Expand description
Market-data core: books rebuilt from action rows, quotes, trades, bars.
Structs§
- MdCore
- Market data core: turns stream frames into events and keeps the state behind them.
- MdFrame
- One stream event of one subscription.
Enums§
- MdEvent
- What arrived on a market-data stream.
Constants§
- DEFAULT_
DEPTH - Default depth of emitted books when the subscription did not ask for one.