feat: Add data server for market data loading
This commit introduces a new data server module (`src/ast/data_server`) designed for high-performance, thread-safe loading and caching of market data. Key components: - `DataServer`: Manages symbol indexing and delegates loading/caching. - `SymbolIndex`: Scans the data directory and maintains a sorted index of data files per symbol. - `FileCache`: Implements a thread-safe cache using `RwLock` and a loading guard to prevent duplicate work. - `loader`: Handles ZIP decompression and binary record parsing from `.bin` files. - `records`: Defines raw and parsed data structures for M1 and tick data. - `SymbolChunkIter`: Provides an iterator over pre-parsed data chunks, prefetching subsequent files. This architecture allows multiple VM threads to access market data concurrently without redundant I/O, mirroring the strategy used in the original Delphi `TDataServer`.
This commit is contained in:
Generated
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|
||||
name = "uds_windows"
|
||||
version = "1.1.0"
|
||||
@@ -4557,6 +4814,15 @@ version = "0.8.28"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "3ae8337f8a065cfc972643663ea4279e04e7256de865aa66fe25cec5fb912d3f"
|
||||
|
||||
[[package]]
|
||||
name = "xz2"
|
||||
version = "0.1.7"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "388c44dc09d76f1536602ead6d325eb532f5c122f17782bd57fb47baeeb767e2"
|
||||
dependencies = [
|
||||
"lzma-sys",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "yoke"
|
||||
version = "0.8.1"
|
||||
@@ -4718,6 +4984,26 @@ dependencies = [
|
||||
"synstructure",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zeroize"
|
||||
version = "1.8.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b97154e67e32c85465826e8bcc1c59429aaaf107c1e4a9e53c8d8ccd5eff88d0"
|
||||
dependencies = [
|
||||
"zeroize_derive",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zeroize_derive"
|
||||
version = "1.4.3"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "85a5b4158499876c763cb03bc4e49185d3cccbabb15b33c627f7884f43db852e"
|
||||
dependencies = [
|
||||
"proc-macro2",
|
||||
"quote",
|
||||
"syn",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zerotrie"
|
||||
version = "0.2.3"
|
||||
@@ -4751,12 +5037,82 @@ dependencies = [
|
||||
"syn",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zip"
|
||||
version = "2.4.2"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "fabe6324e908f85a1c52063ce7aa26b68dcb7eb6dbc83a2d148403c9bc3eba50"
|
||||
dependencies = [
|
||||
"aes",
|
||||
"arbitrary",
|
||||
"bzip2",
|
||||
"constant_time_eq",
|
||||
"crc32fast",
|
||||
"crossbeam-utils",
|
||||
"deflate64",
|
||||
"displaydoc",
|
||||
"flate2",
|
||||
"getrandom 0.3.4",
|
||||
"hmac",
|
||||
"indexmap",
|
||||
"lzma-rs",
|
||||
"memchr",
|
||||
"pbkdf2",
|
||||
"sha1",
|
||||
"thiserror 2.0.18",
|
||||
"time",
|
||||
"xz2",
|
||||
"zeroize",
|
||||
"zopfli",
|
||||
"zstd",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zmij"
|
||||
version = "1.0.21"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "b8848ee67ecc8aedbaf3e4122217aff892639231befc6a1b58d29fff4c2cabaa"
|
||||
|
||||
[[package]]
|
||||
name = "zopfli"
|
||||
version = "0.8.3"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "f05cd8797d63865425ff89b5c4a48804f35ba0ce8d125800027ad6017d2b5249"
|
||||
dependencies = [
|
||||
"bumpalo",
|
||||
"crc32fast",
|
||||
"log",
|
||||
"simd-adler32",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zstd"
|
||||
version = "0.13.3"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "e91ee311a569c327171651566e07972200e76fcfe2242a4fa446149a3881c08a"
|
||||
dependencies = [
|
||||
"zstd-safe",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zstd-safe"
|
||||
version = "7.2.4"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "8f49c4d5f0abb602a93fb8736af2a4f4dd9512e36f7f570d66e65ff867ed3b9d"
|
||||
dependencies = [
|
||||
"zstd-sys",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zstd-sys"
|
||||
version = "2.0.16+zstd.1.5.7"
|
||||
source = "registry+https://github.com/rust-lang/crates.io-index"
|
||||
checksum = "91e19ebc2adc8f83e43039e79776e3fda8ca919132d68a1fed6a5faca2683748"
|
||||
dependencies = [
|
||||
"cc",
|
||||
"pkg-config",
|
||||
]
|
||||
|
||||
[[package]]
|
||||
name = "zune-core"
|
||||
version = "0.4.12"
|
||||
|
||||
Reference in New Issue
Block a user