opendeviationbar-client

Client library for consuming open deviation bar data via SSE from the ODB sidecar.

Usage

use opendeviationbar_client::{OdbSseClient, OdbSseConfig, OdbSseEvent};
use futures::StreamExt;

let client = OdbSseClient::new(OdbSseConfig {
    host: "127.0.0.1".into(),
    port: 8081,
    symbols: vec!["BTCUSDT".into()],
    thresholds: vec![250],
});

let mut stream = std::pin::pin!(client.connect());
while let Some(event) = stream.next().await {
    match event {
        OdbSseEvent::Bar(bar) => println!("{} @{}: {}", bar.symbol, bar.threshold, bar.close),
        OdbSseEvent::Connected => println!("connected"),
        OdbSseEvent::Heartbeat => {},
        OdbSseEvent::DeserializationError { error, .. } => eprintln!("bad bar: {error}"),
        OdbSseEvent::Disconnected(reason) => println!("disconnected: {reason}"),
    }
}

Features

• SSE protocol: Full RFC compliance via eventsource-client
• Reconnection: Built-in exponential backoff + jitter, server retry: directive honoring
• Typed bars: OdbBar with OHLCV, microstructure features, and #[serde(flatten)] for forward compatibility
• Transport: Pluggable reqwest-based HTTP transport (no hyper dependency)

License

MIT