List of all items

Structs

• NoInitialSnapshots
• books::Asks
• books::Bids
• books::Level
• books::OrderBook
• books::OrderBookSide
• books::OrderBookTimes
• books::manager::OrderBookL2Manager
• books::map::OrderBookMapMulti
• books::map::OrderBookMapSingle
• event::MarketEvent
• event::MarketIter
• exchange::PingInterval
• exchange::alpaca::Alpaca
• exchange::alpaca::AlpacaCredentials
• exchange::alpaca::AlpacaServerCrypto
• exchange::alpaca::AlpacaServerIex
• exchange::alpaca::AlpacaServerSip
• exchange::alpaca::AlpacaSubscriber
• exchange::alpaca::connection::AlpacaAttachment
• exchange::alpaca::market::AlpacaMarket
• exchange::alpaca::options::AlpacaOptionContract
• exchange::alpaca::options::AlpacaOptionContractQuery
• exchange::alpaca::options::AlpacaOptionQuote
• exchange::alpaca::options::AlpacaOptionSnapshot
• exchange::alpaca::options::AlpacaOptionTrade
• exchange::alpaca::options::AlpacaOptionsClient
• exchange::alpaca::quote::AlpacaQuote
• exchange::alpaca::quote::AlpacaQuoteMessage
• exchange::alpaca::quote::AlpacaQuoteTransformer
• exchange::alpaca::reference::AlpacaStockSplit
• exchange::alpaca::reference::CorporateActionsQuery
• exchange::alpaca::rest::AlpacaRestClient
• exchange::alpaca::subscription::AlpacaSubResponse
• exchange::alpaca::trade::AlpacaTrade
• exchange::alpaca::trade::AlpacaTradeMessage
• exchange::alpaca::trade::AlpacaTradeTransformer
• exchange::binance::Binance
• exchange::binance::book::BinanceLevel
• exchange::binance::book::l1::BinanceOrderBookL1
• exchange::binance::book::l2::BinanceOrderBookL2Meta
• exchange::binance::book::l2::BinanceOrderBookL2Snapshot
• exchange::binance::channel::BinanceChannel
• exchange::binance::futures::BinanceServerFuturesUsd
• exchange::binance::futures::BinanceServerFuturesUsdMarket
• exchange::binance::futures::l2::BinanceFuturesOrderBookL2Update
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBookL2Sequencer
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBooksL2SnapshotFetcher
• exchange::binance::futures::l2::BinanceFuturesUsdOrderBooksL2Transformer
• exchange::binance::futures::liquidation::BinanceLiquidation
• exchange::binance::futures::liquidation::BinanceLiquidationOrder
• exchange::binance::historical::BinanceHistoricalClient
• exchange::binance::kline::BinanceContinuousKline
• exchange::binance::kline::BinanceKline
• exchange::binance::kline::BinanceKlineData
• exchange::binance::market::BinanceMarket
• exchange::binance::spot::BinanceServerSpot
• exchange::binance::spot::l2::BinanceSpotOrderBookL2Sequencer
• exchange::binance::spot::l2::BinanceSpotOrderBookL2Update
• exchange::binance::spot::l2::BinanceSpotOrderBooksL2SnapshotFetcher
• exchange::binance::spot::l2::BinanceSpotOrderBooksL2Transformer
• exchange::binance::subscription::BinanceSubResponse
• exchange::binance::trade::BinanceTrade
• exchange::bitfinex::Bitfinex
• exchange::bitfinex::channel::BitfinexChannel
• exchange::bitfinex::market::BitfinexMarket
• exchange::bitfinex::message::BitfinexMessage
• exchange::bitfinex::subscription::BitfinexChannelId
• exchange::bitfinex::subscription::BitfinexError
• exchange::bitfinex::subscription::BitfinexPlatformStatus
• exchange::bitfinex::subscription::BitfinexSubResponse
• exchange::bitfinex::trade::BitfinexTrade
• exchange::bitfinex::validator::BitfinexWebSocketSubValidator
• exchange::bitmex::Bitmex
• exchange::bitmex::channel::BitmexChannel
• exchange::bitmex::market::BitmexMarket
• exchange::bitmex::message::BitmexMessage
• exchange::bitmex::subscription::BitmexSubResponse
• exchange::bitmex::trade::BitmexTradeInner
• exchange::bybit::Bybit
• exchange::bybit::book::BybitLevel
• exchange::bybit::book::BybitOrderBookInner
• exchange::bybit::book::l2::BybitOrderBookL2Meta
