UnifiedEventStream

tesser_data::merger

Struct UnifiedEventStream 

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pub struct UnifiedEventStream { /* private fields */ }
Expand description

Builder that merges heterogeneous parquet cursors into a single chronological stream.

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impl UnifiedEventStream

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pub fn from_flight_recorder( root: impl AsRef<Path>, symbols: &[Symbol], ) -> Result<Self>

Construct a stream backed by parquet files located under a flight-recorder root.

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pub fn from_paths( symbols: &[Symbol], tick_paths: Vec<PathBuf>, order_book_paths: Vec<PathBuf>, depth_paths: Vec<PathBuf>, ) -> Result<Self>

Construct a stream from explicit parquet path lists.

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pub fn into_stream(self) -> impl Stream<Item = Result<UnifiedEvent>>

Convert this stream into a futures::Stream implementation.

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