Struct LiveDataEngineConfig 

pub struct LiveDataEngineConfig {

    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<String, u64>,
    pub validate_data_sequence: bool,
    pub buffer_deltas: bool,
    pub emit_quotes_from_book: bool,
    pub emit_quotes_from_book_depths: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub debug: bool,
    pub qsize: u32,
}

Configuration for live data engines.

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, the aggregator will timestamp on bar open.

time_bars_skip_first_non_full_bar: bool

If time bar aggregators will skip emitting a bar when aggregation starts mid-interval.

time_bars_interval_type: BarIntervalType

The interval semantics used for time aggregation.

time_bars_build_delay: u64

The build delay (microseconds) before a time bar is emitted.

time_bars_origin_offset: HashMap<String, u64>

A mapping of time bar aggregation types to their origin time offsets (nanoseconds).

Keys are BarAggregation variant names, values are offset durations in nanoseconds.

validate_data_sequence: bool

If data timestamp sequencing should 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.

external_clients: Option<Vec<ClientId>>

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).

qsize: u32

The queue size for the engine’s internal queue buffers.

Not implemented on the current live runtime; validate_runtime_support rejects any value other than the default.

Implementations

impl LiveDataEngineConfig

pub fn builder() -> LiveDataEngineConfigBuilder

Create an instance of LiveDataEngineConfig using the builder syntax

Trait Implementations

impl Clone for LiveDataEngineConfig

fn clone(&self) -> LiveDataEngineConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LiveDataEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveDataEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for LiveDataEngineConfig

where LiveDataEngineConfig: Default,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for LiveDataEngineConfig

impl From<LiveDataEngineConfig> for DataEngineConfig

fn from(config: LiveDataEngineConfig) -> Self

Converts to this type from the input type.

impl PartialEq for LiveDataEngineConfig

fn eq(&self, other: &LiveDataEngineConfig) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for LiveDataEngineConfig

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LiveDataEngineConfig