• exchange::bybit::book::l2::BybitOrderBooksL2Transformer
• exchange::bybit::channel::BybitChannel
• exchange::bybit::futures::BybitServerPerpetualsUsd
• exchange::bybit::market::BybitMarket
• exchange::bybit::message::BybitPayload
• exchange::bybit::spot::BybitServerSpot
• exchange::bybit::subscription::BybitResponse
• exchange::bybit::trade::BybitTradeInner
• exchange::coinbase::Coinbase
• exchange::coinbase::channel::CoinbaseChannel
• exchange::coinbase::market::CoinbaseMarket
• exchange::coinbase::subscription::CoinbaseChannels
• exchange::coinbase::trade::CoinbaseTrade
• exchange::databento::historical::DatabentoHistorical
• exchange::databento::historical::DatabentoOhlcvParams
• exchange::databento::live::DatabentoLive
• exchange::gateio::Gateio
• exchange::gateio::channel::GateioChannel
• exchange::gateio::future::GateioServerFuturesBtc
• exchange::gateio::future::GateioServerFuturesUsd
• exchange::gateio::market::GateioMarket
• exchange::gateio::message::GateioError
• exchange::gateio::message::GateioMessage
• exchange::gateio::option::GateioServerOptions
• exchange::gateio::perpetual::GateioServerPerpetualsBtc
• exchange::gateio::perpetual::GateioServerPerpetualsUsd
• exchange::gateio::perpetual::trade::GateioFuturesTradeInner
• exchange::gateio::spot::GateioServerSpot
• exchange::gateio::spot::trade::GateioSpotTradeInner
• exchange::gateio::subscription::GateioSubResult
• exchange::hyperliquid::Hyperliquid
• exchange::hyperliquid::HyperliquidSpot
• exchange::hyperliquid::book::HyperliquidBookLevel
• exchange::hyperliquid::book::HyperliquidL2Book
• exchange::hyperliquid::book::HyperliquidL2BookData
• exchange::hyperliquid::historical::HistoricalRequest
• exchange::hyperliquid::historical::HyperliquidHistoricalData
• exchange::hyperliquid::market::HyperliquidMarket
• exchange::hyperliquid::meta::HyperliquidMeta
• exchange::hyperliquid::subscription::HyperliquidSubResponseData
• exchange::hyperliquid::trade::HyperliquidTrade
• exchange::hyperliquid::trade::HyperliquidTradeData
• exchange::ibkr::FlexPollPolicy
• exchange::ibkr::IbkrFlexClient
• exchange::ibkr::IbkrFlexConfig
• exchange::ibkr::IbkrFlexCorporateAction
• exchange::ibkr::IbkrMarketStream
• exchange::ibkr::IbkrStreamConfig
• exchange::ibkr::depth::DepthAggregator
• exchange::ibkr::greeks::GreeksAggregator
• exchange::ibkr::historical::HistoricalRequest
• exchange::ibkr::historical::HistoricalTickRequest
• exchange::ibkr::historical::HistoricalTicks
• exchange::ibkr::historical::IbkrHistoricalData
• exchange::ibkr::historical::OptionChainResult
• exchange::ibkr::options::OptionChainEntry
• exchange::ibkr::quotes::QuoteAggregator
• exchange::ibkr::subscription::IbkrSubscription
• exchange::kraken::Kraken
• exchange::kraken::book::l1::KrakenTicker
• exchange::kraken::channel::KrakenChannel
• exchange::kraken::market::KrakenMarket
• exchange::kraken::message::KrakenData
• exchange::kraken::message::KrakenError
• exchange::kraken::subscription::KrakenSubResult
• exchange::kraken::trade::KrakenTrade
• exchange::lse::Lse
• exchange::lse::LseServerCfd
• exchange::lse::LseServerCrypto
• exchange::lse::LseServerEquities
• exchange::lse::LseServerFutures
• exchange::lse::LseServerFx
• exchange::lse::LseServerOptions
• exchange::lse::backtest::LseCandleSource
• exchange::lse::bond_yield::LseBondYieldCountry
• exchange::lse::bond_yield::LseBondYieldMaturity
• exchange::lse::bond_yield::LseBondYieldQuery
• exchange::lse::bond_yield::LseBondYieldRow
• exchange::lse::bond_yield::LseBondYieldStats
• exchange::lse::calendar::LseCalendarEvent
• exchange::lse::calendar::LseCalendarQuery
• exchange::lse::calendar::LseCalendarStats
• exchange::lse::connection::LseAttachment
• exchange::lse::data_api::LseDataApiClient
