I've built a Rust database to replace Surrealdb
Rust-built Postgres wire server with native graph and vector support.
Scrape and ingest HKEx (Hong Kong Stock Exchange) regulatory filings into SurrealDB with full-text extraction and graph linking.
This repo skips brittle browser scraping and hits HKEx's undocumented JSON endpoints to pull decades of filings fast, then runs PDF/HTML/Excel text and table extraction (PyMuPDF + Camelot) and optionally creates graph edges in SurrealDB to connect companies and filings. The engineering choices—batching, parallel downloads, and recursive retries—show it was built for scale rather than a one-off demo. I'd like to see example SurrealDB query patterns or export hooks, but as a bootstrap for financial-data pipelines this cuts a ton of grunt work.
Data engineers, quantitative researchers, fintech developers, and analysts interested in HK market filings
Rust-built Postgres wire server with native graph and vector support.
Single-file mmap storage plus an HNSW vector index and explicit graph edges is an elegant, practical combo — think "SQLite for agent memory" with CRC-32 crash recovery and zero-server convenience. The C++20 core + nanobind gives zero-copy NumPy views and GIL-free searches, and the claimed FAISS-like throughput makes this genuinely interesting for local setups; main caveat is build/toolchain friction and how rich the surrounding ecosystem becomes.
Applies sheaf cohomology to catch graph contradictions that schema validation misses.
Dynamic Pydantic models beat manual schemas for messy API responses.
Single-file DB for LightRAG is clever, but HN scraping is solved by existing tools.
Graph-vector-FTS in one database, but Weaviate and Neo4j already offer hybrid search.