Crate market_flow 

Read NDJSON market-data files as an async stream of model::market_event::MarketEvent values.

Quick start

use futures::StreamExt;
use market_flow::{init_market_event_stream, model::market_event::MarketEvent};

let mut stream = init_market_event_stream("events.ndjson").await?;
while let Some(result) = stream.next().await {
    let event: MarketEvent = result?;
    // handle event
}

Re-exports

pub use model::error::MarketFlowError;

pub use model::market_event::MarketEvent;

pub use model::market_event::OrderbookEvent;

pub use model::market_event::OrderbookLevel;

pub use model::market_event::Side;

pub use model::market_event::TradeEvent;

Modules

model

Domain types for market events and errors.

Structs

MarketEventStream

A Stream over market events read from a single NDJSON file.

Functions

init_market_event_stream

Open an NDJSON file at file and return a stream of market events.