fmp-rs 0.1.1

Production-grade Rust client for Financial Modeling Prep API with intelligent caching, rate limiting, and comprehensive endpoint coverage
Documentation 
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
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184

//! Models for technical indicators endpoints

use serde::{Deserialize, Serialize};

/// Technical indicator data point
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct TechnicalIndicator {
    /// Date
    pub date: String,
    /// Indicator value
    #[serde(flatten)]
    pub values: std::collections::HashMap<String, f64>,
}

/// Simple Moving Average (SMA) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct SmaData {
    /// Date
    pub date: String,
    /// SMA value
    pub sma: Option<f64>,
}

/// Exponential Moving Average (EMA) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct EmaData {
    /// Date
    pub date: String,
    /// EMA value
    pub ema: Option<f64>,
}

/// Weighted Moving Average (WMA) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct WmaData {
    /// Date
    pub date: String,
    /// WMA value
    pub wma: Option<f64>,
}

/// Double Exponential Moving Average (DEMA) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct DemaData {
    /// Date
    pub date: String,
    /// DEMA value
    pub dema: Option<f64>,
}

/// Triple Exponential Moving Average (TEMA) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct TemaData {
    /// Date
    pub date: String,
    /// TEMA value
    pub tema: Option<f64>,
}

/// Relative Strength Index (RSI) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct RsiData {
    /// Date
    pub date: String,
    /// RSI value (0-100)
    pub rsi: Option<f64>,
}

/// Average Directional Index (ADX) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct AdxData {
    /// Date
    pub date: String,
    /// ADX value
    pub adx: Option<f64>,
}

/// Standardized data structure for technical indicators
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct StandardizedIndicator {
    /// Date
    pub date: String,
    /// Open price
    pub open: Option<f64>,
    /// High price
    pub high: Option<f64>,
    /// Low price
    pub low: Option<f64>,
    /// Close price
    pub close: Option<f64>,
    /// Volume
    pub volume: Option<f64>,
}

/// Williams %R indicator data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct WilliamsRData {
    /// Date
    pub date: String,
    /// Williams %R value (-100 to 0)
    pub williams_r: Option<f64>,
}

/// Commodity Channel Index (CCI) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct CciData {
    /// Date
    pub date: String,
    /// CCI value
    pub cci: Option<f64>,
}

/// MACD (Moving Average Convergence Divergence) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct MacdData {
    /// Date
    pub date: String,
    /// MACD line
    pub macd: Option<f64>,
    /// Signal line
    pub signal: Option<f64>,
    /// Histogram
    pub histogram: Option<f64>,
}

/// Stochastic Oscillator data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct StochasticData {
    /// Date
    pub date: String,
    /// %K value
    pub slow_k: Option<f64>,
    /// %D value
    pub slow_d: Option<f64>,
}

/// Bollinger Bands data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct BollingerBandsData {
    /// Date
    pub date: String,
    /// Upper band
    pub upper_band: Option<f64>,
    /// Middle band (SMA)
    pub middle_band: Option<f64>,
    /// Lower band
    pub lower_band: Option<f64>,
}

/// Average True Range (ATR) data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct AtrData {
    /// Date
    pub date: String,
    /// ATR value
    pub atr: Option<f64>,
}

/// Aroon Indicator data
#[derive(Debug, Clone, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct AroonData {
    /// Date
    pub date: String,
    /// Aroon Up
    pub aroon_up: Option<f64>,
    /// Aroon Down
    pub aroon_down: Option<f64>,
}