Trait cfix::types::MarketDataHandler

source · 
pub trait MarketDataHandler {
    // Required methods
    fn on_price_of<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32,
        price: SpotPrice
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn on_market_depth_full_refresh<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32,
        full_depth: HashMap<String, DepthPrice>
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn on_market_depth_incremental_refresh<'life0, 'async_trait>(
        &'life0 self,
        refresh: Vec<IncrementalRefresh>
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;

    // Provided methods
    fn on_accpeted_spot_subscription<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
    fn on_accpeted_depth_subscription<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
    fn on_rejected_spot_subscription<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32,
        err_msg: String
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
    fn on_rejected_depth_subscription<'life0, 'async_trait>(
        &'life0 self,
        symbol_id: u32,
        err_msg: String
    ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
}

Required Methods§

source

fn on_price_of<'life0, 'async_trait>( &'life0 self, symbol_id: u32, price: SpotPrice ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Called when a new price for a symbol is received.

source

fn on_market_depth_full_refresh<'life0, 'async_trait>( &'life0 self, symbol_id: u32, full_depth: HashMap<String, DepthPrice> ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Called when a full refresh of the market depth is received.

source

fn on_market_depth_incremental_refresh<'life0, 'async_trait>( &'life0 self, refresh: Vec<IncrementalRefresh> ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Called when an incremental update to the market depth is received.

Provided Methods§

source

fn on_accpeted_spot_subscription<'life0, 'async_trait>( &'life0 self, symbol_id: u32 ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Called when a spot subscription request has been accepted by the server. This function has a default empty implementation and can be overridden by the struct implementing this trait.

source

fn on_accpeted_depth_subscription<'life0, 'async_trait>( &'life0 self, symbol_id: u32 ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Called when a depth subscription request has been accepted by the server. This function has a default empty implementation and can be overridden by the struct implementing this trait.

source

fn on_rejected_spot_subscription<'life0, 'async_trait>( &'life0 self, symbol_id: u32, err_msg: String ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Called when a spot subscription request has been rejected by the server. This function has a default empty implementation and can be overridden by the struct implementing this trait.

source

fn on_rejected_depth_subscription<'life0, 'async_trait>( &'life0 self, symbol_id: u32, err_msg: String ) -> Pin<Box<dyn Future<Output = ()> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Called when a depth subscription request has been rejected by the server. This function has a default empty implementation and can be overridden by the struct implementing this trait.

Implementors§