atelier_data 0.0.15

Data Artifacts and I/O for the atelier-rs engine
1
2
3
4
5
6
7
8
9
10
11
12
13
14
//! Orderbook types, delta normalization, synchronization, and Parquet persistence.

pub mod core;
pub use core::Orderbook;
pub mod delta;
pub use delta::{NormalizedDelta, OrderbookDelta};
pub mod io;
pub mod persist;
pub mod sync;
pub use sync::ObSynchronizer;
pub mod target;
pub use target::{
    OrderbookTarget, OrderbookTargetData, OrderbookUpdate, OrderbookUpdateType,
};