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

cre8-app-provider · module sink · src · 3,705 lines (2,994 code, 383 comment) · sha 7c79cb444918ebbd

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 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). 188 functions in all.

function	kind	lines	cyclomatic	callers	callees	weight
BarBuilder::finalizesrc/sink.rs:1015	method	17	2	14	0	34.2
bar_aggregatorsrc/sink.rs:1054	fn	3	1	9	0	10.4
tick_history_cachesrc/sink.rs:659	fn	3	1	6	1	8.7
TickHistoryBuffer::defaultsrc/sink.rs:644	trait impl	11	1	3	1	8.6
tick_history_max_assetssrc/sink.rs:631	fn	11	1	1	1	7.8
query_tickssrc/sink.rs:840	fn	9	1	21	1	7.3
publish_matching_eventsrc/sink.rs:335	fn	11	1	23	3	5.9
query_bars_dominantsrc/sink.rs:1226	fn	6	1	16	2	4.5
LiveMatchingPositionCache::unindexsrc/sink.rs:2391	method	7	2	2	1	3.4
query_bars_by_providersrc/sink.rs:1198	fn	23	1	6	1	3.4
LiveMatchingPositionCache::release_marketsrc/sink.rs:2406	method	18	5	1	0	3.4
split_symbol_partssrc/sink.rs:2823	fn	8	3	3	0	3.1
LiveMatchingPositionCache::remove_positionsrc/sink.rs:2382	method	7	1	2	1	3
query_barssrc/sink.rs:1171	fn	20	1	10	1	3
dominant_provider_forsrc/sink.rs:2126	fn	7	1	3	1	2.8
positions_from_market_eventsrc/sink.rs:2488	fn	21	3	3	5	2.8
series_skipssrc/sink.rs:468	fn	3	1	3	0	2.4
publish_tick_historysrc/sink.rs:668	fn	72	7	6	17	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:2438	method	32	5	5	1	2.2
route_secondary_matching_eventsrc/sink.rs:347	fn	8	3	1	3	2.2
publish_live_matching_positionssrc/sink.rs:356	fn	11	2	1	5	2.2
top_of_book_positionsrc/sink.rs:2725	fn	31	1	2	3	2
l2_depthsrc/sink.rs:1282	fn	3	1	5	0	2
parse_f64_fieldsrc/sink.rs:2042	fn	7	3	2	0	1.9
l2_depth_snapshotsrc/sink.rs:1300	fn	9	3	8	2	1.8
live_matching_statussrc/sink.rs:2290	fn	34	1	4	4	1.7
decimal_fieldsrc/sink.rs:2775	fn	10	3	2	0	1.7
depth_history_storesrc/sink.rs:1455	fn	3	1	4	0	1.7
trade_tapesrc/sink.rs:1838	fn	3	1	5	0	1.6
record_depth_framesrc/sink.rs:1494	fn	23	5	6	4	1.6
coldest_tick_assetsrc/sink.rs:831	fn	7	2	1	0	1.5
l2_venue_depth_summarysrc/sink.rs:1649	fn	35	6	6	3	1.5
depth_historysrc/sink.rs:1521	fn	9	3	5	2	1.5
update_l2_depthsrc/sink.rs:1316	fn	7	1	7	5	1.5
l2_venue_depthsrc/sink.rs:1278	fn	3	1	5	0	1.5
query_all_tickssrc/sink.rs:851	fn	9	1	2	1	1.4
series_skip_snapshotsrc/sink.rs:489	fn	6	2	2	1	1.4
field_f64src/sink.rs:922	fn	15	6	3	0	1.4
bar_history_statussrc/sink.rs:2218	fn	35	3	4	1	1.3
split_symbolsrc/sink.rs:2794	fn	8	2	2	2	1.3
pick_resolutionsrc/sink.rs:84	fn	10	4	5	0	1.3
decimal_atsrc/sink.rs:2786	fn	7	3	1	0	1.3
