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Stream

digdigdig3_station::subscription

Enum Stream

pub enum Stream {
Show 35 variants    Ticker,
    Trade,
    Orderbook,
    OrderbookDelta,
    Kline(KlineInterval),
    MarkPrice,
    FundingRate,
    OpenInterest,
    Liquidation,
    AggTrade,
    BlockTrade,
    IndexPrice,
    CompositeIndex,
    OptionGreeks,
    VolatilityIndex,
    HistoricalVolatility,
    LongShortRatio,
    Basis,
    InsuranceFund,
    OrderbookL3,
    SettlementEvent,
    MarketWarning,
    RiskLimit,
    PredictedFunding,
    FundingSettlement,
    MarkPriceKline(KlineInterval),
    IndexPriceKline(KlineInterval),
    PremiumIndexKline(KlineInterval),
    RangeBar(u64),
    TickBar(u32),
    VolumeBar(u64),
    Footprint(KlineInterval),
    OrderUpdate,
    BalanceUpdate,
    PositionUpdate,
}

Expand description

User-facing stream class to request in a SubscriptionSet.

Kline carries a typed KlineInterval (e.g. KlineInterval::new("1m")). All other variants are parameterless.

Variants§

Ticker

Trade

Orderbook

OrderbookDelta

Kline(KlineInterval)

MarkPrice

FundingRate

OpenInterest

Liquidation

AggTrade

BlockTrade

IndexPrice

CompositeIndex

OptionGreeks

VolatilityIndex

HistoricalVolatility

LongShortRatio

Basis

InsuranceFund

OrderbookL3

SettlementEvent

MarketWarning

RiskLimit

PredictedFunding

FundingSettlement

MarkPriceKline(KlineInterval)

IndexPriceKline(KlineInterval)

PremiumIndexKline(KlineInterval)

RangeBar(u64)

Range bar: close when |trade.price − bar_open| ≥ range. range = price × 1e8 (fixed-point integer, same unit as Kind::RangeBar).

TickBar(u32)

Tick bar: close every n trades.

VolumeBar(u64)

Volume bar: close when cumulative volume ≥ threshold. threshold = volume × 1e8 (fixed-point integer, same unit as Kind::VolumeBar).

Footprint(KlineInterval)

Footprint bar: time-bucketed OHLCV with per-price buy/sell breakdown.

OrderUpdate

Order lifecycle events (create/fill/cancel/expire). Requires credentials.

BalanceUpdate

Account balance changes. Requires credentials.

PositionUpdate

Futures position changes. Requires credentials.

Implementations§

impl Stream

pub fn is_private(&self) -> bool

True if this stream requires authentication credentials.

Trait Implementations§

impl Clone for Stream

fn clone(&self) -> Stream

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for Stream

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

Formats the value using the given formatter. Read more

impl Eq for Stream

impl Hash for Stream

fn hash<H: Hasher>(&self, state: &mut H)

Feeds this value into the given Hasher. Read more

1.3.0 · Source§

fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more

impl PartialEq for Stream

fn eq(&self, other: &Stream) -> bool

Tests for self and other values to be equal, and is used by ==.

1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for Stream

Auto Trait Implementations§

impl Freeze for Stream

impl RefUnwindSafe for Stream

impl Send for Stream

impl Sync for Stream

impl Unpin for Stream

impl UnsafeUnpin for Stream

impl UnwindSafe for Stream

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<Q, K> Equivalent<K> for Q
where Q: Eq + ?Sized, K: Borrow<Q> + ?Sized,

fn equivalent(&self, key: &K) -> bool

Checks if this value is equivalent to the given key. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> Instrument for T

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

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

fn in_current_span(self) -> Instrumented<Self>

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

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

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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>,

Create a new Policy that returns Action::Follow only if self and other return Action::Follow. Read more

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

Create a new Policy that returns Action::Follow if either self or other returns Action::Follow. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

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

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

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

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

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

Attaches the provided Subscriber to this type, returning a WithDispatch wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a WithDispatch wrapper. Read more