[package]
edition = "2024"
rust-version = "1.95"
name = "rustrade-data"
version = "0.2.0"
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"
[features]
alpaca = []
databento = ["dep:databento"]
default = []
hyperliquid = ["dep:hyperliquid_rust_sdk"]
ibkr = [
"dep:ibapi",
"dep:time",
"rustrade-instrument/ibkr",
]
massive = [
"dep:tokio-tungstenite",
"dep:async-stream",
"dep:urlencoding",
"rust_decimal/serde-float",
"serde_json/raw_value",
]
[lib]
name = "rustrade_data"
path = "src/lib.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_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 = "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_data"
path = "tests/alpaca_data.rs"
[[test]]
name = "databento_integration"
path = "tests/databento_integration.rs"
[[test]]
name = "databento_transformer"
path = "tests/databento_transformer.rs"
[[test]]
name = "hyperliquid_data"
path = "tests/hyperliquid_data.rs"
[[test]]
name = "hyperliquid_spot_data"
path = "tests/hyperliquid_spot_data.rs"
[[test]]
name = "ibkr_integration"
path = "tests/ibkr_integration.rs"
[[test]]
name = "massive_integration"
path = "tests/massive_integration.rs"
[dependencies.async-stream]
version = "0.3"
optional = true
[dependencies.chrono]
version = "0.4.39"
features = [
"serde",
"serde",
]
[dependencies.databento]
version = "0.50"
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.hyperliquid_rust_sdk]
version = "0.6"
optional = true
[dependencies.ibapi]
version = "=2.12.0"
features = ["sync"]
optional = true
default-features = false
[dependencies.itertools]
version = "0.14.0"
[dependencies.parking_lot]
version = "0.12.3"
[dependencies.reqwest]
version = "0.13.3"
features = [
"rustls",
"json",
"query",
]
default-features = false
[dependencies.rust_decimal]
version = "1.36.0"
features = [
"maths",
"serde-with-str",
"serde-with-str",
]
[dependencies.rustrade-instrument]
version = "0.2"
[dependencies.rustrade-integration]
version = "0.2"
features = [
"channel",
"collection",
"error",
"protocol",
"serde",
"subscription",
"stream",
]
[dependencies.rustrade-macro]
version = "0.2"
[dependencies.serde]
version = "1.0.216"
features = [
"derive",
"derive",
]
[dependencies.serde_json]
version = "1.0.133"
[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.tokio-tungstenite]
version = "0.29"
features = ["native-tls"]
optional = true
[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.rust_decimal_macros]
version = "1.29.1"
[dev-dependencies.serial_test]
version = "3.2"
[dev-dependencies.temp-env]
version = "0.3"
[dev-dependencies.time]
version = "0.3"
features = ["macros"]
[dev-dependencies.tracing-subscriber]
version = "0.3.19"
features = [
"env-filter",
"json",
]