depth_side_entrysrc/sink.rs:2021	fn	4	1	1	2	1.3
depth_levelsrc/sink.rs:2662	fn	4	1	1	2	1.3
shadow_sweepsrc/sink.rs:1797	fn	22	7	1	0	1.2
evict_coldest_tick_assetsrc/sink.rs:816	fn	14	4	1	1	1.2
live_matching_dirty_statesrc/sink.rs:2271	fn	18	1	1	3	1.2
series_admissionsrc/sink.rs:419	fn	11	2	3	4	1.1
LiveMatchingPositionCache::publishsrc/sink.rs:2329	method	10	2	3	4	1.1
lock_publish_pathsrc/sink.rs:383	fn	11	1	3	1	1.1
route_depth_eventsrc/sink.rs:1940	fn	42	7	1	8	1.1
route_trade_eventsrc/sink.rs:2051	fn	24	3	1	9	1.1
l2_venue_shadow_fillsrc/sink.rs:1715	fn	30	11	6	4	1.1
depth_history_interval_mssrc/sink.rs:1466	fn	10	1	3	1	1.1
push_stream_sink_targetsrc/sink.rs:188	fn	19	7	1	2	1.1
BarBuilder::newsrc/sink.rs:986	method	14	1	1	0	1.1
scaled_position_unitssrc/sink.rs:2757	fn	6	3	1	2	1.1
position_level_suffixsrc/sink.rs:2771	fn	3	2	1	0	1.1
split_symbol_by_separatorsrc/sink.rs:2803	fn	8	3	1	1	1.1
split_symbol_by_known_quotesrc/sink.rs:2812	fn	10	4	1	1	1.1
depth_side_valuessrc/sink.rs:2027	fn	6	1	1	1	1
positive_depth_entrysrc/sink.rs:2035	fn	6	3	1	0	1
depth_level_valuessrc/sink.rs:2667	fn	9	3	1	2	1
positive_book_levelsrc/sink.rs:2688	fn	7	3	1	0	1
tick_history_statussrc/sink.rs:862	fn	21	1	3	2	1
record_tradesrc/sink.rs:1843	fn	9	2	2	2	1
non_empty_assetsrc/sink.rs:2081	fn	3	2	2	0	1
parse_base_assetsrc/sink.rs:2254	fn	16	6	2	0	1
is_position_event_kindsrc/sink.rs:2510	fn	3	1	1	0	1
MarketPositionContext::from_eventsrc/sink.rs:2527	method	27	1	1	4	1
position_from_book_levelsrc/sink.rs:2556	fn	6	2	1	2	1
book_levels_from_fieldssrc/sink.rs:2622	fn	12	2	1	2	1
derivative_routes_jsonsrc/sink.rs:544	fn	15	1	1	0	1
stream_sink_targetsrc/sink.rs:208	fn	11	5	1	0	1
positive_position_unitssrc/sink.rs:2764	fn	6	3	1	0	1
scaled_unitssrc/sink.rs:2832	fn	10	5	1	0	1
event_pairsrc/sink.rs:436	fn	3	1	2	2	0.9
depth_history_frame_capsrc/sink.rs:1479	fn	10	1	2	1	0.9
depth_level_array_valuessrc/sink.rs:2677	fn	3	1	1	1	0.9
depth_level_object_valuessrc/sink.rs:2681	fn	6	1	1	1	0.9
tick_history_rollupsrc/sink.rs:891	fn	17	3	1	2	0.9
accumulate_depth_sidesrc/sink.rs:2009	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:2563	fn	17	1	1	1	0.9
bid_position_from_book_levelsrc/sink.rs:2581	fn	17	1	1	1	0.9
depth_levelssrc/sink.rs:2635	fn	26	4	1	1	0.9
top_of_book_levelssrc/sink.rs:2696	fn	18	1	1	2	0.9
declared_pairsrc/sink.rs:444	fn	13	1	1	1	0.9
trade_tape_summarysrc/sink.rs:1855	fn	33	6	5	2	0.9
ring_oldest_mssrc/sink.rs:909	fn	3	1	1	0	0.9
ring_newest_mssrc/sink.rs:913	fn	3	1	1	0	0.9
push_top_of_book_levelsrc/sink.rs:2715	fn	9	3	1	0	0.9
