as_msg | #' @import dplyr #' @export to_scd = function(ob,... |
import_trade | Import trade into DB |
init_orderBookL2 | Initialize DB and orderBookL2 tables |
init_trade | Initialize DB and trade related tables |
modify.orderBookL2 | Update orderBookL2 |
ob_increment | Make snapshot from event records Returns tibble (hash table) |
parse_msg_data | Parse msg$data, return data.frame |
parse_msg_raw | Parse raw message from event$data |
read_msgs | Read msgs from file |
save_data | Save data in the form of data.frame |
stream_handler | env[['ACTIVE_STREAM']] is the state machine |
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