1 viewer

rust 1,961,941 · typescript 233,850 · javascript 141,145 · python 22,871 · 6,801 files · digest 6d882eacc8db · built in 12.5 s · crystals off

crates/cre8-app-provider/src/sink.rs

cre8-app-provider · module sink · src · 3,807 lines (3,065 code, 407 comment) · sha 0367cd3fc2010dfa

Items

const LIVE_POSITION_TTL_SECS_DEFAULT const LIVE_POSITION_CAPACITY const SERIES_NUMERAIRE_QUOTES const SERIES_SKIP_MAX_KEYS static TTL const LIVE_DEPTH_LEVELS const PRICE_SCALE const TICK_HISTORY_CAPACITY_PER_ASSET const BAR_TIERS enum StreamSinkTarget impl StreamSinkTarget struct StreamSinkPlan impl StreamSinkPlan struct SinkRuntimeState struct LiveMatchingPositionCache struct LivePosition struct LiveCacheCounters struct LiveMarketState static LIVE_MATCHING_POSITIONS static PUBLISH_LOCK_WAIT_NS enum SeriesAdmission impl SeriesAdmission static SERIES_QUOTES struct SeriesSkipCounters static SERIES_SKIPS struct DerivativeRouteCounters static DERIVATIVE_ROUTES struct MarketTick struct TickHistoryBuffer enum TickSource impl TickSource static CAP impl Default for TickHistoryBuffer static TICK_HISTORY struct TickQuote impl TickQuote struct TickHistoryRollup struct MarketBar struct BarBuilder impl BarBuilder struct BarAggregator static BAR_AGGREGATOR const BAR_BUILDER_STALE_MS const BAR_SWEEP_INTERVAL_MS static L2_DEPTH struct VenueDepthBook static L2_VENUE_DEPTH const L2_DEPTH_MAX_LEVELS_PER_ASSET const L2_VENUE_MAX_LEVELS_PER_SIDE const L2_VENUE_MAX_BOOKS struct DepthFrame static DEPTH_HISTORY const DEPTH_HISTORY_INTERVAL_MS_DEFAULT const DEPTH_HISTORY_FRAME_CAP_DEFAULT static V static V struct L2DepthSummaryEntry struct VenueL2DepthSummaryEntry struct VenueShadowFillEntry struct TradeRecord const TRADE_TAPE_CAP_PER_ASSET static TRADE_TAPE struct TradeTapeSummaryEntry impl LiveMatchingPositionCache struct MarketPositionContext impl MarketPositionContext enum BookSide impl BookSide struct BookLevel const PROBES

Functions

By call-graph weight (PageRank; 1.0 is the average function). 194 functions in all.

