tucano-data

Crates.io	tucano-data
lib.rs	tucano-data
version	0.1.0
created_at	2025-08-14 02:01:01.249577+00
updated_at	2025-08-18 02:50:15.782167+00
description	Normalized WebSocket ingestion of public data (focus B3)
homepage
repository	https://github.com/brbtavares/tucano
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id	1794326
size	406,139

Bruno Tavares (brbtavares)

documentation

https://docs.rs/tucano-data

README

Tucano Data

Layer for ingestion, normalization, and distribution of market events for global sources. All concrete exchange/broker integrations are now implemented as local modules here. The markets crate contains only abstractions (traits, enums, types).

🎯 Role

The data crate centralizes the modeling of market events (ticks, trades, books, snapshots), abstracts heterogeneous sources (initially ProfitDLL), and delivers a unified stream to the core.

Responsibility	Description
Event Models	`event.rs` defines structured enums (Trade, Quote, Book, etc.)
Identifiers	`instrument.rs`, `exchange.rs`, `subscriber`/`subscription` manage keys
Streams	`streams/` module provides construction, reconnection, transformation
Transformation	`transformer/` for parsing/adapting raw payloads
Integration Example	Implemented as a local module in `exchange/`
Normalization	Integration with asset/market types from the `markets` crate
Snapshotting	`snapshot.rs` + `collection/` for consistent initial state

🔑 Main Modules

event.rs – Market/account event types.
instrument.rs – Structures for normalized instrument identification.
streams/ – Connectors and resilient (re)connection logic.
exchange/ – Organization by venue (B3 first; room for others).
subscriber/ & subscription/ – Subscription and lifecycle management.
transformer/ – Parsing and enrichment pipelines.
snapshot.rs – Initial snapshot processing.

🔗 Interdependencies

Depends on	Reason
`markets`	Abstractions (traits, enums, types) for assets/instruments
`integration`	Channels/transport (websocket/http wrappers in the future)
`execution`	To join market and account events (consistency)

Consumed by	Usage
`core`	Main feed for the event engine
`analytics`	Price/trade series for metrics
`strategy`	Signal triggers
`risk`	Volatility, gaps, integrity checks

✅ Completed

Basic event and subscription models.
Initial reconnection structure (streams::reconnect).

🧪 Partial

Generic transformer (some parser placeholders).
Book/depth snapshots – to be detailed.
Incremental book (diffs) not implemented.

🚧 Pendências

Suporte a diferentes frequências (agg de 1s/1m) nativamente.
Compressão e serialização eficiente (Parquet / Arrow) para histórico.
Backfill de gaps de conexão.
Canal de latência (timestamp triplo: source, receive, process).

🏁 Exemplo (conceitual)

use data::event::MarketEvent; // assinatura ilustrativa

fn handle(event: MarketEvent) {
    match event { /* ... */ }
}

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