Trading.MarketData.Parser (trading v0.1.0)

Parses market data from various feed formats.

Summary

Functions

Parses binary market data (for low-latency feeds).

Parses CSV market data (for historical data).

Parses a FIX message into market data.

Parses JSON market data.

Functions

parse_binary(arg1)

@spec parse_binary(binary()) :: {:ok, map()} | {:error, term()}

Parses binary market data (for low-latency feeds).

parse_csv_line(line, headers)

@spec parse_csv_line(String.t(), [atom()]) :: {:ok, map()} | {:error, term()}

Parses CSV market data (for historical data).

parse_fix(message)

@spec parse_fix(String.t()) :: {:ok, map()} | {:error, term()}

Parses a FIX message into market data.

parse_json(json_string)

@spec parse_json(String.t()) :: {:ok, map()} | {:error, term()}

Parses JSON market data.