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NUtil Release Note 2026-08-17

zhouzhouzhouzhouNUtil18 Aug 2026

md/kraken stopped measuring the feed and started being it.

  • Kraken level3 is normalized onto the nlib wire and published. Every order event becomes an nlib::order frame in one seq-ordered ZMQ PUB stream: fixed-point prices and quantities parsed from the raw JSON text (no float on the path), FNV-1a hashes for order ids and symbols, RFC3339 event times in nanoseconds. A snapshot replays as clear followed by adds, so a reconnect cannot leave ghost orders downstream; events that fail to normalize are dropped and counted.
  • One connection, top-N symbols. The whole market is still ranked by 24-hour trade count, but the subscription takes the top --symbols (default 35) over a single connection in one request — 175 of the standard tier's 200-per-second budget, so it fits whole. The multi-connection sharding, the subscribe batching, and the global pacer are gone: subscribing inside the budget beats machinery for spending around it. Raise the flag as the account's tier grows, up to Kraken's 200-per-connection cap.
  • feed_sim.py mirrors the 72-byte nlib::order — time_ns split into event_ns and a trailing recv_ns (zeroed here; the receiver stamps it), prices and quantities on the 1e10 / 1e8 scales.
  • The nqbook dashboard passed through as mon/nqbook and moved on to nqbook's ui/. A UI that serves exactly one service belongs with that service, not in the host-tools repository.

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