Crate market_data_source

Crate market_data_source 

Source
Expand description

§Market Data Source

A Rust library for generating realistic synthetic market data with unparalleled configurability.

§Features

  • Configurable market data generation with statistical controls
  • Support for OHLC candles and tick data
  • Random walk with drift algorithm
  • Builder pattern for easy configuration
  • Deterministic generation with seed support

§Quick Start

use market_data_source::{MarketDataGenerator, GeneratorConfig};

// Create a generator with default config
let mut generator = MarketDataGenerator::new();
 
// Generate a series of OHLC candles
let candles = generator.generate_series(100);
 
for candle in &candles[..5] {
    println!("{:?}", candle);
}

Re-exports§

pub use config::GeneratorConfig;
pub use config::ConfigBuilder;
pub use config::TrendDirection;
pub use generator::MarketDataGenerator;
pub use types::OHLC;
pub use types::Tick;
pub use types::TimeInterval;
pub use types::Volume;

Modules§

config
Configuration structures for market data generation
generator
Main market data generator
types
Core data types for market data representation