rusty_model/data/
mod.rs

1/// The bar module contains all the bar-related data structures used in the system.
2pub mod bar; // Various bar types (time bars, volume bars, tick bars, etc.)
3/// The best_bid_ask module contains all the best bid/ask-related data structures used in the system.
4pub mod best_bid_ask; // Top-of-book quotes (best bid/ask)
5/// The book_snapshot module contains all the book snapshot-related data structures used in the system.
6pub mod book_snapshot; // Full order book snapshot
7/// The market_trade module contains all the market trade-related data structures used in the system.
8pub mod market_trade; // Executed market trades
9/// The orderbook module contains all the order book-related data structures used in the system.
10pub mod orderbook; // Main order book implementation
11/// The simd_orderbook module contains all the SIMD-aligned order book-related data structures used in the system.
12pub mod simd_orderbook; // SIMD-aligned order book structures for high-performance processing
13/// The simd_trade module contains all the SIMD-aligned trade-related data structures used in the system.
14pub mod simd_trade; // SIMD-aligned trade batch processing
15/// The zero_copy module contains all the zero-copy-related data structures used in the system.
16pub mod zero_copy; // Zero-copy structures for binary parsing
17
18// Re-export commonly used types
19pub use bar::{Bar, BarAggregation, BarCache, BarSpecification, BarType};
20pub use best_bid_ask::BestBidAsk;
21pub use book_snapshot::OrderBookSnapshot;
22pub use market_trade::{MarketTrade, TradeBatch};
23pub use orderbook::{OrderBook, PriceLevel, SharedOrderBook};
24pub use simd_orderbook::{SharedSimdOrderBook, SimdOrderBook, SimdPriceLevels};
25pub use simd_trade::SimdTradeBatch;
rusty_model/data/mod.rs

rusty_model/data/
mod.rs
