cryptofeed-rs

Rust-native, library-first market-data ingestion for multiple cryptocurrency exchanges, with an optional marketfeed daemon.

cryptofeed-rs normalizes public trades, quotes, order books, candles, statistics, and derivatives reference data into exact fixed-point domain events. Venue adapters are pure session state machines; networking, reconnects, bounded dispatch, recording, replay, health, and metrics are separate layers.

This is an independent RSI Tech implementation. It is not affiliated with or endorsed by any similarly named project.

Warning

This project is an alpha prerelease. Interfaces may change, venue behavior is not yet backed by scheduled credentialed canaries, and the project is not approved for unattended production use or trading.

Maintained by RSI Tech. Public and confidential project contact: info@rsitech.ai.

Capabilities

• Public market-data adapters for Binance, OKX, Bybit, Kraken, Deribit, Bitstamp, Gemini, Coinbase, and Bitfinex across supported spot and derivatives segments.
• Exact fixed-point price and quantity representation.
• Pure, bounded market-profile and order-flow analytics for session profiles, candle delta, cumulative delta, and three-tier bubbles; see crates/analytics/README.md.
• Sequence-aware L2 order books with fail-closed validation and resynchronization.
• Bounded queues with explicit overflow policies and observable drop counters.
• Reconnect supervision with graceful cancellation and bounded shutdown.
• Raw MFR1 recording, deterministic adapter-level replay, normalized JSONL, and binary protobuf-compatible output.
• Optional file and UDP sinks plus experimental minimal Kafka and NATS TCP sinks; see crates/sinks/README.md for the current limits.
• Protobuf-compatible MFPE-PB1 output uses a hand-maintained encoder; the .proto schema is not compiled and has no generated-stub or breaking-change CI gate yet.
• Daemon health endpoints (/live, /ready) and Prometheus-format /metrics.
• Optional loopback view API + SPA (--features ui): see docs/ops/ui.md. Run the live panel with ./scripts/run_live_ui.sh. Grafana/Prometheus ops: docs/ops/grafana/README.md.

Adapter coverage and operational gaps are recorded in docs/plan/maturity_matrix.md and docs/plan/venue_channel_audit.md.

Install

Download the alpha daemon

The v0.1.0-alpha.1 release provides a locally built and tested Apple Silicon macOS archive:

• Release page
• Direct archive download
• CycloneDX SBOM
• Checksums

Verify and run:

shasum -a 256 -c SHA256SUMS  # archive and SBOM must both be present
tar -xzf marketfeed-v0.1.0-alpha.1-aarch64-apple-darwin.tar.gz
./marketfeed-v0.1.0-alpha.1-aarch64-apple-darwin/marketfeed version
./marketfeed-v0.1.0-alpha.1-aarch64-apple-darwin/marketfeed --help

The published binary is ad hoc linker-signed, not Developer ID signed, and not notarized. macOS may require an explicit local security decision before first launch. Build from source if that is unsuitable for your environment.

Build from source

The workspace MSRV is Rust 1.85; the pinned development toolchain is in rust-toolchain.toml.

git clone https://github.com/rsitech-ai/cryptofeed-rs.git
cd cryptofeed-rs
cargo build --release -p marketfeed-daemon
./target/release/marketfeed version

Quick start

Validate and run the offline synthetic configuration:

cargo run -p marketfeed-daemon -- validate --config crates/daemon/config.offline.toml
cargo run -p marketfeed-daemon -- run --config crates/daemon/config.offline.toml

In another terminal:

curl --fail http://127.0.0.1:19108/live
curl --fail http://127.0.0.1:19108/ready
curl --fail http://127.0.0.1:19108/metrics

For live public sessions, start from crates/daemon/config.example.toml and enable only the venues and channels you need. Exchange APIs are unreliable; operators must monitor reconnects, book validity, drops, rate limits, and sink health.

Live market panel (SPA + multi-venue public feeds):

./scripts/run_live_ui.sh
# → http://127.0.0.1:19109/?asset=BTC&mode=lines&dock=1

See docs/ops/ui.md for flags, config, and manual commands.

Private feeds use environment variables only. Never place credentials in TOML, logs, recordings, issues, or test fixtures. The private-account module does not place orders.

Workspace map

Area	Purpose
crates/model, book, dispatch	Exact domain types, L2 state, bounded delivery
crates/analytics	Pure, bounded profile and order-flow aggregation
crates/adapter-api, adapters/*	Network-free adapter contracts and venue protocols
crates/transport, engine	Rustls transport, supervision, reconnects, lifecycle
crates/recording, replay	Versioned capture and deterministic replay
crates/sinks	Memory, logging, file, UDP, Kafka, and NATS delivery
crates/daemon	CLI, configuration, health, metrics, and orchestration
crates/facade, ffi	Embedding surface and minimal C ABI

Validation

Run the release-quality local gate:

cargo fmt --all -- --check
cargo clippy --workspace --all-targets --all-features -- -D warnings
cargo test --workspace --all-targets --all-features
RUSTDOCFLAGS="-D warnings" cargo doc --workspace --all-features --no-deps
cargo deny check
./scripts/check-oss-readiness.sh

Live tests perform real network I/O and are ignored by default. See CONTRIBUTING.md, the canary checklist, and the soak runbook before running them.

The latest checked-in evidence is a 15-minute laptop run across every usable public venue-segment: 22 concurrent WebSocket sessions, 1,187,432 frames, 1,260,589 normalized events, zero parse failures, zero sequence gaps, zero drops, and clean shutdown. This is short-run evidence, not a stability or production-readiness claim. See docs/ops/soak_results.md.

Project policy

• Contributing
• Governance
• Support
• Security
• Code of Conduct
• Release process
• Changelog

License

Copyright 2026 Rafal Sikora.

Licensed under the Apache License, Version 2.0. See NOTICE for attribution. Unless explicitly stated otherwise, contributions submitted to this repository are licensed under the same terms.