#market-data #data-processing #api-bindings #dukascopy

dukascopy_rust

Rust wrapper for Dukascopy’s free charting API

1 unstable release

new 0.2.0 May 8, 2025

#210 in Finance

MIT license

19KB
199 lines

dukascopy_rust

Crates.io
Docs.rs

Rust wrapper for Dukascopy’s free charting API. Provides:

  • Instrument Discovery: fetch_instrument_groups()
  • Historical Data: fetch(...) → raw rows or typed Candle
  • Real-Time Streaming: stream(...) → async Stream of ticks
  • Strong Typing: Candle model via TryFrom<Vec<Value>>

Installation

[dependencies]
dukascopy_rust = "0.2"

Fetch dependencies

cargo build

Quick start

use dukascopy_rust::{
    instrument_generator::fetch_instrument_groups,
    dukascopy_base::{fetch, stream},
    models::Candle,
};
use chrono::{Utc, TimeZone};
use futures::{StreamExt, pin_mut};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // 1) Instrument groups
    let groups = fetch_instrument_groups(None).await?;
    println!("Groups: {:?}", groups.keys());

    // 2) Historical OHLCV
    let start = Utc.with_ymd_and_hms(2025, 1, 1, 0, 0, 0).unwrap()
        .timestamp_millis();
    let raw: Vec<Vec<serde_json::Value>> =
        fetch("EUR/USD", "1DAY", "B", start, Some(5), None).await?;
    let candles: Vec<Candle> = raw
        .into_iter()
        .map(Candle::try_from)
        .collect::<Result<_, _>>()?;
    println!("Candles: {:#?}", candles);

    // 3) Live tick stream (10s)
    let now = Utc::now().timestamp_millis() - 2_000;
    let mut ticks = stream("EUR/USD".into(), "TICK".into(), "B".into(),
                           now, Some(now + 10_000), None);
    pin_mut!(ticks);
    while let Some(t) = ticks.next().await {
        println!("Tick: {:?}", t);
    }

    Ok(())
}

Documentation

License

Dual-licensed under MIT. See LICENSE-MIT for details.

Dependencies

~8–20MB
~280K SLoC