fin-stream

What it is

A Rust library that reads live trade messages from Binance, Coinbase, Alpaca and Polygon and turns them into one tick type with decimal price and size. A websocket manager reconnects with backoff, a normalizer rejects malformed payloads as typed errors, and a lock-free ring passes ticks to another thread where they can be rolled into candles or an order book that drops crossed books and sequence gaps. Rust developers building collectors, analytics or bots can run the bundled examples offline, then point the same traits at real feeds. The crate does not place orders, and only those four exchanges are wired in.