Struct BacktestDataClient

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pub struct BacktestDataClient {
    pub client_id: ClientId,
    pub venue: Venue,
    /* private fields */
}
Expand description

Data client implementation for backtesting market data operations.

The BacktestDataClient provides a data client interface specifically designed for backtesting environments. It handles market data subscriptions and requests during backtesting, coordinating with the backtesting engine to provide historical data replay functionality.

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§client_id: ClientId§venue: Venue

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impl BacktestDataClient

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pub const fn new( client_id: ClientId, venue: Venue, cache: Rc<RefCell<Cache>>, ) -> Self

Trait Implementations§

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impl DataClient for BacktestDataClient

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fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.
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fn venue(&self) -> Option<Venue>

Returns the optional venue this client is associated with.
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fn start(&mut self) -> Result<()>

Starts the data client. Read more
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fn stop(&mut self) -> Result<()>

Stops the data client. Read more
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fn reset(&mut self) -> Result<()>

Resets the data client to its initial state. Read more
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fn dispose(&mut self) -> Result<()>

Disposes of client resources and cleans up. Read more
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fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Connects external API’s if needed. Read more
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fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Disconnects external API’s if needed. Read more
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fn is_connected(&self) -> bool

Returns true if the client is currently connected.
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fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.
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fn subscribe(&mut self, _cmd: &SubscribeCustomData) -> Result<()>

Subscribes to custom data types according to the command. Read more
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fn subscribe_instruments(&mut self, _cmd: &SubscribeInstruments) -> Result<()>

Subscribes to instruments list for the specified venue. Read more
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fn subscribe_instrument(&mut self, _cmd: &SubscribeInstrument) -> Result<()>

Subscribes to data for a single instrument. Read more
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fn subscribe_book_deltas(&mut self, _cmd: &SubscribeBookDeltas) -> Result<()>

Subscribes to order book delta updates for the specified instrument. Read more
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fn subscribe_book_depth10(&mut self, _cmd: &SubscribeBookDepth10) -> Result<()>

Subscribes to top 10 order book depth updates for the specified instrument. Read more
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fn subscribe_book_snapshots( &mut self, _cmd: &SubscribeBookSnapshots, ) -> Result<()>

Subscribes to periodic order book snapshots for the specified instrument. Read more
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fn subscribe_quotes(&mut self, _cmd: &SubscribeQuotes) -> Result<()>

Subscribes to quote updates for the specified instrument. Read more
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fn subscribe_trades(&mut self, _cmd: &SubscribeTrades) -> Result<()>

Subscribes to trade updates for the specified instrument. Read more
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fn subscribe_bars(&mut self, _cmd: &SubscribeBars) -> Result<()>

Subscribes to bar updates of the specified bar type. Read more
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fn subscribe_mark_prices(&mut self, _cmd: &SubscribeMarkPrices) -> Result<()>

Subscribes to mark price updates for the specified instrument. Read more
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fn subscribe_index_prices(&mut self, _cmd: &SubscribeIndexPrices) -> Result<()>

Subscribes to index price updates for the specified instrument. Read more
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fn subscribe_instrument_status( &mut self, _cmd: &SubscribeInstrumentStatus, ) -> Result<()>

Subscribes to status updates for the specified instrument. Read more
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fn subscribe_instrument_close( &mut self, _cmd: &SubscribeInstrumentClose, ) -> Result<()>

Subscribes to instrument close events for the specified instrument. Read more
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fn unsubscribe(&mut self, _cmd: &UnsubscribeCustomData) -> Result<()>

Unsubscribes from custom data types according to the command. Read more
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fn unsubscribe_instruments( &mut self, _cmd: &UnsubscribeInstruments, ) -> Result<()>

Unsubscribes from instruments list for the specified venue. Read more
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fn unsubscribe_instrument(&mut self, _cmd: &UnsubscribeInstrument) -> Result<()>

Unsubscribes from data for the specified instrument. Read more
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fn unsubscribe_book_deltas( &mut self, _cmd: &UnsubscribeBookDeltas, ) -> Result<()>

Unsubscribes from order book delta updates for the specified instrument. Read more
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fn unsubscribe_book_depth10( &mut self, _cmd: &UnsubscribeBookDepth10, ) -> Result<()>

Unsubscribes from top 10 order book depth updates for the specified instrument. Read more
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fn unsubscribe_book_snapshots( &mut self, _cmd: &UnsubscribeBookSnapshots, ) -> Result<()>

Unsubscribes from periodic order book snapshots for the specified instrument. Read more
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fn unsubscribe_quotes(&mut self, _cmd: &UnsubscribeQuotes) -> Result<()>

Unsubscribes from quote updates for the specified instrument. Read more
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fn unsubscribe_trades(&mut self, _cmd: &UnsubscribeTrades) -> Result<()>

Unsubscribes from trade updates for the specified instrument. Read more
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fn unsubscribe_bars(&mut self, _cmd: &UnsubscribeBars) -> Result<()>

Unsubscribes from bar updates of the specified bar type. Read more
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fn unsubscribe_mark_prices( &mut self, _cmd: &UnsubscribeMarkPrices, ) -> Result<()>

Unsubscribes from mark price updates for the specified instrument. Read more
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fn unsubscribe_index_prices( &mut self, _cmd: &UnsubscribeIndexPrices, ) -> Result<()>

Unsubscribes from index price updates for the specified instrument. Read more
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fn unsubscribe_instrument_status( &mut self, _cmd: &UnsubscribeInstrumentStatus, ) -> Result<()>

Unsubscribes from instrument status updates for the specified instrument. Read more
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fn unsubscribe_instrument_close( &mut self, _cmd: &UnsubscribeInstrumentClose, ) -> Result<()>

Unsubscribes from instrument close events for the specified instrument. Read more
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fn request_data(&self, request: &RequestCustomData) -> Result<()>

Sends a custom data request to the provider. Read more
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fn request_instruments(&self, request: &RequestInstruments) -> Result<()>

Requests a list of instruments from the provider for a given venue. Read more
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fn request_instrument(&self, request: &RequestInstrument) -> Result<()>

Requests detailed data for a single instrument. Read more
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fn request_book_snapshot(&self, request: &RequestBookSnapshot) -> Result<()>

Requests a snapshot of the order book for a specified instrument. Read more
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fn request_quotes(&self, request: &RequestQuotes) -> Result<()>

Requests historical or streaming quote data for a specified instrument. Read more
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fn request_trades(&self, request: &RequestTrades) -> Result<()>

Requests historical or streaming trade data for a specified instrument. Read more
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fn request_bars(&self, request: &RequestBars) -> Result<()>

Requests historical or streaming bar data for a specified instrument and bar type. Read more
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impl Debug for BacktestDataClient

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

Formats the value using the given formatter. Read more
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impl Send for BacktestDataClient

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impl Sync for BacktestDataClient

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