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changelog.md

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Goals

  • Have a command to build a global order book.

WIP

  • optimize allocations
  • prometheus server.
  • Add SCALE server with tower.
  • Add multi provider support.

change log

  • Add multi-symbol support.
  • add a DockerFile
  • Added a client example consumig the orderbook.
  • Add a client benchmark.
  • Serve the LOB through gRPC.
  • decouple web socket base url from the event subscription.
  • define a new subcommand depth for monitor
  • it should work as follows ./bin monitor [sources, symbol]
  • secure web socket streams
  • Graceful shutdown
  • pretty panics
  • basic logging