Merge pull request #129 from nkaz001/ipc

feat: add LiveBot2 using Iceoryx2 IPC for unified connectors.

.readthedocs.yml

@@ -12,8 +12,8 @@ build:
     python: "3.10"
 #    rust: "1.80.1"
   commands:
-    - asdf install rust 1.80.1
-    - asdf global rust 1.80.1
+    - asdf install rust 1.81.0
+    - asdf global rust 1.81.0
     - cp examples/*.ipynb docs/tutorials
     - python -mvirtualenv $READTHEDOCS_VIRTUALENV_PATH
     - python -m pip install --upgrade --no-cache-dir pip setuptools

Cargo.toml

@@ -5,7 +5,7 @@ members = [
   "hftbacktest-derive",
   "py-hftbacktest",
   "collector"
-]
+, "connector"]
 
 [profile.dev]
 opt-level = 0

README.rst

@@ -241,6 +241,6 @@ Please see the `roadmap <https://github.com/nkaz001/hftbacktest/blob/master/ROAD
     :target: https://github.com/nkaz001/hftbacktest
     :alt: Github
 
-.. |rustc| image:: https://shields.io/badge/rustc-1.80.1-blue
+.. |rustc| image:: https://shields.io/badge/rustc-1.81.0-blue
     :alt: Rust Version
     :target: https://www.rust-lang.org/

collector/Cargo.toml

@@ -11,7 +11,7 @@ serde = { version = "1.0.196", features = ["derive"] }
 tokio = { version = "1.35.1", features = ["full"] }
 serde_json = "1.0.113"
 futures-util = "0.3.30"
-tokio-tungstenite = { version = "0.23.1", features = ["native-tls"] }
+tokio-tungstenite = { version = "0.24.0", features = ["native-tls"] }
 tracing = "0.1.40"
 tracing-subscriber = { version = "0.3.18", features = [] }
 anyhow = "1.0.79"

connector/Cargo.toml

@@ -0,0 +1,32 @@
+[package]
+name = "connector"
+version = "0.1.0"
+edition = "2021"
+
+[features]
+default = ["binancefutures", "bybit"]
+binancefutures = []
+bybit = []
+
+[dependencies]
+hftbacktest = { path = "../hftbacktest", version = "0.4.0" }
+tracing = "0.1.40"
+anyhow = "1.0.79"
+thiserror = "1.0.57"
+bincode = "2.0.0-rc.3"
+chrono = { version = "0.4.33" }
+serde = { version = "1.0.196", features = ["derive"] }
+serde_json = { version = "1.0.113" }
+tokio = { version = "1.35.1", features = ["full"] }
+tokio-tungstenite = { version = "0.24.0", features = ["rustls-tls-native-roots"] }
+reqwest = { version = "0.12.3", default-features = false, features = ["json", "rustls-tls-native-roots"] }
+futures-util = { version = "0.3.30" }
+sha2 = { version = "0.11.0-pre.3" }
+hmac = { version = "0.13.0-pre.3" }
+rand = { version = "0.8.5" }
+uuid = { version = "1.8.0", features = ["v4"] }
+iceoryx2 = { version = "0.4.1", features = ["logger_tracing"] }
+toml = "0.8.19"
+tracing-subscriber = "0.3.18"
+clap = { version = "4.5.15", features = ["derive"] }
+

connector/examples/binancefutures.toml

@@ -0,0 +1,14 @@
+# Testnet: wss://fstream.binancefuture.com/ws
+# Mainnet: wss://fstream.binance.com/ws
+# Private: wss://fstream-auth.binance.com/ws
+# Low-Latency Market Maker: wss://fstream-mm.binance.com
+stream_url = "wss://fstream.binancefuture.com/ws"
+
+# Testnet: https://testnet.binancefuture.com
+# Mainnet: https://fapi.binance.com
+# Low-Latency Market Maker: https://fapi-mm.binance.com
+api_url = "https://testnet.binancefuture.com"
+
+order_prefix = "test"
+api_key = ""
+secret = ""

connector/examples/bybit.toml

@@ -0,0 +1,24 @@
+# Mainnet:
+#  - Linear: wss://stream.bybit.com/v5/public/linear
+# Testnet:
+#  - Linear: wss://stream-testnet.bybit.com/v5/public/linear
+public_url = "wss://stream-testnet.bybit.com/v5/public/linear"
+
+# Mainnet: wss://stream.bybit.com/v5/private
+# Testnet: wss://stream-testnet.bybit.com/v5/private
+private_url = "wss://stream-testnet.bybit.com/v5/private"
+
+# Mainnet: wss://stream.bybit.com/v5/trade
+# Testnet: wss://stream-testnet.bybit.com/v5/trade
+trade_url = "wss://stream-testnet.bybit.com/v5/trade"
+
+# Mainnet: https://api.bybit.com
+# Testnet: https://api-testnet.bybit.com
+rest_url = "https://api-testnet.bybit.com"
+
+# Linear
+category = "linear"
+
+order_prefix = ""
+api_key = ""
+secret = ""