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[Feature] Serialization of market data in protobuf #498

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merged 1 commit into from
May 24, 2024

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@sjanel sjanel commented Jan 14, 2024

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Ability to export market data (order books and last public trades) to disk in protobuf format.
Ability to read exported market data on disk per time window chunks.

@sjanel sjanel added the enhancement New feature or request label Jan 14, 2024
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 5 times, most recently from a227169 to 0a0122f Compare January 21, 2024 22:27
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch from 0a0122f to 6f6b30e Compare February 2, 2024 19:13
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 2 times, most recently from 3b73ae9 to 4edc1a0 Compare February 10, 2024 19:42
@sjanel sjanel marked this pull request as draft February 11, 2024 08:22
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 2 times, most recently from bb0ff76 to 5d21abf Compare February 16, 2024 08:13
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 5 times, most recently from 44cbc75 to e10fa2b Compare February 21, 2024 21:13
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 13 times, most recently from 2f4bca2 to cf784d5 Compare March 8, 2024 17:20
@sjanel sjanel changed the title Periodic serialization of market data with protobuf [Feature] Serialization of market data in protobuf Apr 7, 2024
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 7 times, most recently from f06d0db to 8e248c1 Compare April 14, 2024 11:37
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 2 times, most recently from b5f5b0a to 1974010 Compare April 21, 2024 08:49
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch from 1974010 to 915e127 Compare April 22, 2024 11:39
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 2 times, most recently from 55ac2e2 to 7dbc94f Compare May 5, 2024 17:10
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch 13 times, most recently from d69484a to 52fbe51 Compare May 20, 2024 15:44
@sjanel sjanel force-pushed the feature/market-order-book-timed-data-protobuf branch from 52fbe51 to d265376 Compare May 23, 2024 18:57
@sjanel sjanel merged commit 0b375dd into main May 24, 2024
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@sjanel sjanel deleted the feature/market-order-book-timed-data-protobuf branch May 24, 2024 06:07
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