Expand description
itchy - a nom-based parser for the NASDAQ ITCH protocol 5.0
It aims to sensibly handle the whole protocol. It is zero-allocation and pretty fast. It will process several million messages per second on a decent CPU.
Typical usage:
ⓘ
extern crate itchy;
let stream = itchy::MessageStream::from_file("/path/to/file.itch").unwrap();
for msg in stream {
println!("{:?}", msg.unwrap())
}
The protocol specification can be found on the NASDAQ website
Modules
Macros
- A macro to construct d128 literals.
Structs
- A string with a fixed capacity.
- An ITCH protocol message. Refer to the protocol spec for interpretation.
- Represents an iterable stream of ITCH protocol messages
- Opaque type representing a price to four decimal places
- Opaque type representing a price to eight decimal places
- A 128-bit decimal floating point type.
Enums
- The message body. Refer to the protocol spec for interpretation.
Type Definitions
- Stack-allocated string of size 4 bytes (re-exported from
arrayvec
) - Stack-allocated string of size 8 bytes (re-exported from
arrayvec
)