nautilus_testkit/itch/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! NASDAQ TotalView-ITCH 5.0 parsing utilities for test data curation.
17//!
18//! Converts raw ITCH binary data into NautilusTrader
19//! [`OrderBookDelta`](nautilus_model::data::delta::OrderBookDelta) events
20//! for use in order book and matching engine tests.
21
22pub mod parse;
nautilus_testkit/itch/mod.rs

nautilus_testkit/itch/
mod.rs
