Struct DataEngineConfig

pub struct DataEngineConfig {
    pub time_bars_build_with_no_updates: bool,
    pub time_bars_timestamp_on_close: bool,
    pub time_bars_skip_first_non_full_bar: bool,
    pub time_bars_interval_type: BarIntervalType,
    pub time_bars_origins: HashMap<BarAggregation, Duration>,
    pub validate_data_sequence: bool,
    pub buffer_deltas: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub debug: bool,
}

Configuration for DataEngine instances.

Fields

time_bars_build_with_no_updates: bool

If time bar aggregators will build and emit bars with no new market updates.

time_bars_timestamp_on_close: bool

If time bar aggregators will timestamp ts_event on bar close. If False, then will timestamp on bar open.

time_bars_skip_first_non_full_bar: bool

If time bar aggregators will skip emitting a bar if the aggregation starts mid-interval.

time_bars_interval_type: BarIntervalType

Determines the type of interval used for time aggregation.

• leftOpen : start time is excluded and end time is included (default).
• rightOpen: start time is included and end time is excluded.

time_bars_origins: HashMap<BarAggregation, Duration>

A dictionary mapping time bar aggregations to their origin time offsets

validate_data_sequence: bool

If data objects timestamp sequencing will be validated and handled.

buffer_deltas: bool

If order book deltas should be buffered until the F_LAST flag is set for a delta.

external_clients: Option<Vec<ClientId>>

The client IDs declared for external stream processing. The data engine will not attempt to send data commands to these client IDs.

debug: bool

If debug mode is active (will provide extra debug logging).

Implementations

impl DataEngineConfig

pub const fn new( time_bars_build_with_no_updates: bool, time_bars_timestamp_on_close: bool, time_bars_interval_type: BarIntervalType, time_bars_skip_first_non_full_bar: bool, time_bars_origins: HashMap<BarAggregation, Duration>, validate_data_sequence: bool, buffer_deltas: bool, external_clients: Option<Vec<ClientId>>, debug: bool, ) -> Self

Trait Implementations

impl Clone for DataEngineConfig

fn clone(&self) -> DataEngineConfig

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DataEngineConfig

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

Formats the value using the given formatter.

impl Default for DataEngineConfig

fn default() -> Self

Returns the “default value” for a type.