Module encode 

Encoding DBN records to various formats: DBN binary, CSV, and JSON.

Each format has a dedicated encoder (DbnEncoder, CsvEncoder, JsonEncoder). When the format is chosen at runtime, use DynEncoder with DynEncoderBuilder.

Sync encoders implement the EncodeDbn trait. With the async feature flag, async variants are also available.

Examples

Encode records to DBN in memory:

use dbn::{
    MboMsg, Metadata, Schema, SType,
    encode::{DbnEncoder, EncodeRecord},
    decode::{DbnDecoder, DecodeRecord},
};

let metadata = Metadata::builder()
    .dataset("GLBX.MDP3")
    .schema(Some(Schema::Mbo))
    .start(0)
    .stype_in(Some(SType::InstrumentId))
    .stype_out(SType::InstrumentId)
    .build();

let mut buf = Vec::new();
let mut encoder = DbnEncoder::new(&mut buf, &metadata)?;
encoder.encode_record(&MboMsg::default())?;
drop(encoder);

// Read back
let mut decoder = DbnDecoder::new(buf.as_slice())?;
let rec = decoder.decode_record::<MboMsg>()?.unwrap();
assert_eq!(*rec, MboMsg::default());

Re-exports

pub use self::csv::Encoder as CsvEncoder;

pub use self::dbn::Encoder as DbnEncoder;

pub use self::dbn::MetadataEncoder as DbnMetadataEncoder;

pub use self::dbn::RecordEncoder as DbnRecordEncoder;

pub use self::json::Encoder as JsonEncoder;

pub use self::dbn::AsyncEncoder as AsyncDbnEncoder;async

pub use self::dbn::AsyncMetadataEncoder as AsyncDbnMetadataEncoder;async

pub use self::dbn::AsyncRecordEncoder as AsyncDbnRecordEncoder;async

pub use self::json::AsyncEncoder as AsyncJsonEncoder;async

Modules

csv

Encoding of DBN records into comma-separated values (CSV).

dbn

Encoding DBN records into DBN, Zstandard-compressed or not.

json

Encoding of DBN records into JSON lines.

Structs

DynAsyncBufWriterasync

An object that allows for abstracting over compressed and uncompressed output with buffering.

DynAsyncWriterasync

An object that allows for abstracting over compressed and uncompressed output.

DynEncoder

An encoder whose Encoding and Compression can be set at runtime.

DynEncoderBuilder

Helper for constructing a DynEncoder.

DynWriter

Type for runtime polymorphism over whether encoding uncompressed or Zstd-compressed DBN records. Implements std::io::Write.

SchemaSplitter

Splits a stream by schema.

SplitEncoder

An encoder that routes records to sub-encoders based on a Splitter strategy.

SymbolSplitter

Splits a stream by symbol.

TimeSplitter

Splits a stream by time.

Enums

NoSchemaBehavior

How to handle records with an rtype that doesn’t map to a schema such as an ErrorMsg.

SplitDuration

How to group records according to their index timestamp.

Constants

ZSTD_COMPRESSION_LEVEL

The default Zstandard compression level used.

Traits

AsyncEncodeRecordasync

Trait for async encoding of DBN records of a specific type.

AsyncEncodeRecordRefasync

Trait for async encoding of DBN of RecordRef records.

AsyncEncodeRecordTextExtasync

Async extension trait for text encodings.

DbnEncodable

Trait alias for Record, CsvSerialize, fmt::Debug, and JsonSerialize.

EncodeDbn

Trait for types that encode DBN records with a specific record type.

EncodeRecord

Trait for types that encode a DBN record of a specific type.

EncodeRecordRef

Trait for types that encode DBN records with mixed schemas.

EncodeRecordTextExt

Extension trait for text encodings.

Splitter

A strategy for routing records to different sub-encoders.