Expand description
Data collection module for real-time market data.
This module handles the collection of trade and orderbook data from multiple exchanges using the rusty-feeder providers. It is structured into several sub-modules to separate concerns like error handling, data types, and specific exchange integrations.
Re-exports§
pub use error::CollectionError;pub use error::Result;pub use exchange_client::ExchangeClient;pub use exchange_client::ExchangeProvider;pub use exchange_client::convert_orderbook;pub use exchange_client::convert_trade;pub use manager::CollectionManager;pub use pipeline::DataPipeline;pub use pipeline::PipelineConfig;pub use pipeline::PipelineStats;pub use traits::DataCollector;pub use types::CollectionStats;pub use types::CollectionStatus;pub use types::CollectionTask;pub use types::DataType;pub use types::MarketDataEvent;
Modules§
- error
- Error types for the data collection module.
- exchange_
client - Exchange client for connecting to individual exchanges
- manager
- Collection manager for coordinating data collection from multiple exchanges
- pipeline
- Data pipeline for processing market data events and sending them to storage
- traits
- Traits for the data collection module.
- types
- Core data types for the data collection module.
- utils
- Utility functions for the data collection module.