feat: bitmex's BVOL

Author: valeratrades

Cargo.lock

@@ -0,0 +1,10 @@
+use v_exchanges::bitmex::Bitmex;
+
+#[tokio::main]
+async fn main() {
+	color_eyre::install().unwrap();
+	v_utils::utils::init_subscriber(v_utils::utils::LogDestination::xdg("v_exchanges"));
+	let bm = Bitmex::default();
+	let bvol = bm.bvol(2).await.unwrap();
+	dbg!(&bvol);
+}

examples/data.rs

@@ -36,9 +36,11 @@ derive-new.workspace = true
 v_utils = { workspace = true }
 
 v_exchanges_adapters = { version = "^0.2.1", path = "../v_exchanges_adapters/", features = ["full"] }
-chrono = "0.4.39"
+chrono = { version = "0.4.39", features = ["serde"] }
 env_logger = "0.11.5"
 
+reqwest = { version = "^0.12.12", optional = true}
+
 insta.workspace = true #dbg (for some reason is not loading in dev-dependencies rn
 eyre = "0.6.12"
 
@@ -48,13 +50,14 @@ color-eyre = "^0.6.3"
 #
 
 [features]
-default = ["binance"]
+default = ["full"]
 
-full = ["binance", "bitflyer", "bybit", "coincheck"]
+full = ["binance", "bitflyer", "bybit", "coincheck", "data"]
 binance = ["v_exchanges_adapters/binance"]
 bybit = ["v_exchanges_adapters/bybit"]
 bitflyer = ["v_exchanges_adapters/bitflyer"]
 coincheck = ["v_exchanges_adapters/coincheck"]
+data = ["dep:reqwest"]
 
 [[example]]
 name = "binance_market_futures"
@@ -67,3 +70,7 @@ path = "../examples/binance/market_spot.rs"
 [[example]]
 name = "bybit_market"
 path = "../examples/bybit/market.rs"
+
+[[example]]
+name = "data"
+path = "../examples/data.rs"

v_exchanges/Cargo.toml

@@ -0,0 +1 @@
+Does not implement `Exchange`, as mostly I couldn't care less for price movements on this exchange (for now at least), but it is here for the purposes of exposing some of its data endpoints outside of `Exchange` spec

v_exchanges/src/bitmex/README.md

@@ -0,0 +1,47 @@
+use chrono::{DateTime, Utc};
+use eyre::Result;
+use reqwest::Client;
+use serde::Deserialize;
+
+#[derive(Clone, Debug, Default)]
+pub struct Bitmex {}
+impl Bitmex {
+	pub async fn bvol(&self, limit: u32) -> Result<Vec<BvolPoint>> {
+		let client = Client::new();
+		let r = client
+			.get(format!("https://www.bitmex.com/api/v1/trade?symbol=.BVOL24H&count={limit}&reverse=true"))
+			.send()
+			.await?
+			.json::<Vec<BvolResponse>>()
+			.await?;
+		let out = r.into_iter().map(|r| r.into()).collect();
+		Ok(out)
+	}
+}
+
+#[derive(Clone, Debug, Default)]
+pub struct BvolPoint {
+	pub timestamp: DateTime<Utc>,
+	pub price: f64,
+}
+
+#[derive(Clone, Debug, Default, derive_new::new, Deserialize)]
+#[serde(rename_all = "camelCase")]
+pub struct BvolResponse {
+	pub timestamp: DateTime<Utc>,
+	pub price: f64,
+	pub symbol: String,
+	pub side: String,
+	pub size: u64,
+	pub tick_direction: String,
+	pub trd_type: String,
+}
+
+impl From<BvolResponse> for BvolPoint {
+	fn from(r: BvolResponse) -> Self {
+		Self {
+			timestamp: r.timestamp,
+			price: r.price,
+		}
+	}
+}

v_exchanges/src/bitmex/mod.rs

@@ -7,3 +7,6 @@ pub use binance::Binance;
 
 pub mod bybit;
 pub use bybit::Bybit;
+
+pub mod bitmex;
+pub use bitmex::Bitmex;