Unified data structures for all cryptocurrency exchanges.
This library contains all output data types of crypto-msg-parser.
The crypto_message::proto module contains protobuf messages corresponding to message types in lib.rs.
The crypto_message::compact module contains compact messages corresponding to message types in lib.rs.
Differences:
lib.rs are output data types of crypto-msg-parser, and they suitable for parsing.crypto_message::proto are protobuf messages, which are suitable for serialization and RPC.message types in crypto_message::compact are suitable for hight-performance processing.
Messages types in lib.rs has string fields such as exchange, symbol, which causes a lot of memory allocation and copying, so these types are not suitable for high-performance processing.
Message types in crypto_message::proto are compact and hight-performance, but they lack metadata fields such as exchange, symbol and pair.
Message types in crypto_message::compact are equivalent to message types in lib.rs, with exchange changed to enum, symbol and pair changed to u64 hash values.