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https://github.com/speice-io/marketdata-shootout
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Compile schemas for Cap'n'Proto and Flatbuffers
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namespace MdShootout;
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union MessageBody {
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Trade, LevelUpdate
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}
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table Trade {
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price:uint64;
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size:uint32;
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}
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enum Side:uint8 {
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Buy,
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Sell
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}
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table LevelUpdate {
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price:uint64;
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size:uint32;
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flags:uint8;
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side:Side;
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}
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table Message {
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ts_nanos:uint64;
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symbol:string;
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body:MessageBody;
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}
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