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Aetelier SDK

Financial research infrastructure for crypto market microstructure. A Rust workspace for collecting microstructure data from cryptocurrency exchanges, replaying it deterministically, fitting quantitative models, and evaluating strategies — built by IteraLabs.

Start here

  • Getting started

    From cargo new to a Parquet file of live Bybit data in thirty lines of Rust.

    Get started →

  • Architecture

    The cross-crate data flow, from WebSocket frames to fitted models, with diagrams.

    Read the architecture →

  • Tutorials

    Three end-to-end walkthroughs: single-exchange persistence, multi-exchange sync, Hawkes fitting.

    Browse tutorials →

  • Research

    Dated, authored methodology notes — the reasoning behind the numbers, with reproducible code.

    Read the research →

Where things live

What Where
SDK source code IteraLabs/atelier-sdk — Cargo workspace, 7 crates
These docs IteraLabs/atelier-webdocs — Markdown rendered by MkDocs Material
This site (live) aetelier.xyz/docs/ — served by an nginx container
Per-crate API references docs.rs/atelier-sdk and the 5 sibling crates — auto-published from crates.io

The docs are intentionally not in the SDK repo so the SDK can stay a focused Rust workspace. Documentation references the SDK via links and auto-extracted API skeletons (regenerated against a local SDK checkout — see Platform → Operations).

Workspace shape

The Aetelier SDK is a Cargo workspace of 6 published library crates plus 1 binary:

Crate What it is
atelier-types Canonical schema (orderbook, trades, snapshots, exchange enums)
atelier-connect Exchange WebSocket clients, workers, synchronizers, output sinks
atelier-io Parquet / CSV / JSON persistence
atelier-data Arrow-backed columnar layer (early stage)
atelier-quant Hawkes, Poisson, interarrival analysis
atelier-telemetry OpenTelemetry instrumentation
atelier-agent — binary only Remote-agent runner (no library API)

The Architecture page walks how they fit together.