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
Implementations§
Trait Implementations§
Source§impl DataClient for BacktestDataClient
impl DataClient for BacktestDataClient
Source§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 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
Source§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 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
Source§fn is_connected(&self) -> bool
fn is_connected(&self) -> bool
Returns
true
if the client is currently connected.Source§fn is_disconnected(&self) -> bool
fn is_disconnected(&self) -> bool
Returns
true
if the client is currently disconnected.Source§fn subscribe(&mut self, _cmd: &SubscribeCustomData) -> Result<()>
fn subscribe(&mut self, _cmd: &SubscribeCustomData) -> Result<()>
Subscribes to custom data types according to the command. Read more
Source§fn subscribe_instruments(&mut self, _cmd: &SubscribeInstruments) -> Result<()>
fn subscribe_instruments(&mut self, _cmd: &SubscribeInstruments) -> Result<()>
Subscribes to instruments list for the specified venue. Read more
Source§fn subscribe_instrument(&mut self, _cmd: &SubscribeInstrument) -> Result<()>
fn subscribe_instrument(&mut self, _cmd: &SubscribeInstrument) -> Result<()>
Subscribes to data for a single instrument. Read more
Source§fn subscribe_book_deltas(&mut self, _cmd: &SubscribeBookDeltas) -> Result<()>
fn subscribe_book_deltas(&mut self, _cmd: &SubscribeBookDeltas) -> Result<()>
Subscribes to order book delta updates for the specified instrument. Read more
Source§fn subscribe_book_depth10(&mut self, _cmd: &SubscribeBookDepth10) -> Result<()>
fn subscribe_book_depth10(&mut self, _cmd: &SubscribeBookDepth10) -> Result<()>
Subscribes to top 10 order book depth updates for the specified instrument. Read more
Source§fn subscribe_book_snapshots(
&mut self,
_cmd: &SubscribeBookSnapshots,
) -> Result<()>
fn subscribe_book_snapshots( &mut self, _cmd: &SubscribeBookSnapshots, ) -> Result<()>
Subscribes to periodic order book snapshots for the specified instrument. Read more
Source§fn subscribe_quotes(&mut self, _cmd: &SubscribeQuotes) -> Result<()>
fn subscribe_quotes(&mut self, _cmd: &SubscribeQuotes) -> Result<()>
Subscribes to quote updates for the specified instrument. Read more
Source§fn subscribe_trades(&mut self, _cmd: &SubscribeTrades) -> Result<()>
fn subscribe_trades(&mut self, _cmd: &SubscribeTrades) -> Result<()>
Subscribes to trade updates for the specified instrument. Read more
Source§fn subscribe_bars(&mut self, _cmd: &SubscribeBars) -> Result<()>
fn subscribe_bars(&mut self, _cmd: &SubscribeBars) -> Result<()>
Subscribes to bar updates of the specified bar type. Read more
Source§fn subscribe_mark_prices(&mut self, _cmd: &SubscribeMarkPrices) -> Result<()>
fn subscribe_mark_prices(&mut self, _cmd: &SubscribeMarkPrices) -> Result<()>
Subscribes to mark price updates for the specified instrument. Read more
Source§fn subscribe_index_prices(&mut self, _cmd: &SubscribeIndexPrices) -> Result<()>
fn subscribe_index_prices(&mut self, _cmd: &SubscribeIndexPrices) -> Result<()>
Subscribes to index price updates for the specified instrument. Read more
Source§fn subscribe_instrument_status(
&mut self,
_cmd: &SubscribeInstrumentStatus,
) -> Result<()>
fn subscribe_instrument_status( &mut self, _cmd: &SubscribeInstrumentStatus, ) -> Result<()>
Subscribes to status updates for the specified instrument. Read more
Source§fn subscribe_instrument_close(
&mut self,
_cmd: &SubscribeInstrumentClose,
) -> Result<()>
fn subscribe_instrument_close( &mut self, _cmd: &SubscribeInstrumentClose, ) -> Result<()>
Subscribes to instrument close events for the specified instrument. Read more
Source§fn unsubscribe(&mut self, _cmd: &UnsubscribeCustomData) -> Result<()>
fn unsubscribe(&mut self, _cmd: &UnsubscribeCustomData) -> Result<()>
Unsubscribes from custom data types according to the command. Read more
Source§fn unsubscribe_instruments(
&mut self,
_cmd: &UnsubscribeInstruments,
) -> Result<()>
fn unsubscribe_instruments( &mut self, _cmd: &UnsubscribeInstruments, ) -> Result<()>
Unsubscribes from instruments list for the specified venue. Read more
Source§fn unsubscribe_instrument(&mut self, _cmd: &UnsubscribeInstrument) -> Result<()>
fn unsubscribe_instrument(&mut self, _cmd: &UnsubscribeInstrument) -> Result<()>
Unsubscribes from data for the specified instrument. Read more
Source§fn unsubscribe_book_deltas(
&mut self,
_cmd: &UnsubscribeBookDeltas,
) -> Result<()>
fn unsubscribe_book_deltas( &mut self, _cmd: &UnsubscribeBookDeltas, ) -> Result<()>
