Module market_data 

Market Data Guide

This guide covers how to fetch market data from the O2 Exchange using the Rust SDK.

See also: WebSocket Streams for real-time streaming, O2Client API reference.

Listing Markets

let markets = client.get_markets().await?;
for market in &markets {
    println!(
        "{}/{}: base={} ({} decimals)",
        market.base.symbol, market.quote.symbol,
        market.base.symbol, market.base.decimals,
    );
}

// Get a specific market
let market = client.get_market("fFUEL/fUSDC").await?;
println!("Min order: {}", market.min_order);
println!("Maker fee: {}", market.maker_fee);

The market pair lookup is case-sensitive and supports the f-prefix convention used on testnet (e.g., "fFUEL/fUSDC"). You can also look up by hex market ID using O2Client::get_market_by_id.

Order Book Depth

Fetch a snapshot of the order book:

let depth = client.get_depth("fFUEL/fUSDC", 1, None).await?;

if let Some(best_bid) = depth.bids.first() {
    println!("Best bid: {} x {}", best_bid.price, best_bid.quantity);
}
if let Some(best_ask) = depth.asks.first() {
    println!("Best ask: {} x {}", best_ask.price, best_ask.quantity);
}

// Iterate price levels
for level in depth.bids.iter().take(5) {
    println!("  BID {} x {}", level.price, level.quantity);
}
for level in depth.asks.iter().take(5) {
    println!("  ASK {} x {}", level.price, level.quantity);
}

The precision parameter controls price aggregation — lower values produce fewer, wider price levels.

Recent Trades

let trades_resp = client.get_trades("fFUEL/fUSDC", 20).await?;
for trade in &trades_resp.trades {
    println!(
        "{:?} {} @ {} (id={})",
        trade.side,
        trade.quantity,
        trade.price,
        trade.trade_id,
    );
}

OHLCV Candles

use std::time::{SystemTime, UNIX_EPOCH};

let now_ms = SystemTime::now().duration_since(UNIX_EPOCH).unwrap().as_millis() as u64;
let bars = client.get_bars("fFUEL/fUSDC", "1h", now_ms - 86_400_000, now_ms).await?;

for bar in &bars {
    println!(
        "{}: O={} H={} L={} C={} BuyVol={} SellVol={}",
        bar.timestamp,
        bar.open,
        bar.high,
        bar.low,
        bar.close,
        bar.buy_volume,
        bar.sell_volume,
    );
}

Supported resolutions: "1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w".

Ticker Data

let ticker = client.get_ticker("fFUEL/fUSDC").await?;
if let Some(last) = ticker.last {
    println!("Last: {}", last);
}
println!("Bid: {:?} / Ask: {:?}", ticker.bid, ticker.ask);

Price Conversion

Market data is returned in on-chain integer format. Use the Market helper methods to convert to/from human-readable values:

let market = client.get_market("fFUEL/fUSDC").await?;
let depth = client.get_depth("fFUEL/fUSDC", 1, None).await?;

if let Some(best_ask) = depth.asks.first() {
    let human_price = market.format_price(best_ask.price);
    println!("Best ask: {}", human_price);
}

// Human-readable → chain integer
let chain_price = market.scale_price(&"0.02".parse()?);
let chain_qty = market.scale_quantity(&"100".parse()?);

Balances

let balances = client.get_balances(&session.trade_account_id).await?;
for (symbol, bal) in &balances {
    println!("{}:", symbol);
    println!("  Trading account: {}", bal.trading_account_balance);
    println!("  Locked in orders: {}", bal.total_locked);
    println!("  Unlocked: {}", bal.total_unlocked);
}

Low-Level API Access

For advanced use cases, you can access the underlying O2Api directly through the api field:

// Aggregated assets
let assets = client.api.get_aggregated_assets().await?;

// Aggregated order book
let book = client.api.get_aggregated_orderbook("fFUEL_fUSDC").await?;

// Market summaries
let summaries = client.api.get_aggregated_summary().await?;

// All tickers
let tickers = client.api.get_aggregated_ticker().await?;