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polygon-data-relay

polygon-data-relay is an application for streaming data from the polygon market-data provider to apache kafka in a fault-tolerant way. Messages from polygon are type-checked and only passed on if they conform to the built-in schema.

Aspirational

Currently, polygon-data-relay emits data to kafka in json. In the future, data will be transmuted into a more efficient binary wire protocol such as protobuf using serde-transcode.