rustrade-data 0.6.0

[package]
name = "rustrade-data"
version = "0.6.0"
edition.workspace = true
rust-version.workspace = true
license.workspace = true
repository.workspace = true
keywords.workspace = true
categories.workspace = true
documentation = "https://docs.rs/rustrade-data"
readme = "README.md"
description = "High performance & normalised WebSocket intergration for leading cryptocurrency exchanges - batteries included."

[features]
default = []
ibkr = ["dep:ibapi", "dep:time", "dep:quick-xml", "rustrade-instrument/ibkr"]
hyperliquid = ["dep:hyperliquid_rust_sdk"]
# `serde-with-float` provides the field-level `rust_decimal::serde::float` / `float_option`
# helpers the clients use to deserialize `new_rate`/`old_rate` (and Massive's price/size) JSON
# numbers into `Decimal`. It deliberately does NOT enable the global `serde-float` feature, whose
# extra effect is to flip every `Decimal`'s default serialization workspace-wide to a lossy f64
# number (Cargo unifies features across the build). Keeping it field-level preserves the
# deterministic, lossless string wire format for all other `Decimal` values.
alpaca = ["rust_decimal/serde-with-float"]
databento = ["dep:databento"]
# London Strategic Edge. No extra dependencies today; the feature exists so the integration is
# opt-in from the start, matching every other provider in this crate.
#
# ⚠️ The data this integration retrieves is NOT redistributable, whatever this crate's own licence
# says. See `exchange::lse` and https://londonstrategicedge.com/terms
#
# `sha2`/`hex` verify the SHA-256 the vault reports for a bulk export artifact; both are already in
# the workspace tree via `rustrade-integration`, so this adds no new supply-chain surface.
# `reqwest/stream` + `tokio/fs` stream a multi-gigabyte export to disk with `Range` resume rather
# than buffering it in memory.
lse = ["dep:sha2", "dep:hex", "reqwest/stream", "tokio/fs", "tokio/io-util"]
# Decodes downloaded export artifacts into market events. Separate from `lse` so a consumer who
# only wants files on disk pays no Parquet dependency cost.
#
# ⚠️ `parquet` MUST stay `default-features = false`: its defaults pull the whole `arrow` stack.
# The column-reader API this uses needs none of it. Tier-2 reviewed — see
# `.github/tier2-dependencies.txt`.
lse-parquet = ["lse", "dep:parquet"]
massive = ["dep:tokio-tungstenite", "dep:urlencoding", "rust_decimal/serde-with-float", "serde_json/raw_value"]

[dev-dependencies]
tracing-subscriber = { workspace = true, features = ["env-filter", "json"] }
rust_decimal_macros = { workspace = true }
time = { version = "0.3", features = ["macros"] }  # For ibkr tests and databento examples
temp-env = { workspace = true }
serial_test = { workspace = true }  # For Massive WebSocket tests (1 connection limit)
wiremock = { workspace = true }  # For Massive/Alpaca REST pagination tests (mock next_url/page_token chains) and http.rs unit tests
http = { workspace = true }  # Builds synthetic `reqwest::Response`s (via reqwest's `From<http::Response<_>>`) for socket-free transport tests; already in the tree via reqwest
tokio = { workspace = true, features = ["test-util", "macros", "rt-multi-thread"] }  # `test-util` = paused-clock poll-timing tests
tempfile = { workspace = true }  # Scratch directories for LSE export download/resume tests; already in the tree
sha2 = { workspace = true }  # Computes the digest in synthetic LSE export job fixtures
hex = { workspace = true }  # Encodes that digest as the provider does
# Speaks the server half of the LSE WebSocket handshake in-process, so the guards that must run
# *before* the first subscribe leaves the client can be tested by counting what reached the socket.
# `wiremock` cannot serve this: the flow is a stateful conversation on a long-lived connection, not
# a request/response exchange. Already in the tree via `rustrade-integration`'s `protocol` feature.
tokio-tungstenite = { workspace = true }

[dependencies]
# Rustrade Ecosystem
rustrade-integration = { workspace = true, features = ["channel", "collection", "corporate-action", "error", "protocol", "serde", "subscription", "stream"] }
rustrade-instrument = { workspace = true }
rustrade-macro = { workspace = true }

# Logging
tracing = { workspace = true }

# Async
tokio = { workspace = true, features = ["sync", "macros", "rt-multi-thread"] }
tokio-stream = { workspace = true, features = ["sync"] }
futures = { workspace = true }
futures-util = { workspace = true }
# Used by the always-on Binance historical klines REST client (and the optional
# Massive client). Plain dep — not feature-gated. Note for tier-2 review.
async-stream = { workspace = true }

# Integrity verification of London Strategic Edge bulk-export artifacts (the job record carries a
# SHA-256). Optional, enabled by `lse`; already present in the workspace tree.
sha2 = { workspace = true, optional = true }
hex = { workspace = true, optional = true }

