fin-stream

Real-time market data streaming primitives — 100K+ ticks/second ingestion pipeline built on Tokio.

What's inside

SPSC ring buffer — lock-free single-producer/single-consumer queue for zero-allocation tick ingestion
OHLCV aggregation pipeline — streaming bar construction at any timeframe from raw tick data
Coordinate normalization — rolling-window min-max normalization for ML feature pipelines
Spacetime transforms — special-relativistic Lorentz transforms applied to financial time series
Stream engine — composable pipeline stages: ingest → normalize → transform → emit

Performance

Designed for sub-microsecond hot-path latency. The SPSC ring buffer sustains 100K+ ticks/second with no heap allocation on the fast path.

Quick start

use fin_stream::{SPSCRing, StreamEngine, OHLCVTick};

let mut ring: SPSCRing<OHLCVTick, 1024> = SPSCRing::new();
ring.push_copy(tick)?;
let out = ring.pop().unwrap();

Add to your project

[dependencies]

fin-stream = { git = "https://github.com/Mattbusel/fin-stream" }

Or one-liner:

cargo add --git https://github.com/Mattbusel/fin-stream

Test coverage

cargo test

cargo bench