of_persist

of_persist provides append-only JSONL persistence for normalized orderflow events, with optional retention pruning. It is designed for replay, auditability, and post-trade research workflows.

Main Types

[RollingStore] - append-only store for book and trades streams.
[RetentionPolicy] - bounded retention by total bytes and/or max file age.
[PersistError] / [PersistResult<T>] - persistence error contract.

Storage Layout

Events are written to:

<root>/<venue>/<symbol>/(book|trades).jsonl

This makes stream files easy to map into replay and analytics pipelines.

Quick Example

use of_core::{Side, SymbolId, TradePrint};
use of_persist::RollingStore;

let store = RollingStore::new("data").expect("store");

store.append_trade(&TradePrint {
    symbol: SymbolId {
        venue: "CME".to_string(),
        symbol: "ESM6".to_string(),
    },
    price: 505_000,
    size: 2,
    aggressor_side: Side::Ask,
    sequence: 1,
    ts_exchange_ns: 1,
    ts_recv_ns: 2,
}).expect("append");

Retention Example

use of_persist::{RetentionPolicy, RollingStore};

let store = RollingStore::new("data")?
    .with_retention(Some(RetentionPolicy {
        max_total_bytes: 2 * 1024 * 1024 * 1024,
        max_age_secs: 7 * 24 * 60 * 60,
    }));

let _ = store;
# Ok::<(), of_persist::PersistError>(())

Retention Behavior