Crate paft_domain 

Core domain types for the paft ecosystem.

This crate defines strongly-typed primitives for instruments, exchanges, market sessions, security identifiers (Symbol, Figi, Isin), financial periods, and lookback horizons used across the paft ecosystem. Types are designed to be:

• Canonical and stable in string form (for serde, display, and storage)
• Liberal in what they accept when parsing (aliases, case-insensitivity), strict and consistent in emission
• Extensible via Other(...) variants where providers use custom codes

Quickstart

use paft_domain::{
    AssetKind, CalendarPeriod, Exchange, Horizon, Instrument, ReportingPeriod, Symbol,
};

let symbol = Symbol::new("AAPL").unwrap();
let aapl = Instrument::from_symbol_and_exchange(
    symbol.as_str(),
    Exchange::NASDAQ,
    AssetKind::Equity,
).unwrap();
assert_eq!(aapl.symbol.as_str(), "AAPL");
assert!(aapl.exchange.is_some());

let q4 = "2023-Q4".parse::<ReportingPeriod>().unwrap();
assert_eq!(q4.to_string(), "2023Q4");
let calendar_q4 = CalendarPeriod::quarterly(2023, 4).unwrap();
assert_eq!(calendar_q4.start_date().to_string(), "2023-10-01");

let horizon = "3mo".parse::<Horizon>().unwrap();
assert_eq!(horizon.to_string(), "3mo");

Serde

All domain types implement serde with stable string representations that match their Display output. Unknown provider codes round-trip via Other where applicable.

Feature flags

• tracing: enable lightweight instrumentation on constructors and validators
• dataframe: enable paft-utils DataFrame traits for convenient export

Re-exports

pub use error::DomainError;

pub use exchange::Exchange;

pub use exchange::OtherExchange;

pub use horizon::Horizon;

pub use horizon::OtherHorizon;

pub use identifiers::Figi;

pub use identifiers::Isin;

pub use identifiers::Symbol;

pub use instrument::AssetKind;

pub use instrument::Instrument;

pub use instrument::OtherAssetKind;

pub use market_state::MarketState;

pub use market_state::OtherMarketState;

pub use period::CalendarPeriod;

pub use period::OtherPeriod;

pub use period::PeriodDate;

pub use period::PeriodYear;

pub use period::QuarterOfYear;

pub use period::ReportingPeriod;

Modules

error

Domain-specific error types for paft-domain.

exchange

Exchange enumeration with major exchanges and extensible fallback.

horizon

Lookback horizon primitives.

identifiers

Identifier newtypes for the paft ecosystem.

instrument

Instrument identifier and asset classification domain types.

market_state

Market session state enumeration with helpers and serde support.

period

Financial period primitives.

Structs

Canonical

Canonical string wrapper used for Other variants.

Enums

CanonicalError

Errors that can occur when constructing canonical strings.

Constants

MAX_CANONICAL_TOKEN_LEN

Maximum byte length of a canonical Other enum token.

Traits

StringCode

Trait for enums that have a canonical string code.

Functions

canonicalize

Produces the canonical representation of an input string used across enums.