tucano-markets
| Crates.io | tucano-markets |
| lib.rs | tucano-markets |
| version | 0.1.0 |
| created_at | 2025-08-14 01:57:38.647985+00 |
| updated_at | 2025-08-18 02:46:21.538188+00 |
| description | Exchange, Instrument, Asset models and market utilities |
| homepage | |
| repository | https://github.com/brbtavares/tucano |
| max_upload_size | |
| id | 1794324 |
| size | 30,944 |
Bruno Tavares (brbtavares)
documentation
README
Tucano Markets
Abstractions for market entities (Exchange, Asset, Instrument, Side, OrderType). This crate now contains only traits, enums, and types; all concrete exchange/broker integrations are implemented in
dataorintegration.
🎯 Role
The markets crate provides the taxonomy and semantic types that support execution, data, and risk. It ensures that instruments and assets are consistently identified throughout the platform.
| Responsibility | Description |
|---|---|
| Exchange Model | exchange.rs defines the ExchangeId enum and characteristics (abstractions only) |
| Asset Model | asset.rs, asset_simplified.rs and specializations (Stocks, ETFs, REITs, Futures) (abstractions only) |
| Instrument | Standardized construction (name, market, derived symbol) |
| Index | index/ for efficient keyed collections |
🔑 Main Types
-- ExchangeId – Canonical identifier.
-- Asset – Implementations by category (stock, ETF, REIT, future).
Instrument– Combination of asset + market + semantics (e.g., mini-index).Side,OrderType– Order direction and modality.
🔗 Interdependencies
| Depends on | Reason |
|---|---|
rust_decimal, chrono |
Monetary precision / timestamps |
| Consumed by | Usage |
|---|---|
execution |
Order identification / routing |
data |
Market event normalization |
risk |
Limit calculations per asset/instrument |
core |
Global instrument state |
analytics |
Aggregation keys by instrument |
✅ Completed
-- Enum of exchanges and basic types.
- Basic instruments listed as examples (stocks, some administrative futures).
🧪 Parcial
-
Multi-broker abstraction (initial structure; all concrete implementations now live in
dataorintegration). -
Futures: rollover and adjustment factor calculation not yet implemented.
🚧 Pending
-
Normalization of derivative symbols (WIN, IND, DOL, WDO) with robust parsing.
-
Configurable multipliers / tick size table.
-
Dynamic instrument catalog (loading via API/Master file).
-
Mapping of corporate actions (dividends / splits) for accurate backtesting.
Exemplo (conceitual)
use markets::exchange::ExchangeId;
// let venue = ExchangeId::SomeExchange;