quant-primitives 0.7.0

Pure trading primitives — candles, intervals, symbols, currencies, asset taxonomy
Documentation

quant-primitives

Pure trading primitives — candles, intervals, symbols, currencies, asset taxonomy.

Zero I/O, zero async, WASM-compatible. Decimal arithmetic via rust_decimal (no float lies).

Install

[dependencies]
quant-primitives = "0.4"

Types

Type Purpose
Candle OHLC + volume + timestamp, decimal-backed
Interval Timeframe enum (Minute / Hour / Day / Week with multipliers); periods_per_year, hierarchy queries
Symbol Trading symbol with base/quote split
Currency ISO + crypto, with is_crypto_base() taxonomy
Ticker Symbol + venue identifier
PositionConfig Validated position sizing config (percentage bounds [0,1])

Example

use quant_primitives::{Candle, Interval};
use rust_decimal_macros::dec;
use chrono::Utc;

let c = Candle::new(
    Utc::now(),
    dec!(100), dec!(105), dec!(99), dec!(103),
    dec!(1000),
);
assert_eq!(Interval::Hour.periods_per_year(), 8760);

License

MIT — see LICENSE-MIT.