lines

Forex spread tracker

spread_tracker is a library for tracking the spread of various symbols in the forex market.

Every forex broker has a different spread for each symbol. This library is used to track the spread of various symbols in the forex market. Retrieve & scrape the spread of various symbols from different brokers.

Supported brokers

  • Vantage
  • Pepperstone
  • FusionMarkets
  • UltimaMarkets
  • Tickmill
  • Errante
  • CapitalCom
  • XmGroup
  • Headway
  • ZeroMarkets
  • AcySecurities
  • MonetaMarkets
  • BlueberryMarkets
  • EbcFinancialGroup
  • FpMarkets
  • Fbs
  • DnaMarkets
  • OqTime
  • ExclusiveMarkets
  • GoMarkets
  • FxPro
  • ActiveTrades
  • Octa
  • ForexCom
  • AccentForex
  • Fxtm
  • RoboForex
  • MultiBankGroup
  • LiteForex
  • Just2Trade
  • CmcMarkets
  • Alpari
  • Fxgt
  • Exness
  • JustMarkets
  • FxPig
  • XmTrading
  • StarTrader
  • Tmgm
  • EightCap
  • IcMarkets
  • Afterprime

Features

  • Track the spread of various symbols in the forex market.
  • Retrieve & scrape the spread of various symbols from different brokers.
  • Store the spread data in a database.
  • Cache the spread data to minimize the number of requests to the broker.

Granularity

  • Query the spread of all symbols from all listed brokers.
  • Query the spread of a specific symbol from all listed brokers.
  • Query the spread of all symbols from a specific broker.
  • Query the spread of a specific symbol from a specific broker.

Usage

Add this to your Cargo.toml:

[dependencies]
spread_tracker = "0.1.0"

How to assign the correct Broker type

use spread_tracker::config::{
    SpreadBrokerUrl,
    Brokers
};

How to get their spreads

use spread_tracker::config::SpreadBrokerUrl;
use spread_tracker::model::{
    Symbol,
    SymbolSpread
};

let config: SpreadBrokerUrl = SpreadBrokerUrl::new();

// In this example, we are tracking the spread of the symbols from the Vantage and EightCap brokers.
let brokers: Vec<Brokers> = vec![
    Brokers::Vantage,
    Brokers::EightCap,
];

// Get the spread of the symbols from the brokers
let spread: Value = SpreadTracker::get_spread(
    config,
    brokers
).await.unwrap();

println!("Spread: {:#?}", spread);

// Result:
{
 "spread": {
   "eightcap": [
     {
       "ask": 2197.92,
       "bid": 2209.92,
       "spread": 12.0,
       "symbol": "XAUUSD"
     },
     {
       "ask": 2031.57,
       "bid": 2060.8973,
       "spread": 29.3273,
       "symbol": "XAUEUR"
     },
     {
---------------- cut for brevity ----------------

Return type

The return type is a serde_json::Value object, which is a JSON object.

Structure

Object[spread]Vector[broker] -> Object[symbol, ask, bid, spread]

  • spread is the key for the spread data.
  • broker is the key for the broker name, which will differ based on the broker.
  • Notes: A Vector of objects is sometimes referred to as a list of objects. It is a collection of objects that are stored in no particular order.

Configuration

The config.yaml is used to store the broker URLs for the spread tracking, and the model.rs is used to store the data model for the spread tracking. The config.yaml file should be in the following format:

BrokerSpreadUrls:
    Vantage: "https://www.vantagefx.com/trading-info/forex-market-hours/"
    MyFxBook: "https://www.myfxbook.com/forex-broker-quotes/vantage/6052"

Where Vantage and MyFxBook are the broker names and the URLs are the URLs of the brokers for spread tracking, derived from the MyFxBook website.

Dependencies

~11–23MB
~327K SLoC