file

func ParquetGroupNodeForDbnSchema ¶

func ParquetGroupNodeForDbnSchema(dbnSchema dbn.Schema) *pqschema.GroupNode

ParquetSchemaForDbnSchema returns a GroupNode

func ParquetGroupNode_ImbalanceMsg ¶

func ParquetGroupNode_ImbalanceMsg() *pqschema.GroupNode

ParquetGroupNode_ImbalanceMsg returns the Parquet Schema's Group Node for OhlcvMsg.

optional int64 field_id=-1 ts_event (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));
optional int32 field_id=-1 rtype (Int(bitWidth=8, isSigned=false));
optional int32 field_id=-1 publisher_id (Int(bitWidth=16, isSigned=false));
optional int32 field_id=-1 instrument_id (Int(bitWidth=32, isSigned=false));
optional double field_id=-1 ref_price;
optional int64 field_id=-1 auction_time (Int(bitWidth=64, isSigned=false));
optional double field_id=-1 cont_book_clr_price;
optional double field_id=-1 auct_interest_clr_price;
optional double field_id=-1 ssr_filling_price;
optional double field_id=-1 ind_match_price;
optional double field_id=-1 upper_collar;
optional double field_id=-1 lower_collar;
optional int32 field_id=-1 paired_qty (Int(bitWidth=32, isSigned=false));
optional int32 field_id=-1 total_imbalance_qty (Int(bitWidth=32, isSigned=false));
optional int32 field_id=-1 market_imbalance_qty (Int(bitWidth=32, isSigned=false));
optional int32 field_id=-1 unpaired_qty (Int(bitWidth=32, isSigned=false));
optional binary field_id=-1 auction_type (String);
optional binary field_id=-1 side (String);
optional int32 field_id=-1 auction_status (Int(bitWidth=8, isSigned=false));
optional int32 field_id=-1 freeze_status (Int(bitWidth=8, isSigned=false));
optional int32 field_id=-1 num_extensions (Int(bitWidth=8, isSigned=false));
optional binary field_id=-1 unpaired_side (String);
optional binary field_id=-1 significant_imbalance (String);
optional binary field_id=-1 symbol (String);
optional int64 field_id=-1 ts_recv (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));

func ParquetGroupNode_Mbp0Msg ¶

func ParquetGroupNode_Mbp0Msg() *pqschema.GroupNode

ParquetGroupNode_Mbp0Msg returns the Parquet Schema's Group Node for OhlcvMsg.

optional int64 field_id=-1 ts_event (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));
optional int32 field_id=-1 rtype (Int(bitWidth=8, isSigned=false));
optional int32 field_id=-1 publisher_id (Int(bitWidth=16, isSigned=false));
optional int32 field_id=-1 instrument_id (Int(bitWidth=32, isSigned=false));
optional binary field_id=-1 action (String);
optional binary field_id=-1 side (String);
optional int32 field_id=-1 depth (Int(bitWidth=8, isSigned=false));
optional double field_id=-1 price;
optional int32 field_id=-1 size (Int(bitWidth=32, isSigned=false));
optional int32 field_id=-1 flags (Int(bitWidth=8, isSigned=false));
optional int32 field_id=-1 ts_in_delta;
optional int32 field_id=-1 sequence (Int(bitWidth=32, isSigned=false));
optional binary field_id=-1 symbol (String);
optional int64 field_id=-1 ts_recv (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));

func ParquetGroupNode_Mbp1Msg ¶

func ParquetGroupNode_Mbp1Msg() *pqschema.GroupNode

ParquetGroupNode_Mbp1Msg returns the Parquet Schema's Group Node for OhlcvMsg.

