Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

Awesome Lists | Featured Topics | Projects

https://github.com/yutiansut/qamarket-rs

rust for market collection
https://github.com/yutiansut/qamarket-rs

quantaxis

Last synced: 8 days ago
JSON representation

rust for market collection

Awesome Lists containing this project

README

        

# qamarket-rs 高性能行情分发中间件
rust version for qamarketcollector, for a high performance with limited resources

![Rust](https://github.com/yutiansut/qamarket-rs/workflows/Rust/badge.svg)

分发的单个行情格式为

```rust
pub struct QAKlineBase{
pub datetime: String,
pub updatetime: String,
pub code: String,
pub open: f64,
pub high: f64,
pub low: f64,
pub close: f64,
pub volume: f64,
pub frequence: String
}
```

订阅:

- model: direct
- exchange: realtime_{code} eg. realtime_rb2010
- routing_key: 1min/ 5min/ 15min/ 30min/ 60min

本项目通过docker部署直接拉起后自动会实时重采样所有主力连续合约,并实时重采样成bar数据主动推送出来