Module subscription

Expand description

Types that communicate the type of each MarketStream to initialise, and what normalised Barter output type the exchange will be transformed into.

Modules§

book: OrderBook SubscriptionKinds and the associated Barter output data models.
candle: Candle SubscriptionKind and the associated Barter output data model.
liquidation: Liquidation SubscriptionKind and the associated Barter output data model.
trade: Public trade SubscriptionKind and the associated Barter output data model.

Map: New typeHashMap that maps a SubscriptionId to some associated type T.
Subscription: Barter Subscription used to subscribe to a SubscriptionKind for a particular exchange MarketDataInstrument.
SubscriptionMeta: Metadata generated from a collection of Barter Subscriptions, including the exchange specific subscription payloads that are sent to the exchange.

SubscriptionKind: Defines kind of a Subscription, and the output Self::Event that it yields.

display_subscriptions_without_exchange
exchange_supports_instrument_kind: Determines whether the Connector associated with this ExchangeId supports the ingestion of market data for the provided MarketDataInstrumentKind.
exchange_supports_instrument_kind_sub_kind: Determines whether the Connector associated with this ExchangeId supports the ingestion of market data for the provided MarketDataInstrumentKind and SubKind combination.