optional int64 field_id=-1 ts_event (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false)); optional int32 field_id=-1 rtype (Int(bitWidth=8, isSigned=false)); optional int32 field_id=-1 publisher_id (Int(bitWidth=16, isSigned=false)); optional int32 field_id=-1 instrument_id (Int(bitWidth=32, isSigned=false)); optional binary field_id=-1 action (String); optional binary field_id=-1 side (String); optional int32 field_id=-1 depth (Int(bitWidth=8, isSigned=false)); optional double field_id=-1 price; optional int32 field_id=-1 size (Int(bitWidth=32, isSigned=false)); optional int32 field_id=-1 flags (Int(bitWidth=8, isSigned=false)); optional int32 field_id=-1 ts_in_delta; optional int32 field_id=-1 sequence (Int(bitWidth=32, isSigned=false)); optional double field_id=-1 bid_px_00; optional double field_id=-1 ask_px_00; optional int32 field_id=-1 bid_sz_00 (Int(bitWidth=32, isSigned=false)); optional int32 field_id=-1 ask_sz_00 (Int(bitWidth=32, isSigned=false)); optional int32 field_id=-1 bid_ct_00 (Int(bitWidth=32, isSigned=false)); optional int32 field_id=-1 ask_ct_00 (Int(bitWidth=32, isSigned=false)); optional binary field_id=-1 symbol (String); optional int64 field_id=-1 ts_recv (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));

func ParquetGroupNode_OhlcvMsg ¶

func ParquetGroupNode_OhlcvMsg() *pqschema.GroupNode

ParquetGroupNode_OhlcvMsg returns the Parquet Schema's Group Node for OhlcvMsg.

optional int32 field_id=-1 rtype (Int(bitWidth=8, isSigned=false)); optional int32 field_id=-1 publisher_id (Int(bitWidth=16, isSigned=false)); optional int32 field_id=-1 instrument_id (Int(bitWidth=32, isSigned=false)); optional double field_id=-1 open; optional double field_id=-1 high; optional double field_id=-1 low; optional double field_id=-1 close; optional int64 field_id=-1 volume (Int(bitWidth=64, isSigned=false)); optional binary field_id=-1 symbol (String); optional int64 field_id=-1 ts_event (Timestamp(isAdjustedToUTC=true, timeUnit=nanoseconds, is_from_converted_type=false, force_set_converted_type=false));

func ParquetWriteRow_ImbalanceMsg ¶

func ParquetWriteRow_ImbalanceMsg(rgw pqfile.BufferedRowGroupWriter, record *dbn.ImbalanceMsg, dbnSymbolMap *dbn.TsSymbolMap) error

func ParquetWriteRow_Mbp0Msg ¶

func ParquetWriteRow_Mbp0Msg(rgw pqfile.BufferedRowGroupWriter, record *dbn.Mbp0Msg, dbnSymbolMap *dbn.TsSymbolMap) error

func ParquetWriteRow_Mbp1Msg ¶

func ParquetWriteRow_Mbp1Msg(rgw pqfile.BufferedRowGroupWriter, record *dbn.Mbp1Msg, dbnSymbolMap *dbn.TsSymbolMap) error

func ParquetWriteRow_OhlcvMsg ¶

func ParquetWriteRow_OhlcvMsg(rgw pqfile.BufferedRowGroupWriter, record *dbn.OhlcvMsg, dbnSymbolMap *dbn.TsSymbolMap) error

func SplitFile ¶

func SplitFile(sourceFilename string, destDir string, forceZstdInput bool, verbose bool) error

SplitFile splits a source file into "<feed>/<instrument_id>/Y/M/D/feed-YMD.type.dbn.zst"`

func WriteAsJson ¶

func WriteAsJson[T any](val *T, writer io.Writer) error

WriteAsJson writes a value marshalled as JSON to the writer, returning any error.

func WriteDbnFileAsJson ¶

func WriteDbnFileAsJson(sourceFile string, forceZstdInput bool, writer io.Writer) error

func WriteDbnFileAsParquet ¶

func WriteDbnFileAsParquet(sourceFile string, forceZstdInput bool, destFile string) error