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_build_delay: u64,
    pub time_bars_origin_offset: HashMap<BarAggregation, Duration>,
    pub validate_data_sequence: bool,
    pub buffer_deltas: bool,
    pub emit_quotes_from_book: bool,
    pub emit_quotes_from_book_depths: bool,
    pub disable_historical_cache: 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_build_delay: u64

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

time_bars_origin_offset: 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.

emit_quotes_from_book: bool

If quotes should be emitted on order book updates.

emit_quotes_from_book_depths: bool

If quotes should be emitted on order book depth updates.

disable_historical_cache: bool

If data published through the pipeline path should be suppressed from the cache.

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

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 fn builder() -> DataEngineConfigBuilder

Create an instance of DataEngineConfig using the builder syntax

Trait Implementations

impl Clone for DataEngineConfig

fn clone(&self) -> DataEngineConfig

Returns a duplicate 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.

impl DerefToPyAny for DataEngineConfig

impl<'de> Deserialize<'de> for DataEngineConfig

where DataEngineConfig: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<'a, 'py> FromPyObject<'a, 'py> for DataEngineConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for DataEngineConfig

type Target = DataEngineConfig

The Python output type

type Output = Bound<'py, <DataEngineConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for DataEngineConfig

const NAME: &str = "DataEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DataEngineConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for `DataEngine` instances.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<DataEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<DataEngineConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForDataEngineConfig

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for DataEngineConfig

const TEXT_SIGNATURE: &'static str = "(time_bars_build_with_no_updates=None, time_bars_timestamp_on_close=None, time_bars_skip_first_non_full_bar=None, time_bars_interval_type=None, time_bars_build_delay=None, time_bars_origin_offset=None, validate_data_sequence=None, buffer_deltas=None, emit_quotes_from_book=None, emit_quotes_from_book_depths=None, external_clients=None, debug=None, disable_historical_cache=None)"

impl PyStubType for DataEngineConfig

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for DataEngineConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for DataEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.