nautilus_data/engine/
bar.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use std::fmt::Debug;
17
18use nautilus_common::msgbus::{MStr, Topic, TypedHandler};
19use nautilus_core::UUID4;
20use nautilus_model::data::{Bar, BarType, QuoteTick, TradeTick};
21
22/// Identifies a bar aggregator instance.
23///
24/// Live subscriptions key on `(bar_type.standard(), None)`. Request-scoped
25/// aggregators carrying a `request_id` key on `(bar_type.standard(), Some(id))`
26/// so they can run alongside a live aggregator on the same bar type.
27pub(crate) type BarAggregatorKey = (BarType, Option<UUID4>);
28
29#[inline]
30pub(crate) fn bar_aggregator_key(bar_type: BarType, request_id: Option<UUID4>) -> BarAggregatorKey {
31    (bar_type.standard(), request_id)
32}
33
34/// Typed subscription for bar aggregator handlers.
35///
36/// Stores the topic and handler for each data type so we can properly
37/// unsubscribe from the typed routers.
38#[derive(Clone)]
39pub enum BarAggregatorSubscription {
40    Bar {
41        topic: MStr<Topic>,
42        handler: TypedHandler<Bar>,
43    },
44    Trade {
45        topic: MStr<Topic>,
46        handler: TypedHandler<TradeTick>,
47    },
48    Quote {
49        topic: MStr<Topic>,
50        handler: TypedHandler<QuoteTick>,
51    },
52}
53
54impl Debug for BarAggregatorSubscription {
55    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
56        match self {
57            Self::Bar { topic, handler } => f
58                .debug_struct(stringify!(Bar))
59                .field("topic", topic)
60                .field("handler_id", &handler.id())
61                .finish(),
62            Self::Trade { topic, handler } => f
63                .debug_struct(stringify!(Trade))
64                .field("topic", topic)
65                .field("handler_id", &handler.id())
66                .finish(),
67            Self::Quote { topic, handler } => f
68                .debug_struct(stringify!(Quote))
69                .field("topic", topic)
70                .field("handler_id", &handler.id())
71                .finish(),
72        }
73    }
74}
nautilus_data/engine/bar.rs

nautilus_data/engine/
bar.rs