function	kind	lines	cyclomatic	callers	callees	weight
BarBuilder::finalizesrc/sink.rs:1076	method	17	2	10	0	21.1
bar_aggregatorsrc/sink.rs:1115	fn	3	1	10	0	10.8
tick_history_cachesrc/sink.rs:703	fn	3	1	6	1	8.8
TickHistoryBuffer::defaultsrc/sink.rs:688	trait impl	11	1	3	1	8.6
tick_history_max_assetssrc/sink.rs:675	fn	11	1	1	1	7.8
query_tickssrc/sink.rs:901	fn	9	1	21	1	7.4
publish_matching_eventsrc/sink.rs:335	fn	11	1	23	3	5.8
query_bars_dominantsrc/sink.rs:1287	fn	6	1	17	2	4.7
query_bars_by_providersrc/sink.rs:1259	fn	23	1	6	1	3.4
LiveMatchingPositionCache::unindexsrc/sink.rs:2468	method	7	2	2	1	3.4
LiveMatchingPositionCache::release_marketsrc/sink.rs:2483	method	18	5	1	0	3.3
split_symbol_partssrc/sink.rs:2900	fn	8	3	3	0	3.1
LiveMatchingPositionCache::remove_positionsrc/sink.rs:2459	method	7	1	2	1	3
query_barssrc/sink.rs:1232	fn	20	1	10	1	2.9
positions_from_market_eventsrc/sink.rs:2565	fn	21	3	3	5	2.8
dominant_provider_forsrc/sink.rs:2187	fn	7	1	2	1	2.7
series_skipssrc/sink.rs:512	fn	3	1	3	0	2.3
publish_tick_historysrc/sink.rs:712	fn	80	9	6	19	2.3
live_matching_positionssrc/sink.rs:368	fn	8	1	2	3	2.3
live_matching_cachesrc/sink.rs:331	fn	3	1	5	0	2.3
LiveMatchingPositionCache::expiresrc/sink.rs:2515	method	32	5	5	1	2.2
route_secondary_matching_eventsrc/sink.rs:347	fn	8	3	1	3	2.1
publish_live_matching_positionssrc/sink.rs:356	fn	11	2	1	5	2.1
field_f64src/sink.rs:983	fn	15	6	4	0	2.1
top_of_book_positionsrc/sink.rs:2802	fn	31	1	2	3	2
l2_depthsrc/sink.rs:1343	fn	3	1	5	0	2
parse_f64_fieldsrc/sink.rs:2103	fn	7	3	2	0	1.9
l2_depth_snapshotsrc/sink.rs:1361	fn	9	3	8	2	1.8
live_matching_statussrc/sink.rs:2367	fn	34	1	4	4	1.7
depth_history_storesrc/sink.rs:1516	fn	3	1	4	0	1.7
decimal_fieldsrc/sink.rs:2852	fn	10	3	2	0	1.7
trade_tapesrc/sink.rs:1899	fn	3	1	5	0	1.6
record_depth_framesrc/sink.rs:1555	fn	23	5	6	4	1.6
coldest_tick_assetsrc/sink.rs:892	fn	7	2	1	0	1.5
l2_venue_depth_summarysrc/sink.rs:1710	fn	35	6	6	3	1.5
depth_historysrc/sink.rs:1582	fn	9	3	5	2	1.5
update_l2_depthsrc/sink.rs:1377	fn	7	1	7	5	1.5
l2_venue_depthsrc/sink.rs:1339	fn	3	1	5	0	1.4
query_all_tickssrc/sink.rs:912	fn	9	1	2	1	1.4
series_skip_snapshotsrc/sink.rs:533	fn	6	2	2	1	1.4
split_symbolsrc/sink.rs:2871	fn	8	2	2	2	1.4
bar_history_statussrc/sink.rs:2295	fn	35	3	4	1	1.3
pick_resolutionsrc/sink.rs:84	fn	10	4	5	0	1.3
decimal_atsrc/sink.rs:2863	fn	7	3	1	0	1.3
depth_side_entrysrc/sink.rs:2082	fn	4	1	1	2	1.3
depth_levelsrc/sink.rs:2739	fn	4	1	1	2	1.3
shadow_sweepsrc/sink.rs:1858	fn	22	7	1	0	1.2
evict_coldest_tick_assetsrc/sink.rs:877	fn	14	4	1	1	1.2
live_matching_dirty_statesrc/sink.rs:2348	fn	18	1	1	3	1.2
numeraire_ranksrc/sink.rs:437	fn	6	1	1	0	1.2
event_traded_sizesrc/sink.rs:799	fn	3	2	2	1	1.2
LiveMatchingPositionCache::publishsrc/sink.rs:2406	method	10	2	3	4	1.1
