Module market 

Typed market data payloads (JOURNAL_SPEC §8.4).

Each payload struct includes venue_id and instrument_id fields directly, in addition to the envelope-level fields. This allows market data to be self-describing when consumed outside the envelope (e.g., by feed processors or strategy contexts).

Structs

L2Update

A level-2 order book update (delta or snapshot).

LiquidationEvent

Observed liquidation event from a venue.

OhlcvBar

A completed OHLCV bar (candlestick) from a venue.

Trade

A single trade observed from a venue.

Enums

MarketData

Typed market data payload. Serializes with an internal market_type tag so the journal record includes an explicit discriminant per JOURNAL_SPEC §8.4.

MarketDataType

Discriminant for MarketData variants, used to declare which market data types a strategy consumes (see [Strategy::market_types]).