Expand description
§fin-stream
Real-time market data streaming primitives. Pure ingestion layer: WebSocket management, tick normalization across exchanges, order book delta streaming, OHLCV aggregation, feed health monitoring. Designed for 100K+ ticks/second throughput.
Re-exports§
pub use book::BookDelta;pub use book::BookSide;pub use book::OrderBook;pub use book::PriceLevel;pub use error::StreamError;pub use health::FeedHealth;pub use health::HealthMonitor;pub use health::HealthStatus;pub use ohlcv::OhlcvAggregator;pub use ohlcv::OhlcvBar;pub use ohlcv::Timeframe;pub use session::MarketSession;pub use session::SessionAwareness;pub use session::TradingStatus;pub use tick::Exchange;pub use tick::NormalizedTick;pub use tick::RawTick;pub use tick::TickNormalizer;pub use ws::ConnectionConfig;pub use ws::ReconnectPolicy;pub use ws::WsManager;
Modules§
- book
- Order book — delta streaming with full reconstruction.
- error
- Typed error hierarchy for fin-stream.
- health
- Feed health monitoring — staleness detection and status tracking.
- ohlcv
- Real-time tick-to-OHLCV aggregation at arbitrary timeframes.
- session
- Market session awareness — trading hours, holidays, status transitions.
- tick
- Tick normalization — raw exchange messages → canonical NormalizedTick.
- ws
- WebSocket connection management — auto-reconnect and backpressure.