[package]
edition = "2024"
rust-version = "1.95"
name = "rustrade-data"
version = "0.18.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "High performance & normalised WebSocket intergration for leading cryptocurrency exchanges - batteries included."
documentation = "https://docs.rs/rustrade-data"
readme = "README.md"
keywords = [
"trading",
"backtesting",
"crypto",
"stocks",
"algorithmic",
]
categories = [
"finance",
"simulation",
]
license = "MIT"
repository = "https://github.com/Niqnil/rustrade"
[package.metadata.docs.rs]
all-features = true
[features]
alpaca = ["serde_json/raw_value"]
databento = ["dep:databento"]
default = []
hyperliquid = [
"dep:hyperliquid_rust_sdk",
"rustrade-instrument/hyperliquid",
]
ibkr = [
"dep:ibapi",
"dep:time",
"dep:quick-xml",
"rustrade-instrument/ibkr",
]
lse = [
"dep:sha2",
"dep:hex",
"reqwest/stream",
"tokio/fs",
"tokio/io-util",
]
lse-parquet = [
"lse",
"dep:parquet",
]
massive = [
"dep:urlencoding",
"serde_json/raw_value",
]
[lib]
name = "rustrade_data"
path = "src/lib.rs"
[[example]]
name = "binance_candles"
path = "examples/binance_candles.rs"
[[example]]
name = "binance_historical"
path = "examples/binance_historical.rs"
[[example]]
name = "download_databento_fixtures"
path = "examples/download_databento_fixtures.rs"
required-features = ["databento"]
[[example]]
name = "dynamic_multi_stream_multi_exchange"
path = "examples/dynamic_multi_stream_multi_exchange.rs"
[[example]]
name = "hyperliquid_historical"
path = "examples/hyperliquid_historical.rs"
required-features = ["hyperliquid"]
[[example]]
name = "hyperliquid_market_data"
path = "examples/hyperliquid_market_data.rs"
required-features = ["hyperliquid"]
[[example]]
name = "hyperliquid_spot_market_data"
path = "examples/hyperliquid_spot_market_data.rs"
required-features = ["hyperliquid"]
[[example]]
name = "ibkr_flex_corporate_actions"
path = "examples/ibkr_flex_corporate_actions.rs"
required-features = ["ibkr"]
[[example]]
name = "ibkr_historical"
path = "examples/ibkr_historical.rs"
required-features = ["ibkr"]
[[example]]
name = "ibkr_market_data"
path = "examples/ibkr_market_data.rs"
required-features = ["ibkr"]
[[example]]
name = "indexed_market_stream"
path = "examples/indexed_market_stream.rs"
[[example]]
name = "lse_candles"
path = "examples/lse_candles.rs"
required-features = ["lse"]
[[example]]
name = "lse_export"
path = "examples/lse_export.rs"
required-features = ["lse-parquet"]
[[example]]
name = "lse_market_data"
path = "examples/lse_market_data.rs"
required-features = ["lse"]
[[example]]
name = "lse_options"
path = "examples/lse_options.rs"
required-features = ["lse"]
[[example]]
name = "lse_options_stream"
path = "examples/lse_options_stream.rs"
required-features = ["lse"]
[[example]]
name = "multi_stream_multi_exchange"
path = "examples/multi_stream_multi_exchange.rs"
[[example]]
name = "order_books_l1_streams"
path = "examples/order_books_l1_streams.rs"
[[example]]
name = "order_books_l1_streams_multi_exchange"
path = "examples/order_books_l1_streams_multi_exchange.rs"
[[example]]
name = "order_books_l2_manager"
path = "examples/order_books_l2_manager.rs"
[[example]]
name = "order_books_l2_streams"
path = "examples/order_books_l2_streams.rs"
[[example]]
name = "public_trades_streams"
path = "examples/public_trades_streams.rs"
[[example]]
name = "public_trades_streams_multi_exchange"
path = "examples/public_trades_streams_multi_exchange.rs"
[[test]]
name = "alpaca_corporate_actions"
path = "tests/alpaca_corporate_actions.rs"
required-features = ["alpaca"]
[[test]]
name = "alpaca_data"
path = "tests/alpaca_data.rs"
required-features = ["alpaca"]
[[test]]
name = "alpaca_pagination"
path = "tests/alpaca_pagination.rs"
required-features = ["alpaca"]
[[test]]
name = "alpaca_ws_shared"
path = "tests/alpaca_ws_shared.rs"
required-features = ["alpaca"]
[[test]]
name = "binance_ws_tier_canary"
path = "tests/binance_ws_tier_canary.rs"
[[test]]
name = "databento_integration"
path = "tests/databento_integration.rs"
required-features = ["databento"]
[[test]]
name = "databento_transformer"
path = "tests/databento_transformer.rs"
required-features = ["databento"]
[[test]]
name = "hyperliquid_data"
path = "tests/hyperliquid_data.rs"
required-features = ["hyperliquid"]
[[test]]
name = "hyperliquid_spot_data"
path = "tests/hyperliquid_spot_data.rs"
required-features = ["hyperliquid"]
[[test]]
name = "ibkr_flex_corporate_actions"
path = "tests/ibkr_flex_corporate_actions.rs"
required-features = ["ibkr"]
[[test]]
name = "ibkr_integration"
path = "tests/ibkr_integration.rs"
required-features = ["ibkr"]
[[test]]
name = "kraken_data"
path = "tests/kraken_data.rs"
