Module binance_tardis

Source
Expand description

Binance Tardis 25-Level L2 Data Adapter

Provides zero-copy transformation from Tardis L2 data format to rusty-backtest OrderBookSnapshot format.

Structs§

BinanceTardisAdapter
Binance Tardis L2 data adapter
TardisL2Event
Tardis L2 event structure for Binance 25-level orderbook data
TardisL2Iterator
Iterator adapter for reading Tardis CSV files

Enums§

ParseError
Error types for parsing Tardis CSV data.