arrival

Oct 10, 2022

Changes in this version

+ type ProcessedUpdate struct

+ Data T

+ Slot int

+ Timestamp time.Time

+ type SolanaRawUpdate struct

+ Data *solanaws.AccountResult

+ Side gserum.Side

+ type SolanaUpdate struct

+ Orders []*pb.OrderbookItem

+ Side gserum.Side

+ func (s SolanaUpdate) IsRedundant() bool

+ type Source interface

+ Name func() string

+ Process func(updates []StreamUpdate[T], removeDuplicates bool) (map[int][]ProcessedUpdate[R], map[int][]ProcessedUpdate[R], error)

+ Run func(context.Context) ([]StreamUpdate[T], error)

+ func NewAPIOrderbookStream(address, market, authHeader string) (Source[[]byte, TraderAPIUpdate], error)

+ func NewSolanaOrderbookStream(ctx context.Context, rpcAddress string, wsAddress, marketAddr string) (Source[SolanaRawUpdate, SolanaUpdate], error)

+ type StreamUpdate struct

+ Data T

+ Timestamp time.Time

+ func NewStreamUpdate(data T) StreamUpdate[T]

+ type TraderAPIUpdate struct

+ Asks []*pb.OrderbookItem

+ Bids []*pb.OrderbookItem

+ func (s TraderAPIUpdate) IsRedundant() bool