Expand description

Initialises MarketStreams for an arbitrary number of exchanges using generic Barter Subscriptions.

Structs

Builder to configure and initialise Streams instances.

Collection of exchange MarketData streams.

Functions

Central MarketData consumer loop. Initialises an exchange MarketStream using a collection of Subscriptions. Consumed events are distributed downstream via the exchange_tx mpsc::UnboundedSender. A re-connection mechanism with an exponential backoff policy is utilised to ensure maximum up-time.