Module transformer

Module transformer 

Source
Expand description

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

A standard StatelessTransformer implementation that works for most Exchange-SubscriptionKind combinations is included.

Cases that need custom logic, such as fetching initial OrderBooksL2 and OrderBooksL3 snapshots on startup, may require custom ExchangeTransformer implementations. For examples, see Binance OrderBooksL2 ExchangeTransformer implementations for spot and futures_usd.

Modules§

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.