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Crate wickra_data

Crate wickra_data 

Source
Expand description

wickra-data: offline and online data sources for the Wickra indicator engine.

  • csv: stream OHLCV bars out of CSV files without buffering the whole history in memory.
  • aggregator: roll trade ticks up into candles of arbitrary timeframes.
  • resample: convert a stream of candles from one timeframe to a coarser one.
  • live (feature live-binance): connect to exchange websockets and yield typed events compatible with the rest of the crate.

Re-exports§

pub use error::Error;
pub use error::Result;

Modules§

aggregator
Roll trade ticks up into candles of an arbitrary timeframe.
csv
Stream OHLCV candles out of a CSV file.
error
Error types specific to the data sources.
livelive-binance
Live exchange feeds. Each adapter is feature-gated; the Binance adapter lives behind the live-binance feature.
resample
Resample an existing candle stream from a finer timeframe to a coarser one.