Module tick 

Tick normalization — raw exchange messages → canonical NormalizedTick.

Responsibility

Convert heterogeneous exchange tick formats (Binance, Coinbase, Alpaca, Polygon) into a single canonical representation. This stage must add <1μs overhead per tick on the hot path.

Guarantees

• Deterministic: same raw bytes always produce the same NormalizedTick
• Non-allocating hot path: NormalizedTick is stack-allocated
• Thread-safe: TickNormalizer is Send + Sync

Structs

NormalizedTick

Canonical normalized tick — exchange-agnostic.

RawTick

Raw tick — unprocessed bytes from an exchange WebSocket.

TickNormalizer

Normalizes raw ticks from any supported exchange into NormalizedTick form.

Enums

Exchange

Supported exchanges.

TradeSide

Direction of trade that generated the tick.