series_admissionsrc/sink.rs:419	fn	11	2	3	4	1.1
lock_publish_pathsrc/sink.rs:383	fn	11	1	3	1	1.1
route_depth_eventsrc/sink.rs:2001	fn	42	7	1	8	1.1
route_trade_eventsrc/sink.rs:2112	fn	24	3	1	9	1.1
l2_venue_shadow_fillsrc/sink.rs:1776	fn	30	11	6	4	1.1
depth_history_interval_mssrc/sink.rs:1527	fn	10	1	3	1	1.1
push_stream_sink_targetsrc/sink.rs:188	fn	19	7	1	2	1.1
split_symbol_by_separatorsrc/sink.rs:2880	fn	8	3	1	1	1.1
split_symbol_by_known_quotesrc/sink.rs:2889	fn	10	4	1	1	1.1
scaled_position_unitssrc/sink.rs:2834	fn	6	3	1	2	1.1
position_level_suffixsrc/sink.rs:2848	fn	3	2	1	0	1.1
BarBuilder::newsrc/sink.rs:1047	method	14	1	1	0	1.1
event_pairsrc/sink.rs:480	fn	3	1	3	2	1
tick_history_statussrc/sink.rs:923	fn	21	1	3	2	1
depth_side_valuessrc/sink.rs:2088	fn	6	1	1	1	1
positive_depth_entrysrc/sink.rs:2096	fn	6	3	1	0	1
depth_level_valuessrc/sink.rs:2744	fn	9	3	1	2	1
positive_book_levelsrc/sink.rs:2765	fn	7	3	1	0	1
record_tradesrc/sink.rs:1904	fn	9	2	2	2	1
non_empty_assetsrc/sink.rs:2142	fn	3	2	2	0	1
parse_base_assetsrc/sink.rs:2331	fn	16	6	2	0	1
is_position_event_kindsrc/sink.rs:2587	fn	3	1	1	0	1
MarketPositionContext::from_eventsrc/sink.rs:2604	method	27	1	1	4	1
position_from_book_levelsrc/sink.rs:2633	fn	6	2	1	2	1
book_levels_from_fieldssrc/sink.rs:2699	fn	12	2	1	2	1
derivative_routes_jsonsrc/sink.rs:588	fn	15	1	1	0	1
stream_sink_targetsrc/sink.rs:208	fn	11	5	1	0	0.9
positive_position_unitssrc/sink.rs:2841	fn	6	3	1	0	0.9
scaled_unitssrc/sink.rs:2909	fn	10	5	1	0	0.9
depth_history_frame_capsrc/sink.rs:1540	fn	10	1	2	1	0.9
declared_pairsrc/sink.rs:488	fn	13	1	1	1	0.9
tick_history_rollupsrc/sink.rs:952	fn	17	3	1	2	0.9
depth_level_array_valuessrc/sink.rs:2754	fn	3	1	1	1	0.9
depth_level_object_valuessrc/sink.rs:2758	fn	6	1	1	1	0.9
memory_usage_snapshotsrc/sink.rs:2218	fn	76	3	5	6	0.9
accumulate_depth_sidesrc/sink.rs:2070	fn	10	3	1	1	0.9
live_position_ttl_secssrc/sink.rs:40	fn	11	2	2	1	0.9
ask_position_from_book_levelsrc/sink.rs:2640	fn	17	1	1	1	0.9
bid_position_from_book_levelsrc/sink.rs:2658	fn	17	1	1	1	0.9
depth_levelssrc/sink.rs:2712	fn	26	4	1	1	0.9
top_of_book_levelssrc/sink.rs:2773	fn	18	1	1	2	0.9
ring_oldest_mssrc/sink.rs:970	fn	3	1	1	0	0.9
ring_newest_mssrc/sink.rs:974	fn	3	1	1	1	0.9
trade_tape_summarysrc/sink.rs:1916	fn	33	6	5	2	0.9
push_top_of_book_levelsrc/sink.rs:2792	fn	9	3	1	0	0.9
venue_shadow_fill_rowsrc/sink.rs:1807	fn	50	6	2	1	0.9
admit_tick_assetsrc/sink.rs:842	fn	19	6	1	1	0.8
push_tick_history_recordsrc/sink.rs:862	fn	12	4	1	0	0.8
record_tick_historysrc/sink.rs:833	fn	8	2	3	2	0.8
bar_retention_ms_for_ressrc/sink.rs:76	fn	3	1	2	0	0.8
record_derivative_routesrc/sink.rs:570	fn	17	3	3	0	0.8
series_quote_holdssrc/sink.rs:457	fn	21	7	2	1	0.8
LiveMatchingPositionCache::retain_marketsrc/sink.rs:2476	method	6	2	1	0	0.8
