Struct barter_data::streams::builder::dynamic::DynamicStreams

pub struct DynamicStreams<InstrumentId> {
    pub trades: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, PublicTrade>>>,
    pub l1s: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBookL1>>>,
    pub l2s: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBook>>>,
    pub liquidations: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, Liquidation>>>,
}

Fields

trades: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, PublicTrade>>>

l1s: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBookL1>>>

l2s: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBook>>>

liquidations: VecMap<ExchangeId, UnboundedReceiverStream<MarketEvent<InstrumentId, Liquidation>>>

Implementations

impl<InstrumentId> DynamicStreams<InstrumentId>

pub async fn init<SubBatchIter, SubIter, Sub, Instrument>( subscription_batches: SubBatchIter, ) -> Result<Self, DataError>

where SubBatchIter: IntoIterator<Item = SubIter>, SubIter: IntoIterator<Item = Sub>, Sub: Into<Subscription<ExchangeId, Instrument, SubKind>>, Instrument: InstrumentData<Id = InstrumentId> + Ord + 'static, InstrumentId: Clone + Send, Subscription<BinanceSpot, Instrument, PublicTrades>: Identifier<BinanceMarket>, Subscription<BinanceSpot, Instrument, OrderBooksL1>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, PublicTrades>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, OrderBooksL1>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, Liquidations>: Identifier<BinanceMarket>, Subscription<Bitfinex, Instrument, PublicTrades>: Identifier<BitfinexMarket>, Subscription<Bitmex, Instrument, PublicTrades>: Identifier<BitmexMarket>, Subscription<BybitSpot, Instrument, PublicTrades>: Identifier<BybitMarket>, Subscription<BybitPerpetualsUsd, Instrument, PublicTrades>: Identifier<BybitMarket>, Subscription<Coinbase, Instrument, PublicTrades>: Identifier<CoinbaseMarket>, Subscription<GateioSpot, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioFuturesUsd, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioFuturesBtc, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioPerpetualsUsd, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioPerpetualsBtc, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioOptions, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<Kraken, Instrument, PublicTrades>: Identifier<KrakenMarket>, Subscription<Kraken, Instrument, OrderBooksL1>: Identifier<KrakenMarket>, Subscription<Okx, Instrument, PublicTrades>: Identifier<OkxMarket>,

Initialise a set of Streams by providing one or more Subscription batches.

Each batch (ie/ impl Iterator<Item = Subscription>) will initialise at-least-one WebSocket Stream under the hood. If the batch contains more-than-one ExchangeId and/or SubKind, it will be further split under the hood for compile-time reasons.

Examples

Please see barter-data-rs/examples/dynamic_multi_stream_multi_exchange.rs for a comprehensive example of how to use this market data stream initialiser.

pub fn select_trades( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketEvent<InstrumentId, PublicTrade>>>

Remove an exchange PublicTrade Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_trades( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketEvent<InstrumentId, PublicTrade>>>

Select and merge every exchange PublicTrade Stream using SelectAll.

pub fn select_l1s( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBookL1>>>

Remove an exchange OrderBookL1 Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_l1s( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBookL1>>>

Select and merge every exchange OrderBookL1 Stream using SelectAll.

pub fn select_l2s( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBook>>>

Remove an exchange OrderBook Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_l2s( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketEvent<InstrumentId, OrderBook>>>

Select and merge every exchange OrderBook Stream using SelectAll.

pub fn select_liquidations( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketEvent<InstrumentId, Liquidation>>>

Remove an exchange Liquidation Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_liquidations( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketEvent<InstrumentId, Liquidation>>>

Select and merge every exchange Liquidation Stream using SelectAll.

pub fn select_all<Output>(self) -> impl Stream<Item = Output>

where InstrumentId: Send + 'static, Output: 'static, MarketEvent<InstrumentId, PublicTrade>: Into<Output>, MarketEvent<InstrumentId, OrderBookL1>: Into<Output>, MarketEvent<InstrumentId, OrderBook>: Into<Output>, MarketEvent<InstrumentId, Liquidation>: Into<Output>,

Select and merge every exchange Stream for every data type using SelectAll.

Note that using MarketEvent<Instrument, DataKind> as the Output is suitable for most use cases.

Trait Implementations

impl<InstrumentId: Debug> Debug for DynamicStreams<InstrumentId>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.