Struct BacktestDataClient

Source

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.

Fields§

§client_id: ClientId§venue: Venue

Struct BacktestDataClientCopy item path

Fields§

Implementations§

impl BacktestDataClient

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

Trait Implementations§

impl DataClient for BacktestDataClient

fn client_id(&self) -> ClientId

fn venue(&self) -> Option<Venue>

fn start(&mut self) -> Result<()>

fn stop(&mut self) -> Result<()>

fn reset(&mut self) -> Result<()>

fn dispose(&mut self) -> Result<()>

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

fn is_connected(&self) -> bool

fn is_disconnected(&self) -> bool

fn subscribe(&mut self, _cmd: &SubscribeCustomData) -> Result<()>

fn subscribe_instruments(&mut self, _cmd: &SubscribeInstruments) -> Result<()>

fn subscribe_instrument(&mut self, _cmd: &SubscribeInstrument) -> Result<()>

fn subscribe_book_deltas(&mut self, _cmd: &SubscribeBookDeltas) -> Result<()>

fn subscribe_book_depth10(&mut self, _cmd: &SubscribeBookDepth10) -> Result<()>

fn subscribe_book_snapshots( &mut self, _cmd: &SubscribeBookSnapshots, ) -> Result<()>

fn subscribe_quotes(&mut self, _cmd: &SubscribeQuotes) -> Result<()>

fn subscribe_trades(&mut self, _cmd: &SubscribeTrades) -> Result<()>

fn subscribe_bars(&mut self, _cmd: &SubscribeBars) -> Result<()>

fn subscribe_mark_prices(&mut self, _cmd: &SubscribeMarkPrices) -> Result<()>

fn subscribe_index_prices(&mut self, _cmd: &SubscribeIndexPrices) -> Result<()>

fn subscribe_instrument_status( &mut self, _cmd: &SubscribeInstrumentStatus, ) -> Result<()>

fn subscribe_instrument_close( &mut self, _cmd: &SubscribeInstrumentClose, ) -> Result<()>

fn unsubscribe(&mut self, _cmd: &UnsubscribeCustomData) -> Result<()>

fn unsubscribe_instruments( &mut self, _cmd: &UnsubscribeInstruments, ) -> Result<()>

fn unsubscribe_instrument(&mut self, _cmd: &UnsubscribeInstrument) -> Result<()>

fn unsubscribe_book_deltas( &mut self, _cmd: &UnsubscribeBookDeltas, ) -> Result<()>

fn unsubscribe_book_depth10( &mut self, _cmd: &UnsubscribeBookDepth10, ) -> Result<()>

fn unsubscribe_book_snapshots( &mut self, _cmd: &UnsubscribeBookSnapshots, ) -> Result<()>

fn unsubscribe_quotes(&mut self, _cmd: &UnsubscribeQuotes) -> Result<()>

fn unsubscribe_trades(&mut self, _cmd: &UnsubscribeTrades) -> Result<()>

fn unsubscribe_bars(&mut self, _cmd: &UnsubscribeBars) -> Result<()>

fn unsubscribe_mark_prices( &mut self, _cmd: &UnsubscribeMarkPrices, ) -> Result<()>

fn unsubscribe_index_prices( &mut self, _cmd: &UnsubscribeIndexPrices, ) -> Result<()>

fn unsubscribe_instrument_status( &mut self, _cmd: &UnsubscribeInstrumentStatus, ) -> Result<()>

fn unsubscribe_instrument_close( &mut self, _cmd: &UnsubscribeInstrumentClose, ) -> Result<()>

fn request_data(&self, request: &RequestCustomData) -> Result<()>

fn request_instruments(&self, request: &RequestInstruments) -> Result<()>

fn request_instrument(&self, request: &RequestInstrument) -> Result<()>

fn request_book_snapshot(&self, request: &RequestBookSnapshot) -> Result<()>

fn request_quotes(&self, request: &RequestQuotes) -> Result<()>

fn request_trades(&self, request: &RequestTrades) -> Result<()>

fn request_bars(&self, request: &RequestBars) -> Result<()>

impl Debug for BacktestDataClient

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

impl Send for BacktestDataClient

impl Sync for BacktestDataClient

Auto Trait Implementations§

impl Freeze for BacktestDataClient

impl !RefUnwindSafe for BacktestDataClient

impl Unpin for BacktestDataClient

impl !UnwindSafe for BacktestDataClient

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

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

fn in_current_span(self) -> Instrumented<Self>

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

fn into(self) -> U

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

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

impl<T> Same for T

Struct BacktestDataClient

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

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

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

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

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

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

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

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

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

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

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

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

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

impl<T> ErasedDestructor for T
where T: 'static,

impl<T> Ungil for T
where T: Send,