Struct DatabentoFeedHandler 

pub struct DatabentoFeedHandler { /* private fields */ }

Handles a raw TCP data feed from the Databento LSG for a single dataset.

LiveCommand messages are recieved synchronously across a channel, decoded records are sent asynchronously on a tokio channel as LiveMessages back to a message processing task.

Crash Policy

This handler intentionally crashes on catastrophic feed issues rather than attempting recovery. If excessive buffering occurs (indicating severe feed misbehavior), the process will run out of memory and terminate. This is by design - such scenarios indicate fundamental problems that require external intervention.

Implementations

impl DatabentoFeedHandler

pub const fn new( key: String, dataset: String, rx: UnboundedReceiver<LiveCommand>, tx: Sender<LiveMessage>, publisher_venue_map: IndexMap<PublisherId, Venue>, symbol_venue_map: Arc<RwLock<AHashMap<Symbol, Venue>>>, use_exchange_as_venue: bool, bars_timestamp_on_close: bool, ) -> Self

Creates a new DatabentoFeedHandler instance.

pub async fn run(&mut self) -> Result<()>

Runs the feed handler main loop, processing commands and streaming market data.

Establishes a connection to the Databento LSG, subscribes to requested data feeds, and continuously processes incoming market data messages until shutdown.

Errors

Returns an error if any client operation or message handling fails.

Trait Implementations

impl Debug for DatabentoFeedHandler

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

Formats the value using the given formatter.