Module md 

The market data core: frames of the public stream to events.

The order book stream sends one snapshot, then deltas. The core keeps a book per subscription and sends the whole book (cut to the depth asked) after every change, so a reader that falls behind loses nothing by skipping to the latest. The deltas of one topic are numbered in sequence (u): a number that is not the next one means a delta was lost. The core then drops the book, tells the reader with [Event::Resync] and notes the topic in MdCore::take_gaps: the connector asks the exchange for a new snapshot.

Structs

MdCore

The sans-io core of the market data connector.