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Model for provider-neutral financial data, with implementation for IEX
Rust Other
  1. Rust 99.7%
  2. Other 0.3%
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Project rust-financial Coverage Status Minimum Rust Version mit License GitHub stars

A comprehensive data model for various financial data, with a partial implementation using IEX as a service provider.

The purpose of this project is to construct a comprehensive data model, not of a specific API but the right model we would like for financial data. This model can then be populated using requests described with traits and implemented by different service providers. Thus, clients can use the common data model with Rust-native types and idioms but switch in different providers for different data types, markets, or qualities of service.

Crate fin_model

This library only provides types and traits that can be implemented by a Provider that executes requests for financial data such as price quotes, analyst data, or company information. In the model we use the term request trait to indicate a trait that contains functions that make a request for data and which use the common RequestResult response.

See also fin_model/README.

Crate fin_data

This is an implementation of the ClassificationScheme trait for the UK Standard industrial classification of economic activities (UK SIC), the US Standard Industrial Classification (US SIC) codes as well as the North American Industry Classification System (NAICS). It also provides an implementation of the MarketRegistry trait for Market Identifier Code (MIC) data provided by ISO.

See also fin_data/README.

Crate fin_iex

This is an implementation of a number of the request traits in fin_model calling the IEX Cloud. There is an existing IEX based proto crate, iex-rs, I decided not to use it to keep the focus on the transformation from low-level to fin_model API.

See also fin_iex/README.

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