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DataEngineConfigBuilder

nautilus_data::engine::config

Struct DataEngineConfigBuilder 

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pub struct DataEngineConfigBuilder<S: State = Empty> { /* private fields */ }
Expand description

Use builder syntax to set the inputs and finish with build().

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impl<S: State> DataEngineConfigBuilder<S>

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pub fn build(self) -> DataEngineConfig
where S: IsComplete,

Finish building and return the requested object

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pub fn time_bars_build_with_no_updates( self, value: bool, ) -> DataEngineConfigBuilder<SetTimeBarsBuildWithNoUpdates<S>>
where S::TimeBarsBuildWithNoUpdates: IsUnset,

Optional (Some / Option setters). Default: true.

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

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pub fn maybe_time_bars_build_with_no_updates( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetTimeBarsBuildWithNoUpdates<S>>
where S::TimeBarsBuildWithNoUpdates: IsUnset,

Optional (Some / Option setters). Default: true.

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

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pub fn time_bars_timestamp_on_close( self, value: bool, ) -> DataEngineConfigBuilder<SetTimeBarsTimestampOnClose<S>>
where S::TimeBarsTimestampOnClose: IsUnset,

Optional (Some / Option setters). Default: true.

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

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pub fn maybe_time_bars_timestamp_on_close( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetTimeBarsTimestampOnClose<S>>
where S::TimeBarsTimestampOnClose: IsUnset,

Optional (Some / Option setters). Default: true.

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

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pub fn time_bars_skip_first_non_full_bar( self, value: bool, ) -> DataEngineConfigBuilder<SetTimeBarsSkipFirstNonFullBar<S>>
where S::TimeBarsSkipFirstNonFullBar: IsUnset,

Optional (Some / Option setters). Default: false.

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

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pub fn maybe_time_bars_skip_first_non_full_bar( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetTimeBarsSkipFirstNonFullBar<S>>
where S::TimeBarsSkipFirstNonFullBar: IsUnset,

Optional (Some / Option setters). Default: false.

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

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pub fn time_bars_interval_type( self, value: BarIntervalType, ) -> DataEngineConfigBuilder<SetTimeBarsIntervalType<S>>
where S::TimeBarsIntervalType: IsUnset,

Optional (Some / Option setters). Default: BarIntervalType::LeftOpen.

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.
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pub fn maybe_time_bars_interval_type( self, value: Option<BarIntervalType>, ) -> DataEngineConfigBuilder<SetTimeBarsIntervalType<S>>
where S::TimeBarsIntervalType: IsUnset,

Optional (Some / Option setters). Default: BarIntervalType::LeftOpen.

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.
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pub fn time_bars_build_delay( self, value: u64, ) -> DataEngineConfigBuilder<SetTimeBarsBuildDelay<S>>
where S::TimeBarsBuildDelay: IsUnset,

Optional (Some / Option setters). Default: 0.

The time delay (microseconds) before building and emitting a bar.

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pub fn maybe_time_bars_build_delay( self, value: Option<u64>, ) -> DataEngineConfigBuilder<SetTimeBarsBuildDelay<S>>
where S::TimeBarsBuildDelay: IsUnset,

Optional (Some / Option setters). Default: 0.

The time delay (microseconds) before building and emitting a bar.

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pub fn time_bars_origin_offset( self, value: HashMap<BarAggregation, Duration>, ) -> DataEngineConfigBuilder<SetTimeBarsOriginOffset<S>>
where S::TimeBarsOriginOffset: IsUnset,

Optional (Some / Option setters). Default: <HashMap<BarAggregation, Duration> as Default>::default().

A dictionary mapping time bar aggregations to their origin time offsets.

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pub fn maybe_time_bars_origin_offset( self, value: Option<HashMap<BarAggregation, Duration>>, ) -> DataEngineConfigBuilder<SetTimeBarsOriginOffset<S>>
where S::TimeBarsOriginOffset: IsUnset,

Optional (Some / Option setters). Default: <HashMap<BarAggregation, Duration> as Default>::default().

A dictionary mapping time bar aggregations to their origin time offsets.

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pub fn validate_data_sequence( self, value: bool, ) -> DataEngineConfigBuilder<SetValidateDataSequence<S>>
where S::ValidateDataSequence: IsUnset,

Optional (Some / Option setters). Default: false.

If data objects timestamp sequencing will be validated and handled.

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pub fn maybe_validate_data_sequence( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetValidateDataSequence<S>>
where S::ValidateDataSequence: IsUnset,

Optional (Some / Option setters). Default: false.

If data objects timestamp sequencing will be validated and handled.

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pub fn buffer_deltas( self, value: bool, ) -> DataEngineConfigBuilder<SetBufferDeltas<S>>
where S::BufferDeltas: IsUnset,

Optional (Some / Option setters). Default: false.

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

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pub fn maybe_buffer_deltas( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetBufferDeltas<S>>
where S::BufferDeltas: IsUnset,

Optional (Some / Option setters). Default: false.

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

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pub fn emit_quotes_from_book( self, value: bool, ) -> DataEngineConfigBuilder<SetEmitQuotesFromBook<S>>
where S::EmitQuotesFromBook: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book updates.

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pub fn maybe_emit_quotes_from_book( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetEmitQuotesFromBook<S>>
where S::EmitQuotesFromBook: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book updates.

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pub fn emit_quotes_from_book_depths( self, value: bool, ) -> DataEngineConfigBuilder<SetEmitQuotesFromBookDepths<S>>
where S::EmitQuotesFromBookDepths: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book depth updates.

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pub fn maybe_emit_quotes_from_book_depths( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetEmitQuotesFromBookDepths<S>>
where S::EmitQuotesFromBookDepths: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book depth updates.

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pub fn disable_historical_cache( self, value: bool, ) -> DataEngineConfigBuilder<SetDisableHistoricalCache<S>>
where S::DisableHistoricalCache: IsUnset,

Optional (Some / Option setters). Default: false.

If data published through process_historical should be suppressed from the cache.

When true, historical replays still publish on historical topics but the engine does not write the data to the cache.

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pub fn maybe_disable_historical_cache( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetDisableHistoricalCache<S>>
where S::DisableHistoricalCache: IsUnset,

Optional (Some / Option setters). Default: false.

If data published through process_historical should be suppressed from the cache.

When true, historical replays still publish on historical topics but the engine does not write the data to the cache.

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pub fn external_clients( self, value: Vec<ClientId>, ) -> DataEngineConfigBuilder<SetExternalClients<S>>
where S::ExternalClients: IsUnset,

Optional (Some / Option setters). The client IDs declared for external stream processing. The data engine will not attempt to send data commands to these client IDs.

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pub fn maybe_external_clients( self, value: Option<Vec<ClientId>>, ) -> DataEngineConfigBuilder<SetExternalClients<S>>
where S::ExternalClients: IsUnset,

Optional (Some / Option setters). The client IDs declared for external stream processing. The data engine will not attempt to send data commands to these client IDs.

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pub fn debug(self, value: bool) -> DataEngineConfigBuilder<SetDebug<S>>
where S::Debug: IsUnset,

Optional (Some / Option setters). Default: false.

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

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pub fn maybe_debug( self, value: Option<bool>, ) -> DataEngineConfigBuilder<SetDebug<S>>
where S::Debug: IsUnset,

Optional (Some / Option setters). Default: false.

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

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