Struct CoinApiDataClient 

pub struct CoinApiDataClient { /* private fields */ }

CoinAPI data client streaming order books, quotes, trades, and OHLCV bars for configured native instruments.

Connecting loads the configured instruments, emits them, and retains the CoinAPI symbol_id of each one for subscriptions and historical requests. Every subscription shares one WebSocket connection, which replays its scope after a transport reconnect. Instrument refreshes update precision and REST symbol IDs; subscriptions retain their connect-time symbol IDs until the data client disconnects and connects again.

Book deltas stream from the full book channel for L2 books and from book_l3 for L3 books, with sequence gap detection and recovery. Depth snapshots stream from the cheapest of book5, book20, and book50 that lists the requested depth, ten levels by default. CoinAPI allows one book channel per connection, so every book subscription must use the same channel.

Implementations

impl CoinApiDataClient

pub fn new(client_id: ClientId, config: CoinApiDataClientConfig) -> Result<Self>

Creates a client without connecting.

Errors

Returns an error if no valid API key resolves from the config or COINAPI_API_KEY, when an instrument selection is empty, repeats an instrument, or names an instrument that does not map to its exchange, or when the REST or WebSocket configuration is invalid.

Panics

Panics if the data event sender is not initialized on this thread.

Trait Implementations

impl DataClient for CoinApiDataClient

fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.

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

Returns the optional venue this client is associated with.

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

Starts the data client.

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

Stops the data client.

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

Resets the data client to its initial state.

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

Disposes of client resources and cleans up.

fn is_connected(&self) -> bool

Returns true if the client is currently connected.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

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

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the data provider.

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

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the data provider.

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

Subscribes to order book delta updates for the specified instruments.

fn subscribe_book_depth(&mut self, cmd: SubscribeBookDepth) -> Result<()>

Subscribes to order book depth snapshot updates for the specified instruments.

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

Subscribes to quote updates for the specified instruments.

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

Subscribes to trade updates for the specified instruments.

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

Subscribes to bar updates of the specified full bar types.

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

Unsubscribes from order book delta updates for the specified instruments.

fn unsubscribe_book_depth(&mut self, cmd: &UnsubscribeBookDepth) -> Result<()>

Unsubscribes from order book depth snapshot updates for the specified instruments.

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

Unsubscribes from quote updates for the specified instruments.

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

Unsubscribes from trade updates for the specified instruments.

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

Unsubscribes from bar updates of the specified full bar types.

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

Requests a list of instruments from the provider for a given venue.

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

Requests detailed data for a single instrument.

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

Requests a snapshot of the order book for a specified instrument.

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

Requests historical or streaming quote data for a specified instrument.

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

Requests historical or streaming trade data for a specified instrument.

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

Requests historical or streaming bar data for a specified instrument and bar type.

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

Subscribes to custom data types according to the command.

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

Subscribes to instruments list for the specified venue.

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

Subscribes to definitions for the specified instruments.

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

Subscribes to mark price updates for the specified instruments.

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

Subscribes to index price updates for the specified instruments.

fn subscribe_funding_rates( &mut self, cmd: SubscribeFundingRates, ) -> Result<(), Error>

Subscribes to funding rate updates for the specified instruments.

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

Subscribes to status updates for the specified instruments.

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

Subscribes to instrument close events for the specified instruments.

fn subscribe_option_greeks( &mut self, cmd: SubscribeOptionGreeks, ) -> Result<(), Error>

Subscribes to exchange-provided option greeks for the specified instruments.

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

Unsubscribes from custom data types according to the command.

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

Unsubscribes from instruments list for the specified venue.

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

Unsubscribes from data for the specified instruments.

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

Unsubscribes from mark price updates for the specified instruments.

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

Unsubscribes from index price updates for the specified instruments.

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

Unsubscribes from funding rate updates for the specified instruments.

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

Unsubscribes from instrument status updates for the specified instruments.

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

Unsubscribes from instrument close events for the specified instruments.

fn unsubscribe_option_greeks( &mut self, cmd: &UnsubscribeOptionGreeks, ) -> Result<(), Error>

Unsubscribes from exchange-provided option greeks for the specified instruments.

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

Sends a custom data request to the provider.

fn request_funding_rates( &self, _request: RequestFundingRates, ) -> Result<(), Error>

Requests historical or streaming funding rate data for a specified instrument.

fn request_option_chain_reference_price( &self, request: RequestOptionChainReferencePrice, ) -> Result<(), Error>

Requests a reference price for an option-chain bootstrap.

fn request_book_depth(&self, _request: RequestBookDepth) -> Result<(), Error>

Requests historical order book depth data for a specified instrument.

fn request_book_deltas(&self, _request: RequestBookDeltas) -> Result<(), Error>

Requests historical order book delta data for a specified instrument.

impl Debug for CoinApiDataClient

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

Formats the value using the given formatter.