MORPHIQLABS

FerroFeed

Getting started

Configure FerroFeed and emit normalized market events.

Product site API reference

FerroFeed is a runtime engine. It loads a configuration file, connects venue adapters, normalizes provider payloads into MarketEvent, and writes EmittedEvent records to one or more sinks.

Minimal configuration

[runtime]
ui = "none"
 
[[venues]]
id = "binance-btcusdt"
exchange = "binance"
symbols = ["BTCUSDT"]
channels = ["trades", "book"]
 
[[sinks]]
type = "stdout"
format = "json"

Run the feed with that configuration:

RUST_LOG=info ferro-feed --config ./ferro-feed.toml

Event boundary

The normalized boundary is EmittedEvent: a venue id plus a MarketEvent payload. The event kind carries one of the domain records such as Trade, BookUpdate, BookSnapshot, Quote, FundingRate, OhlcvBar, or ConnectionStatus.

use ferro_feed::model::{EmittedEvent, EventKind};
 
fn route(event: EmittedEvent) {
    match event.event.kind {
        EventKind::Trade(trade) => {
            println!("trade {} {}", trade.price, trade.qty);
        }
        EventKind::BookUpdate(update) => {
            println!("book levels {}", update.levels.len());
        }
        EventKind::Status(status) => {
            println!("connection {:?}", status.state);
        }
        _ => {}
    }
}

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