Struct DatabentoDataClient 

pub struct DatabentoDataClient { /* private fields */ }

A Databento data client that combines live streaming and historical data functionality.

This client uses the existing DatabentoFeedHandler for live data subscriptions and DatabentoHistoricalClient for historical data requests. It supports multiple datasets simultaneously, with separate feed handlers per dataset.

Implementations

impl DatabentoDataClient

pub fn new( client_id: ClientId, config: DatabentoDataClientConfig, clock: &'static AtomicTime, ) -> Result<Self>

Creates a new DatabentoDataClient instance.

Errors

Returns an error if client creation or publisher configuration loading fails.

Trait Implementations

impl DataClient for DatabentoDataClient

fn client_id(&self) -> ClientId

Returns the client identifier.

fn venue(&self) -> Option<Venue>

Returns the venue associated with this client (None for multi-venue clients).

fn start(&mut self) -> Result<()>

Starts the data client.

Errors

Returns an error if the client fails to start.

fn stop(&mut self) -> Result<()>

Stops the data client and cancels all active subscriptions.

Errors

Returns an error if the client fails to stop cleanly.

fn is_connected(&self) -> bool

Returns whether the client is currently connected.

fn subscribe_instrument(&mut self, cmd: SubscribeInstrument) -> Result<()>

Subscribes to instrument definition data for the specified instrument.

Errors

Returns an error if the subscription request fails.

fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> Result<()>

Subscribes to quote tick data for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> Result<()>

Subscribes to trade tick data for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> Result<()>

Subscribes to order book delta updates for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_instrument_status( &mut self, cmd: SubscribeInstrumentStatus, ) -> Result<()>

Subscribes to instrument status updates for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn reset(&mut self) -> Result<()>

Resets the data client to its initial state.

fn dispose(&mut self) -> Result<()>

Disposes of client resources and cleans up.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the data provider.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the data provider.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()>

Unsubscribes from quote updates for the specified instrument.

fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()>

Unsubscribes from trade updates for the specified instrument.

fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> Result<()>

Unsubscribes from order book delta updates for the specified instrument.

fn unsubscribe_instrument_status( &mut self, cmd: &UnsubscribeInstrumentStatus, ) -> Result<()>

Unsubscribes from instrument status updates for the specified instrument.

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

Requests a list of instruments from the provider for a given venue.

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

Requests detailed data for a single instrument.

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

Requests historical or streaming quote data for a specified instrument.

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

Requests historical or streaming trade data for a specified instrument.

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

Requests historical or streaming bar data for a specified instrument and bar type.

fn request_book_depth(&self, request: RequestBookDepth) -> Result<()>

Requests historical order book depth data for a specified instrument.

fn request_book_deltas(&self, request: RequestBookDeltas) -> Result<()>

Requests historical order book delta data for a specified instrument.

fn subscribe(&mut self, cmd: SubscribeCustomData) -> Result<(), Error>

Subscribes to custom data types according to the command.

fn subscribe_instruments( &mut self, cmd: SubscribeInstruments, ) -> Result<(), Error>

Subscribes to instruments list for the specified venue.

fn subscribe_book_depth10( &mut self, cmd: SubscribeBookDepth10, ) -> Result<(), Error>

Subscribes to top 10 order book depth updates for the specified instrument.

fn subscribe_mark_prices( &mut self, cmd: SubscribeMarkPrices, ) -> Result<(), Error>

Subscribes to mark price updates for the specified instrument.

fn subscribe_index_prices( &mut self, cmd: SubscribeIndexPrices, ) -> Result<(), Error>

Subscribes to index price updates for the specified instrument.

fn subscribe_funding_rates( &mut self, cmd: SubscribeFundingRates, ) -> Result<(), Error>

Subscribes to funding rate updates for the specified instrument.

fn subscribe_bars(&mut self, cmd: SubscribeBars) -> Result<(), Error>

Subscribes to bar updates of the specified bar type.

fn subscribe_instrument_close( &mut self, cmd: SubscribeInstrumentClose, ) -> Result<(), Error>

Subscribes to instrument close events for the specified instrument.

fn subscribe_option_greeks( &mut self, cmd: SubscribeOptionGreeks, ) -> Result<(), Error>

Subscribes to exchange-provided option greeks for the specified instrument.

fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<(), Error>

Unsubscribes from custom data types according to the command.

fn unsubscribe_instruments( &mut self, cmd: &UnsubscribeInstruments, ) -> Result<(), Error>

Unsubscribes from instruments list for the specified venue.

fn unsubscribe_instrument( &mut self, cmd: &UnsubscribeInstrument, ) -> Result<(), Error>

Unsubscribes from data for the specified instrument.

fn unsubscribe_book_depth10( &mut self, cmd: &UnsubscribeBookDepth10, ) -> Result<(), Error>

Unsubscribes from top 10 order book depth updates for the specified instrument.

fn unsubscribe_mark_prices( &mut self, cmd: &UnsubscribeMarkPrices, ) -> Result<(), Error>

Unsubscribes from mark price updates for the specified instrument.

fn unsubscribe_index_prices( &mut self, cmd: &UnsubscribeIndexPrices, ) -> Result<(), Error>

Unsubscribes from index price updates for the specified instrument.

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

Unsubscribes from funding rate updates for the specified instrument.

fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<(), Error>

Unsubscribes from bar updates of the specified bar type.

fn unsubscribe_instrument_close( &mut self, cmd: &UnsubscribeInstrumentClose, ) -> Result<(), Error>

Unsubscribes from instrument close events for the specified instrument.

fn unsubscribe_option_greeks( &mut self, cmd: &UnsubscribeOptionGreeks, ) -> Result<(), Error>

Unsubscribes from exchange-provided option greeks for the specified instrument.

fn request_data(&self, request: RequestCustomData) -> Result<(), Error>

Sends a custom data request to the provider.

fn request_book_snapshot( &self, request: RequestBookSnapshot, ) -> Result<(), Error>

Requests a snapshot of the order book for a specified instrument.

fn request_funding_rates( &self, request: RequestFundingRates, ) -> Result<(), Error>

Requests historical or streaming funding rate data for a specified instrument.

fn request_forward_prices( &self, request: RequestForwardPrices, ) -> Result<(), Error>

Requests forward/underlying prices for derivatives instruments.

impl Debug for DatabentoDataClient

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

Formats the value using the given formatter.