Module merge 

Lazily merge N time-sorted market streams into one, for replaying multi-instrument historical data as a single time-ordered feed.

Structs

TimeSortedMerge

A lazy, time-ordered k-way merge of market streams. See merge_time_sorted.

Functions

merge_time_sorted

Lazily merge N time-sorted market streams into one time-sorted stream.

tag_events

Tag a stream of provider payloads as MarketStreamEvent::Items for one instrument.