Expand description
The data module contains all the data structures used in the system.
Re-exports§
pub use bar::Bar;pub use bar::BarAggregation;pub use bar::BarCache;pub use bar::BarSpecification;pub use bar::BarType;pub use best_bid_ask::BestBidAsk;pub use book_snapshot::OrderBookSnapshot;pub use market_trade::MarketTrade;pub use market_trade::TradeBatch;pub use orderbook::OrderBook;pub use orderbook::PriceLevel;pub use simd_orderbook::SimdOrderBook;pub use simd_orderbook::SimdPriceLevels;pub use simd_trade::SimdTradeBatch;
Modules§
- bar
- The bar module contains all the bar-related data structures used in the system. Bar data structures for various time aggregations
- best_
bid_ ask - The best_bid_ask module contains all the best bid/ask-related data structures used in the system. Best bid/ask (top-of-book) quotes
- book_
snapshot - The book_snapshot module contains all the book snapshot-related data structures used in the system.
- market_
trade - The market_trade module contains all the market trade-related data structures used in the system. Market trade data structures
- orderbook
- The orderbook module contains all the order book-related data structures used in the system. Order book data structures
- simd_
orderbook - The simd_orderbook module contains all the SIMD-aligned order book-related data structures used in the system. SIMD-aligned order book structures for high-performance market data processing
- simd_
trade - The simd_trade module contains all the SIMD-aligned trade-related data structures used in the system. SIMD-aligned trade batch processing for high-performance market data
- zero_
copy - The zero_copy module contains all the zero-copy-related data structures used in the system. Zero-copy market data structures for ultra-fast binary parsing