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
ExchangeTransformeroften used for transformingPublicTradesstreams.
Traits§
- Exchange
Transformer - Defines how to construct a
Transformerused byMarketStreams to translate exchange specific types to normalised Barter types.