• exchange::lse::export::LseExport
• exchange::lse::export::LseExportJob
• exchange::lse::export::LseExportJobStatus
• exchange::lse::export::LseExportRange
• exchange::lse::export::LseExportRequest
• exchange::lse::live::LseAuthenticated
• exchange::lse::live::LseCredentials
• exchange::lse::live::LseSubscriber
• exchange::lse::live::LseSymbol
• exchange::lse::mapper::LseSubMapper
• exchange::lse::market::LseMarket
• exchange::lse::market::LseSlug
• exchange::lse::options::LseOptionCandle
• exchange::lse::options::LseOptionContract
• exchange::lse::options::LseOptionPrint
• exchange::lse::parquet::LseExportEvents
• exchange::lse::quota::QuotaStatus
• exchange::lse::reference::LseCatalogEntry
• exchange::lse::resume::LseResumeState
• exchange::lse::tick::LseTick
• exchange::lse::transformer::LseResume
• exchange::lse::transformer::LseTransformer
• exchange::lse::vault::LseVaultClient
• exchange::massive::Address
• exchange::massive::CurrencyStatus
• exchange::massive::Dividend
• exchange::massive::DividendQuery
• exchange::massive::Exchange
• exchange::massive::FairMarketValue
• exchange::massive::MarketHoliday
• exchange::massive::MarketStatus
• exchange::massive::Massive
• exchange::massive::MassiveCredentials
• exchange::massive::MassiveOptionContract
• exchange::massive::MassiveOptionSnapshot
• exchange::massive::MassiveRestClient
• exchange::massive::MassiveServerCrypto
• exchange::massive::MassiveServerForex
• exchange::massive::MassiveServerOptions
• exchange::massive::MassiveServerStocks
• exchange::massive::MassiveStatus
• exchange::massive::MassiveSubResponse
• exchange::massive::MassiveSubscriber
• exchange::massive::OptionContractQuery
• exchange::massive::OptionDayBar
• exchange::massive::OptionQuote
• exchange::massive::OptionSnapshotQuery
• exchange::massive::OptionTrade
• exchange::massive::SplitQuery
• exchange::massive::StockSplit
• exchange::massive::Ticker
• exchange::massive::TickerDetails
• exchange::massive::TickerQuery
• exchange::massive::UnderlyingAsset
• exchange::massive::connection::MassiveAttachment
• exchange::massive::market::MassiveMarket
• exchange::massive::message::MassiveAggregate
• exchange::massive::message::MassiveMessages
• exchange::massive::message::MassiveQuote
• exchange::massive::message::MassiveTrade
• exchange::massive::message::MassiveTransformer
• exchange::okx::Okx
• exchange::okx::channel::OkxChannel
• exchange::okx::market::OkxMarket
• exchange::okx::trade::OkxMessage
• exchange::okx::trade::OkxTrade
• exchange::subscription::ExchangeSub
• instrument::MarketInstrumentData
• streams::Streams
• streams::builder::StreamBuilder
• streams::builder::dynamic::DynamicStreams
• streams::builder::dynamic::DynamicSubscribers
• streams::builder::multi::MultiStreamBuilder
• streams::consumer::StreamKey
• streams::merge::TimeSortedMerge
• streams::reconnect::stream::ReconnectionBackoffPolicy
• streams::reconnect::stream::ReinitFailure
• subscriber::Subscribed
• subscriber::WebSocketSubscriber
• subscriber::mapper::WebSocketSubMapper
• subscriber::shared_stream::SharedStream
• subscriber::validator::WebSocketSubValidator
• subscription::Map
• subscription::Subscription
• subscription::SubscriptionMeta
• subscription::book::OrderBookL1
• subscription::book::OrderBooksL1
• subscription::book::OrderBooksL2
• subscription::book::OrderBooksL3
• subscription::candle::Candle
• subscription::candle::Candles
• subscription::candle::ParseCandleIntervalError
• subscription::greeks::OptionGreeks
• subscription::liquidation::Liquidation
• subscription::liquidation::Liquidations
• subscription::quote::Quote
• subscription::quote::Quotes
• subscription::trade::PublicTrade
• subscription::trade::PublicTrades
• transformer::stateless::StatelessTransformer

