Multi-Symbol Streaming

Track multiple trading pairs simultaneously

Overview

Havklo efficiently handles multiple symbols over a single WebSocket connection. Each symbol maintains independent orderbook state.

Basic Setup

use kraken_sdk::prelude::*;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let symbols = vec![
        "BTC/USD".into(),
        "ETH/USD".into(),
        "SOL/USD".into(),
        "XRP/USD".into(),
        "ADA/USD".into(),
    ];

    let client = KrakenClient::builder(symbols)
        .with_depth(Depth::D10)
        .with_book(true)
        .connect()
        .await?;

    // Query any symbol
    for symbol in ["BTC/USD", "ETH/USD", "SOL/USD"] {
        if let Some(spread) = client.spread(symbol) {
            println!("{}: {}", symbol, spread);
        }
    }

    Ok(())
}

Event Processing

use std::collections::HashMap;

let mut events = client.events();
let mut prices: HashMap<String, Decimal> = HashMap::new();

while let Some(event) = events.recv().await {
    if let Event::Market(MarketEvent::OrderbookUpdate { symbol, snapshot }) = event {
        if let Some(mid) = snapshot.mid_price() {
            // Track price changes
            if let Some(&last) = prices.get(&symbol) {
                let change = ((mid - last) / last * dec!(100)).abs();
                if change > dec!(0.1) {
                    println!("{}: {} ({:+.3}%)", symbol, mid, change);
                }
            }
            prices.insert(symbol, mid);
        }
    }
}

Concurrent Queries

The SDK uses lock-free data structures. Query multiple symbols from different threads:

use std::sync::Arc;

let client = Arc::new(client);

// Spawn monitoring tasks for each symbol
for symbol in ["BTC/USD", "ETH/USD", "SOL/USD"] {
    let client = client.clone();
    let symbol = symbol.to_string();

    tokio::spawn(async move {
        loop {
            if let Some(spread) = client.spread(&symbol) {
                println!("{}: spread = {}", symbol, spread);
            }
            tokio::time::sleep(Duration::from_secs(1)).await;
        }
    });
}

Dashboard Example

use kraken_sdk::prelude::*;
use std::collections::HashMap;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let symbols = vec![
        "BTC/USD".into(),
        "ETH/USD".into(),
        "SOL/USD".into(),
    ];

    let client = KrakenClient::builder(symbols.clone())
        .with_depth(Depth::D10)
        .with_book(true)
        .connect()
        .await?;

    loop {
        // Clear screen
        print!("\x1B[2J\x1B[H");

        println!("=== Market Dashboard ===\n");
        println!("{:<10} {:>12} {:>12} {:>10}", "Symbol", "Bid", "Ask", "Spread");
        println!("{}", "-".repeat(46));

        for symbol in &symbols {
            let bid = client.best_bid(symbol).map(|d| format!("{:.2}", d)).unwrap_or("-".into());
            let ask = client.best_ask(symbol).map(|d| format!("{:.2}", d)).unwrap_or("-".into());
            let spread = client.spread(symbol).map(|d| format!("{:.4}", d)).unwrap_or("-".into());

            println!("{:<10} {:>12} {:>12} {:>10}", symbol, bid, ask, spread);
        }

        tokio::time::sleep(Duration::from_millis(500)).await;
    }
}

Tips

Single Connection

All symbols share one WebSocket. No need for multiple connections.

Independent State

Each symbol has its own orderbook. Updates don’t affect other symbols.

Lock-Free Reads

Query any symbol from any thread without blocking.

Automatic Routing

The SDK routes messages to the correct orderbook by symbol.