Crate quant_primitives 

Pure trading primitives — cross-cutting value objects for quantitative finance.

Leaf crate: no internal dependencies. Only external: chrono, rust_decimal, serde, thiserror.

Provided types

• Candle — OHLCV bar with timestamp
• Interval — time granularity (minute, hour, day, week)
• Symbol — trading pair (e.g., BTC/USDT)
• Ticker — universal asset identifier with venue/asset class metadata
• Currency — currency code (e.g., USD, BTC)
• PositionConfig — position sizing rules
• precision_boundary — canonical Decimal ↔ f64 crossings with rich error enum

Re-exports

pub use precision_boundary::decimal_to_f64_checked;

pub use precision_boundary::f64_to_decimal_checked;

pub use precision_boundary::NonFiniteKind;

pub use precision_boundary::PrecisionBoundaryError;

pub use taxonomy::AssetClass;

pub use taxonomy::AssetType;

pub use taxonomy::Derivative;

pub use taxonomy::Ticker;

pub use taxonomy::TickerError;

pub use taxonomy::Underlying;

pub use taxonomy::VenueType;

Modules

crypto_classifier

Crypto classification heuristics — single source of truth.

precision_boundary

Precision boundary between FinancialValue (Decimal) and StatisticalValue (f64).

taxonomy

Ticker taxonomy - universal asset identification.

Structs

Bps

A basis-points value validated to the range [0, 10000].

Candle

CandleRange

Time boundaries extracted from a candle slice.

Currency

A currency identifier (e.g., USD, EUR, BTC).

Fraction

A fraction value validated to the range [0, 1].

Percentage

A percentage value validated to the range [0, 100].

PositionConfig

Configuration for position sizing within a strategy.

Symbol

A trading symbol representing a base/quote currency pair.

Enums

BpsError

Error for invalid basis-points construction.

CandleError

CandleQuality

Data quality flag for OHLCV candles.

FractionError

Error for invalid fraction construction.

Interval

Candle aggregation interval.

IntervalError

Errors from parsing an Interval from a string.

PercentageError

Error for invalid percentage construction.

PositionConfigError

Error for invalid PositionConfig construction.

SymbolError

Errors from parsing a Symbol from a string.

VolumeSource

Origin of the candle volume figure.

Functions

interval_duration

Get duration for an interval.