Enums

• error::DataError
• event::DataKind
• exchange::alpaca::channel::AlpacaChannel
• exchange::alpaca::market::AlpacaSymbolShape
• exchange::alpaca::options::AlpacaOptionFeed
• exchange::alpaca::rest::AlpacaRestError
• exchange::alpaca::subscription::AlpacaSubResponseInner
• exchange::binance::BinanceDataError
• exchange::bitfinex::message::BitfinexPayload
• exchange::bitfinex::subscription::BitfinexPlatformEvent
• exchange::bitfinex::subscription::Status
• exchange::bybit::message::BybitPayloadKind
• exchange::bybit::subscription::BybitReturnMessage
• exchange::coinbase::subscription::CoinbaseSubResponse
• exchange::databento::DatabentoErrorKind
• exchange::hyperliquid::Network
• exchange::hyperliquid::book::HyperliquidBookMessage
• exchange::hyperliquid::channel::HyperliquidChannel
• exchange::hyperliquid::meta::HyperliquidMetaError
• exchange::hyperliquid::subscription::HyperliquidSubResponse
• exchange::hyperliquid::trade::HyperliquidMessage
• exchange::ibkr::IbkrFlexError
• exchange::ibkr::IbkrReorgType
• exchange::ibkr::subscription::IbkrSubscriptionKind
• exchange::kraken::message::KrakenEvent
• exchange::kraken::message::KrakenMessage
• exchange::kraken::subscription::KrakenSubResponse
• exchange::lse::calendar::LseCalendarImpact
• exchange::lse::channel::LseChannel
• exchange::lse::error::LseError
• exchange::lse::error::LseErrorKind
• exchange::lse::export::LseExportStatus
• exchange::lse::export::LseExportTimeframe
• exchange::lse::market::LseDataset
• exchange::lse::market::LseSymbolShape
• exchange::lse::reference::LseDatasetClass
• exchange::lse::subscription::LseSubResponse
• exchange::lse::tick::LseMessage
• exchange::massive::DividendFrequency
• exchange::massive::MassiveError
• exchange::massive::SortOrder
• exchange::massive::channel::MassiveChannel
• exchange::massive::market::MassiveSymbols
• exchange::okx::subscription::OkxSubResponse
• streams::reconnect::Event
• subscription::SubKind
• subscription::book::OrderBookEvent
• subscription::candle::AggregateCandlesError
• subscription::candle::CandleInterval
• subscription::candle::IntervalStep

Traits

• Identifier
• MarketStream
• SnapshotFetcher
• books::map::OrderBookMap
• exchange::Connector
• exchange::ExchangeServer
• exchange::StreamSelector
• exchange::alpaca::market::AlpacaInstrument
• exchange::alpaca::market::AlpacaServer
• exchange::hyperliquid::market::HyperliquidInstrument
• exchange::ibkr::historical::ToDuration
• exchange::kraken::message::KrakenChannelData
• exchange::lse::market::LseInstrument
• exchange::lse::market::LseQuoteServer
• exchange::lse::market::LseServer
• exchange::massive::market::MassiveInstrument
• exchange::massive::market::MassiveServer
• exchange::massive::market::MassiveTradeServer
• exchange::massive::message::MassiveKind
• exchange::massive::message::MassiveMessage
• instrument::InstrumentData
• streams::builder::dynamic::DynamicAlpacaInstrument
• streams::builder::dynamic::DynamicHyperliquidInstrument
• streams::builder::dynamic::DynamicInstrument
• streams::builder::dynamic::DynamicLseInstrument
• streams::builder::dynamic::DynamicMassiveInstrument
• streams::reconnect::stream::ReconnectingStream
• subscriber::Subscriber
• subscriber::mapper::SubscriptionMapper
• subscriber::shared_stream::AttachedTransformer
• subscriber::shared_stream::SharedTransport
• subscriber::validator::SubscriptionValidator
• subscription::SubscriptionKind
• transformer::ExchangeTransformer

