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qamarket-rs 高性能行情分发中间件

rust version for qamarketcollector, for a high performance with limited resources

Rust

分发的单个行情格式为

pub struct QAKlineBase{
    pub datetime: String,
    pub updatetime: String,
    pub code: String,
    pub open: f64,
    pub high: f64,
    pub low: f64,
    pub close: f64,
    pub volume: f64,
    pub frequence: String
}

订阅:

  • model: direct
  • exchange: realtime_{code} eg. realtime_rb2010
  • routing_key: 1min/ 5min/ 15min/ 30min/ 60min

本项目通过docker部署直接拉起后自动会实时重采样所有主力连续合约,并实时重采样成bar数据主动推送出来

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rust for market collection

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