Module decode 

Decoding DBN and Zstd-compressed DBN files and streams.

The primary entry point is DbnDecoder, which reads DBN data from any io::Read source (files, network streams, in-memory buffers). When the format or compression is unknown at compile time, use DynDecoder to auto-detect from the first few bytes.

Sync decoders implement the DecodeDbn trait. With the async feature flag, async variants are also available. Zstandard decompression, DBZ, and the Dyn decoders and readers require the zstd feature flag, which is enabled by default.

Examples

Decode a DBN file, dispatching on record type:

use dbn::decode::{DbnDecoder, DecodeRecordRef, DbnMetadata};
use dbn::{TradeMsg, OhlcvMsg, Record};

let mut decoder = DbnDecoder::from_zstd_file("20241007.dbn.zst")?;
println!("schema: {:?}", decoder.metadata().schema);

while let Some(rec_ref) = decoder.decode_record_ref()? {
    if let Some(trade) = rec_ref.get::<TradeMsg>() {
        println!("trade: instrument={} price={}", trade.hd.instrument_id, trade.price);
    } else if let Some(bar) = rec_ref.get::<OhlcvMsg>() {
        println!("bar: instrument={} close={}", bar.hd.instrument_id, bar.close);
    }
}

Decode all records of a known type into a Vec:

use dbn::decode::{DbnDecoder, DecodeRecord};
use dbn::MboMsg;

let decoder = DbnDecoder::from_zstd_file("20241007.mbo.dbn.zst")?;
let records: Vec<MboMsg> = decoder.decode_records()?;
println!("{} MBO records", records.len());

Re-exports

pub use self::dbn::Decoder as DbnDecoder;

pub use self::dbn::MetadataDecoder as DbnMetadataDecoder;

pub use self::dbn::RecordDecoder as DbnRecordDecoder;

pub use self::dbn::AsyncDecoder as AsyncDbnDecoder;async

pub use self::dbn::AsyncMetadataDecoder as AsyncDbnMetadataDecoder;async

pub use self::dbn::AsyncRecordDecoder as AsyncDbnRecordDecoder;async

Modules

dbn

Decoding of DBN files.

dbzDeprecatedzstd

Decoding of legacy DBZ files, a precursor to DBN.

Structs

AsyncDynReaderasync and zstd

A type for runtime polymorphism on compressed and uncompressed input. The async version of DynReader.

DynDecoderzstd

A decoder whose Encoding and Compression are determined at runtime by peeking at the first few bytes.

DynReaderzstd

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

MergeDecoder

Merges the DBN decoding streams from one or more other decoders. Both metadata and the record streams are merged.

MergeRecordDecoder

Merges the record decoding streams from one or more other decoders, performing a k-merge based on Record::index_ts().

StreamIterDecoder

A consuming iterator wrapping a DecodeRecord. Lazily decodes the contents of the file or other input stream.

Traits

AsyncDecodeRecordasync

Async trait for types that decode DBN records of a particular type.

AsyncDecodeRecordRefasync

Async trait for types that decode references to DBN records of a dynamic type.

AsyncSkipBytesasync

Like AsyncSeek, but only allows seeking forward from the current position.

DbnMetadata

Trait for decoders with metadata about what’s being decoded.

DecodeDbn

A trait alias for DBN decoders with metadata.

DecodeRecord

Trait for types that decode DBN records of a particular type.

DecodeRecordRef

Trait for types that decode references to DBN records of a dynamic type.

DecodeStream

A trait for decoders that can be converted to streaming iterators.

SkipBytes

Like Seek, but only allows seeking forward from the current position.