Module normalization 

Canonical event normalization — typed conversion from raw exchange events to a strict shape suitable for indicators/storage/backtest.

Invariants

• price / quantity fields are rust_decimal::Decimal — no f64 rounding.
• timestamp_ms is always UTC milliseconds regardless of source unit (s / ms / µs / ns).
• side uses TradeSide (Buy/Sell) for trades.
• symbol is raw exchange-native (from Phase α — no internal normalization here).

Usage

use digdigdig3::core::normalization::{Canonicalize, CanonicalEvent};

// Given a StreamEvent from any exchange WebSocket:
// if let Some(canonical) = event.canonicalize() {
//     match canonical {
//         CanonicalEvent::Trade(t) => println!("price={} qty={}", t.price, t.quantity),
//         _ => {}
//     }
// }

Structs

CanonicalKline

Canonical OHLCV kline.

CanonicalLevel

A single canonical price level (bid or ask).

CanonicalOrderbook

Canonical orderbook snapshot.

CanonicalOrderbookDelta

Canonical incremental orderbook update.

CanonicalTicker

Canonical 24-hour ticker snapshot.

CanonicalTrade

Canonical trade — every field strict, no nulls, no f64.

Enums

CanonicalEvent

Unified canonical event — output of Canonicalize on StreamEvent.

Traits

Canonicalize

Conversion to a canonical typed form.

Functions

normalize_ts_to_ms

Normalize a raw exchange timestamp to UTC milliseconds.