[[test]]
name = "lse_bond_yield"
path = "tests/lse_bond_yield.rs"
required-features = ["lse"]
[[test]]
name = "lse_bond_yield_canary"
path = "tests/lse_bond_yield_canary.rs"
required-features = ["lse"]
[[test]]
name = "lse_economic_calendar"
path = "tests/lse_economic_calendar.rs"
required-features = ["lse"]
[[test]]
name = "lse_economic_calendar_canary"
path = "tests/lse_economic_calendar_canary.rs"
required-features = ["lse"]
[[test]]
name = "lse_export"
path = "tests/lse_export.rs"
required-features = ["lse"]
[[test]]
name = "lse_export_canary"
path = "tests/lse_export_canary.rs"
required-features = ["lse-parquet"]
[[test]]
name = "lse_options"
path = "tests/lse_options.rs"
[[test]]
name = "lse_options_canary"
path = "tests/lse_options_canary.rs"
[[test]]
name = "lse_parquet"
path = "tests/lse_parquet.rs"
required-features = ["lse-parquet"]
[[test]]
name = "lse_vault"
path = "tests/lse_vault.rs"
required-features = ["lse"]
[[test]]
name = "lse_vault_canary"
path = "tests/lse_vault_canary.rs"
required-features = ["lse"]
[[test]]
name = "lse_ws_canary"
path = "tests/lse_ws_canary.rs"
required-features = ["lse"]
[[test]]
name = "lse_ws_handshake"
path = "tests/lse_ws_handshake.rs"
required-features = ["lse"]
[[test]]
name = "massive_integration"
path = "tests/massive_integration.rs"
required-features = ["massive"]
[[test]]
name = "massive_pagination"
path = "tests/massive_pagination.rs"
required-features = ["massive"]
[[test]]
name = "massive_ws_shared"
path = "tests/massive_ws_shared.rs"
required-features = ["massive"]
[dependencies.async-stream]
version = "0.3"
[dependencies.chrono]
version = "0.4.39"
features = [
"serde",
"serde",
]
[dependencies.databento]
version = "0.63"
features = ["chrono"]
optional = true
[dependencies.derive_more]
version = "2.0.1"
features = [
"constructor",
"display",
"from",
]
[dependencies.fnv]
version = "1.0.7"
[dependencies.futures]
version = "0.3.31"
[dependencies.futures-util]
version = "0.3.31"
[dependencies.hex]
version = "0.4.3"
optional = true
[dependencies.hyperliquid_rust_sdk]
version = "0.6"
optional = true
[dependencies.ibapi]
version = "=5.2.0"
features = ["sync"]
optional = true
default-features = false
[dependencies.itertools]
version = "0.15.0"
[dependencies.parking_lot]
version = "0.12.3"
[dependencies.parquet]
version = "60.0.0"
features = ["zstd"]
optional = true
default-features = false
[dependencies.quick-xml]
version = "0.42"
features = ["serialize"]
optional = true
[dependencies.reqwest]
version = "0.13.3"
features = [
"rustls",
"json",
"query",
"gzip",
]
default-features = false
[dependencies.rust_decimal]
version = "1.36.0"
features = [
"maths",
"serde-with-str",
"serde-with-str",
"serde-with-float",
]
[dependencies.rustrade-instrument]
version = "0.18.0"
[dependencies.rustrade-integration]
version = "0.18.0"
features = [
"channel",
"collection",
"corporate-action",
"error",
"protocol",
"serde",
"subscription",
"stream",
]
[dependencies.rustrade-macro]
version = "0.18.0"
[dependencies.serde]
version = "1.0.216"
features = [
"derive",
"derive",
]
[dependencies.serde_json]
version = "1.0.133"
[dependencies.sha2]
version = "0.11.0"
optional = true
[dependencies.smol_str]
version = "0.3.2"
features = ["serde"]
[dependencies.thiserror]
version = "2.0.8"
[dependencies.time]
version = "0.3"
features = ["macros"]
optional = true
[dependencies.tokio]
version = "1.42"
features = [
"macros",
"net",
"rt-multi-thread",
"signal",
"time",
"sync",
"macros",
"rt-multi-thread",
]
default-features = false
[dependencies.tokio-stream]
version = "0.1.17"
features = ["sync"]
[dependencies.tracing]
version = "0.1.41"
[dependencies.url]
version = "2.5.4"
[dependencies.urlencoding]
version = "2.1"
optional = true
[dependencies.vecmap-rs]
version = "0.2.2"
[dev-dependencies.hex]
version = "0.4.3"
[dev-dependencies.http]
version = "1"
[dev-dependencies.rust_decimal_macros]
version = "1.29.1"
[dev-dependencies.rustrade-instrument]
version = "0.18.0"
features = ["test-utils"]
[dev-dependencies.serial_test]
version = "4.0"
[dev-dependencies.sha2]
version = "0.11.0"
[dev-dependencies.temp-env]
version = "0.3"
[dev-dependencies.tempfile]
version = "3"
[dev-dependencies.time]
version = "0.3"
features = ["macros"]
[dev-dependencies.tokio]
version = "1.42"
features = [
"macros",
"net",
"rt-multi-thread",
"signal",
"time",
"test-util",
"macros",
"rt-multi-thread",
]
default-features = false
[dev-dependencies.tokio-tungstenite]
version = "0.30.0"
features = [
"url",
"rustls-tls-webpki-roots",
]
[dev-dependencies.tracing-subscriber]
version = "0.3.19"
features = [
"env-filter",
"json",
]
[dev-dependencies.wiremock]
version = "0.6"