aetelier-sdk

A Rust engine for high-frequency market-microstructure data: live connectivity to 13 crypto exchanges, verified order-book reconstruction, trade loss accounting, grid synchronization, and columnar Parquet I/O — built for quant researchers who need to trust every row.

Every venue decoder is certified by a conformance suite that replays real captured wire frames through the production decode path on every CI run: seeding, delta application, sequence-gap detection, checksum validation, trade continuity, and physical book invariants (never crossed, strictly positive, ordered). Exact decimal arithmetic in memory; analytics-friendly Float64 Parquet on disk.

Machine-readable entry point: AGENTS.md.

60-second quickstart

Live top-of-book from Binance, no API keys, no configuration:

cargo run -p aetelier-connect --example framework_live binance 8 BTCUSDT

live: binance BTCUSDT for 8s — model SeqDelta { predicate: RangeInclusive, source: RestSnapshot }
BTC/USDT #2     bid 66327.05000000 x1.43759000 | ask 66327.06000000 x2.34211000 | spread 0.01000000 | ts 1784669353249446 | depth 5000/5000
BTC/USDT #14    bid 66327.05000000 x0.90601000 | ask 66327.06000000 x2.34273000 | spread 0.01000000 | ts 1784669354314000 | depth 5010/4997

As a library, the curated facade exposes the whole engine through one crate:

use aetelier_sdk::{Trade, TradeSide, TradingPair};

let trade = Trade::builder()
    .source_trade_ts_us(1_700_000_000_000_000)
    .pair(TradingPair::new("BTC", "USDT"))
    .side(TradeSide::Buy)
    .amount(0.5)
    .price(42_000.0)
    .exchange("binance".into())
    .id("t-1".into())
    .build()
    .expect("all fields set");

assert_eq!(trade.pair.to_canonical(), "BTC/USDT");

More examples — config-driven collection to Parquet, read-back statistics, multi-venue sync, raw wire capture — in aetelier-connect/examples.

Install

Depend on the workspace via git, pinned to the release tag:

[dependencies]
aetelier-sdk = { git = "https://github.com/IteraLabs/aetelier-sdk", tag = "v0.1.0", features = ["parquet"] }

The six crates carry the layout and publish order for a registry release; CONTRIBUTING.md documents both.

Workspace

Crate	Role
aetelier-types	Canonical no-IO schema crate: trades, order books, liquidations, funding, configs. forbid(unsafe_code).
aetelier-connect	Exchange connectivity: WSS transports, per-venue adapters, reconstruction runtime, synchronizers, workers.
aetelier-io	Columnar persistence: Parquet/JSON/CSV writers and readers, dataset tooling, batch rehydration.
aetelier-telemetry	Metrics and log surfaces for collectors.
aetelier-entrepot	Object-store transport for aetelier collectors: signed S3 access, listing, retrieval, and archive codecs.
aetelier-sdk	The curated facade: one dependency, named re-exports of the recommended path.

Venues

Thirteen venues run the same certified framework path — twelve spot plus hyperliquid perpetuals. Certification means the venue's real captured frames replay through the production decoder in CI across the full conformance matrix: decode surface, seeding taxonomy, symbol canonicalization, book delta application, gap detection, checksum validation where the venue supplies one, trade continuity where the venue's ids permit exact accounting, and physical book/trade invariants.

Venue	Market	Protocol	Book model
binance	Spot	binance-spot-v3	SeqDelta
bitget	Spot	bitget-v2	SeqDelta
bitso	Spot	bitso-v3	L3
bybit	Spot	bybit-v5	SeqDelta
coinbase	Spot	coinbase-adv-v3	SeqDelta
gateio	Spot	gateio-v4	FullRefresh
htx	Spot	htx-v2	SeqDelta
hyperliquid	Perpetual	hyperliquid-v1	FullRefresh
kraken	Spot	kraken-v2	ChecksumDelta
kucoin	Spot	kucoin-v1	SeqDelta
okx	Spot	okx-v5	SeqDelta
poloniex	Spot	poloniex-v2	SeqDelta
upbit	Spot	upbit-v1	FullRefresh

Last integration checkpoint: 2026-08-05 — the capture date of the newest venue's conformance fixture (hyperliquid, cycle #5). Protocol is the venue's pinned wire revision: a bump the venue ships that this repo has not adopted fails at boot rather than decoding wrong. Book model is the reconstruction the adapter declares — full-refresh snapshots, sequence-validated deltas, checksum-validated deltas, or per-order L3.

Data honesty

The engine never fabricates: unknown trade sides are dropped and counted, never coerced; malformed rows are typed errors, never silent defaults; trade loss is counted exactly where venue sequences allow and labeled as an estimate where they do not; every recovered print carries its provenance (origin: ws | rest). Loss, gap, and recovery counters ride every collector as first-class metrics.

Open core

This repository is the open data layer of the Aetelier platform: everything needed to collect, verify, and persist market data on infrastructure you control. The managed orchestration, hosted dashboards, and billing services are a separate hosted product at aetelier.xyz.

Contributing

See CONTRIBUTING.md for the development loop, testing tiers, and the crate publish order. Security reports: SECURITY.md.

License

Apache-2.0 — see LICENSE.