Crate cxmr_snapshots

Squashing of historical market data creates candle data with orderbook snapshot. It can be easily rebinned to create lower resolution DUFUS tests for algorithms.

Structs

Snapshot	Snapshot of market data.
SnapshotCollector	Snapshot collector.
SnapshotId	Snapshot identifier.
State	Cached state for a replay.

Enums

Error	Tectonic module error type.
UpdateKind	Candle collector update klind structure.

Functions

downscale_states

Downscales states into a longer duration snapshot.