source

Documentation

Index

• Variables
• type Ask
  • func (this Ask) After(that Ask) bool
  • func (this Ask) Before(that Ask) bool
  • func (this Ask) Compare(that Ask) int
  • func (this Ask) Equal(that Ask) bool
• type BatchDecodeFunc
• type BatchDecoder
• type Bid
  • func (this Bid) After(that Bid) bool
  • func (this Bid) Before(that Bid) bool
  • func (this Bid) Compare(that Bid) int
  • func (this Bid) Equal(that Bid) bool
• type BookCodec
  • func NewBookCodec(endpoint endpoint, sub, unsub ProtoMsgFunc, ...) BookCodec
• type CandleCodec
  • func NewCandleCodec(endpoint endpoint, sub, unsub ProtoMsgFunc, ...) CandleCodec
• type CandleStore
  • func (s *CandleStore) Lock()
  • func (s *CandleStore) TryLock() bool
  • func (s *CandleStore) Unlock()
• type DecodeKeyFunc
• type KeyGetter
  • func NewKeyGetter(online, offline, all DecodeKeyFunc, req http.Request) KeyGetter
• type LossyDecodeFunc
• type OrderBook
  • func (s *OrderBook) Lock()
  • func (s *OrderBook) TryLock() bool
  • func (s *OrderBook) Unlock()
• type Proto
• type ProtoMsgFunc
• type Reader
• type SinkDecoder
• type SinkFunc
• type SinkTryFunc
• type Source
  • func NewSource(origin string, symbol SymbolCodec, book BookCodec, trade TradeCodec, ...) Source
• type SymbolCodec
  • func NewSymbolCodec(endpoint endpoint, sub, unsub ProtoMsgFunc, ...) SymbolCodec
• type TradeCodec
  • func NewTradeCodec(endpoint endpoint, sub, unsub ProtoMsgFunc, ...) TradeCodec
• type UnitDecoder
• type WorkingState

Variables

var (
	ErrBadUpgrade = errors.New("matt::chasm::source: bad upgrade")
	ErrBadRead    = errors.New("matt::chasm::source: bad read")
)

Types

type Ask

type Ask uint64

func (Ask) After

func (this Ask) After(that Ask) bool

func (Ask) Before

func (this Ask) Before(that Ask) bool

func (Ask) Compare

func (this Ask) Compare(that Ask) int

func (Ask) Equal

func (this Ask) Equal(that Ask) bool

type BatchDecodeFunc

type BatchDecodeFunc[T core.Event] func(frame []byte, destination []T) (int, bool, error)

type BatchDecoder

type BatchDecoder[T core.Event] interface {
	Decode(frame []byte, destination []T) (int, bool, error)
}

type Bid

type Bid uint64

func (Bid) After

func (this Bid) After(that Bid) bool

func (Bid) Before

func (this Bid) Before(that Bid) bool

func (Bid) Compare

func (this Bid) Compare(that Bid) int

func (Bid) Equal

func (this Bid) Equal(that Bid) bool

type BookCodec

type BookCodec interface {
	Proto
	UnitDecoder[core.BookEvent]
}

func NewBookCodec

func NewBookCodec(
	endpoint endpoint,
	sub, unsub ProtoMsgFunc,
	decode LossyDecodeFunc[core.BookEvent, OrderBook],
) BookCodec

type CandleCodec

type CandleCodec interface {
	Proto
	SinkDecoder[core.CandleEvent]
}

func NewCandleCodec

func NewCandleCodec(
	endpoint endpoint,
	sub, unsub ProtoMsgFunc,
	sink SinkFunc[core.CandleEvent, CandleStore],
	try SinkTryFunc[core.CandleEvent, CandleStore],
) CandleCodec

type CandleStore

type CandleStore struct {
	Interval [10]int64
	New      [10]bool
	Candle   [10]core.CandleEvent
	// contains filtered or unexported fields
}

func (*CandleStore) Lock

func (s *CandleStore) Lock()

func (*CandleStore) TryLock

func (s *CandleStore) TryLock() bool

func (*CandleStore) Unlock

func (s *CandleStore) Unlock()

type DecodeKeyFunc

type DecodeKeyFunc func(raw []byte) []core.Key

TODO: we should be returning an error

type KeyGetter

type KeyGetter interface {
	Online() []core.Key
	Offline() []core.Key
	All() []core.Key
}

func NewKeyGetter

func NewKeyGetter(online, offline, all DecodeKeyFunc, req http.Request) KeyGetter

type LossyDecodeFunc

type LossyDecodeFunc[T core.Event, S WorkingState] func(state *S, frame []byte) (T, bool, error)

type OrderBook

type OrderBook struct {
	Bid kit.LeakyHeap[Bid]
	Ask kit.LeakyHeap[Ask]
	// contains filtered or unexported fields
}

func (*OrderBook) Lock

func (s *OrderBook) Lock()

func (*OrderBook) TryLock

func (s *OrderBook) TryLock() bool

func (*OrderBook) Unlock

func (s *OrderBook) Unlock()

type Proto

type Proto interface {
	Endpoint() string
	Subscribe(key core.Key) []byte
	Unsubscribe(key core.Key) []byte
}

type ProtoMsgFunc

type ProtoMsgFunc func(key core.Key) []byte

type Reader

type Reader[T core.Event] interface {
	Open() error
	Close() error
	Read() (T, bool)
	Next() error
}

type SinkDecoder

type SinkDecoder[T core.Event] interface {
	Sink(key core.Key, frame []byte) (T, bool, error)
	Try(key core.Key) (T, bool, error)
}

type SinkFunc

type SinkFunc[T core.Event, S WorkingState] func(state *S, key core.Key, frame []byte) (T, bool, error)

type SinkTryFunc

type SinkTryFunc[T core.Event, S WorkingState] func(state *S, key core.Key) (T, bool, error)

type Source

type Source interface {
	Symbol(key core.Key) Reader[core.SymbolEvent]
	Book(key core.Key) Reader[core.BookEvent]
	Candle(key core.Key) Reader[core.CandleEvent]
	Trade(key core.Key) Reader[core.TradeEvent]
	Get() KeyGetter
}

func NewSource

func NewSource(
	origin string,
	symbol SymbolCodec,
	book BookCodec,
	trade TradeCodec,
	candle CandleCodec,
	getter KeyGetter,
) Source

type SymbolCodec

type SymbolCodec interface {
	Proto
	BatchDecoder[core.SymbolEvent]
}

func NewSymbolCodec

func NewSymbolCodec(
	endpoint endpoint,
	sub, unsub ProtoMsgFunc,
	decode BatchDecodeFunc[core.SymbolEvent],
) SymbolCodec

type TradeCodec

type TradeCodec interface {
	Proto
	BatchDecoder[core.TradeEvent]
}

func NewTradeCodec

func NewTradeCodec(
	endpoint endpoint,
	sub, unsub ProtoMsgFunc,
	decode BatchDecodeFunc[core.TradeEvent],
) TradeCodec

type UnitDecoder

type UnitDecoder[T core.Event] interface {
	Decode(key core.Key, frame []byte) (T, bool, error)
}

type WorkingState

type WorkingState interface {
	OrderBook | CandleStore
}