Unsubscribes from order book delta updates for the specified instrument. Read more
Source§fn unsubscribe_book_depth10(
&mut self,
_cmd: &UnsubscribeBookDepth10,
) -> Result<()>
fn unsubscribe_book_depth10( &mut self, _cmd: &UnsubscribeBookDepth10, ) -> Result<()>
Unsubscribes from top 10 order book depth updates for the specified instrument. Read more
Source§fn unsubscribe_book_snapshots(
&mut self,
_cmd: &UnsubscribeBookSnapshots,
) -> Result<()>
fn unsubscribe_book_snapshots( &mut self, _cmd: &UnsubscribeBookSnapshots, ) -> Result<()>
Unsubscribes from periodic order book snapshots for the specified instrument. Read more
Source§fn unsubscribe_quotes(&mut self, _cmd: &UnsubscribeQuotes) -> Result<()>
fn unsubscribe_quotes(&mut self, _cmd: &UnsubscribeQuotes) -> Result<()>
Unsubscribes from quote updates for the specified instrument. Read more
Source§fn unsubscribe_trades(&mut self, _cmd: &UnsubscribeTrades) -> Result<()>
fn unsubscribe_trades(&mut self, _cmd: &UnsubscribeTrades) -> Result<()>
Unsubscribes from trade updates for the specified instrument. Read more
Source§fn unsubscribe_bars(&mut self, _cmd: &UnsubscribeBars) -> Result<()>
fn unsubscribe_bars(&mut self, _cmd: &UnsubscribeBars) -> Result<()>
Unsubscribes from bar updates of the specified bar type. Read more
Source§fn unsubscribe_mark_prices(
&mut self,
_cmd: &UnsubscribeMarkPrices,
) -> Result<()>
fn unsubscribe_mark_prices( &mut self, _cmd: &UnsubscribeMarkPrices, ) -> Result<()>
Unsubscribes from mark price updates for the specified instrument. Read more
Source§fn unsubscribe_index_prices(
&mut self,
_cmd: &UnsubscribeIndexPrices,
) -> Result<()>
fn unsubscribe_index_prices( &mut self, _cmd: &UnsubscribeIndexPrices, ) -> Result<()>
Unsubscribes from index price updates for the specified instrument. Read more
Source§fn unsubscribe_instrument_status(
&mut self,
_cmd: &UnsubscribeInstrumentStatus,
) -> Result<()>
fn unsubscribe_instrument_status( &mut self, _cmd: &UnsubscribeInstrumentStatus, ) -> Result<()>
Unsubscribes from instrument status updates for the specified instrument. Read more
Source§fn unsubscribe_instrument_close(
&mut self,
_cmd: &UnsubscribeInstrumentClose,
) -> Result<()>
fn unsubscribe_instrument_close( &mut self, _cmd: &UnsubscribeInstrumentClose, ) -> Result<()>
Unsubscribes from instrument close events for the specified instrument. Read more
Source§fn request_data(&self, request: &RequestCustomData) -> Result<()>
fn request_data(&self, request: &RequestCustomData) -> Result<()>
Sends a custom data request to the provider. Read more
Source§fn request_instruments(&self, request: &RequestInstruments) -> Result<()>
fn request_instruments(&self, request: &RequestInstruments) -> Result<()>
Requests a list of instruments from the provider for a given venue. Read more
Source§fn request_instrument(&self, request: &RequestInstrument) -> Result<()>
fn request_instrument(&self, request: &RequestInstrument) -> Result<()>
Requests detailed data for a single instrument. Read more
Source§fn request_book_snapshot(&self, request: &RequestBookSnapshot) -> Result<()>
fn request_book_snapshot(&self, request: &RequestBookSnapshot) -> Result<()>
Requests a snapshot of the order book for a specified instrument. Read more
Source§fn request_quotes(&self, request: &RequestQuotes) -> Result<()>
fn request_quotes(&self, request: &RequestQuotes) -> Result<()>
Requests historical or streaming quote data for a specified instrument. Read more
Source§fn request_trades(&self, request: &RequestTrades) -> Result<()>
fn request_trades(&self, request: &RequestTrades) -> Result<()>
Requests historical or streaming trade data for a specified instrument. Read more
Source§fn request_bars(&self, request: &RequestBars) -> Result<()>
fn request_bars(&self, request: &RequestBars) -> Result<()>
Requests historical or streaming bar data for a specified instrument and bar type. Read more
Source§impl Debug for BacktestDataClient
impl Debug for BacktestDataClient
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§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> Instrument for T
impl<T> Instrument for T
Source§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
Source§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self
into a Left
variant of Either<Self, Self>
if into_left
is true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self
into a Left
variant of Either<Self, Self>
if into_left(&self)
returns true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read more