marketdata

README

otp-mdcommon

components common to market data gateways

Documentation

Index

• Constants
• func NewConflatedQuoteConnection(id string, stream MdsQuoteStream, out chan<- *model.ClobQuote, ...) *conflatedQuoteConnection
• func NewConflatedQuoteStream(stream MdsQuoteStream, out chan<- *model.ClobQuote, capacity int) *conflatedQuoteStream
• func NewMarketDataSource(quoteDistributor QuoteDistributor) marketdatasource.MarketDataSourceServer
• func NewQuoteDistributor(stream MdsQuoteStream, sendBufferSize int) *quoteDistributor
• type ConflatedQuoteConnection
• type MdsQuoteStream
• type QuoteDistributor
• type QuoteSource
• type Stream

Constants

const SubscriberIdKey = "subscriber_id"

Functions

func NewConflatedQuoteConnection

func NewConflatedQuoteConnection(id string, stream MdsQuoteStream, out chan<- *model.ClobQuote,
	maxSubscriptions int) *conflatedQuoteConnection

func NewConflatedQuoteStream

func NewConflatedQuoteStream(stream MdsQuoteStream, out chan<- *model.ClobQuote, capacity int) *conflatedQuoteStream

func NewMarketDataSource

func NewMarketDataSource(quoteDistributor QuoteDistributor) marketdatasource.MarketDataSourceServer

func NewQuoteDistributor

func NewQuoteDistributor(stream MdsQuoteStream, sendBufferSize int) *quoteDistributor

Types

type ConflatedQuoteConnection

type ConflatedQuoteConnection interface {
	GetId() string
	Subscribe(listingId int32) error
	Close()
}

type MdsQuoteStream

type MdsQuoteStream interface {
	Subscribe(listingId int32)
	GetStream() <-chan *model.ClobQuote
	Close()
}

type QuoteDistributor

type QuoteDistributor interface {
	GetNewQuoteStream() MdsQuoteStream
}

type QuoteSource

type QuoteSource interface {
	Subscribe(listingId int)
}

type Stream

type Stream interface {
	Subscribe(listingId int32)
	Close()
}