Struct DatabentoLiveClient 

pub struct DatabentoLiveClient {
    pub dataset: String,
    /* private fields */
}

Fields

dataset: String

Implementations

impl DatabentoLiveClient

pub fn new( key: String, dataset: String, publishers_filepath: PathBuf, use_exchange_as_venue: bool, bars_timestamp_on_close: Option<bool>, reconnect_timeout_mins: Option<i64>, ) -> Result<Self>

Creates a new DatabentoLiveClient instance.

Errors

Returns an error if reading or parsing the publishers file fails.

pub const fn is_running(&self) -> bool

pub const fn is_closed(&self) -> bool

pub fn subscribe( &mut self, schema: String, instrument_ids: Vec<InstrumentId>, start: Option<u64>, snapshot: Option<bool>, price_precisions: Option<Vec<Option<u8>>>, stype_in: Option<String>, ) -> Result<()>

Subscribes to Databento live data for the requested instruments.

Errors

Returns an error if symbology, schema, timestamp, or precision inputs are invalid, or if the command cannot be sent to the feed handler.

pub fn start( &mut self, ) -> Result<(DatabentoFeedHandler, UnboundedReceiver<DatabentoMessage>)>

Starts the live feed handler and returns its message receiver.

Errors

Returns an error if the client is already closed, already running, or cannot start.

pub fn close(&mut self) -> Result<()>

Closes the live client.

Errors

Returns an error if the client was never started, is already closed, or cannot send the close command to the feed handler.

Trait Implementations

impl Debug for DatabentoLiveClient

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

Formats the value using the given formatter.