trim_venue_sidesrc/sink.rs:1404	fn	10	3	2	0	0.8
venue_depth_level_capsrc/sink.rs:1415	fn	15	3	2	0	0.8
l2_depth_summarysrc/sink.rs:1596	fn	40	5	4	2	0.8
test_positionsrc/sink.rs:3046	fn	13	1	2	1	0.8
positive_trade_sizesrc/sink.rs:2153	fn	6	3	1	0	0.7
trade_tick_rule_is_buysrc/sink.rs:2168	fn	4	1	1	1	0.7
field_string_lowersrc/sink.rs:2173	fn	10	4	1	0	0.7
trim_l2_depthsrc/sink.rs:1388	fn	15	2	1	0	0.7
small_tick_buffersrc/sink.rs:3005	fn	3	1	2	1	0.7
test_ticksrc/sink.rs:3631	fn	11	1	2	0	0.7
LiveMatchingPositionCache::observe_marketssrc/sink.rs:2417	method	25	6	1	0	0.7
LiveMatchingPositionCache::upsertsrc/sink.rs:2443	method	15	3	1	2	0.7
LiveMatchingPositionCache::evict_to_capacitysrc/sink.rs:2502	method	10	3	1	1	0.7
is_numeraire_quotesrc/sink.rs:431	fn	3	1	1	0	0.7
record_series_skipsrc/sink.rs:516	fn	16	3	2	1	0.7
TickSource::of_eventsrc/sink.rs:660	method	12	2	2	0	0.7
update_barssrc/sink.rs:1132	fn	30	5	2	4	0.7
signed_mssrc/sink.rs:604	fn	3	1	2	0	0.7
asset_slugsrc/sink.rs:2920	fn	13	3	1	0	0.7
update_l2_venue_depthsrc/sink.rs:1441	fn	60	9	2	7	0.7
ring_bar_countssrc/sink.rs:2197	fn	13	1	1	1	0.7
l2_venue_shadow_fill_summarysrc/sink.rs:1749	fn	20	7	2	4	0.7
stream_sink_inputssrc/sink.rs:171	fn	3	2	1	0	0.7
push_stream_sink_targets_from_valuesrc/sink.rs:175	fn	6	2	1	1	0.7
ensure_stream_sink_defaultsrc/sink.rs:182	fn	5	2	1	0	0.7
bar_bucket_startsrc/sink.rs:1172	fn	3	1	1	0	0.7
close_completed_bar_if_neededsrc/sink.rs:1176	fn	20	2	1	4	0.7
update_current_barsrc/sink.rs:1214	fn	13	1	1	1	0.7
StreamSinkPlan::runtime_statessrc/sink.rs:132	method	17	1	2	0	0.7
parse_stream_sink_plansrc/sink.rs:160	fn	10	2	2	3	0.7
trade_imbalancesrc/sink.rs:1964	fn	10	2	2	4	0.7
series_skip_countsrc/sink.rs:3310	fn	7	1	2	1	0.6
update_bar_tiersrc/sink.rs:1163	fn	8	1	1	3	0.6
completed_bar_ringsrc/sink.rs:1197	fn	9	1	1	0	0.6
push_completed_barsrc/sink.rs:1207	fn	6	2	1	0	0.6
trade_ring_for_assetsrc/sink.rs:1975	fn	6	1	1	0	0.6
trade_volume_totalssrc/sink.rs:1982	fn	12	3	1	0	0.6
LiveMatchingPositionCache::oldest_updated_at_mssrc/sink.rs:2548	method	4	1	1	0	0.6
StreamSinkPlan::has_memorysrc/sink.rs:124	method	3	1	2	0	0.6
StreamSinkPlan::has_matchingsrc/sink.rs:128	method	3	1	2	0	0.6
SeriesAdmission::admittedsrc/sink.rs:414	method	3	1	1	0	0.6
depth_side_updatessrc/sink.rs:2044	fn	19	8	1	1	0.6
market_event_assetsrc/sink.rs:2137	fn	4	1	1	2	0.6
trade_price_sizesrc/sink.rs:2146	fn	6	1	1	2	0.6
trade_is_buysrc/sink.rs:2160	fn	7	3	1	2	0.6
TickQuote::from_eventsrc/sink.rs:811	method	12	1	1	2	0.6
TickQuote::has_pricesrc/sink.rs:824	method	3	3	1	0	0.6
TickQuote::effective_pricesrc/sink.rs:828	method	3	2	1	0	0.6
apply_venue_depth_updatessrc/sink.rs:1431	fn	9	4	1	0	0.6
StreamSinkPlan::target_idssrc/sink.rs:120	method	3	1	1	0	0.6
derivative_route_countsrc/sink.rs:3695	fn	9	2	1	1	0.6
