Compile schemas for Cap'n'Proto and Flatbuffers

This commit is contained in:
2019-08-18 19:45:47 -04:00
commit 0175a17269
10 changed files with 1437 additions and 0 deletions

28
marketdata.fbs Normal file
View File

@ -0,0 +1,28 @@
namespace MdShootout;
union MessageBody {
Trade, LevelUpdate
}
table Trade {
price:uint64;
size:uint32;
}
enum Side:uint8 {
Buy,
Sell
}
table LevelUpdate {
price:uint64;
size:uint32;
flags:uint8;
side:Side;
}
table Message {
ts_nanos:uint64;
symbol:string;
body:MessageBody;
}