atelier_data 0.0.13

Data connectors with lightweighted connectivity and integrations for the atelier-rs engine
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68

# atelier-data

# Overview

Foundational Data Types and I/O integrations for the atelier-rs project.

Core data types are: 

OffChain activity
- OrderBook
- PublicTrades
- Liquidations (When available)
- FundingRates (When available)
- OpenInterests (When available)

OnChain activity
- Swaps
- LendingRates

## Orderbook data

- Snapshots and Deltas
- Metrics

## Sources

| Source        | Kind    | Type    | API     | Data          | Implemented   | Tests   |
| ------------- | ------- | ------- | ------- | ------------- | ------------- | ------- |
|               |         |         |         | Order Books   |   YES         |   N/A   |
|               |         |         |         | Public Trades |   YES         |   N/A   |
|  Bybit        | Markets | CEX     | WSS     | Liquidations  |   YES         |   N/A   |
|               |         |         |         | Funding Rates |   YES         |   N/A   |
|               |         |         |         | Open Interest |   YES         |   N/A   |
|---------------|---------|---------|---------|---------------|---------------|---------|
|               |         |         |         | Order Books   |   N/A         |   N/A   |
|               |         |         |         | Public Trades |   N/A         |   N/A   |
| Coinbase      | Markets | CEX     | WSS     | Liquidations  |   N/A         |   N/A   |
|               |         |         |         | Funding Rates |   N/A         |   N/A   |
|               |         |         |         | Open Interest |   N/A         |   N/A   |
|---------------|---------|---------|---------|---------------|---------------|---------|
|               |         |         |         | Order Books   |   N/A         |   N/A   |
|               |         |         |         | Public Trades |   N/A         |   N/A   |
| Kraken        | Markets | CEX     | WSS     | Liquidations  |   N/A         |   N/A   |
|               |         |         |         | Funding Rates |   N/A         |   N/A   |
|               |         |         |         | Open Interest |   N/A         |   N/A   |


<br>

---

**`atelier-data`** is a member of the [atelier-rs](https://github.com/iteralabs/atelier-rs) workspace, which has other published crates:

- [atelier-engine](https://crates.io/crates/atelier-engine): 
- [atelier-quant](https://crates.io/crates/atelier-quant): 
- [atelier-retro](https://crates.io/crates/atelier-retro):
- [atelier-rs](https://crates.io/crates/atelier-rs):

there are Github hosted artifacts:

- [benches](https://github.com/IteraLabs/atelier-rs/tree/main/benches):
- [datasets](https://github.com/IteraLabs/atelier-rs/tree/main/datasets):

and consider this for the Development cycle:

- [examples](https://github.com/IteraLabs/atelier-rs/tree/main/examples):
- [tests](https://github.com/IteraLabs/atelier-rs/tree/main/tests):