venue_shadow_fill_rowsrc/sink.rs:1746	fn	50	6	2	1	0.9
memory_usage_snapshotsrc/sink.rs:2141	fn	76	3	4	6	0.9
admit_tick_assetsrc/sink.rs:781	fn	19	6	1	1	0.9
push_tick_history_recordsrc/sink.rs:801	fn	12	4	1	0	0.9
record_tick_historysrc/sink.rs:772	fn	8	2	3	2	0.9
record_derivative_routesrc/sink.rs:526	fn	17	3	3	0	0.8
bar_retention_ms_for_ressrc/sink.rs:76	fn	3	1	2	0	0.8
LiveMatchingPositionCache::retain_marketsrc/sink.rs:2399	method	6	2	1	0	0.8
trim_venue_sidesrc/sink.rs:1343	fn	10	3	2	0	0.8
venue_depth_level_capsrc/sink.rs:1354	fn	15	3	2	0	0.8
l2_depth_summarysrc/sink.rs:1535	fn	40	5	4	2	0.8
test_positionsrc/sink.rs:2959	fn	13	1	2	1	0.8
update_barssrc/sink.rs:1071	fn	30	5	2	4	0.8
positive_trade_sizesrc/sink.rs:2092	fn	6	3	1	0	0.7
trade_tick_rule_is_buysrc/sink.rs:2107	fn	4	1	1	1	0.7
field_string_lowersrc/sink.rs:2112	fn	10	4	1	0	0.7
trim_l2_depthsrc/sink.rs:1327	fn	15	2	1	0	0.7
small_tick_buffersrc/sink.rs:2918	fn	3	1	2	1	0.7
test_ticksrc/sink.rs:3529	fn	11	1	2	0	0.7
is_numeraire_quotesrc/sink.rs:431	fn	3	1	1	0	0.7
LiveMatchingPositionCache::observe_marketssrc/sink.rs:2340	method	25	6	1	0	0.7
LiveMatchingPositionCache::upsertsrc/sink.rs:2366	method	15	3	1	2	0.7
LiveMatchingPositionCache::evict_to_capacitysrc/sink.rs:2425	method	10	3	1	1	0.7
record_series_skipsrc/sink.rs:472	fn	16	3	2	1	0.7
TickSource::of_eventsrc/sink.rs:616	method	12	2	2	0	0.7
signed_mssrc/sink.rs:560	fn	3	1	2	0	0.7
asset_slugsrc/sink.rs:2843	fn	13	3	1	0	0.7
update_l2_venue_depthsrc/sink.rs:1380	fn	60	9	2	7	0.7
l2_venue_shadow_fill_summarysrc/sink.rs:1688	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:1111	fn	3	1	1	0	0.7
close_completed_bar_if_neededsrc/sink.rs:1115	fn	20	2	1	4	0.7
update_current_barsrc/sink.rs:1153	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:1903	fn	10	2	2	4	0.7
update_bar_tiersrc/sink.rs:1102	fn	8	1	1	3	0.7
series_skip_countsrc/sink.rs:3208	fn	7	1	2	1	0.6
completed_bar_ringsrc/sink.rs:1136	fn	9	1	1	0	0.6
push_completed_barsrc/sink.rs:1146	fn	6	2	1	0	0.6
trade_ring_for_assetsrc/sink.rs:1914	fn	6	1	1	0	0.6
trade_volume_totalssrc/sink.rs:1921	fn	12	3	1	0	0.6
LiveMatchingPositionCache::oldest_updated_at_mssrc/sink.rs:2471	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:1983	fn	19	8	1	1	0.6
TickQuote::from_eventsrc/sink.rs:749	method	13	1	1	1	0.6
TickQuote::has_pricesrc/sink.rs:763	method	3	3	1	0	0.6
TickQuote::effective_pricesrc/sink.rs:767	method	3	2	1	0	0.6
market_event_assetsrc/sink.rs:2076	fn	4	1	1	2	0.6
trade_price_sizesrc/sink.rs:2085	fn	6	1	1	2	0.6
