Package com.quantfinlib.feed

package com.quantfinlib.feed
Live market data over WebSocket (pure JDK java.net.http): WebSocketFeed publishes parsed trades into the HftMarketDataBus with automatic reconnection, and BinanceTradeParser is the reference FeedParser (one small class per additional exchange). Text-protocol transport: convenient and internet-grade; see the sbe package for the binary counterpart.
  • Class
    Description
    BinanceTradeParser
    Parser for Binance trade-stream JSON — both the raw single-stream form ({"e":"trade","s":"BTCUSDT","p":"50000.1","q":"0.05","T":169...}) and the combined-stream wrapper ({"stream":"btcusdt@trade","data":{...}}).
    FeedParser
    Parses one exchange feed message into a trade.
    FeedTrade
    One trade parsed from an exchange feed message.
    WebSocketFeed
    Live market data over WebSocket into the HftMarketDataBus — the last mile that lets the capture/replay, paper-trading and analytics stack run on real ticks.