Struct Databento

pub struct Databento<'instrument_data, 'aggregated_data, IS: InstrumentSpec, OB: OrdersBackend<IS>, OrdersCS: OrdersCapacitySpec, S: Strategy<IS, OB, OrdersCS>> { /* private fields */ }

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Casts the value.

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Instruments this type with the provided Span, returning an Instrumented wrapper. Read more

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Databento

Struct Databento Copy item path

Implementations§

impl<'instrument_data, 'aggregated_data, IS: InstrumentSpec, OB: OrdersBackend<IS>, OrdersCS: OrdersCapacitySpec, S: Strategy<IS, OB, OrdersCS>> Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>

pub fn new( key: Option<&str>, frontend: Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>, orders_backend_update_receiver: Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>, ) -> Self

Trait Implementations§

impl<'instrument_data, 'aggregated_data, IS: InstrumentSpec, OB: OrdersBackend<IS> + Send, OrdersCS: OrdersCapacitySpec, S: Strategy<IS, OB, OrdersCS> + Send> DataBackend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>

fn new( data_key: Option<&str>, frontend: Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>, orders_backend_update_receiver: Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>, ) -> Self

fn file_name_postpend() -> &'static str

async fn backtest(&mut self, walk_range: TimestampRangeExclusive)

async fn decode_market_data( buf_readers: impl ExactSizeIterator<Item = BufReader<File>>, ) -> Self::MarketDataDecoder

fn historical_mut( &mut self, ) -> Option<Result<&mut impl HistoricalDataBackend<IS>, ()>>

impl<'instrument_data, 'aggregated_data, IS: InstrumentSpec, OB: OrdersBackend<IS>, OrdersCS: OrdersCapacitySpec, S: Strategy<IS, OB, OrdersCS>> MarketDataDecoderProvider<IS> for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>

type MarketDataDecoder = DatabentoMarketDataDecoder<IS>

Auto Trait Implementations§

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> !RefUnwindSafe for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> !UnwindSafe for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Freeze for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Freeze, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Freeze,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Send for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Send, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Send,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Sync for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Sync, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Sync,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Unpin for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Unpin, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Unpin,

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Az for T

fn az<Dst>(self) -> Dstwhere T: Cast<Dst>,

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<Src, Dst> CastFrom<Src> for Dstwhere Src: Cast<Dst>,

fn cast_from(src: Src) -> Dst

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DTwhere ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DTwhere ST: ?Sized, DT: ?Sized,

impl<T> CheckedAs for T

fn checked_as<Dst>(self) -> Option<Dst>where T: CheckedCast<Dst>,

impl<Src, Dst> CheckedCastFrom<Src> for Dstwhere Src: CheckedCast<Dst>,

fn checked_cast_from(src: Src) -> Option<Dst>

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self> ⓘ

fn in_current_span(self) -> Instrumented<Self> ⓘ

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<Src, Dst> LosslessTryInto<Dst> for Srcwhere Dst: LosslessTryFrom<Src>,

fn lossless_try_into(self) -> Option<Dst>

impl<Src, Dst> LossyInto<Dst> for Srcwhere Dst: LossyFrom<Src>,

fn lossy_into(self) -> Dst

impl<T> OverflowingAs for T

fn overflowing_as<Dst>(self) -> (Dst, bool)where T: OverflowingCast<Dst>,

impl<Src, Dst> OverflowingCastFrom<Src> for Dstwhere Src: OverflowingCast<Dst>,

fn overflowing_cast_from(src: Src) -> (Dst, bool)

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Sized + Policy<B, E>, P: Policy<B, E>,

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type Output = T

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fn saturating_as<Dst>(self) -> Dstwhere T: SaturatingCast<Dst>,

impl<Src, Dst> SaturatingCastFrom<Src> for Dstwhere Src: SaturatingCast<Dst>,

fn saturating_cast_from(src: Src) -> Dst

impl<T> StrictAs for T

fn strict_as<Dst>(self) -> Dstwhere T: StrictCast<Dst>,

impl<Src, Dst> StrictCastFrom<Src> for Dstwhere Src: StrictCast<Dst>,

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type Error = !

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

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fn unwrapped_as<Dst>(self) -> Dstwhere T: UnwrappedCast<Dst>,

impl<Src, Dst> UnwrappedCastFrom<Src> for Dstwhere Src: UnwrappedCast<Dst>,

fn unwrapped_cast_from(src: Src) -> Dst

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘwhere S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self> ⓘ

Struct Databento

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Freeze for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>
where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Freeze, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Freeze,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Send for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>
where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Send, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Send,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Sync for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>
where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Sync, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Sync,

impl<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S> Unpin for Databento<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>
where Frontend<'instrument_data, 'aggregated_data, IS, OB, OrdersCS, S>: Unpin, Receiver<OrdersBackendUpdate<IS>, OrdersBackendUpdateRecycle>: Unpin,

impl<T> Any for T
where T: 'static + ?Sized,

fn az<Dst>(self) -> Dst
where T: Cast<Dst>,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<Src, Dst> CastFrom<Src> for Dst
where Src: Cast<Dst>,

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

fn checked_as<Dst>(self) -> Option<Dst>
where T: CheckedCast<Dst>,

impl<Src, Dst> CheckedCastFrom<Src> for Dst
where Src: CheckedCast<Dst>,

impl<T, U> Into<U> for T
where U: From<T>,

impl<Src, Dst> LosslessTryInto<Dst> for Src
where Dst: LosslessTryFrom<Src>,

impl<Src, Dst> LossyInto<Dst> for Src
where Dst: LossyFrom<Src>,

fn overflowing_as<Dst>(self) -> (Dst, bool)
where T: OverflowingCast<Dst>,

impl<Src, Dst> OverflowingCastFrom<Src> for Dst
where Src: OverflowingCast<Dst>,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

fn saturating_as<Dst>(self) -> Dst
where T: SaturatingCast<Dst>,

impl<Src, Dst> SaturatingCastFrom<Src> for Dst
where Src: SaturatingCast<Dst>,

fn strict_as<Dst>(self) -> Dst
where T: StrictCast<Dst>,

impl<Src, Dst> StrictCastFrom<Src> for Dst
where Src: StrictCast<Dst>,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

fn unwrapped_as<Dst>(self) -> Dst
where T: UnwrappedCast<Dst>,

impl<Src, Dst> UnwrappedCastFrom<Src> for Dst
where Src: UnwrappedCast<Dst>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,

fn wrapping_as<Dst>(self) -> Dst
where T: WrappingCast<Dst>,

impl<Src, Dst> WrappingCastFrom<Src> for Dst
where Src: WrappingCast<Dst>,