tdbe/lib.rs
1//! # tdbe -- `ThetaData` Binary Encoding
2//!
3//! Pure data-format crate for `ThetaData` market data. Zero networking dependencies.
4//!
5//! Contains:
6//! - **Tick types** -- [`EodTick`], [`TradeTick`], [`QuoteTick`], [`OhlcTick`], etc.
7//! - **Price** -- fixed-point price encoding used by `ThetaData`
8//! - **Enums** -- [`SecType`], [`DataType`], [`StreamMsgType`](types::enums::StreamMsgType), etc.
9//! - **FIT/FIE codecs** -- 4-bit nibble encoding for FPSS tick compression
10//! - **Greeks** -- Black-Scholes option pricing (22 Greeks + IV solver)
11//! - **Error** -- encoding-layer error types
12//! - **Flags** -- bit flags and condition codes for market data records
13//!
14//! For network access, use the `thetadatadx` crate which depends on `tdbe`.
15
16pub mod codec;
17pub mod conditions;
18pub mod error;
19pub mod errors;
20pub mod exchange;
21pub mod flags;
22pub mod greeks;
23pub mod latency;
24pub mod right;
25pub mod sequences;
26pub mod types;
27
28// Convenience re-exports at crate root
29pub use error::Error;
30pub use types::enums::{DataType, SecType};
31pub use types::price::Price;
32pub use types::tick::*;