Module stream 

Binance SBE market data stream decoders (schema 1:0).

These decoders are hand-written for the 4 market data stream message types:

• TradesStreamEvent - Real-time trade data
• BestBidAskStreamEvent - Best bid/ask (BBO) updates
• DepthSnapshotStreamEvent - Order book snapshots (top N levels)
• DepthDiffStreamEvent - Incremental order book updates

All decoders return Result<T, StreamDecodeError> to safely handle malformed or truncated network data without panicking.

Modules

template_id

Message template IDs for stream events.

Structs

BestBidAskStreamEvent

Best bid/ask stream event.

DepthDiffStreamEvent

Depth diff stream event (incremental order book updates).

DepthSnapshotStreamEvent

Depth snapshot stream event (top N levels of order book).

GroupSize16Encoding

Group size 16 encoding (4 bytes: u16 block_length + u16 num_in_group).

GroupSizeEncoding

Group size encoding (6 bytes: u16 block_length + u32 num_in_group).

MessageHeader

SBE message header (8 bytes).

PriceLevel

Price/quantity level in order book.

Trade

Individual trade within a trades stream event.

TradesStreamEvent

Trades stream event (may contain multiple trades).

Enums

StreamDecodeError

Stream decode error.

Constants

MAX_GROUP_SIZE

Maximum allowed group size to prevent OOM from malicious payloads. Binance depth streams typically have at most 5000 levels.

STREAM_SCHEMA_ID

Stream schema ID.

STREAM_SCHEMA_VERSION

Stream schema version.

Functions

decode_var_string8

Decode a varString8 (1-byte length prefix + UTF-8 data).

mantissa_to_f64

Convert mantissa and exponent to f64.