Crate opendeviationbar_providers 

Data provider integrations

Source-specific adapters for fetching and processing tick/trade data.

Supported Providers

• binance - Binance spot and futures markets (primary - crypto)
• exness - Exness EURUSD Standard tick data (primary - forex)

Provider Selection

Asset Class	Provider	Rationale
Crypto	Binance	Official data, high volume, REST + WebSocket
Forex	Exness	Zero rate limiting, 100% reliability, simple format

Adding New Providers

Follow the established pattern:

providers/
└── [provider_name]/
    ├── mod.rs          # Public API and documentation
    ├── client.rs       # HTTP client or WebSocket
    ├── types.rs        # Provider-specific data structures
    ├── builder.rs      # Open deviation bar builder (if custom logic needed)
    └── conversion.rs   # Convert to AggTrade format

Design Principles

1. Adapter pattern: Convert provider format → AggTrade (core format)
2. Error propagation: Raise immediately, no silent failures
3. Stateless where possible: Cache externally, not in provider
4. Documented edge cases: Timezone handling, decimal factors, etc.
5. Out-of-box dependencies: Use standard crates (zip, csv, chrono)

Quick Start

Top-level re-exports allow shorter import paths:

// Top-level imports (recommended)
use opendeviationbar_providers::{
    HistoricalDataLoader,
    get_tier1_symbols,
    ExnessFetcher,
};

Or use submodule paths directly:

// Submodule imports (also supported)
use opendeviationbar_providers::binance::HistoricalDataLoader;
use opendeviationbar_providers::exness::ExnessFetcher;

Re-exports

pub use binance::AdaptiveRateLimiter;

pub use binance::BinanceWebSocketStream;

pub use binance::CsvAggTrade;

pub use binance::HistoricalDataLoader;

pub use binance::HistoricalError;

pub use binance::IntraDayChunkIterator;

pub use binance::RateLimitError;

pub use binance::TIER1_SYMBOLS;

pub use binance::WebSocketError;

pub use binance::detect_csv_headers;

pub use binance::fetch_aggtrades_parallel;

pub use binance::get_tier1_symbols;

pub use binance::get_tier1_usdt_pairs;

pub use binance::is_tier1_symbol;

pub use binance::python_bool;

pub use binance::shared_binance_limiter;

Modules

binance

Binance data provider

serde_helpers

Binance sends price and quantity as JSON strings (e.g., "112070.01000000"). Instead of deserializing to String then parsing, these helpers deserialize directly to FixedPoint — eliminating per-trade String allocations (~4000/sec on WS).