pub enum PersistDepth {
Compact,
Indicators,
Full,
}Expand description
How much of a payload to persist per Kind.
Different consumers want different granularity:
Compact: lean record used by the bar-aligned mli/mlq loaders (existing<Kind>Pointtypes). Smallest disk footprint. Backward-compatible — existing.datfiles are produced AND read by this depth.Indicators: enriched record for indicator/feature engineering — adds the modeling-relevant fields the exchange emits (bid/ask qty, weighted avg, open, last qty, mark/index, OI, funding, count). Costs more disk per record but no loss of common signals at replay.Full: every stable wire field on the payload struct. Largest record; intended for historical research persistence where nothing should be dropped at replay.
Default is Compact for every Kind for backward compatibility.
Variants§
Trait Implementations§
Source§impl Clone for PersistDepth
impl Clone for PersistDepth
Source§fn clone(&self) -> PersistDepth
fn clone(&self) -> PersistDepth
Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreimpl Copy for PersistDepth
Source§impl Debug for PersistDepth
impl Debug for PersistDepth
Source§impl Default for PersistDepth
impl Default for PersistDepth
Source§impl<'de> Deserialize<'de> for PersistDepth
impl<'de> Deserialize<'de> for PersistDepth
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
impl Eq for PersistDepth
Source§impl PartialEq for PersistDepth
impl PartialEq for PersistDepth
Source§fn eq(&self, other: &PersistDepth) -> bool
fn eq(&self, other: &PersistDepth) -> bool
Tests for
self and other values to be equal, and is used by ==.Source§impl Serialize for PersistDepth
impl Serialize for PersistDepth
impl StructuralPartialEq for PersistDepth
Auto Trait Implementations§
impl Freeze for PersistDepth
impl RefUnwindSafe for PersistDepth
impl Send for PersistDepth
impl Sync for PersistDepth
impl Unpin for PersistDepth
impl UnsafeUnpin for PersistDepth
impl UnwindSafe for PersistDepth
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more