Module barter_data::transformer

Generic ExchangeTransformer implementations used by MarketStreams to translate exchange specific types to normalised Barter types.

Standard implementations that work for most exchanges are included such as:

• StatelessTransformer for PublicTrades and OrderBooksL1 streams.
  
• MultiBookTransformer for OrderBooksL2 and OrderBooksL3 streams.

Modules

• book
  Generic OrderBook ExchangeTransformers.
• stateless
  Generic stateless ExchangeTransformer often used for transforming PublicTrades streams.

Traits

• ExchangeTransformer
  Defines how to construct a Transformer used by MarketStreams to translate exchange specific types to normalised Barter types.