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Prereq: #45 design - need to have the compression system figured out.
This ticket is to create reader objects that we use to invert the dependency of reading data. These should be either Trade or Snapshot reader (probably need a base class), and then be able to read each line, read entire files, and be able to have a .next structure so it can be run forward continuously until we run out of data. Id get reviews on the API first, and then get ticks on the implementations. Please attach a performance benchmark (you can use hyperfine) to the PR.
Integration tests please.
The text was updated successfully, but these errors were encountered:
Prereq: #45 design - need to have the compression system figured out.
This ticket is to create reader objects that we use to invert the dependency of reading data. These should be either Trade or Snapshot reader (probably need a base class), and then be able to read each line, read entire files, and be able to have a .next structure so it can be run forward continuously until we run out of data. Id get reviews on the API first, and then get ticks on the implementations. Please attach a performance benchmark (you can use
hyperfine
) to the PR.Integration tests please.
The text was updated successfully, but these errors were encountered: