Struct DataClientAdapter

Source

pub struct DataClientAdapter {Show 17 fields
    pub client_id: ClientId,
    pub venue: Venue,
    pub handles_book_deltas: bool,
    pub handles_book_snapshots: bool,
    pub subscriptions_generic: HashSet<DataType>,
    pub subscriptions_book_deltas: HashSet<InstrumentId>,
    pub subscriptions_book_depth10: HashSet<InstrumentId>,
    pub subscriptions_book_snapshots: HashSet<InstrumentId>,
    pub subscriptions_quotes: HashSet<InstrumentId>,
    pub subscriptions_trades: HashSet<InstrumentId>,
    pub subscriptions_bars: HashSet<BarType>,
    pub subscriptions_instrument_status: HashSet<InstrumentId>,
    pub subscriptions_instrument_close: HashSet<InstrumentId>,
    pub subscriptions_instrument: HashSet<InstrumentId>,
    pub subscriptions_instrument_venue: HashSet<Venue>,
    pub subscriptions_mark_prices: HashSet<InstrumentId>,
    pub subscriptions_index_prices: HashSet<InstrumentId>,
    /* private fields */
}

Fields§

§client_id: ClientId§venue: Venue§handles_book_deltas: bool§handles_book_snapshots: bool§subscriptions_generic: HashSet<DataType>§subscriptions_book_deltas: HashSet<InstrumentId>§subscriptions_book_depth10: HashSet<InstrumentId>§subscriptions_book_snapshots: HashSet<InstrumentId>§subscriptions_quotes: HashSet<InstrumentId>§subscriptions_trades: HashSet<InstrumentId>§subscriptions_bars: HashSet<BarType>§subscriptions_instrument_status: HashSet<InstrumentId>§subscriptions_instrument_close: HashSet<InstrumentId>§subscriptions_instrument: HashSet<InstrumentId>§subscriptions_instrument_venue: HashSet<Venue>§subscriptions_mark_prices: HashSet<InstrumentId>§subscriptions_index_prices: HashSet<InstrumentId>

Struct DataClientAdapterCopy item path

Fields§

Implementations§

impl DataClientAdapter

pub fn new( client_id: ClientId, venue: Venue, handles_order_book_deltas: bool, handles_order_book_snapshots: bool, client: Box<dyn DataClient>, clock: Rc<RefCell<dyn Clock>>, ) -> Self

pub fn through_execute(&self, command: SubscribeCommand)

pub fn execute_subscribe_command(&mut self, cmd: SubscribeCommand)

pub fn execute_unsubscribe_command(&mut self, cmd: UnsubscribeCommand)

pub fn subscribe(&mut self, cmd: SubscribeData) -> Result<()>

pub fn unsubscribe(&mut self, cmd: UnsubscribeData) -> Result<()>

pub fn request_data(&self, req: RequestData) -> Result<()>

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

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

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

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

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

pub fn handle_instrument( &self, instrument: InstrumentAny, correlation_id: UUID4, ) -> CustomDataResponse

pub fn handle_instruments( &self, venue: Venue, instruments: Vec<InstrumentAny>, correlation_id: UUID4, ) -> CustomDataResponse

pub fn handle_quotes( &self, instrument_id: &InstrumentId, quotes: Vec<QuoteTick>, correlation_id: UUID4, ) -> CustomDataResponse

pub fn handle_trades( &self, instrument_id: &InstrumentId, trades: Vec<TradeTick>, correlation_id: UUID4, ) -> CustomDataResponse

pub fn handle_bars( &self, bar_type: &BarType, bars: Vec<Bar>, correlation_id: UUID4, ) -> CustomDataResponse

Trait Implementations§

impl Debug for DataClientAdapter

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

impl Deref for DataClientAdapter

type Target = Box<dyn DataClient>

fn deref(&self) -> &Self::Target

impl DerefMut for DataClientAdapter

fn deref_mut(&mut self) -> &mut Self::Target

Auto Trait Implementations§

impl Freeze for DataClientAdapter

impl !RefUnwindSafe for DataClientAdapter

impl !Send for DataClientAdapter

impl !Sync for DataClientAdapter

impl Unpin for DataClientAdapter

impl !UnwindSafe for DataClientAdapter

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<P, T> Receiver for Pwhere P: Deref<Target = T> + ?Sized, T: ?Sized,

type Target = T

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

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

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

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

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

fn vzip(self) -> V

impl<T> WithSubscriber for T

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

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct DataClientAdapter

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>,

impl<P, T> Receiver for P
where P: Deref<Target = T> + ?Sized, T: ?Sized,

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>,