crypto-message

Unified data structures for all cryptocurrency exchanges.

This library contains all output data types of crypto-msg-parser.

The crypto_message::proto module contains protobuf messages corresponding to message types in lib.rs.

The crypto_message::compact module contains compact messages corresponding to message types in lib.rs.

Differences:

• Message types in lib.rs are output data types of crypto-msg-parser, and they suitable for parsing.

• Message types in crypto_message::proto are protobuf messages, which are suitable for serialization and RPC.

• message types in crypto_message::compact are suitable for hight-performance processing.

  Messages types in lib.rs has string fields such as exchange, symbol, which causes a lot of memory allocation and copying, so these types are NOT suitable for high-performance processing.

  Message types in crypto_message::proto are compact and hight-performance, but they lack metadata fields such as exchange, symbol and pair.

  Message types in crypto_message::compact are equivalent to message types in lib.rs, with exchange changed to enum, symbol and pair changed to u64 hash values.