#financial-data #data #cryptocurrency

baseline

Common types and traits for dealing with financial data

6 releases

0.2.0 Nov 23, 2022
0.1.4 Nov 23, 2022
0.1.3 Nov 18, 2022
0.1.1 Nov 18, 2022
0.1.0 Nov 18, 2022

#20 in #financial-data


Used in 2 crates (via ib_tws_core)

LGPL-3.0-only

11KB
276 lines

Baseline

Overview

Baseline is a Rust crate providing common types and traits for dealing with financial data. SmolStr is used where appropriate for more efficient allocation.

The crate is in early stages and the API is not yet stable.

Current types include:

  • struct security::Identifier { mic, symbol }
  • struct currency::Pair { base, quote }
  • trait bar::OHLC + bar::Volume
  • struct OrderBook<O: Order>
  • trait order_book::Order

Dependencies

~2MB
~34K SLoC