MarketClient

A simple universal client for various brokers and data providers. Currently includes (to various degrees):

• CoinbasePro
• Binance
• Binance US
• FTX
• FTX US
• Polygon
• Oanda

The project is work-in-progress. Contributors guide is forthcoming.

Features are being added on an as-needed basis. You are encouraged to use this module in your projects and submit merge requests for any features you'd like to add or modify. Elixir makes it very easy to use a local directory as a dependency, so clone this project and then add the following to your mix.exs dependencies.

{:market_client, path: "/your/local/path/to/this/project"}

How To Supervise

MarketClient will run as many WebSocket and/or HTTP clients as needed to satisfy the requested resource. You'll need to add the MarketClient.Registry and MarketClient.DynamicSupervisor to your supervision tree. A minimal example would be:

defmodule Foo.Application do
  use Application

  @impl true
  def start(_type, _args) do
    [
      {Registry, keys: :unique, name: MarketClient.Registry},
      MarketClient.DynamicSupervisor
    ]
    |> Supervisor.start_link(strategy: :one_for_one, name: Foo.Supervisor)
  end
end

Example Usage

# The following snippets work if you have supervision setup. Please visit the
# included demo project to see a working example.

alias MarketClient, as: MC

MC.new(:coinbase_pro, {:crypto, :quotes, {"eth", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new(:ftx, {:crypto, :quotes, {"eth", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new(:binance, {:crypto, :quotes, {"eth", "usdt"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new(:binance_us, {:crypto, :ohlc_1minute, {"eth", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new({:polygon, [key: "X"]}, {:stock, :quotes, "msft"})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new({:polygon, [key: "X"]}, {:forex, :quotes, {"gbp", "aud"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

MC.new({:polygon, [key: "X"]}, {:crypto, :quotes, {"btc", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

{:oanda, [key: "X", account_id: "X"]}
|> MC.new({:forex, {:quotes, start: "", end: ""}, {"eur", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()

{:oanda, [key: "X", account_id: "X"]}
|> MC.new({:forex, :ohlc_1minute, {"eur", "usd"}})
|> MC.stream()
|> Stream.each(&IO.puts/1)
|> Stream.run()