Crate rusty_feeder

Rusty-Feeder

Market data acquisition and processing for high-frequency trading systems.

This crate provides unified interfaces and implementations for acquiring and processing market data from various cryptocurrency exchanges. It is optimized for low-latency and high-throughput scenarios in high-frequency trading applications.

Key Features

• Unified provider interface for multiple exchanges
• Zero-copy parsing optimizations
• Session management with automatic reconnection
• Rate limiting and backpressure handling
• Nanosecond precision timestamps

Modules

• common - Common types and utilities
• feeder - Core feeder implementation
• limit - Rate limiting utilities
• optimization - Performance optimizations
• provider - Market data provider interface
• session_manager - WebSocket session management
• exchange - Exchange-specific implementations

Re-exports

pub use feeder::Feeder;

pub use feeder::OrderbookAnalytics;

pub use session_manager::SessionConfig;

pub use session_manager::SessionManager;

pub use session_manager::SessionState;

pub use session_manager::SessionStats;

pub use session_manager::SessionType;

pub use provider::prelude::*;

Modules

common

Common types and utilities shared across the feeder crate Common utilities and data structures for the feeder crate

exchange

Exchange-specific implementations and adapters Exchange-specific implementations

feeder

Core feeder implementation for market data processing

limit

Rate limiting utilities for exchange API compliance Rate limiting utilities for exchange API compliance

optimization

Performance optimization modules including zero-allocation parsers Performance optimizations for high-frequency trading market data processing

provider

Market data provider interface and implementations Market data provider interface and implementations

session_manager

WebSocket session management with automatic reconnection Session management for WebSocket connections

zero_copy_adapter

Zero-copy adapters for efficient data parsing Zero-copy adapters for binary exchange protocols