Functions

• books::manager::init_multi_order_book_l2_manager
• books::mid_price
• books::volume_weighted_mid_price
• distribute_messages_to_exchange
• exchange::binance::book::l1::de_ob_l1_subscription_id
• exchange::binance::book::l2::de_ob_l2_subscription_id
• exchange::binance::futures::liquidation::de_liquidation_subscription_id
• exchange::binance::supports_candle_interval
• exchange::binance::trade::de_side_from_buyer_is_maker
• exchange::binance::trade::de_trade_subscription_id
• exchange::bybit::message::de_message_subscription_id
• exchange::coinbase::trade::de_trade_subscription_id
• exchange::databento::historical::load_quotes_from_dbn
• exchange::databento::historical::load_trades_from_dbn
• exchange::ibkr::parse_corporate_actions
• exchange::ibkr::trades::from_ib_trade
• exchange::ibkr::trades::parse_trade_time
• exchange::lse::backtest::replay_candles
• exchange::lse::market::candle_interval_str
• exchange::lse::market::instrument_index_for
• exchange::lse::market::quote_asset
• exchange::lse::market::slug
• exchange::lse::market::supports_candle_interval
• exchange::lse::market::underlying
• exchange::lse::parquet::read_export
• exchange::lse::parquet::symbols_in_export
• process_buffered_events
• schedule_pings_to_exchange
• streams::blocking::stream_blocking_iter
• streams::builder::dynamic::indexed::generate_indexed_market_data_subscription_batches
• streams::builder::dynamic::indexed::index_market_data_subscription_batches
• streams::builder::dynamic::indexed::init_indexed_multi_exchange_market_stream
• streams::builder::dynamic::indexed::init_indexed_multi_exchange_market_stream_with
• streams::builder::dynamic::validate_batches
• streams::builder::dynamic::validate_subscriptions
• streams::consumer::init_market_stream
• streams::merge::merge_time_sorted
• streams::merge::tag_events
• streams::reconnect::stream::init_reconnecting_stream
• subscription::candle::aggregate_candles
• subscription::candle::close_time_from_open
• subscription::candle::open_time_from_close
• subscription::display_subscriptions_without_exchange
• subscription::exchange_supports_instrument_kind
• subscription::exchange_supports_instrument_kind_sub_kind

Type Aliases

• ExchangeWsStream
• exchange::alpaca::AlpacaCrypto
• exchange::alpaca::AlpacaIex
• exchange::alpaca::AlpacaSip
• exchange::alpaca::stream::AlpacaStream
• exchange::binance::BinanceWsStream
• exchange::binance::futures::BinanceFuturesUsd
• exchange::binance::futures::BinanceFuturesUsdMarket
• exchange::binance::spot::BinanceSpot
• exchange::bitfinex::BitfinexWsStream
• exchange::bitmex::BitmexWsStream
• exchange::bitmex::trade::BitmexTrade
• exchange::bybit::BybitWsStream
• exchange::bybit::book::BybitOrderBookMessage
• exchange::bybit::futures::BybitPerpetualsUsd
• exchange::bybit::spot::BybitSpot
• exchange::bybit::trade::BybitTrade
• exchange::coinbase::CoinbaseWsStream
• exchange::gateio::GateiotWsStream
• exchange::gateio::future::GateioFuturesBtc
• exchange::gateio::future::GateioFuturesUsd
• exchange::gateio::option::GateioOptions
• exchange::gateio::perpetual::GateioPerpetualsBtc
• exchange::gateio::perpetual::GateioPerpetualsUsd
• exchange::gateio::perpetual::trade::GateioFuturesTrades
• exchange::gateio::spot::GateioSpot
• exchange::gateio::spot::trade::GateioSpotTrade
• exchange::gateio::subscription::GateioSubResponse
• exchange::hyperliquid::HyperliquidWsStream
• exchange::kraken::KrakenWsStream
• exchange::kraken::book::l1::KrakenOrderBookL1
• exchange::kraken::trade::KrakenTrades
• exchange::lse::LseCfd
• exchange::lse::LseCrypto
• exchange::lse::LseEquities
• exchange::lse::LseFutures
• exchange::lse::LseFx
• exchange::lse::LseOptions
• exchange::lse::stream::LseStream
• exchange::massive::MassiveCrypto
• exchange::massive::MassiveForex
• exchange::massive::MassiveOptions
• exchange::massive::MassiveStocks
• exchange::massive::stream::MassiveStream
• exchange::okx::OkxWsStream
• exchange::okx::trade::OkxTrades
• streams::builder::SubscribeFuture
• streams::builder::multi::BuilderInitFuture
• streams::consumer::MarketStreamEvent
• streams::consumer::MarketStreamResult

