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 |
#21 in #financial-data
28 downloads per month
Used in 2 crates
(via ib_tws_core)
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::Volumestruct OrderBook<O: Order>trait order_book::Order
Dependencies
~2MB
~34K SLoC