Module engine

Provides a high-performance DataEngine for all environments.

The DataEngine is the central component of the entire data stack. The data engines primary responsibility is to orchestrate interactions between the DataClient instances, and the rest of the platform. This includes sending requests to, and receiving responses from, data endpoints via its registered data clients.

The engine employs a simple fan-in fan-out messaging pattern to execute DataCommand type messages, and process DataResponse messages or market data objects.

Alternative implementations can be written on top of the generic engine - which just need to override the execute, process, send and receive methods.

Modules

• book
• config
• runner

Structs

• DataEngine
  Provides a high-performance DataEngine for all environments.
• SubscriptionCommandHandler