Enum Stream 

pub enum Stream {
    Ticker,
    Trade,
    Orderbook,
    OrderbookDelta,
    Kline(KlineInterval),
    MarkPrice,
    FundingRate,
    OpenInterest,
    Liquidation,
    AggTrade,
    BlockTrade,
    AuctionEvent,
    IndexPrice,
    CompositeIndex,
    OptionGreeks,
    VolatilityIndex,
    HistoricalVolatility,
    LongShortRatio,
    TakerVolume,
    LiquidationBucket,
    Basis,
    InsuranceFund,
    OrderbookL3,
    SettlementEvent,
    MarketWarning,
    RiskLimit,
    PredictedFunding,
    FundingSettlement,
    MarkPriceKline(KlineInterval),
    IndexPriceKline(KlineInterval),
    PremiumIndexKline(KlineInterval),
    RangeBar(u64),
    TickBar(u32),
    VolumeBar(u64),
    Footprint(KlineInterval),
    RenkoBar(u64, u8),
    PnfBar(u64, u8),
    KagiBar(u64),
    CvdLine,
    ThreeLineBreak {
        lines_back: u8,
    },
    TpoProfile(u16, TpoSource),
    DollarBar {
        dollar_threshold: u64,
    },
    TickImbalanceBar {
        alpha_x100: u16,
        min_ticks: u32,
    },
    VolumeImbalanceBar {
        alpha_x100: u16,
        min_ticks: u32,
    },
    RunBar {
        alpha_x100: u16,
        min_ticks: u32,
    },
    OrderUpdate,
    BalanceUpdate,
    PositionUpdate,
}

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

AuctionEvent

IndexPrice

CompositeIndex

OptionGreeks

VolatilityIndex

HistoricalVolatility

LongShortRatio

TakerVolume

LiquidationBucket

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.

RenkoBar(u64, u8)

Renko brick stream — (box_size_e8, reversal_count). See crate::series::Kind::RenkoBar for semantics.

PnfBar(u64, u8)

Point-and-Figure column stream — (box_size_e8, reversal_count).

KagiBar(u64)

Kagi segment stream — reversal_e8.

CvdLine

Cumulative Volume Delta line.

ThreeLineBreak

Three Line Break (san-sen-ashi) stream. lines_back controls how many recent lines must be exceeded before a new line prints (industry default = 3).

Fields

lines_back: u8

TpoProfile(u16, TpoSource)

TPO Market Profile session stream. See crate::series::TpoSource for the source-selector enum.

DollarBar

Dollar bar (López de Prado, AFML ch.2): close when cumulative price × quantity ≥ dollar_threshold. See crate::series::Kind::DollarBar.

Fields

dollar_threshold: u64

TickImbalanceBar

Tick Imbalance Bar (López de Prado, AFML ch.2). alpha_x100: EMA smoothing × 100. min_ticks: floor. See crate::series::Kind::TickImbalanceBar.

Fields

alpha_x100: u16

min_ticks: u32

VolumeImbalanceBar

Volume Imbalance Bar (López de Prado, AFML ch.2). See crate::series::Kind::VolumeImbalanceBar.

Fields

alpha_x100: u16

min_ticks: u32

RunBar

Run Bar (López de Prado, AFML ch.2). See crate::series::Kind::RunBar.

Fields

alpha_x100: u16

min_ticks: u32

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.

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

Performs copy-assignment from source.

impl Debug for Stream

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

Formats the value using the given formatter.

impl Eq for Stream

impl Hash for Stream

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

Feeds this value into the given Hasher.

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

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl PartialEq for Stream

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

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

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