rangebar-cli 5.0.1

Command-line tools for range bar processing and analysis
rangebar-cli-5.0.1 is not a library.

rangebar-cli

Command-line tools for range bar processing, analysis, and validation.

Overview

rangebar-cli consolidates all command-line binaries for the rangebar workspace. Provides tools for symbol discovery, data validation, range bar export, benchmarking, and analysis.

Available Tools

tier1-symbol-discovery

Discover Tier-1 cryptocurrency symbols across Binance markets:

# Comprehensive output with market matrix
cargo run --bin tier1-symbol-discovery -- --format comprehensive

# Minimal output (symbols only)
cargo run --bin tier1-symbol-discovery -- --format minimal

Output: 18 Tier-1 symbols available across spot, UM futures, and CM futures markets.

data-structure-validator

Validate Binance aggTrades data structure across markets:

# Validate all Tier-1 symbols across spot/um/cm markets
cargo run --bin data-structure-validator --release

# Validate specific markets
cargo run --bin data-structure-validator -- --markets spot,um

# Custom date range
cargo run --bin data-structure-validator -- \
  --start-date 2024-01-01 --end-date 2024-12-31

Features:

  • Cross-market schema detection (spot vs futures differences)
  • Timestamp precision validation (16-digit μs vs 13-digit ms)
  • SHA256 checksum verification (optional)
  • Parallel processing with configurable workers

rangebar-export

Export range bars from aggTrades data:

# Export BTCUSDT spot market (default)
cargo run --bin rangebar-export --release -- \
  BTCUSDT 2024-01-01 2024-01-31 250 ./output

# Export UM futures market
cargo run --bin rangebar-export --release -- \
  BTCUSDT 2024-01-01 2024-01-31 250 ./output um

# Threshold: 250 units × 0.1 BPS = 25 BPS = 0.25%

Output: CSV files with OHLCV data and enhanced metrics (trade counts, turnover, etc.).

spot-tier1-processor

Batch processor for all Tier-1 spot symbols:

# Process all 18 Tier-1 symbols in parallel
cargo run --bin spot-tier1-processor --release -- \
  --start-date 2024-07-01 --end-date 2024-10-31 --threshold-bps 25

# Custom parallelism
cargo run --bin spot-tier1-processor -- --workers 16

Features:

  • Parallel execution using Rayon (default: 8 workers)
  • Comprehensive execution statistics
  • JSON metadata with symbol performance rankings
  • Automatic output file naming

polars-benchmark

Benchmark Polars integration performance:

cargo run --bin polars-benchmark --features polars-io -- \
  --input ./data/BTCUSDT_bars.csv \
  --output-dir ./benchmark_output

Tests:

  • Parquet export (70%+ compression target)
  • Arrow IPC export (zero-copy Python)
  • Streaming CSV export (2x-5x speedup target)
  • General Polars performance

temporal-integrity-test-only

Validate temporal integrity of Polars conversions:

cargo run --bin temporal-integrity-test-only --features polars-io -- \
  --input ./data/BTCUSDT_bars.csv

Validates:

  • Monotonic timestamp ordering
  • DataFrame operation safety
  • Export readiness without round-trip conversion

rangebar-api

RESTful API server for range bar processing (future):

cargo run --bin rangebar-api --release

Tool Categories

Discovery & Validation

  • tier1-symbol-discovery - Symbol discovery
  • data-structure-validator - Data validation

Processing & Export

  • rangebar-export - Single symbol export
  • spot-tier1-processor - Batch Tier-1 processing

Testing & Benchmarking

  • polars-benchmark - Performance benchmarks
  • temporal-integrity-test-only - Temporal validation

Services

  • rangebar-api - REST API server

Common Flags

All tools support standard flags:

--help              # Show comprehensive help
--version           # Show version
--verbose, -v       # Verbose output

Dependencies

rangebar-cli uses all workspace crates:

  • rangebar-core - Core algorithm
  • rangebar-providers - Data providers
  • rangebar-config - Configuration
  • rangebar-io - Export formats
  • rangebar-streaming - Streaming processing
  • rangebar-batch - Batch processing

Version

Current version: 5.0.0 (modular crate architecture)

Documentation

  • Architecture: ../../docs/ARCHITECTURE.md
  • Examples: ../../examples/
  • Each tool has comprehensive --help documentation

License

See LICENSE file in the repository root.