trade_is_buysrc/sink.rs:2099	fn	7	3	1	2	0.6
apply_venue_depth_updatessrc/sink.rs:1370	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:3593	fn	9	2	1	1	0.6
bar_asset_activitysrc/sink.rs:1237	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:496	fn	12	1	0	0	0.5
tick_history_span_secssrc/sink.rs:917	fn	3	2	0	0	0.5
BarBuilder::updatesrc/sink.rs:1001	method	13	3	0	0	0.5
live_market_state_jsonsrc/sink.rs:2477	fn	10	1	0	0	0.5
BookSide::idsrc/sink.rs:2606	method	6	2	0	0	0.5
binance_book_tick_becomes_bid_and_ask_positionssrc/sink.rs:2864	fn	32	1	0	2	0.5
split_symbol_supports_exchange_formatssrc/sink.rs:2898	fn	4	1	0	1	0.5
tick_history_eviction_admits_new_assets_after_capsrc/sink.rs:2904	fn	13	1	0	3	0.5
poll_burst_does_not_evict_streamed_assetsrc/sink.rs:2923	fn	35	4	0	4	0.5
eviction_is_lru_not_lexicographicsrc/sink.rs:2974	fn	53	2	0	3	0.5
ttl_expiry_is_amortizedsrc/sink.rs:3029	fn	47	2	0	3	0.5
okx_eth_btc_does_not_enter_eth_barssrc/sink.rs:3078	fn	38	2	0	5	0.5
l2_aggregate_excludes_non_numeraire_bookssrc/sink.rs:3118	fn	50	5	0	6	0.5
series_admission_reads_declared_pair_then_symbolsrc/sink.rs:3170	fn	24	1	0	1	0.5
live_matching_status_reports_eviction_expiry_and_skip_counterssrc/sink.rs:3196	fn	11	2	0	1	0.5
depth_snapshot_becomes_multiple_price_level_positionssrc/sink.rs:3217	fn	22	1	0	1	0.5
venue_depth_keeps_sides_providers_and_incremental_removals_exactsrc/sink.rs:3241	fn	46	2	0	3	0.5
venue_shadow_fill_sweeps_best_prices_without_mutating_the_booksrc/sink.rs:3289	fn	68	12	0	5	0.5
venue_depth_caps_match_top_n_exchange_subscriptionssrc/sink.rs:3359	fn	20	1	0	2	0.5
trade_tape_is_keyed_by_asset_not_providersrc/sink.rs:3381	fn	25	1	0	4	0.5
stream_sink_plan_defaults_dedupes_and_rejects_inactive_targetssrc/sink.rs:3408	fn	32	1	0	6	0.5
depth_side_accumulates_valid_positive_levels_onlysrc/sink.rs:3442	fn	21	1	0	1	0.5
tick_history_status_reports_global_rollup_after_publishsrc/sink.rs:3465	fn	21	1	0	3	0.5
update_bars_ignores_non_positive_prices_and_closes_completed_bucketssrc/sink.rs:3488	fn	40	1	0	3	0.5
depth_history_samples_by_interval_and_keeps_tail_currentsrc/sink.rs:3542	fn	24	1	0	3	0.5
depth_history_ring_drops_oldest_past_capsrc/sink.rs:3568	fn	13	2	0	4	0.5
update_l2_depth_feeds_the_history_ringsrc/sink.rs:3583	fn	9	1	0	2	0.5
perpetual_ticks_never_move_the_spot_seriessrc/sink.rs:3604	fn	45	2	0	7	0.5
perpetual_books_and_trades_stay_out_of_spot_lookupssrc/sink.rs:3651	fn	47	1	0	7	0.5
live_matching_status_reports_derivative_routessrc/sink.rs:3700	fn	5	1	0	1	0.5

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