# Decodes London Strategic Edge bulk-export artifacts. `default-features = false` is load-bearing:
# it keeps the entire `arrow` stack out of the tree, leaving only zstd (already present) and three
# net-new crates.
#
# Measured artifact profile (the provider writes with ClickHouse 26.6.1): one row group, a flat
# schema of primitives, PLAIN and RLE_DICTIONARY encodings, ZSTD compression, row-group statistics.
# `zstd` is therefore the only codec feature enabled.
#
# ⚠️ If the provider ever switches its writer's codec, decoding fails with `LseError::Parquet`
# carrying parquet's own "Disabled feature at compile time: <codec>" — observable and self-naming,
# which is why the other codecs are not enabled pre-emptively. Adding e.g. `snap` here is a
# one-line fix if that day comes; carrying the dependency for a switch that has not happened is
# supply-chain surface a public library should not spend up front.
parquet = { version = "59.1.0", default-features = false, features = ["zstd"], optional = true }

# Protocol
url = { workspace = true }
reqwest = { workspace = true}

# Error
thiserror = { workspace = true }

# SerDe
serde = { workspace = true, features = ["derive"] }
serde_json = { workspace = true }

# Data Structures
parking_lot = { workspace = true }
rust_decimal = { workspace = true, features = ["serde-with-str"] }
smol_str = { workspace = true, features = ["serde"] }

# Misc
chrono = { workspace = true, features = ["serde"] }
derive_more = { workspace = true }
itertools = { workspace = true }
vecmap-rs = { workspace = true }
fnv = { workspace = true }

# IBKR (optional, behind "ibkr" feature)
ibapi = { version = "=4.0.1", optional = true, default-features = false, features = ["sync"] }
time = { version = "0.3", optional = true, features = ["macros"] }
# XML parser for IBKR Flex Web Service statements (corporate-action reconciliation). New normal dep
# (serde-xml-rs/xml-rs are only a build-dep of time-tz via ibapi, not reusable). Note for tier-2 review.
quick-xml = { workspace = true, optional = true }

# Hyperliquid (optional, behind "hyperliquid" feature)
hyperliquid_rust_sdk = { version = "0.6", optional = true }

# Databento (optional, behind "databento" feature)
# Note: databento re-exports dbn, so we don't need a separate dbn dependency.
# `chrono` enables `DateTimeRange: From<(DateTime<Utc>, DateTime<Utc>)>`, so the
# candle historical path can build `GetRangeParams` from a chrono range without a
# manual chrono->time conversion (chrono is already a core dependency).
databento = { version = "0.61", optional = true, features = ["chrono"] }

# Massive (optional, behind "massive" feature)
tokio-tungstenite = { version = "0.30", optional = true, features = ["native-tls"] }
urlencoding = { version = "2.1", optional = true }

# Integration tests whose contents are entirely feature-gated. Without `required-features`, the
# target still builds with the feature off and libtest reports "0 passed" -- a green run that
# asserted nothing. Declaring it here makes `cargo test --test <name>` fail with a message naming
# the missing feature instead.
#
# EVERY test file carrying a file-level `#![cfg(feature = "...")]` must be listed here. Any that
# is not is silently exempt from the guarantee above.

[[test]]
name = "alpaca_corporate_actions"
required-features = ["alpaca"]

[[test]]
name = "alpaca_data"
required-features = ["alpaca"]

[[test]]
name = "alpaca_pagination"
required-features = ["alpaca"]

[[test]]
name = "databento_integration"
required-features = ["databento"]

[[test]]
name = "databento_transformer"
required-features = ["databento"]

[[test]]
name = "hyperliquid_data"
required-features = ["hyperliquid"]

[[test]]
name = "hyperliquid_spot_data"
required-features = ["hyperliquid"]

[[test]]
name = "ibkr_flex_corporate_actions"
required-features = ["ibkr"]

[[test]]
name = "ibkr_integration"
required-features = ["ibkr"]

[[test]]
name = "lse_export"
required-features = ["lse"]

[[test]]
name = "lse_vault"
required-features = ["lse"]

[[test]]
name = "lse_vault_canary"
required-features = ["lse"]

[[test]]
name = "lse_ws_handshake"
required-features = ["lse"]

[[test]]
name = "lse_ws_canary"
required-features = ["lse"]

[[test]]
name = "lse_export_canary"
required-features = ["lse-parquet"]

[[test]]
name = "lse_parquet"
required-features = ["lse-parquet"]

[[test]]
name = "massive_integration"
required-features = ["massive"]

[[test]]
name = "massive_pagination"
required-features = ["massive"]

# Examples that depend on optional features. Without `required-features`,
# `cargo check --all-targets` (default features) fails to compile them.

[[example]]
name = "download_databento_fixtures"
required-features = ["databento"]

[[example]]
name = "hyperliquid_historical"
required-features = ["hyperliquid"]

[[example]]
name = "hyperliquid_market_data"
required-features = ["hyperliquid"]

[[example]]
name = "hyperliquid_spot_market_data"
required-features = ["hyperliquid"]

[[example]]
name = "lse_candles"
required-features = ["lse"]

[[example]]
name = "lse_export"
required-features = ["lse-parquet"]

[[example]]
name = "lse_market_data"
required-features = ["lse"]

[[example]]
name = "ibkr_historical"
required-features = ["ibkr"]

[[example]]
name = "ibkr_market_data"
required-features = ["ibkr"]

[[example]]
name = "ibkr_flex_corporate_actions"
required-features = ["ibkr"]