rangebar 5.0.0

Complete range bar toolkit (meta-crate for backward compatibility)
Documentation

rangebar (meta-crate)

Unified interface for the rangebar workspace with backward compatibility for v4.0.0 API.

Overview

The rangebar meta-crate provides a unified entry point to all rangebar functionality by re-exporting all sub-crates. It also maintains backward compatibility with the v4.0.0 monolithic API through legacy module paths.

Quick Start

use rangebar::prelude::*;

// Core types and algorithm
let mut processor = RangeBarProcessor::new(250)?; // 250 = 25 BPS = 0.25%
let bars = processor.process_agg_trade_records(&trades)?;

// Data providers
let loader = HistoricalDataLoader::new("BTCUSDT");
let trades = loader.load_recent_day().await?;

// Export to multiple formats
let exporter = PolarsExporter::new();
exporter.export_parquet(&bars, "output.parquet")?;

Module Structure

Direct Crate Access

use rangebar::core::*;          // rangebar-core
use rangebar::providers::*;     // rangebar-providers
use rangebar::config::*;        // rangebar-config
use rangebar::io::*;            // rangebar-io
use rangebar::streaming::*;     // rangebar-streaming
use rangebar::batch::*;         // rangebar-batch

Legacy v4.0.0 Compatibility

For backward compatibility with existing code:

// Legacy module paths (v4.0.0)
use rangebar::fixed_point::FixedPoint;
use rangebar::range_bars::ExportRangeBarProcessor;
use rangebar::types::{AggTrade, RangeBar};
use rangebar::tier1::{get_tier1_symbols, get_tier1_usdt_pairs};
use rangebar::data::HistoricalDataLoader;

Feature Flags

The meta-crate supports optional features for selective compilation:

[dependencies]
rangebar = { version = "5.0.0", features = ["full"] }

Available Features

  • core (default): Core algorithm and types
  • providers: Data providers (Binance, Exness)
  • config: Configuration management
  • io: Export formats and Polars integration
  • streaming: Real-time streaming processor
  • batch: Batch analytics engine
  • full: All features enabled

Feature Combinations

# Minimal: Core algorithm only
rangebar = { version = "5.0.0" }

# Core + providers
rangebar = { version = "5.0.0", features = ["providers"] }

# Core + providers + streaming
rangebar = { version = "5.0.0", features = ["streaming"] }

# Everything
rangebar = { version = "5.0.0", features = ["full"] }

Architecture

The rangebar workspace consists of 8 specialized crates:

Core Crates

  • rangebar-core: Algorithm, types, fixed-point arithmetic
  • rangebar-providers: Binance, Exness data providers
  • rangebar-config: Configuration management
  • rangebar-io: Export formats, Polars integration

Engine Crates

  • rangebar-streaming: Real-time streaming processor
  • rangebar-batch: Batch analytics engine

Tools & Compatibility

  • rangebar-cli: Command-line tools
  • rangebar: This meta-crate (unified interface)

Migrating from v4.0.0

The v5.0.0 release introduced a modular crate architecture. Your existing code should continue to work due to backward compatibility shims, but consider migrating to direct crate imports:

Before (v4.0.0)

use rangebar::fixed_point::FixedPoint;
use rangebar::range_bars::ExportRangeBarProcessor;
use rangebar::data::HistoricalDataLoader;

After (v5.0.0)

use rangebar_core::FixedPoint;
use rangebar_core::RangeBarProcessor;
use rangebar_providers::binance::HistoricalDataLoader;

Migration Guide: See ../../docs/planning/ for detailed migration instructions.

Version

Current version: 5.0.0 (modular crate architecture)

Breaking Changes in v3.0.0:

  • Threshold values changed from 1 BPS to 0.1 BPS units (multiply by 10)
  • Example: 25 BPS now requires new(250) instead of new(25)

Common Use Cases

Historical Analysis

use rangebar::prelude::*;

// Load historical data
let loader = HistoricalDataLoader::new("BTCUSDT");
let trades = loader.load_historical_range(7).await?;

// Generate range bars
let mut processor = RangeBarProcessor::new(250)?;
let bars = processor.process_agg_trade_records(&trades)?;

// Export to Parquet
let exporter = ParquetExporter::new();
exporter.export(&bars, "btcusdt_bars.parquet")?;

Real-Time Streaming

use rangebar::prelude::*;

let mut processor = StreamingProcessor::new(250)?;
let metrics = processor.process_stream(websocket_stream).await?;

println!("Processed {} trades", metrics.trades_processed);

Multi-Symbol Batch Analysis

use rangebar::prelude::*;

let engine = BatchAnalysisEngine::new();
let reports = engine.analyze_multiple_symbols(multi_symbol_data)?;

Documentation

  • Architecture: ../../docs/ARCHITECTURE.md
  • Examples: ../../examples/
  • CLI Tools: See rangebar-cli crate
  • Individual Crates: Each crate has its own README.md

Dependencies

The meta-crate re-exports all workspace crates based on enabled features.

License

See LICENSE file in the repository root.