Constants

• exchange::DEFAULT_SUBSCRIPTION_TIMEOUT
• exchange::alpaca::WEBSOCKET_URL_CRYPTO
• exchange::alpaca::WEBSOCKET_URL_IEX
• exchange::alpaca::WEBSOCKET_URL_SIP
• exchange::alpaca::connection::REATTACH_GRACE
• exchange::binance::futures::WEBSOCKET_BASE_URL_BINANCE_FUTURES_USD
• exchange::binance::futures::WEBSOCKET_BASE_URL_BINANCE_FUTURES_USD_MARKET
• exchange::binance::futures::l2::HTTP_BOOK_L2_SNAPSHOT_URL_BINANCE_FUTURES_USD
• exchange::binance::spot::WEBSOCKET_BASE_URL_BINANCE_SPOT
• exchange::binance::spot::l2::HTTP_BOOK_L2_SNAPSHOT_URL_BINANCE_SPOT
• exchange::bitfinex::BASE_URL_BITFINEX
• exchange::bitmex::BASE_URL_BITMEX
• exchange::bybit::futures::WEBSOCKET_BASE_URL_BYBIT_PERPETUALS_USD
• exchange::bybit::spot::WEBSOCKET_BASE_URL_BYBIT_SPOT
• exchange::coinbase::BASE_URL_COINBASE
• exchange::gateio::future::WEBSOCKET_BASE_URL_GATEIO_FUTURES_BTC
• exchange::gateio::future::WEBSOCKET_BASE_URL_GATEIO_FUTURES_USD
• exchange::gateio::option::WEBSOCKET_BASE_URL_GATEIO_OPTIONS_USD
• exchange::gateio::perpetual::WEBSOCKET_BASE_URL_GATEIO_PERPETUALS_BTC
• exchange::gateio::perpetual::WEBSOCKET_BASE_URL_GATEIO_PERPETUALS_USD
• exchange::gateio::spot::WEBSOCKET_BASE_URL_GATEIO_SPOT
• exchange::hyperliquid::BASE_URL_HYPERLIQUID
• exchange::kraken::BASE_URL_KRAKEN
• exchange::lse::WEBSOCKET_URL
• exchange::lse::connection::REATTACH_GRACE
• exchange::lse::options::OPTION_FLOW_SETTLE_MARGIN
• exchange::lse::transformer::UNREGISTERED_REPORT_INTERVAL
• exchange::massive::WEBSOCKET_URL_CRYPTO
• exchange::massive::WEBSOCKET_URL_FOREX
• exchange::massive::WEBSOCKET_URL_OPTIONS
• exchange::massive::WEBSOCKET_URL_STOCKS
• exchange::massive::connection::KEEPALIVE
• exchange::massive::connection::REATTACH_GRACE
• exchange::okx::BASE_URL_OKX
• exchange::okx::PING_INTERVAL_OKX
• streams::blocking::DEFAULT_BLOCKING_CHUNK_SIZE
• streams::consumer::STREAM_RECONNECTION_POLICY