rs-algo-bot

Algorithmic trading bot system built in Rust. Connects to a broker via WebSocket and executes automated trading strategies.

Workspace

rs-algo-bot/
├── rs_algo_ws_server/   WebSocket server — bridges the bot and the broker
└── rs_algo_bot/         Trading bot — runs strategies, sends commands to the server

Architecture

[rs_algo_bot]
    │  WebSocket (commands / responses)
[rs_algo_ws_server]
    │
    └── AnyBroker (broker-agnostic, selected at runtime via BROKER env var)
          ├── Darwinex  — single WS (quotes) + REST (data, trades, positions)
          └── Xtb       — legacy dual-WS (deprecated)

The server is fully broker-agnostic. All broker protocol details (WebSocket commands, authentication, message parsing) are encapsulated inside the broker implementation in rs_algo_shared. The server interacts only via the BrokerStream trait.

Shared Library

Broker logic, data models, and WebSocket utilities live in rs_algo_shared.

Broker: Darwinex

Concern	Detail
Auth	OAuth2 password grant → Bearer token
Streaming	wss://api.darwinex.com/quotewebsocket/1.0.0
Data / Trading	REST https://api.darwinex.com
Active positions	GET /investoraccountinfo/1.0/{account_id}/productportfolio
Open trade	POST /darwintrading/1.0/{account_id}/portfolio/{darwin}
Close trade	DELETE /darwintrading/1.0/{account_id}/portfolio/{darwin}/{order_id}

Environment Variables

# Broker selection
BROKER=darwinex

# Credentials (used for OAuth token request)
BROKER_USERNAME=your_username
BROKER_PASSWORD=your_password

# Darwinex
DARWINEX_WS_URL=wss://api.darwinex.com/quotewebsocket/1.0.0
DARWINEX_API_BASE_URL=https://api.darwinex.com
DARWINEX_TOKEN_URL=https://api.darwinex.com/token
DARWINEX_ACCOUNT_ID=your_account_id

# Server
SERVER_ADDR=127.0.0.1:7070
KEEPALIVE_INTERVAL=30000

# Bot
ENV=Development
SYMBOL=EURUSD
TIME_FRAME=M1
STRATEGY_NAME=my_strategy
NUM_BARS=500
EXECUTION_MODE=bot

Running

# Server
cargo run -p rs_algo_ws_server

# Bot
cargo run -p rs_algo_bot

Tech Stack

• Rust 2024 edition
• tokio async runtime
• tokio-tungstenite 0.24 (rustls, no OpenSSL)
• reqwest 0.12 (rustls)
• mongodb for session/bot state persistence