rustrade-data 0.2.0

High performance & normalised WebSocket intergration for leading cryptocurrency exchanges - batteries included.
Documentation 
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//! Databento market data connectors for historical and live data.
//!
//! Provides access to institutional-grade market data with nanosecond precision
//! across equities, futures, options, and crypto futures via CME.
//!
//! # Architecture
//!
//! Unlike WebSocket-based connectors (Binance, Alpaca), Databento uses high-level
//! client wrappers that handle connection management internally:
//!
//! - [`DatabentoHistorical`]: One-shot queries for data older than 24 hours
//! - [`DatabentoLive`]: Real-time streaming for live and intraday replay data
//!
//! # Connection Model
//!
//! - **One connection per dataset**: Each client connects to one dataset (e.g., GLBX.MDP3)
//! - **Multiple symbols per connection**: Databento recommends consolidating subscriptions
//! - **Connection limits**: 10/dataset (standard) or 50/dataset (enterprise)
//!
//! # Authentication
//!
//! Requires `DATABENTO_API_KEY` environment variable from an active Databento
//! subscription.
//!
//! # Testing Status
//!
//! **NOT tested in CI** — no permission to use credentials for CI.
//!
//! **Tested locally:**
//! - Offline fixture tests (`databento_transformer.rs`): DBN-to-rustrade transformation
//!
//! **NOT tested locally (no subscription, no sandbox keys):**
//! - Historical API (`databento_integration.rs`): authentication, queries
//! - Live streaming (`databento_integration.rs`): WebSocket connection, data reception
//!
//! # Datasets
//!
//! | Dataset | ExchangeId | Description |
//! |---------|------------|-------------|
//! | GLBX.MDP3 | `DatabentoGlbx` | CME Globex futures |
//! | XNAS.ITCH | `DatabentoXnas` | Nasdaq equities |
//! | XNYS.PILLAR | `DatabentoXnys` | NYSE equities |
//! | DBEQ.MAX | `DatabentoDbeq` | Composite US equities |
//! | OPRA.PILLAR | `DatabentoOpra` | US options consolidated |

mod error;
pub mod historical;
pub mod live;
pub(crate) mod transformer;

pub use error::DatabentoErrorKind;
pub use historical::{DatabentoHistorical, load_quotes_from_dbn, load_trades_from_dbn};
pub use live::DatabentoLive;