Module schema

Schema module for FlatBuffers serialization and deserialization

This module provides high-level interfaces for working with trade and orderbook data using FlatBuffers for efficient serialization.

Performance Optimizations

This module implements several JSON parsing optimizations:

1. Binary Decimal Serialization: Instead of converting Decimal to String and back, we use binary representation for FlatBuffers, eliminating the string conversion overhead.

2. Fast Decimal Parsing: Uses simd_json’s optimized number parsing where possible, falling back to standard parsing only for edge cases.

3. Zero-Copy Operations: Leverages FlatBuffers’ zero-copy capabilities with binary data instead of string-based serialization.

These optimizations significantly improve performance for high-frequency trading scenarios where every microsecond matters.

Modules

decimal_optimized

Optimized serialization utilities for efficient Decimal handling

generated

Generated FlatBuffers schema definitions

timestamp

Utility functions for timestamp handling

Structs

OrderBookBatchRecord

Batch of orderbook records for efficient processing

OrderBookRecord

High-level orderbook data structure for easier manipulation

OrderBookSerializer

Serialization utilities for orderbook data

PriceLevel

High-level price level structure

TradeRecord

High-level trade data structure for easier manipulation

TradeSerializer

Serialization utilities for trade data

TradesBatchRecord

Batch of trade records for efficient processing

Enums

SchemaError

Errors that can occur during schema operations

TradeSide

Represents the side of a trade transaction

Type Aliases

Result

Result type alias for schema operations