Struct StateActor 

pub struct StateActor { /* private fields */ }

Actor with observable state lifecycle callbacks.

Implementations

impl StateActor

pub fn new( actor_id: ActorId, control: TestCacheDatabaseControl, state_save: IndexMap<String, Vec<u8>>, ) -> Self

Creates a stateful actor.

pub const fn with_fail_load(self) -> Self

Configures the actor load callback to fail.

pub const fn with_fail_save(self) -> Self

Configures the actor save callback to fail.

pub const fn with_fail_start(self) -> Self

Configures the actor start callback to fail.

pub const fn state_load(&self) -> Option<&IndexMap<String, Vec<u8>>>

Returns the state received by the load callback.

Trait Implementations

impl DataActor for StateActor

fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<()>

Actions to be performed when the actor state is loaded.

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

Actions to be performed on start.

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

Actions to be performed on stop.

fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>>

Actions to be performed when the actor state is saved.

fn actor_id(&self) -> ActorId

where Self: DataActorNative,

Returns the actor ID.

fn trader_id(&self) -> Option<TraderId>

where Self: DataActorNative,

Returns the trader ID this actor is registered to.

fn is_registered(&self) -> bool

where Self: DataActorNative,

Returns whether the actor is registered with a trader.

fn config(&self) -> &DataActorConfig

where Self: DataActorNative,

Returns the actor configuration.

fn on_resume(&mut self) -> Result<(), Error>

Actions to be performed on resume.

fn on_reset(&mut self) -> Result<(), Error>

Actions to be performed on reset.

fn on_dispose(&mut self) -> Result<(), Error>

Actions to be performed on dispose.

fn on_degrade(&mut self) -> Result<(), Error>

Actions to be performed on degrade.

fn on_fault(&mut self) -> Result<(), Error>

Actions to be performed on fault.

fn on_time_event(&mut self, event: &TimeEvent) -> Result<(), Error>

Actions to be performed when receiving a time event.

fn on_data(&mut self, data: &CustomData) -> Result<(), Error>

Actions to be performed when receiving custom data.

fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>

Actions to be performed when receiving a signal.

fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<(), Error>

Actions to be performed when receiving an instrument.

fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<(), Error>

Actions to be performed when receiving order book deltas.

fn on_book_depth(&mut self, depth: &OrderBookDepth10) -> Result<(), Error>

Actions to be performed when receiving an order book depth10 snapshot.

fn on_book(&mut self, order_book: &OrderBook) -> Result<(), Error>

Actions to be performed when receiving an order book.

fn on_quote(&mut self, quote: &QuoteTick) -> Result<(), Error>

Actions to be performed when receiving a quote.

fn on_trade(&mut self, tick: &TradeTick) -> Result<(), Error>

Actions to be performed when receiving a trade.

fn on_bar(&mut self, bar: &Bar) -> Result<(), Error>

Actions to be performed when receiving a bar.

fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<(), Error>

Actions to be performed when receiving a mark price update.

fn on_index_price( &mut self, index_price: &IndexPriceUpdate, ) -> Result<(), Error>

Actions to be performed when receiving an index price update.

fn on_funding_rate( &mut self, funding_rate: &FundingRateUpdate, ) -> Result<(), Error>

Actions to be performed when receiving a funding rate update.

fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<(), Error>

Actions to be performed when receiving exchange-provided option greeks.

fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>

Actions to be performed when receiving an option chain slice snapshot.

fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<(), Error>

Actions to be performed when receiving an instrument status update.

fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<(), Error>

Actions to be performed when receiving an instrument close update.

fn on_historical_data( &mut self, data: &(dyn Any + 'static), ) -> Result<(), Error>

Actions to be performed when receiving historical data.

fn on_historical_book_deltas( &mut self, deltas: &[OrderBookDelta], ) -> Result<(), Error>

Actions to be performed when receiving historical book deltas.

fn on_historical_book_depth( &mut self, depths: &[OrderBookDepth10], ) -> Result<(), Error>

Actions to be performed when receiving historical book depth.

fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<(), Error>

Actions to be performed when receiving historical quotes.

fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<(), Error>

Actions to be performed when receiving historical trades.

fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<(), Error>

Actions to be performed when receiving historical bars.

fn on_historical_mark_prices( &mut self, mark_prices: &[MarkPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical mark prices.

fn on_historical_index_prices( &mut self, index_prices: &[IndexPriceUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical index prices.

fn on_historical_funding_rates( &mut self, funding_rates: &[FundingRateUpdate], ) -> Result<(), Error>

Actions to be performed when receiving historical funding rates.

fn clock(&self) -> ClockApi<'_>

where Self: DataActorNative,

Returns the user-facing clock API.

fn cache(&self) -> CacheApi<'_>

where Self: DataActorNative,

Returns the user-facing cache API.

fn shutdown_system(&self, reason: Option<String>)

where Self: DataActorNative,

Sends a shutdown command to the system with an optional reason.

fn publish_data(&self, data_type: &DataType, data: &CustomData)

where Self: DataActorNative,

Publishes data on the message bus under the topic derived from data_type.

fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)

where Self: DataActorNative,

Publishes a Signal constructed from name and value.

fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>

where Self: DataActorNative,

Adds the synthetic instrument to the cache.

fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>

where Self: DataActorNative,

Updates the synthetic instrument in the cache, replacing the existing entry.

fn handle_time_event(&mut self, event: &TimeEvent)

Handles a received time event.

fn handle_data(&mut self, data: &CustomData)

Handles a received custom data point.

fn handle_signal(&mut self, signal: &Signal)

Handles a received signal.

fn handle_instrument(&mut self, instrument: &InstrumentAny)

Handles a received instrument.

fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)

Handles received order book deltas.

fn handle_book_depth(&mut self, depth: &OrderBookDepth10)

Handles a received order book depth10 snapshot.

fn handle_book(&mut self, book: &OrderBook)

Handles a received order book reference.

fn handle_quote(&mut self, quote: &QuoteTick)

where Self: DataActorNative,

Handles a received quote.

fn handle_trade(&mut self, trade: &TradeTick)

where Self: DataActorNative,

Handles a received trade.

fn handle_bar(&mut self, bar: &Bar)

where Self: DataActorNative,

Handles a receiving bar.

fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)

Handles a received mark price update.

fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)

Handles a received index price update.

fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)

Handles a received funding rate update.

fn handle_option_greeks(&mut self, greeks: &OptionGreeks)

Handles a received option greeks update.

fn handle_option_chain(&mut self, slice: &OptionChainSlice)

Handles a received option chain slice snapshot.

fn handle_instrument_status(&mut self, status: &InstrumentStatus)

Handles a received instrument status.

fn handle_instrument_close(&mut self, close: &InstrumentClose)

Handles a received instrument close.

fn handle_historical_data(&mut self, data: &(dyn Any + 'static))

Handles received historical data.

fn handle_data_response(&mut self, resp: &CustomDataResponse)

Handles a data response.

fn handle_instrument_response(&mut self, resp: &InstrumentResponse)

Handles an instrument response.

fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)

Handles an instruments response.

fn handle_book_response(&mut self, resp: &BookResponse)

Handles a book response.

fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)

Handles a book deltas response.

fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)

Handles a book depth response.

fn handle_quotes_response(&mut self, resp: &QuotesResponse)

where Self: DataActorNative,

Handles a quotes response.

fn handle_trades_response(&mut self, resp: &TradesResponse)

where Self: DataActorNative,

Handles a trades response.

fn handle_bars_response(&mut self, resp: &BarsResponse)

where Self: DataActorNative,

Handles a bars response.

fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)

Handles a funding rates response.

fn subscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming data_type data.

fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to Signal data by name.

fn subscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming QuoteTick data for the instrument_id.

fn subscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the venue.

fn subscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentAny data for the instrument_id.

fn subscribe_book_deltas( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OrderBookDeltas data for the instrument_id.

fn subscribe_book_depth10( &mut self, instrument_id: InstrumentId, book_type: BookType, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OrderBookDepth10 data for the instrument_id.

fn subscribe_book_at_interval( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to OrderBook snapshots at a specified interval for the instrument_id.

fn subscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming TradeTick data for the instrument_id.

fn subscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming Bar data for the bar_type.

fn subscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming MarkPriceUpdate data for the instrument_id.

fn subscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming IndexPriceUpdate data for the instrument_id.

fn subscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming FundingRateUpdate data for the instrument_id.

fn subscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OptionGreeks data for the instrument_id.

fn subscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentStatus data for the instrument_id.

fn subscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming InstrumentClose data for the instrument_id.

fn subscribe_option_chain( &mut self, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Subscribe to streaming OptionChainSlice snapshots for the option series_id.

fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming data_type data.

fn unsubscribe_signal(&mut self, name: &str)

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from Signal data by name.

fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the venue.

fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentAny data for the instrument_id.

fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OrderBookDeltas data for the instrument_id.

fn unsubscribe_book_depth10( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OrderBookDepth10 data for the instrument_id.

fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from OrderBook snapshots at a specified interval for the instrument_id.

fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming QuoteTick data for the instrument_id.

fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming TradeTick data for the instrument_id.

fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming Bar data for the bar_type.

fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming MarkPriceUpdate data for the instrument_id.

fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming IndexPriceUpdate data for the instrument_id.

fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming FundingRateUpdate data for the instrument_id.

fn unsubscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OptionGreeks data for the instrument_id.

fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentStatus data for the instrument_id.

fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming InstrumentClose data for the instrument_id.

fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )

where Self: DataActorNative + Sized + 'static + Debug,

Unsubscribe from streaming OptionChainSlice snapshots for the option series_id.

fn request_data( &mut self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical custom data of the given data_type.

fn request_instrument( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical InstrumentResponse data for the given instrument_id.

fn request_instruments( &mut self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical InstrumentsResponse definitions for the optional venue.

fn request_book_snapshot( &mut self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request an OrderBook snapshot for the given instrument_id.

fn request_book_deltas( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical OrderBookDelta data for the given instrument_id.

fn request_book_depth( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical OrderBookDepth10 data for the given instrument_id.

fn request_quotes( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical QuoteTick data for the given instrument_id.

fn request_trades( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical TradeTick data for the given instrument_id.

fn request_bars( &mut self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical Bar data for the given bar_type.

fn request_funding_rates( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>

where Self: DataActorNative + Sized + 'static + Debug,

Request historical FundingRateUpdate data for the given instrument_id.

impl DataActorNative for StateActor

fn core(&self) -> &DataActorCore

Returns the actor core.

fn core_mut(&mut self) -> &mut DataActorCore

Returns the mutable actor core.

fn clock_mut(&mut self) -> RefMut<'_, dyn Clock + 'static>

Returns the mutable clock borrow for the actor.

fn clock_rc(&self) -> Rc<RefCell<dyn Clock>>

Returns a clone of the reference-counted clock.

fn cache_ref(&self) -> Ref<'_, Cache>

Returns a read-only cache borrow.

fn cache_rc(&self) -> Rc<RefCell<Cache>>

Returns a clone of the reference-counted cache.

impl Debug for StateActor

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

Formats the value using the given formatter.