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