bar_asset_activitysrc/sink.rs:1298	fn	15	1	1	1	0.5
_bar_capacity_for_ressrc/sink.rs:71	fn	3	1	0	0	0.5
StreamSinkTarget::idsrc/sink.rs:105	method	7	3	0	0	0.5
stream_sink_catalogsrc/sink.rs:220	fn	36	1	0	0	0.5
sink_states_jsonsrc/sink.rs:257	fn	18	1	0	0	0.5
SeriesAdmission::basesrc/sink.rs:408	method	5	1	0	0	0.5
series_skips_jsonsrc/sink.rs:540	fn	12	1	0	0	0.5
tick_history_span_secssrc/sink.rs:978	fn	3	2	0	0	0.5
BarBuilder::updatesrc/sink.rs:1062	method	13	3	0	0	0.5
live_market_state_jsonsrc/sink.rs:2554	fn	10	1	0	0	0.5
BookSide::idsrc/sink.rs:2683	method	6	2	0	0	0.5
a_ticker_24h_volume_is_not_a_traded_sizesrc/sink.rs:2941	fn	8	1	0	1	0.5
binance_book_tick_becomes_bid_and_ask_positionssrc/sink.rs:2951	fn	32	1	0	2	0.5
split_symbol_supports_exchange_formatssrc/sink.rs:2985	fn	4	1	0	1	0.5
tick_history_eviction_admits_new_assets_after_capsrc/sink.rs:2991	fn	13	1	0	3	0.5
poll_burst_does_not_evict_streamed_assetsrc/sink.rs:3010	fn	35	4	0	4	0.5
eviction_is_lru_not_lexicographicsrc/sink.rs:3061	fn	53	2	0	3	0.5
ttl_expiry_is_amortizedsrc/sink.rs:3116	fn	47	2	0	3	0.5
okx_eth_btc_does_not_enter_eth_barssrc/sink.rs:3165	fn	38	2	0	5	0.5
l2_aggregate_excludes_non_numeraire_bookssrc/sink.rs:3205	fn	50	5	0	6	0.5
a_venue_series_follows_one_numeraire_quotesrc/sink.rs:3257	fn	13	1	0	2	0.5
series_admission_reads_declared_pair_then_symbolsrc/sink.rs:3272	fn	24	1	0	1	0.5
live_matching_status_reports_eviction_expiry_and_skip_counterssrc/sink.rs:3298	fn	11	2	0	1	0.5
depth_snapshot_becomes_multiple_price_level_positionssrc/sink.rs:3319	fn	22	1	0	1	0.5
venue_depth_keeps_sides_providers_and_incremental_removals_exactsrc/sink.rs:3343	fn	46	2	0	3	0.5
venue_shadow_fill_sweeps_best_prices_without_mutating_the_booksrc/sink.rs:3391	fn	68	12	0	5	0.5
venue_depth_caps_match_top_n_exchange_subscriptionssrc/sink.rs:3461	fn	20	1	0	2	0.5
trade_tape_is_keyed_by_asset_not_providersrc/sink.rs:3483	fn	25	1	0	4	0.5
stream_sink_plan_defaults_dedupes_and_rejects_inactive_targetssrc/sink.rs:3510	fn	32	1	0	6	0.5
depth_side_accumulates_valid_positive_levels_onlysrc/sink.rs:3544	fn	21	1	0	1	0.5
tick_history_status_reports_global_rollup_after_publishsrc/sink.rs:3567	fn	21	1	0	3	0.5
update_bars_ignores_non_positive_prices_and_closes_completed_bucketssrc/sink.rs:3590	fn	40	1	0	4	0.5
depth_history_samples_by_interval_and_keeps_tail_currentsrc/sink.rs:3644	fn	24	1	0	3	0.5
depth_history_ring_drops_oldest_past_capsrc/sink.rs:3670	fn	13	2	0	4	0.5
update_l2_depth_feeds_the_history_ringsrc/sink.rs:3685	fn	9	1	0	2	0.5
perpetual_ticks_never_move_the_spot_seriessrc/sink.rs:3706	fn	45	2	0	7	0.5
perpetual_books_and_trades_stay_out_of_spot_lookupssrc/sink.rs:3753	fn	47	1	0	7	0.5
live_matching_status_reports_derivative_routessrc/sink.rs:3802	fn	5	1	0	1	0.5

Source not readable from this process.