Fetch OHLC (Open/High/Low/Close) price data from Binance, Kraken, or BRK's own API. Automatically falls back between sources on failure, with 12-hour retry persistence for transient network issues.

Key Features

Multi-source fallback: Binance → Kraken → BRK API
Health tracking: Temporarily disables failing sources
Two resolution modes: Per-date (daily) or per-block (1-minute interpolated)
HAR file support: Import Binance 1mn data from browser network captures for historical fills
Permanent block detection: Stops retrying on DNS/TLS failures

Core API

let mut fetcher = Fetcher::import(Some(&hars_path))?;

// Daily price
let ohlc = fetcher.get_date(Date::new(2024, 4, 20))?;

// Block-level price (uses 1mn data when available)
let ohlc = fetcher.get_height(height, block_timestamp, prev_timestamp)?;

Sources

Source	Resolution	Lookback	Notes
Binance	1mn	~16 hours	Best for recent blocks
Kraken	1mn	~10 hours	Fallback for recent
BRK API	Daily	Full history	Fallback for older data

HAR Import

For historical 1-minute data beyond API limits, export network requests from Binance's web interface and place the HAR file in the imports directory.

Built On

brk_error for error handling
brk_logger for retry logging
brk_types for Date, Height, Timestamp, OHLCCents