OpenBook : Real-Time Crypto Order Book GUI

A high-performance, Rust desktop app for visualizing Binance Futures market microstructure in real time. It streams live depth + trade data, renders a Bookmap-style depth heatmap, and includes dockable analytics panes for order flow and execution impact.

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Features

• Real-time Binance Futures streaming via WebSocket (@depth@100ms, @aggTrade)
• Order book sync engine with REST snapshot + contiguous diff-depth update handling
• Bookmap-style depth heatmap with event-driven history replay (checkpoint + delta model)
• Live trade tape with side coloring, min-notional filter, and adjustable row cap
• Market impact estimator for configurable notional and buy/sell side
• Fill:Kill analytics pane with event chart, cumulative chart, ratio states, and overfill highlighting
• Dockable multi-pane workspace (Heatmap, Order Book, Market Impact, Fill:Kill, Trades Tape)
• Layout profiles with save/load/save-as/rename/delete and automatic migration from legacy layout formats
• Symbol picker with searchable USDT perpetual catalog + live 24h mini-ticker data
• Adaptive rendering cadence (higher FPS during interaction, lower FPS when idle)
• Performance overlay for frame timing and heatmap rebuild metrics

Getting Started

Prerequisites

• Rust (stable toolchain)
• Desktop environment capable of running native eframe windows (macOS/Linux/Windows)

Build & Run

# Clone the repo
git clone https://github.com/<your-username>/cli_ob.git
cd cli_ob

# Build (release mode recommended)
cargo build --release

# Run
cargo run --release

Dev Commands

# Compile check
cargo check

# Lint (warnings denied)
cargo clippy -- -D warnings

# Format
cargo fmt

# Tests
cargo test

On startup, the app auto-connects to btcusdt and opens the default workspace layout.

Controls

Area	Interaction
Header	Enter symbol in picker, then Connect
Symbol picker	ArrowUp / ArrowDown navigate, Enter select/connect, Esc close
Layout menu	Toggle pane visibility, save/load layout profiles, reset layout
Heatmap	Mouse wheel zoom (price/time), drag pan, double-click reset view
Trades tape	Configure row cap and minimum notional filter
Market impact	Edit notional and switch Buy/Sell side

Architecture

src/
├── main.rs       # Entry point + WS orchestration + snapshot sync + reconnect logic
├── models.rs     # Core data models (OrderBook, trade/depth history, shared state, WS/REST types)
├── ui.rs         # egui/eframe UI, pane rendering, heatmap image build, snapshot cloning
├── micro.rs      # Fill:Kill burst logic, rolling KPIs, cumulative series math
└── workspace.rs  # Dock layout tree, pane definitions, profile persistence + migration

Data Flow

Binance WS/REST ──► background tokio runtime (std::thread)
                       │
                       ├─ depth updates ─► order book apply + depth event history
                       ├─ agg trades   ─► trade history + micro metrics (Fill:Kill)
                       └─ miniTicker   ─► symbol picker live catalog rows

UI thread (egui) ──► clone_snapshot() ──► pane rendering + heatmap texture updates

1. Connection task (spawn_ws_task) connects to Binance depth/trade streams.
2. Snapshot sync fetches REST depth snapshot, bridges buffered WS diffs, then enforces contiguous updates.
3. State updates mutate SharedState (OrderBook, EventDepthHistory, TradeHistory, MicroMetrics) behind Arc<Mutex<_>>.
4. UI frame loop clones immutable snapshot data and renders panes; heatmap texture rebuilds only when render inputs change.

Dependencies

Crate	Purpose
eframe / egui	Native GUI framework and rendering
egui_tiles	Dockable pane layout/workspace management
tokio	Async runtime for WS/HTTP background tasks
tokio-tungstenite	WebSocket connectivity
reqwest	Binance REST API calls (snapshot, exchange info, time, ticker snapshot)
serde / serde_json	JSON deserialization
ordered-float	Ordered f64 keys for BTreeMap price levels
futures-util	Stream utilities
dhat (optional feature)	Heap profiling support

Known Issues

• Advanced zoom/pan ergonomics can still be improved for dense books.
• Hover detail and visual ergonomics are still being iterated.
• Memory bloat issues still persist,on active markets memory usage climbs to ~600MB on my device
• Depth updated sometimes lag when a burst order appears,which I really cant help with cause trades data is realtime,while depth data has a 100ms update interval

License

This project is licensed under the MIT License.